3c318953a7
Deletes the entire reactive Hold-cost controller chain from SP13 P0a / SP16
P2 / SP16 T3 atomically — replaced by the SP18 D-leg structural opportunity-
cost reward landing in Phase 2.
Per DD7(c): observation chain preserved (slots 380, 382). Slot 380 becomes
constructor-init-only diagnostic at HOLD_COST_BASE=0.005, never updated.
18 consumer sites deleted (8 from plan checklist + 10 from A1-A10 audit
expansion):
Production code:
- 3 reward subtraction sites (replaced with Phase 2 placeholder comments)
- hold_cost_scale_update_kernel.cu (file deleted)
- HoldCostScaleUpdateOps struct in gpu_aux_trunk.rs (~120 lines)
- launch_hold_cost_scale_update in gpu_dqn_trainer.rs (forwarder)
- Host controller block in training_loop.rs (~60 lines)
- Slot constants [461..468) in sp14_isv_slots.rs
- HOLD_COST_CONTROLLER_GAIN/FLOOR/CEIL constants in sp13_isv_slots.rs
- state_layout.cuh mirror constants for [461..468)
- build.rs cubin manifest entry
- 7 fold-reset registry entries + 7 dispatch arms
Tests:
- sp14_oracle_tests.rs lines 2173-2926 (11 tests + helpers, ~750 lines)
— these include_bytes! the deleted cubin and cannot survive
- lock_sp18_v2_pp4_retired_chain test (deleted, no inverse-contract
replacement — locking a deletion is pointless ceremony per user call)
Layout fingerprint: range [461..468) is RESERVED gap (SP14-C.1 pattern;
ISV_TOTAL_DIM stays at 507 for checkpoint compatibility). Layout fingerprint
seed updated atomically: HOLD_COST_SCALE + HCS_* slots replaced with
RESERVED_GAP_461_TO_468=SP18_P1_RETIRED marker.
INTERIM STATE: 3 reward sites are now missing the per-bar Hold cost. This
is forbidden to L40S-dispatch until Phase 2 lands the
compute_sp18_hold_opportunity_cost device fn that replaces the deleted
subtraction. The audit doc records this hold.
Validation: cargo check --workspace clean; cargo test -p ml --lib passes
(state_reset_registry::every_fold_and_soft_reset_entry_has_dispatch_arm,
sp16_t3_wiener_welford_slot_layout_locked, sp18_combined_slot_layout_locked,
sp18_shrink_perturb_slot_layout_locked, sp18_fold_reset_entries_present —
all OK). Audit fingerprint: per-bar Hold-cost subtraction sites count
13 → 0 (smoking gun for complete deletion).
Plan: docs/superpowers/plans/2026-05-08-sp18-reward-shape-hold-attractor.md
Audit: docs/sp18-wireup-audit.md (full A1-A10 expansion + post-deletion
fingerprint)
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.