5275932f4c
Two related changes installing the structural guard against the SP6 Pearl 5 IQN τ failure mode (root cause fixed atfacbf76ebfor that one site) and removing the only remaining orphan callers of the broken pattern. The bug class. The mapped_pinned::{upload,clone_to_device}_{f32,i32}_via_pinned helpers are named to suggest "no HtoD per feedback_no_htod_htoh_only_mapped_pinned" but their bodies do MappedXBuffer::new() + memcpy_dtod_async() + stream.synchronize(). The DtoD copy and synchronize are both forbidden inside CUDA Graph capture (CUDA_ERROR_STREAM_CAPTURE_INVALIDATED) and add a host stall otherwise. The canonical pattern is MappedXBuffer stored directly + write_from_slice + kernel reads via .dev_ptr, used by SP4 portfolio_state and SP6 IQN τ atfacbf76eb. Guard. New check_no_dtod_via_pinned in pre-commit-hook.sh rejects any staged .rs file calling upload_(f32|i32)_via_pinned or clone_to_device_(f32|i32)_via_pinned, except mapped_pinned.rs itself. Per feedback_no_hiding: no suppression marker. Also fixes a pre-existing silent-skip bug: the gpu-hotpath-guard.sh invocation used $(cd "$(dirname "$0")" && pwd) which resolved to .git/hooks/ (the symlink's directory) instead of scripts/, so the guard never ran. Replaced with readlink -f "$0" + an explicit "guard missing" error branch — silent skip is worse than no guard. Orphan deletion. gpu_her.rs carried legacy relabel_batch, generate_random_donors (CPU), HerBatch, slice_clone_f32, slice_clone_i32 — zero production callers (verified via grep). Production uses relabel_batch_with_strategy + generate_random_donors_gpu. The orphan held the only upload_i32_via_pinned callers in the codebase; per feedback_no_hiding the right fix is delete. Scope. Eliminates 2 of 47 production *_via_pinned call sites. Remaining 45 across 14 files are cold-path init — graph-capture-fragile and host-stalling but not breaking operationally. Guard enforces no new calls; existing 45 migrate in subsequent atomic per-buffer commits. After all 45 are converted, the four helpers themselves get deleted from mapped_pinned.rs. Validation. Smoke smoke-test-82fjk atfacbf76ebsucceeded — magnitude differentiation restored (q_full=0.462 > q_half=0.409 > q_quarter=0.350 vs baseline frozen Pascal-triangle 0.225/0.280/0.495), eval distribution unfrozen (eq=0.596, eh=0.404, ef=0.000 vs baseline single-action collapse). 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.