jgrusewski 2f193dca6d fix(ml): GPU experience collector gate — support hybrid distributional+dueling
The GPU experience collector gate checked only `dqn.dueling_q_network`
(plain dueling), but with both `use_dueling: true` AND `use_distributional: true`
(the defaults), DQN creates hybrid `dist_dueling_q_network` instead, leaving
the plain dueling fields as None. This meant the GPU collector never initialized
despite curiosity being enabled.

Fix: Add else-if fallback to check `dist_dueling_q_network`/`dist_dueling_target_network`
when plain dueling fields are None. Same fix applied to the weight sync site.

Also fix test_train_with_empty_data_completes_gracefully: reduce to 5 epochs with
early stopping disabled. The debug-mode async state machine is large enough that
empty-data epochs run ~180ms each (vs ~3ms in release), triggering both plateau
and patience-based early stopping. The test purpose is crash-freedom, not timing.

2497 tests pass, 0 clippy warnings.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-02 22:32:41 +01:00

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%