423b36646f
Two new CUDA kernel files registered in build.rs (kernel count 60 → 62, all compile clean under nvcc sm_80). Module is additive — ZERO production callers; consumers wired in 1B-ii/iii/iv. vsn_feature_selection_kernel.cu (262 LOC, cubin 31,392 B): - vsn_softmax_and_gate_forward: per-sample (B blocks × 256 threads) numerically-stable softmax over 6 feature groups + per-feature gate- multiply with passthrough for the 7-element padding tail. - vsn_softmax_and_gate_backward: full softmax-over-groups Jacobian (d_logit[g] = mask[g] * (d_dot[g] - sum_h(mask[h] * d_dot[h]))) plus per-feature d_state via mask broadcast. Per-block shmem tree reduce for d_dot, no atomicAdd. vsn_mask_ema_kernel.cu (78 LOC, cubin 6,688 B): - vsn_mask_ema_update: single-block 256-thread reduction over the per- sample mask buffer → 6-element batch-mean → per-slot EMA into ISV[first..first+6). Mirrors h_s2_rms_ema_kernel.cu's shmem-reduce pattern exactly. Producer-only. Caller-side cuBLAS GEMMs (Linear_1[g] / ReLU / Linear_2[g]) feed logits to the forward kernel — mirrors gpu_grn.rs's contract pattern. Layout row-major [B, state_dim_padded] for state, [B, num_groups] for the mask. All reductions GPU-side per pearl_cold_path_no_exception_to_gpu_drives.md. No checkpoint break, no fingerprint change, no new param tensors, no new ISV slots in this commit. cargo check clean at 11 warnings (baseline preserved); cargo build compiles 62/62 cubins clean (was 60). Smoke deferred to 1B-iii where the forward orchestrator wire-in actually validates something — multi_fold_convergence byte-identical to the post- bottleneck-fix baseline (geom-mean 39.27 / per-fold 6.53 / 80.11 / 66.72). 2 new Orphan-by-design rows (will retire at 1B-iii). 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.