454c26e7e8
Per feedback_gpu_cpu_roundtrip.md, the per-seed dtoh in launch_thompson_direction (10k iterations for Test 0.A, 100k for Test 0.B) violated the no-dtoh-on-hot-or-tight-loop invariant. Replaces the per-seed kernel with a batched kernel (one thread per seed) and the dtoh wrapper with a MappedI32Buffer using cuMemHostAlloc( DEVICEMAP|PORTABLE) — same pattern as gpu_training_guard.rs MappedBuffer. Kernel changes (thompson_test_kernel.cu): - thompson_direction_test_batched: replaces thompson_direction_test; one thread per seed, writes via mapped device pointer with __threadfence_system() for PCIe coherence. - argmax_eq_test, compute_sigma_c51/iqn_test: __threadfence_system() added before kernel exit. Test refactor (distributional_q_tests.rs): - MappedI32Buffer helper (test-utility version of the production f32-only MappedBuffer). - Single batched launch per test instead of N launches. - Tests 0.A and 0.B preserved assertions; runtime drops from ~1.86s (Test 0.A) and ~3.8s (Test 0.B) to ~0.15s each on RTX 3050 Ti. Dead code: launch_thompson_direction (single-seed) and the OnceLock KernelSet single-launch wrappers deleted; orphan code per feedback_wire_everything_up.md. 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.