4189da563f
Tasks 13-16 of Plan 1 §4.C.6 — Batch B controller migrations: - Task 13 (TauController): cosine-annealed Polyak EMA coefficient with health-coupled floor. Mirrors compute_cosine_annealed_tau + apply_health_coupled_tau_floor from fused_training.rs/gpu_dqn_trainer.rs. Wired at epoch-boundary B2/G3 block in training_loop.rs; per-step actuators (set_tau_host, target_ema_update) remain in fused_training.rs. 8 unit tests. - Task 14 (EpsilonController): ISV-adaptive exploration epsilon. Replaces inline base_floor*(0.5+volatility) block (~10 lines) in initialize_epoch_state. Volatility from ISV[2]; agent.set_epsilon() actuator call preserved. 8 unit tests. - Task 15 (ConvictionFloorController): IQL branch_scales per-sample floor scaffolding. Static 0.1 (SchemaContract slot ISV[36]). write_output writes to ISV[36]. Never fires. Plan 3 adds ramp logic. 7 unit tests. - Task 16 (PlanThresholdController): plan activation threshold scaffolding. Static 0.5, mirrors the > 0.5f literal in experience_kernels.cu and backtest_plan_kernel.cu. Never fires. Plan 3 §B.4 wires ISV slot. 6 unit tests. All 29 new tests pass. Cargo check: 8 warnings (unchanged from baseline). Audit doc updated per Invariant 7. Co-Authored-By: Claude Sonnet 4.6 <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.