1c23ff368a
Adds RL_BAND_MAX_MASK_FRAC_INDEX (bootstrap 0.85) and modifies rl_band_mask.cu to never mask the first (1 - max_mask) · B batches per step. Resolves the dead-signal trap from Phase 4-B at552d91bf4: band saturated wide because all positions stayed at 0 (deep in band ⇒ sigmoid surrogate gradient ~0 ⇒ no learning signal). ## Mechanism * Slot 813 RL_BAND_MAX_MASK_FRAC_INDEX (bootstrap 0.85). RL_SLOTS_END=814. * rl_band_mask.cu: deterministic first-N-batches bypass (preserves determinism per pearl_determinism_achieved). * New test band_mask_respects_exploration_bypass; existing tests updated. ## Smoke result (FOXHUNT_BAND_ENABLED=1, seed 42, b=128, 2000+500) The bypass mechanism works (15% of batches never see the mask). The band IS learning (width 8.02 → 0.085 by step 1999, controller drove turnover_target to MAX 0.20 as designed). BUT: full policy collapse to bimodal `[0,0,109,0,0,0,0,0,19,0,0]` from step 100 onward — 109 masked → Hold, 19 bypassed → all pick TrailLoosen. action_entropy 0.45, total_trades=8. ## Architectural finding (Phase 4-A3 prerequisite) The ±|tanh| activation guarantees b_l ≤ 0 ≤ b_u — position 0 is ALWAYS in band. But foxhunt agents start flat (position 0), so every batch starts masked, never opens trades, positions never move, band has no exposure to non-zero positions, no gradient signal to "open up". Davis-Norman semantics (band constrains EXISTING positions) misapplied to "stay flat forever". Phase 4-A3 will add a position-zero exception: band only constrains already-positioned batches; opens from flat are always allowed. ## Linked * Phase 4-A:e41a73208(band foundation) * Phase 4-B:552d91bf4(controller + backward chain) * Spec §2.2 + §9.1 Mitigation 2 Co-Authored-By: Claude Opus 4.7 <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.