jgrusewski 1ce99efc53 plan(policy-quality): Phase 2 implementation — synthesis of 4 tracks
Consolidates Phase 1 triage findings from Tracks 1-4 into an 11-task
Phase 2 plan at docs/superpowers/plans/2026-04-21-policy-quality-phase2.md.

Task inventory:
  - 2.0  Per-component gradient decomposition (H4 keystone diagnostic)
  - 2.1  H4 fix — magnitude-head gradient starvation (decision tree from 2.0)
  - 2.2  H10 fix — stable argmax tie-break at eval
  - 2.3  DELETE R5 micro-reward
  - 2.4  DELETE R6 loss-aversion; relocate neg-tail to C51 target smoothing
  - 2.5  Wiring-bug sweep (7 bugs: C1 fire, epsilon gen_range, if !true,
         sigma_mean scale, fold-boundary reset, stale docstring, C5 ISV null)
  - 2.6  E4 entropy-reg DELETE-or-KEEP (data-driven, post-2.0)
  - 2.7  C4 adaptive grad-clip ablation + DELETE-or-KEEP
  - 2.8  L40S validation run — all 4 tracks re-measured
  - 2.9  Mandatory-gate verification + phase3-results.md
  - 2.10 Tag policy-quality-phase2-complete (and policy-quality-v1 if soft pass)

Matches Phase 0/1 plan formatting (checkbox steps, concrete file paths,
code snippets, bash commands, per-task commit templates). References
project standing rules (no quickfixes, no stubs, no atomic-adds on hot
paths, no feature flags, no hiding errors) and the pinned-readback
pattern from Task 0.4 (commit bb42c9963).
2026-04-22 09:23:52 +02:00

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.

Description
No description provided
Readme 849 MiB
Languages
Rust 88.2%
Cuda 7.7%
Python 1.3%
Shell 1.1%
PLpgSQL 0.8%
Other 0.8%