3d8f12deba
The forward_step_bit_identical_after_seed_from_forward_only test in
commit 1d889d2de asserted 1e-5 prediction-level convergence between
forward_only(W[1..K+1]) and seed+forward_step(snap[K]). This is
architecturally impossible: forward_only initialises CfC h_old from a
K-window attention pool; forward_step carries its own hidden state.
Even with a bit-identical SSM seed the two paths see different attention
contexts and diverge in the CfC chain.
The contract seed_step_state_from_forward_only actually makes is at the
BUFFER level: step_scratch_l{1,2}.x_state holds the terminal Mamba2
SSM state produced by replaying K scan_fwd_step calls over the seq
path's pre-computed a_proj/b_proj; and cfc_h_state_step_d is an exact
DtoD copy of h_new_per_k_d[K-1].
Replaced the failing test with seed_step_state_buffers_bit_identical_to_forward_only_terminal:
- Reads cfc_h_state_step_d and h_new_per_k_d[K-1] and asserts bit-for-bit
equality (.to_bits() == .to_bits()) — the DtoD copy makes this exact.
- Verifies L1/L2 x_states are non-zero after seeding (reset zeroed them;
K replay steps built them up).
- Seeds two independent trainers from the same window and asserts all
three buffers match bit-for-bit across both seedings (determinism).
Added readback accessors on the hot path (pub fn, not cfg(test), so
integration tests can reach them — same pattern as forward_step_into_returning):
- Mamba2BlockStepScratch::read_x_state (mamba2_block.rs)
- PerceptionTrainer::read_step_l1_x_state / read_step_l2_x_state /
read_cfc_h_state_step / read_h_new_per_k_last (trainer/perception.rs)
The architectural divergence at prediction level is documented in the
replacement test's docstring so future readers don't reopen the same question.
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.