5e16b67ca6
Per spec §4 amendment at 52c0b7521 on main: B1b smoke surfaced that
SP11 mag-ratio canary was reading slot 63 (REWARD_POPART_EMA_INDEX)
which is overloaded — pre-SP11 PopArt's normalization input (total
reward mag EMA) was the same value as popart-component magnitude
because composition was inline accumulation. B1b decomposition exposed
the overload; controller emitted w_pop ≈ 2.0 based on contaminated
ratio → 10× sharpe drop in smoke.
Resolution:
- Allocate ISV slot 360 = POPART_COMPONENT_MAG_EMA_INDEX
- Add popart_component_per_sample mapped-pinned buffer + write site
in experience_env_step at the r_popart assignment
- New popart_component_ema_kernel.cu writes slot 360 (single-block
block-tree-reduce per feedback_no_atomicadd)
- mag-ratio canary kernel signature changes from single
popart_ema_base_slot to (popart_specific_slot, cf_others_base_slot)
pair so it reads non-contiguous slot 360 + slots 64..68
- Reset registry: sp11_popart_component_mag_ema entry + dispatch arm
- Slot 63 (PopArt's input) UNCHANGED — pre-SP11 invariant preserved
ISV total: 360 → 361. SP5_SLOT_END = 361. SP5_PRODUCER_COUNT = 187.
cargo check + build clean; SP11 GPU oracle tests pass (6/6 including
updated mag_ratio test with 2 slot-index args); sp5_isv_slots layout
tests pass (10/10 with 185 unique slots / 187 linear span); state
reset registry tests pass (4/4 with new sp11_popart_component_mag_ema
entry + dispatch arm). Local multi_fold_convergence smoke gated on
data volume (175k bars on local fxcache vs 10-month walk-forward
requirement); validation deferred to L40S Argo run on PVC data per
the spec's pass criterion.
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.