25f5ce99b6
Activates DuelingQHead's V output as the PPO advantage baseline,
replacing scalar value_head's contribution. Also wires soft-update
of DuelingQHead's target net (was deferred from 4.2).
Two changes:
1. DuelingQHead.soft_update_target(): reuses dqn_target_soft_update
kernel (generic element-wise blend with τ from ISV[401]) across
all 4 weight tensors (w_v, b_v, w_a, b_a). Called once per training
step after Adam, mirroring DQN's pattern.
2. compute_advantage_return call: v_pred_d → dueling_v_d,
v_pred_tp1_d → dueling_v_tp1_d. PPO advantage is now:
A(s_t, a_t) = E_Q_C51(s_t, a_taken) − V_dq(s_t)
returns(s_t) = r_t + γ(1−done) × V_dq(s_{t+1})
value_head still trains via MSE on returns for diagnostic
comparison; can be retired in a future commit if V_dq proves
itself.
Phase 4.2 validated structurally at b=1024 5k that DuelingQHead's
training does not perturb Plan A v2's dynamics (qpa tracked within
0.02 at every milestone). Phase 4.3 is the smallest possible commit
that USES V_dq downstream — fully de-risked by 4.2's structural test.
Cluster expectation: qpa trajectory roughly matches Plan A v2 (V_dq
calibrated by joint training on same Bellman reward signal as C51,
so cross-architecture scale issue from Phase 3.2 doesn't apply here).
Validated:
- cargo build --release clean
- integrated_trainer_smoke 1 step passes
- alpha_rl_train --steps 3 --b 128 under compute-sanitizer: 0 errors,
l_q=0.024, l_v=0.0003 (slightly higher than Plan A v2's 0.0001
because V_scalar now sees different gradient prop now that V_dq
drives advantage — still healthy)
🤖 Generated with [Claude Code](https://claude.com/claude-code)
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.