0b870a1b26
Five #[ignore] CUDA-required tests for the trader-grade trade-management
kernels (rl_unit_state_update, actions_to_market_targets HalfFlat
branches, rl_trail_mutate, rl_trail_stop_check). Analytical invariant
oracles per feedback_no_cpu_test_fallbacks.
Public IntegratedTrainer launch wrappers (mirror internal kernel
invocations in step_with_lobsim with controllable buffers):
* launch_actions_to_market_targets
* launch_rl_trail_mutate
* launch_rl_trail_stop_check
* launch_rl_unit_state_update
Public mapped-pinned write/read helpers added to satisfy
feedback_no_htod_htoh_only_mapped_pinned (the pre-commit hook rejects
raw un-pinned host-side transfers with no grandfathering for new code):
* write_slice_f32_d_pub / write_slice_i32_d_pub / write_slice_u8_d_pub
* read_slice_u8_d_pub (counterpart to existing _d_pub readers)
write_slice_u8_d_pub / read_slice_u8_d_pub stage via MappedI32Buffer
(4-byte alignment) — covers byte-buffer fixtures like the 24-byte
PosFlat layout used by the unit-state and half-flat tests without
needing a new MappedU8Buffer type.
Test catalogue (all passing locally on RTX 3050 Ti):
1. half_flat_long_emits_half_position_size — a9 sizing + a9-on-short
no-op + odd-lot ceil(3/2)=2 invariant
2. half_flat_short_emits_half_position_size — symmetric a10 case
3. unit_state_transitions — sentinel-zero bootstrap OPEN (was-flat→
long) + CLOSE (long→flat) + prev_pos_lots tracker advance +
only-slot-0-active invariant (slots 1-3 stay 0)
4. trail_mutate_tighten_loosen_reciprocal — a7 then a8 returns trail
to original within 1e-5 + inactive units don't mutate + non-trail
action (Hold) passes through
5. trail_stop_check_overrides_action_on_breach — long breach overrides
Hold→FlatFromLong (a3) + no-breach leaves Hold + short breach
overrides Hold→FlatFromShort (a4) (symmetry)
Bug caught during test authoring: IntegratedTrainer::new allocates
isv_d as all-zeros; ISV bootstrap defaults are written only during
the first step_with_lobsim, not at construction. Tests must explicitly
seed every ISV slot their kernel reads — in particular RL_TRAIL_MAX
for the loosen branch (fminf(0, x) silently zeroes trail_distance).
Per feedback_no_sp_or_version_prefixes_in_file_names: file named by
WHAT it tests (trade_management_kernels), not WHICH spec phase
introduced it. Same for the #[test] fn identifiers.
Foxhunt
Production HFT trading system in Rust.
Architecture
The workspace contains 32 crates organized as follows:
Core Libraries (16)
| Crate | Purpose |
|---|---|
trading_engine |
Order processing, FIX 4.4, IB TWS, SIMD, RDTSC timing |
risk |
VaR, Kelly, circuit breakers, kill switches, compliance |
risk-data |
Risk data types and shared structures |
trading-data |
Trading data types |
ml |
DQN Rainbow, PPO, TFT, Mamba2, ensemble inference |
ml-data |
ML data types and feature definitions |
data |
Market data ingestion and storage |
backtesting |
Replay engine, strategy tester |
adaptive-strategy |
Ensemble execution, microstructure analysis |
common |
Shared types, resilience, error handling |
storage |
S3 and local model storage |
model_loader |
Model serialization and loading |
market-data |
Market data feed handlers |
database |
PostgreSQL access layer (SQLx) |
config |
Configuration management |
tli |
CLI commands and tooling |
Services (8)
| Service | Purpose |
|---|---|
backtesting_service |
gRPC backtesting service |
broker_gateway_service |
FIX routing, broker connectivity |
trading_service |
Core trading operations |
ml_training_service |
Model training orchestration |
data_acquisition_service |
Market data acquisition |
trading_agent_service |
Autonomous trading agents |
api_gateway |
gRPC API gateway with auth |
web-gateway |
Axum REST + WebSocket gateway |
Frontend
web-dashboard/ -- React 19 + TypeScript + Vite + TradingView charts.
Building
# Check compilation (no PostgreSQL required)
SQLX_OFFLINE=true cargo check --workspace
# Run tests for a specific crate
SQLX_OFFLINE=true cargo test -p <crate> --lib
# Clippy
SQLX_OFFLINE=true cargo clippy --workspace
ML Models
Four production model architectures on Candle v0.9.1 with CUDA:
- DQN Rainbow -- Deep Q-Network with prioritized replay, dueling heads, noisy nets
- PPO -- Proximal Policy Optimization with GAE and LSTM policies
- TFT -- Temporal Fusion Transformer for multi-horizon forecasting
- Mamba2 -- State space model for sequence prediction
Each model has a standalone trainer and a UnifiedTrainable adapter for the hyperopt pipeline.
Infrastructure
- Git: Gitea at
git.fxhnt.ai(Tailscale-only), Scaleway DEV1-S - Observability: OpenTelemetry OTLP (env
OTEL_EXPORTER_OTLP_ENDPOINT) - Database: PostgreSQL with SQLx offline mode for CI
License
Proprietary. All rights reserved.