2e80f453d1
Branch worktree-agent-ace613af, 3 commits (f47af9d2/82dca76d/5f95cad4). 1. DQN::load_from_safetensors is no longer a no-op. Adds BranchingDuelingQNetwork::load_from_named_slices (D2D memcpy, validates names + shapes, errors on drift). Adds NoisyLinear::{weight_mu_mut, bias_mu_mut} for in-place mu restore. Rewrites DQN::load_from_safetensors to actually restore weights; handles both plain and `trending__`-prefixed checkpoint layouts. Resyncs target network. Un-ignores the ensemble adapter's test_dqn_checkpoint_round_trip (now deterministic with NoisyNet disabled). 2. New post-hoc IG diagnostic CLI at crates/ml-explainability/src/bin/ ig_diag.rs. Gated by Cargo feature `ig-diag-cli` to avoid cyclic dep (ml already depends on ml-explainability). CLI args: --checkpoint --states auto|PATH --feature-names --num-steps --output --auto-samples --seed. Forward target: mean(Q[direction, 0..4]) → V(s) via dueling identity; NoisyNet disabled → deterministic. Fxcache reader inlined (~80 LOC) to avoid ml-crate dep. Integration test measured 1.6% IG completeness error at num_steps=64. 3. Latent bug caught while wiring checkpoint loading: ensemble DQN adapter tests used vec![0.1; 56] but STATE_DIM=96, so cuBLAS gemm_ex was reading 40 bytes of uninitialised memory past the CudaSlice. That was the source of flaky argmax in test_dqn_adapter_deterministic. Replaced hardcoded 56 with ml_core::state_layout::STATE_DIM in 3 test sites. Tests (ml-dqn --lib): 270→274 pass / 16→15 fail (+4 pass, -1 fail). All new tests pass. Remaining 15 failures are pre-existing flaky tests (NoisyNet non-determinism, small state_dim GPU alloc edges) not introduced by this work. Co-Authored-By: Claude Opus 4.7 (1M context) <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.