Files
foxhunt/crates/ml
jgrusewski 64ca8f97ce fix(observability): dedicated OTLP runtime for sync training binaries
The batch span processor needs a tokio runtime for gRPC transport and
periodic flush. Async services already have one via #[tokio::main], but
sync training binaries (hyperopt, train, evaluate) don't.

Previous approach (making binaries async with #[tokio::main]) caused
"Cannot start a runtime from within a runtime" panics because the ML
crate's internal code creates its own tokio runtimes for block_on().

New approach: build_otel_tracer() detects runtime context via
Handle::try_current(). If absent, it creates a dedicated 1-worker
multi-thread runtime stored in a process-lifetime OnceLock. The worker
thread actively polls the OTLP batch export task.

Reverts training binaries to sync fn main() so internal runtime creation
(hyperopt adapters, DQN/PPO trainers) continues working as before.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-02 18:54:10 +01:00
..

ml

10-model ML ensemble for the Foxhunt HFT system, built on Candle v0.9.1.

Models

  • DQN (Rainbow) — deep Q-network with prioritized replay, dueling heads, noisy nets
  • PPO — proximal policy optimization with GAE, LSTM policies, clip-higher
  • TFT — temporal fusion transformer for multi-horizon forecasting
  • Mamba2 — state space model for sequence prediction
  • Liquid Networks — biologically inspired networks for non-stationary data
  • TLOB — transformer-based limit order book analysis
  • KAN — Kolmogorov-Arnold networks
  • xLSTM — extended LSTM architecture
  • TGGN — temporal graph neural network
  • Diffusion — diffusion-based generative model

Key Modules

  • ensemble — model ensemble coordination and confidence aggregation
  • hyperopt — PSO-based hyperparameter optimization with per-model adapters
  • trainers — unified training loops (DQN, PPO, supervised)
  • inferenceInferenceAdapter trait for prediction
  • checkpoint — model checkpointing and restoration
  • evaluation — walk-forward evaluation pipeline

Usage

use ml::dqn::DQN;
use ml::ppo::PpoTrainer;