1396b62ec6
Root cause: 5 SP15 evaluation launchers (cost_net_sharpe + 4 baseline_*) were doing `load_cubin` + `load_function` PER-CALL inside `GpuBacktestEvaluator`'s eval hot loop. Pattern is fragile across CUDA context lifetimes — works in single-pass train-best context (smoke train-9bcwm verified), fails in hyperopt-trial child stream context (workflow train-xggfc trial 1 failed at "load sp15_baseline_kernels cubin: ILLEGAL_ADDRESS"; after the host-side load corrupted the trial's context, trials 2-20 all cascade-failed at "Fork CUDA stream for trial"). Fix (atomic, matches5d63762abprecedent for bn_tanh_concat_dd): - Add 5 `CudaFunction` fields on `GpuBacktestEvaluator`. - Pre-load both `SP15_BASELINE_KERNELS_CUBIN` (4 functions) and `SP15_COST_NET_SHARPE_CUBIN` (1 function) once in `GpuBacktestEvaluator::new()`, alongside the existing `env_module` / `metrics_module` loads. - Change all 5 launcher signatures in `gpu_dqn_trainer.rs` to take `&CudaFunction` instead of doing per-call cubin load. - Update all 5 call sites in `gpu_backtest_evaluator.rs:2877..2922` to pass `&self.sp15_*_kernel`. - Update 4 oracle test call sites in `crates/ml/tests/sp15_phase1_oracle_tests.rs` (cost_net + 4 baselines) to pre-load and pass the kernel handle directly, matching 5d63762ab's pattern for `DQN_UTILITY_CUBIN`. - Update Invariant 7 audit doc (`docs/dqn-wire-up-audit.md`). Verification: `SQLX_OFFLINE=true CUDA_COMPUTE_CAP=86 cargo check -p ml --tests --all-targets` clean (warnings only, no errors). Refs: train-xggfc failure 2026-05-07T13:11:43,5d63762abprecedent, pearl_no_host_branches_in_captured_graph (this is the eval analogue), feedback_no_partial_refactor, feedback_wire_everything_up. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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.