25ceb3b8d5
Found while auditing the remaining atomicAdds in the codebase:
ensemble_diversity_kernel computed pairwise KL divergence between K
ensemble heads and wrote the result to ensemble_diversity_loss_buf.
A readback function (`readback_diversity_loss`) was defined to consume
this scalar — but **nothing in the codebase ever called it**. The
kernel ran every training step, allocated a buffer per step, and the
result was discarded.
Removed (-195 LOC net):
- ensemble_diversity_kernel CUDA kernel (~100 LOC C++)
- kernel load + cubin pin in compile_ensemble_kernels
- ensemble_diversity_kernel field on FusedTrainingCtx
- ensemble_diversity_loss_buf field + alloc
- pending_diversity_loss_ptr + pending_diversity_normalizer fields
- readback_diversity_loss() function (the would-be consumer)
- launch site in run_ensemble_step (zero+launch+pending_ptr setup)
Kept (these ARE used):
- ensemble_aggregate_kernel (Q-value mean/variance for exploration bonus)
- ensemble_kl_gradient_kernel (computes diversity gradient → SAXPY into
grad_buf → adam — this is the actual training-path mechanism)
- apply_ensemble_diversity_backward (calls kl_gradient_kernel)
- ensemble_diversity_weight (scales the gradient)
Net effect on training: zero (the deleted code's output was unused).
Net effect on per-step cost: small but non-zero — saves one kernel
launch + memset per step + a CudaSlice<f32> alloc per training context.
On L40S/H100 this is microseconds; on RTX 3050 Ti slightly more.
Effect on determinism: zero. The atomicAdd in the deleted kernel was
in a code path whose output didn't feed training, so removing it
doesn't change the training trajectory. The remaining 9 atomicAdds
in the codebase break down as: 5 in monitoring_kernel (diagnostic
stats only), 3 in experience_kernels (atom_stats / penalty_out —
diagnostic-ish), 1 in dqn_utility (sensitivity_out feature attribution),
1 in trade_stats. None are in the gradient hot path.
Files touched:
crates/ml/src/cuda_pipeline/ensemble_kernels.cu (-100 lines)
crates/ml/src/cuda_pipeline/gpu_dqn_trainer.rs (-13 lines)
crates/ml/src/trainers/dqn/fused_training.rs (-100 lines)
Verified: SQLX_OFFLINE=true cargo check -p ml --lib --tests passes.
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.