302992f63a
Per spec §3.4.3 amended at 7ddaf9c51 on main: A2's Σweights=1
renormalization caused 6× reward-magnitude collapse on mutually-
exclusive components in experience_env_step (popart/micro/opp_cost
paths fire at most one per bar; weight 1/6 per fired path averages
1/6 of pre-SP11 reward magnitude).
Amended: weights normalize to mean(weights) = 1 (i.e., Σ = N = 6).
Each weight in [WEIGHT_HARD_FLOOR=0.01, MAX_WEIGHT=3.0]. Default
uniform = 1.0 each. Preserves pre-SP11 absolute scale on average.
Code change: reward_subsystem_controller_kernel.cu renormalization
step changes from `weights[c] = blends[c] / blend_sum` to
`weights[c] = min(MAX_WEIGHT, blends[c] × N / blend_sum)`. Anchors
N_COMPONENTS=6.0f and MAX_WEIGHT=3.0f added to the Invariant-1 const
float block at the top of the kernel.
3 A2 controller unit-test assertions updated:
- z_score_at_zero: weight_sum 1.0→6.0; per-component 1/6→1.0
- weights_renormalize_after_floor: assertion strengthened to
weight_sum ≤ N (cap binds in this pathological test where pre-cap
dominant weight ≈ 4.18 > MAX_WEIGHT=3.0); added per-component
≤ MAX_WEIGHT envelope check; added explicit cap-binding assertion
on dominant weight.
- saboteur_post_clamp_holds_min: weight assertions unaffected (this
test asserts only on s[6]/s[7], saboteur+curiosity are independent
of mean-vs-Σ choice).
Audit doc updated: docs/dqn-wire-up-audit.md gets a new
"SP11 B0 — controller renorm Σ=1 → mean=1 (2026-05-04)" section.
cargo check + release build clean. 6/6 SP11 GPU oracle tests pass on
RTX 3050 Ti. sp5_isv_slots (10/10) + state_reset_registry (4/4)
contract tests still pass.
Pre-requisite for B1b structural reward-composition refactor (§3.5.3)
which depends on the mean=1 semantic.
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.