jgrusewski 25eba79ad5 feat(sp11): A2 — controller kernel + SimHash novelty buffer
reward_subsystem_controller_kernel: 5 canaries → 10 outputs, true Z-score
(delta_ema/sqrt(var_ema)), sigmoid blending, weight renormalization to Σ=1,
saboteur post-clamp, curiosity permanent floor (0.2 × bound). Pearls A+D
chained on outputs per spec §3.4.1.

novelty_simhash_kernel: 42×16 random projection → 16-bit SimHash code,
1M-slot bucket count table for novelty signal `1/sqrt(1+count)`. Race-
tolerated update per feedback_no_atomicadd (under-counts bias novelty
UPWARD — safe direction).

novelty_simhash_proj_init_kernel: Philox-seeded GPU init for the
projection matrix (CPU is read-only per feedback_no_cpu_forwards).

HEALTH_DIAG `sp11_reward` line emits 10 outputs + improvement_z each
epoch. Reset registry: novelty hash table reset arm wired (closes the
A0 deferral); projection matrix is frozen at trainer init for run
lifetime, not reset.

All 20 SP11 slots populate every step. No consumer reads them yet —
training behavior unchanged from A1. 3 new GPU oracle tests pass on
RTX 3050 Ti (controller midpoint, weight renorm, saboteur clamp).

Spec: docs/superpowers/specs/2026-05-04-sp11-reward-as-controlled-subsystem.md §3.4 §3.5.2

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-04 02:26:05 +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
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Readme 849 MiB
Languages
Rust 88.2%
Cuda 7.7%
Python 1.3%
Shell 1.1%
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