4d1d8ffa25
Two new one-shot WorkflowTemplates for validating smoke tests under GPU-instrumentation tools that don't fit in the laptop's 4 GB VRAM: - `sanitizer-test`: wraps cargo test smoke under `compute-sanitizer --tool=memcheck|racecheck|synccheck|initcheck` with --target-processes all so multi_fold_convergence's spawned `train_baseline_rl` subprocess is also instrumented. Pre-builds train_baseline_rl example to avoid sanitizer instrumenting cargo/rustc on the inner spawn. Triages internal-vs-real errors and exits non-zero only on real bugs. - `nsys-test`: wraps cargo test smoke under `nsys profile`. Captures CUDA + NVTX + osrt traces with GPU metrics (ga10x set). Uploads .nsys-rep to MinIO at foxhunt-training-artifacts/profiles/smoke/<short-sha>/, mirroring the existing Plan 5 Task 3 production-training profile pattern in train-multi-seed-template. Wrapper scripts: - scripts/argo-sanitizer.sh — `argo submit` wrapper, supports --multi-fold shortcut for fold-boundary code paths (IQN sync, aux Adam reset, iqn_readiness reset, MSE clamp) that single-fold tests cannot exercise. - scripts/argo-nsys.sh — same shape as argo-sanitizer.sh, default test is performance::test_real_data_single_epoch for broad coverage. Why L40S: laptop RTX 3050 Ti's 4 GB cannot fit compute-sanitizer's instrumentation metadata (~2-3x app VRAM) — sanitizer falls back to "didn't track the launch" with 60k+ internal-allocation errors. L40S 48 GB has ample headroom for both memcheck and nsys overhead. Both templates compile cargo test --release --lib --no-run plus cargo build --release --example train_baseline_rl on the cargo-target PVC. Compile time dominated by sccache hit rate (production training image: 100% C/C++ cache, ~75% Rust cache after warmup). Templates registered in kustomization.yaml — apply with `kubectl apply -k infra/k8s/argo` before first submit.
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.