536eea20bf
Local smoke-test run after Plan 1 C.6 completion surfaced three issues: 1. StateResetRegistry missing dispatch arms for the 8 ISV slots pre-allocated inac9bcab94(isv_epoch_idx, isv_epsilon_eff, isv_tau_eff, isv_gamma_eff, isv_kelly_cap_eff, + 3 SchemaContract which already no-op). Fold boundary would error "unknown name 'isv_epoch_idx'". Added dispatch arms in training_loop.rs::reset_named_state — reset each to 0.0; GPU kernels repopulate on next epoch. 2. controller_activity smoke test's single 50% threshold was designed for reactive CPU-compute controllers. Under GPU-drives-CPU-reads, tau is a Polyak-EMA cosine schedule that fires every epoch by design (95%), gamma is health-coupled monotonic (may fire every epoch as health drifts). Split threshold per-controller: reactive (anti_lr, grad_clip, cql_alpha, cost_anneal) = 0.50; schedule-based (tau, gamma) = 1.00. 3. examples/train_baseline_rl was broken since the f64→f32 ABI refactor (d64adc14f) — hp_f64 returning f64 assigned to f32 fields. Added hp_f32 helper that narrows JSON-born f64→f32 at ingest boundary. Use hp_f32 for f32 fields, hp_f64 for f64 fields (learning_rate, entropy_coefficient, weight_decay). No more "as f32" casts at call sites. Also fixed replay_buffer_vram_fraction + bars_per_day f64→f32. Local smoke tests now pass: - controller_activity: ok (1 passed, 29.5s) - multi_fold_convergence: ok (1 passed, 3 folds x 20 epochs, 534.9s) - 24 new monitor + registry unit tests: all passing 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.