1a80fcab10
Plan C Phase 2 T7. #[ignore]-gated GPU test that runs BOTH the
production experience_action_select kernel AND the standalone
direction_thompson_v2_test (added in commit 5de5e546a) on identical
Phase 0 Test 0.D failure-mode inputs and asserts the resulting
direction histograms are statistically indistinguishable.
Path (a) — bit-identical comparison via a shared pre-computed uniform
array — would require editing the standalone v2 kernel's signature to
accept a `float* uniforms` instead of generating its own LCG draws.
Out of scope for the 1-2-hour dispatch. Path (b) — KS-style histogram
comparison — is used.
Setup:
- Single per-direction logits tile (Phase 0 Test 0.D failure mode)
- Production: tile replicated across batch=100 000 samples; Philox
keyed on (i, timestep=0, ctr) per thread
- Standalone v2: same tile fed to single-tile launcher with n_seeds=100 000;
LCG keyed on (base_seed=0 + seed_idx) per thread
Assertion:
- KS distance over the {Short, Hold, Long, Flat} histograms ≤ 0.02
(n=100k empirical-CDF noise floor for matching distributions is
~4·sqrt(2/n) ≈ 0.018; algorithm divergences would shift mass by
O(10%) → KS ≈ O(0.1), easily detected)
- Sanity: both histograms have P(Long+Short) ≥ 0.20 (rules out
coincidental shared-mode collapse with KS ≈ 0)
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.