3e36f4a0e6
Wires MultiHeadPolicy into the live trainer's π forward + backward + Adam path, gated by FOXHUNT_USE_MULTI_HEAD_POLICY (default off). Mirrors the FOXHUNT_USE_ROLLOUT precedent (commit779c03b9d) for load-bearing refactors with emergency rollback. ## Wiring sites * Forward: 4 call sites — step_synthetic_body (training_graph), step_with_lobsim (prefill_graph CPU), step_with_lobsim_gpu_body (prefill_graph GPU), eval_policy_probs_per_action (no graph). * Backward: step_synthetic_body only (line 5764+). * Adam apply: 4 new Adam optimizers (W_heads, b_heads, W_gate, b_gate) when flag on. * LR plumbing: same lr_pi mirrored onto all 4 MHP Adams. * ISV bootstrap: slots 761-764 (K=3, gating_entropy_floor=0.549, head_entropy_floor=0.959, aux_prior_β=0.05) written in a flag-gated block AFTER the main bootstrap loop (preserves flag-off bit-equality — see surprise #2). * regime_h plumbing: new pub accessor PerceptionTrainer:: step_regime_d_view() mirrors h_t_view; gate kernel reads the same buffer the encoder reads (no new memcpy, no shape change). ## CUDA Graph capture treatment Host-side select. The flag is invariant for trainer lifetime, so the branch evaluates at graph CAPTURE time — the selected kernel sequence is baked into the captured graph and replays single-path. No host branches inside the captured stream. Verified by determinism preservation in both flag-off and flag-on regimes. ## Verification (all gates passed) * FOXHUNT_USE_MULTI_HEAD_POLICY=0 ./scripts/determinism-check.sh --quick: exit 0. * Flag-off diag.jsonl byte-equal toe22da61cfbaseline (modulo elapsed_s timestamps). * FOXHUNT_USE_MULTI_HEAD_POLICY=1 ./scripts/determinism-check.sh --quick: exit 0 (new path is deterministic). * 11/11 multi_head_policy_invariants tests still pass. * FOXHUNT_USE_MULTI_HEAD_POLICY=1 ./scripts/local-mid-smoke.sh: 2500 steps (2000 train + 500 eval) completed without NaN. 0 NaN/null in 2000-row diag.jsonl and 501-row eval_diag.jsonl. eval_summary.total_pnl_usd = -$3.82M (single-seed at random init — not load-bearing; behavioral verdict requires 3-seed per pearl_local_smoke_noise_floor_and_regime_concentration). * 68/0/6 lib tests (passed/failed/ignored). * Pre-commit: 0 atomicAdd, 0 raw memcpy_htod/dtoh, 0 TODO, 0 host-branches inside captured streams. ## Surprises handled (not silently) 1. step_regime_d was private on PerceptionTrainer — added clean pub accessor step_regime_d_view mirroring h_t_view pattern. 2. Unconditional ISV bootstrap broke flag-off bit-equality (writing 761-764 from 0.0 sentinel shifted isv_state checksum). Caught by verification gate. Resolved by moving the 4 writes into a flag-gated block AFTER the main bootstrap loop. Flag-off leaves slots 761-764 at 0.0 sentinel, matchinge22da61cf. 3. Spectral-norm regularization on legacy policy_head.w_d still runs when flag on (cost: one kernel/step, no correctness impact). Documented as known follow-up — proper gating happens in Phase 2A-E productionization, not C.3 (which must preserve flag-off bit-equality). 4. Adam state across flag toggles: 4 MHP Adams are None when flag off. Mirrors FOXHUNT_USE_ROLLOUT precedent — flag cached at construction, one-shot read. 5. Device-aggregated diag deferred (gate_probs_mean[K], gate_argmax_mass[K], gate_entropy_mean, per_head_entropy_mean [K]). These require either a new reduction kernel + ISV slots or host-readback (forbidden by feedback_no_htod_htoh_only_ mapped_pinned). Emitted ISV-resident summary leaves only (multi_head_policy.{active,k,gating_entropy_floor,head_ entropy_floor,aux_prior_beta}). Phase 2A-D scope. ## Linked * Phase 2A-A:0b3e40150(MultiHeadPolicy foundation, inert) * Phase 2A-B:e22da61cf(backward + aux KL prior) * Plan: docs/superpowers/plans/2026-06-03-multi-head-policy- implementation.md * Spec ADDENDUM: docs/superpowers/specs/2026-06-02-multi-head- policy-with-r-multiple.md * Q-distill pearl: pearl_foxhunt_pi_trained_by_q_distillation_ not_ppo.md 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.