26be2b8abe
Addresses critique from second self-review: 1. SCOPE GAP fixed: spec now covers all 4 V7 categories the user asked for. Added Track 3 (controllers) and Track 4 (exploration) with their own smoke tests (controller_activity, exploration_coverage) and HEALTH_DIAG fields. Previous version only had action-space + reward. 2. H1-H5 expanded to H1-H10 with 5 new codebase-specific hypotheses: - H6: Regime-adaptive trailing stop closing Full-positions early - H7: VSN / NoisyNets masking magnitude features - H8: Target tau too slow for magnitude propagation - H9: Data genuinely favors Quarter (no bug, delete magnitude branch) - H10: Entropy regularization + argmax tie ordering bias 3. H3 REFRAMED from "Kelly bug" to design critique — Kelly as hard multiplier vs soft gate. Fix sketch updated to offer replacement. 4. Feature branch + tag strategy replaces "single branch" containment. feat/policy-quality isolates work from main until Phase 4 merge via PR. git tag policy-quality-baseline gives named rollback anchor. 5. SURROGATE-NOISE CHECK added as MANDATORY validation gate — catches look-ahead/leakage bugs that would otherwise produce false-positive edges. Permanent smoke artifact. 6. Validation gate restructured: B + surrogate-noise MANDATORY; A criteria soft; controller-activity soft. Partial success path explicit per-gate. 7. Risk register expanded — added scenarios for B-mandatory failure (feat branch stays unmerged), all-10-hypotheses-REJECTED (fall back to H9 delete-branch), surrogate-noise failure (halt spec, open diagnostic spec), multi-load-bearing-controllers (tech debt doc). 8. Budget corrected to 5.5-6.5 hrs L40S (was underestimated 3.5-4), with per-track breakdown. Spec now: 464 lines, 10 sections, covers 4 V7 tracks × ~10 hypotheses + 8 reward terms + 7 controllers + 5 exploration mechanisms = ~30 audit items total.
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.