45e077188f
Extends dqn_nan_check_fused_f32_kernel to handle 24 slots (12 NaN-only + 12 ISV-threshold). Per-slot thresholds computed inline in the kernel from a single q_abs_ref_eff arg (no HtoD per step; no separate thresholds buffer needed). Slot index → threshold mapping: - 12-15 (slots 36-39): Adam m ≥ 100 × q_abs_ref_eff - 16-19 (slots 40-43): Adam v ≥ 1e6 × q_abs_ref_eff² - 20-21 (slots 44-45): Weight max ≥ 1e3 × q_abs_ref_eff - 22 (slot 46): target_q ≥ 95 × q_abs_ref_eff (= 9.5 × max_abs_target_q) - 23 (slot 47): atom span ≥ 190 × q_abs_ref_eff (= 9.5 × max_atom_abs × 2) nan_check_buf_ptrs/lens resized 12→24 entries (mapped-pinned host write at construction). populate_nan_check_meta extended with 4 new args for IQN Adam m/v ptr+len (Option<u64>/Option<usize> — null when IQN inactive). Grid: 12 → 24 blocks. Single launch covers all 24 backward-path diagnostic slots. Slot 31 (deferred) + slots 33-35 (inline elsewhere) + slots with null IQN entries no-op via the kernel's null-pointer guard. q_abs_ref_eff = max(isv[Q_ABS_REF=16], 1.0) — ε on multiplier per SP1 pearl; cold-start ISV (~0) gives q_abs_ref_eff = 1, so all thresholds floor at their ε-floor multiplier × 1. SP3 Mech 5 closes the diagnostic instrumentation loop — slots 36-47 fire when their threshold is exceeded, providing observability for SP3's other 4 mechanisms' effectiveness. Fail-safe: if SP3 fix doesn't fully resolve F1 NaN, slot 36-47 firing pattern guides the next iteration. 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.