5694eb4df2
v7 smoke (train-fv4s8, commit 23b89a90e) eval pod hit
CUDA_ERROR_ILLEGAL_ADDRESS at fold 0:
Error: DQN fold 0 GPU evaluation failed: GpuBacktestEvaluator::evaluate
failed for fold 0: Model error: eval_done_event synchronize:
DriverError(CUDA_ERROR_ILLEGAL_ADDRESS, "an illegal memory access was encountered")
The {:#} anyhow chain fix from Phase 8.3+9 made the failure mode visible.
Diagnosis from code (no second smoke needed): the closure-based
evaluate() path never sets b0_size..b3_size, leaving them at the
default 0. env_step kernel's decode_*_4b helpers do action/(b1*b2*b3)
→ divide-by-zero → garbage decoded indices → out-of-bounds memory
read → CUDA_ERROR_ILLEGAL_ADDRESS at next event-sync.
The production `evaluate_dqn_graphed` path sets b-sizes via
`ensure_action_select_ready` (which also lazy-allocates intent buffers
the closure path doesn't need). The closure-based `evaluate()` path
used by eval-baseline never calls it.
Fix:
1. Add pub fn `GpuBacktestEvaluator::set_branch_sizes(&mut self,
dqn_cfg: &DqnBacktestConfig)` — sets b0..b3_size only, no
buffer allocation.
2. Add defensive guard in `evaluate()` that bails with
`MLError::ConfigError` if any b-size is zero. Future regressions
produce a clear error instead of an opaque CUDA illegal-address.
3. Wire `set_branch_sizes(&dqn_cfg)` call in
`evaluate_dqn_fold_gpu` between `DqnBacktestConfig::from_network_dims`
and the closure-based `evaluator.evaluate(...)`.
Pearls honoured:
- feedback_no_hiding: zero-b-size now surfaces as ConfigError
rather than CUDA illegal-address downstream
- feedback_no_partial_refactor: closure-path was a partial wire-up
from pre-factored-action days; set_branch_sizes brings it into
parity with the CUBLAS production path for action decoding
- pearl_no_deferrals_for_complementary_fixes: v7's chain-exposing
fix surfaced this; lands immediately not after another smoke
Verification:
cargo check -p ml --example evaluate_baseline --features cuda # clean
Note on PPO/supervised paths:
Their evaluate() calls also lack set_branch_sizes and will now
trip the defensive guard. Those paths haven't actually run eval
since STATE_DIM grew past 54 — the silent failure mode had been
masking it. Future Phase will either wire their action conventions
(PPO: 5-exposure; supervised: signal thresholds) or delete the
dead paths per feedback_no_partial_refactor.
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.