2f75071551
On Ampere+ GPUs the training dtype is BF16. Network forward passes
with BF16 inputs return BF16 tensors, but all loss-path arithmetic
(rewards, dones, gamma, PER weights, Huber constants, atoms, clip
epsilon) was created as F32 from Tensor::from_vec. Candle forbids
mixed-dtype binary ops, causing "dtype mismatch in {mul,sub,add}"
on every training step.
DQN fixes (7 mismatch sites):
- Cast current_q_values to F32 immediately after forward pass
- Cast all target network outputs (standard, dueling, C51, IQN) to F32
- Keep rewards/dones/gamma/weights/atoms/half/delta as F32 (remove
.to_dtype(training_dtype) casts — now use DType::F32 sentinel)
- Entropy regularization and CQL paths now match (F32 + F32)
PPO fixes (3 mismatch sites):
- Use DType::F32 for clip epsilon one_tensor (was training_dtype BF16)
- Cast critic.forward() output to F32 in both MLP and LSTM value loss
- Cast target_returns to F32 for symlog/normalization path
Infra: revert runner-h100 from SXM2 (zero Scaleway quota) back to
ci-training-h100 PCIe pool.
2704 ml lib tests pass, 260 PPO tests pass, 0 clippy warnings.
Co-Authored-By: Claude Opus 4.6 <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.