jgrusewski 522178b2a7 infra(argo): alpha-perception workflow + submission script
Argo WorkflowTemplate at infra/k8s/argo/alpha-perception-template.yaml
runs the stacked Mamba2 -> CfC -> heads PerceptionTrainer on a single
L40S in fr-par-2. Two-stage DAG:
  ensure-binary  (ci-compile-cpu pool, sccache-backed cargo build of
                  alpha_train example, SHA-keyed binary cache under
                  /data/bin/$SHORT_SHA/)
  train          (ci-training-l40s pool, runs the cached binary against
                  /data/futures-baseline/mbp10 with predecoded sidecar
                  cache at /feature-cache/predecoded, writes
                  alpha_train_summary.json to
                  /feature-cache/alpha-perception-runs/$SHA/)

Defaults mirror the validated synthetic-overfit smoke config:
  epochs=5, seq_len=32, mamba2_state_dim=16, lr_cfc=3e-3,
  lr_mamba2=1e-3, n_train_seqs=8000, n_val_seqs=1000, seed=0x4242

Submission script scripts/argo-alpha-perception.sh wraps argo submit
with the standard L40S/H100 cuda-compute-cap mapping. --watch
follows logs.

Workflow nodeSelector pinned to fr-par-2 (consistent with the cluster
topology constraint). ttlStrategy 1h after completion;
activeDeadlineSeconds 4h cap (well above expected ~30-90 min wall).

This is the cluster entrypoint for the stacked perception design.
Once it lands a summary on MinIO, the gate runner (alpha_gate, Task
17) can consume it.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-16 23:10:37 +02:00

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.

Description
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Readme 849 MiB
Languages
Rust 88.2%
Cuda 7.7%
Python 1.3%
Shell 1.1%
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