Files
foxhunt/crates/ml
jgrusewski 2856daa8e9 fix: replace raw memcpy_dtod_async with safe stream.memcpy_dtod
Fixes cudarc 0.19 event tracking corruption caused by mixing safe
device_ptr/device_ptr_mut wrappers with raw memcpy_dtod_async.

The anti-pattern: manually calling device_ptr() to get raw pointers,
then using low-level memcpy_dtod_async, then dropping SyncOnDrop
guards — this bypasses cudarc's event management and corrupts the
synchronization state of CudaSlice objects.

Fixed in 7 call sites across 3 files:
- gpu_experience_collector.rs: dtod_clone_f32, dtod_clone_i32,
  build_next_states_dtod (replaced pointer arithmetic with slice views)
- gpu_weights.rs: extract_one, sync_one
- training_loop.rs: cuda_slice_to_tensor_f32

Investigation ongoing: deadlock persists in PER insert path
(cuda_slice_to_tensor_f32 -> stream.synchronize()). The memcpy fix
is correct but there's an additional issue in the CudaSlice->GpuTensor
conversion that needs further debugging.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-19 23:24:42 +01:00
..

ml

10-model ML ensemble for the Foxhunt HFT system, built on Candle v0.9.1.

Models

  • DQN (Rainbow) — deep Q-network with prioritized replay, dueling heads, noisy nets
  • PPO — proximal policy optimization with GAE, LSTM policies, clip-higher
  • TFT — temporal fusion transformer for multi-horizon forecasting
  • Mamba2 — state space model for sequence prediction
  • Liquid Networks — biologically inspired networks for non-stationary data
  • TLOB — transformer-based limit order book analysis
  • KAN — Kolmogorov-Arnold networks
  • xLSTM — extended LSTM architecture
  • TGGN — temporal graph neural network
  • Diffusion — diffusion-based generative model

Key Modules

  • ensemble — model ensemble coordination and confidence aggregation
  • hyperopt — PSO-based hyperparameter optimization with per-model adapters
  • trainers — unified training loops (DQN, PPO, supervised)
  • inferenceInferenceAdapter trait for prediction
  • checkpoint — model checkpointing and restoration
  • evaluation — walk-forward evaluation pipeline

Usage

use ml::dqn::DQN;
use ml::ppo::PpoTrainer;