jgrusewski 2606506cd8 plan5(task3): A.4.1 nsys profile harness with regression-comparison script
- argo-train.sh: --profile flag forces multi-seed render path so the
  nsys wrapper + foxhunt-training-artifacts upload step are visible in
  --dry-run YAML without cluster contact (test surface).
- train-multi-seed-template.yaml: new `profile` parameter (default
  "false") gates the per-(seed, fold) `nsys profile
  --capture-range=cudaProfilerApi` wrapper and the `mc cp` upload to
  foxhunt-training-artifacts/profiles/<sha>/. mc binary fetched
  on-demand (ci-builder image lacks it). MinIO creds optional —
  upload warn-skips if absent.
- Dockerfile.foxhunt-training-runtime: install nsight-systems-cli
  unpinned (pinning the stale 2024.4.1.61-1 from earlier plans
  breaks builds when apt index advances).
- minio.yaml: add foxhunt-training-artifacts bucket to minio-init.
- compare-nsys-profiles.py: V0 regression detector — compares
  cuda_gpu_kern_sum total_ns / epoch_count between two profiles;
  exits 1 on >20% slowdown. NVTX per-epoch ranges deferred to T5.
- tests/test_nsys_harness.sh: dry-run grep test — verifies both
  required strings appear when --profile is set, and that the
  default (no --profile) path keeps profile=false in the rendered
  template.
- dqn-wire-up-audit.md: Plan 5 Task 3 row added documenting the
  harness + the baseline-capture deferral to T5.

Backward compat: test_multi_seed_harness.sh from P5T1 still PASS.
2026-04-26 12:25:35 +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%