387335e2b9
Quality-review follow-ups to commit 53bc0bc50 (nan_flags_buf 24->48):
1. Update run_nan_checks_post_forward docstring (gpu_dqn_trainer.rs:14842-14873):
replace 24-slot map with 48-slot range summary + audit-doc pointer.
Was actively misleading after the 24->48 expansion; partial-refactor
residue per feedback_no_partial_refactor.
2. Update '[24] system' comment in training_loop.rs (around line 2044):
reflect the 48-slot post-expansion state (slots 0-23 fwd, 24-35 bwd,
36-47 reserved). Also fix stale '0..11' tracing message to '0..47'.
3. Slot 31 (ensemble_d_logits_buf) annotation: flag DEFERRED + owner
on FusedDqnTraining (different struct than 24-30, 32-35). Prevents
Task 4 from blanket-launching check_nan_f32 on slot 31's null
accessor.
4. Both name-table header comments now reference the future
run_nan_checks_post_backward method (Task 4) plus the audit's
per-slot table — pre-empts contract drift when Task 4 lands a
3-way name-table dependency.
Audit-doc entry appended to docs/dqn-wire-up-audit.md SP1 Phase B
section. No behavioral change. Both name tables remain byte-identical.
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.