2fe76f2f34
Two documentation deliverables produced while T14 backtest runs: 1. Plan update (specs/2026-05-15-phase-e-4-a-temporal-foundation.md): adds 'Execution Status' section reflecting actual T1-T14 progression. T5 deferred (real MBP-10 peek), T9 skipped (GRN moved to E.4.B per integration notes), T10 partial (new C51 grad-input kernel landed but Mamba2 backward wiring deferred), T14 in flight. Documents the 4 execution learnings: research-first saved a week of duplicate kernel work; cheap falsification experiments (Path 2, Path 3) avoided expensive investments; C51 borrow was the largest single Sharpe-lift in the session; GpuTensor/CudaSlice interop friction is the real integration cost. 2. T10 patch sketch (specs/2026-05-15-t10-mamba2-backward-from-h-enriched.md): ready-to-apply patch for ml-alpha::Mamba2Block adding a new public method backward_from_h_enriched(cache, d_h_enriched). Bypasses the W_out projection backward, accepts the [B, hidden_dim] gradient from C51's grad-input kernel directly, zero-initialises dw_out/db_out (AdamW step on zero grad is a no-op with correct moment decay — effectively freezes W_out params which is correct semantics since Phase E never uses them). Includes the smoke binary wiring snippet that consumes the new method via launch_alpha_c51_grad_input → Mamba2 backward → AdamW step. Application gated on T14 backtest validation — if frozen Mamba2 already lifts Sharpe, T10 becomes optimisation rather than prerequisite. Co-Authored-By: Claude Opus 4.7 <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.