67dd414cb3
Per-param-group Adam hyperparameters from per-group gradient
direction-stability EMA + L2 norm. 8 SP4 param groups × 3 hparams = 24
ISV slots [226..250).
Two-kernel chain:
grad_cosine_sim_update — per-group cosine_sim of curr vs prev grads
+ L2 norm; writes back grad_curr → grad_prev
for next step's comparison.
pearl_4_adam_hparams_update — β1/β2/ε from cosine + l2_norm.
Structural envelopes (Invariant 1 anchors per spec line 88):
β1 ∈ [0.85, 0.95]; β2 ∈ [0.99, 0.9995]; ε ∈ [1e-10, 1e-6]
ALPHA_META migration (Option A — atomic shared-contract migration per
feedback_no_partial_refactor): apply_pearls_ad_kernel.cu and the
launch_apply_pearls Rust wrapper now take alpha_meta as a parameter.
All 45 existing call sites (SP4 + SP5 producers) pass the prior default
1.0e-3 explicitly via crate::cuda_pipeline::sp4_wiener_ema::ALPHA_META.
Pearl 4's apply_pearls calls pass 5.0e-4 (half the default per spec
line 89) to limit β change rate.
Theoretical caveat: adaptive β breaks Adam's constant-β convergence
proof. Mitigations: structural envelopes + halved ALPHA_META + Pearls
A+D smoothing. Fall-back path defined: revert + ε-only adaptive
variant if Layer C destabilization observed.
New mapped-pinned buffer: grad_prev_buf_per_group [TOTAL_PARAMS] for
cosine-sim previous-step direction storage. Mapped-pinned i32 mirror
of grad_buf layout.
producer_step_scratch_buf grew 131 → 171 (40 new outputs: 8 cosine_sim
+ 8 l2_norm + 24 β1/β2/ε). wiener_state_buf already at 543 (A1 sized
for entire SP5 block).
StateResetRegistry: 4 new FoldReset entries: sp5_adam_beta1,
sp5_adam_beta2, sp5_adam_eps, sp5_grad_prev_buf. All sentinel 0 →
bootstrap to envelope midpoint via Pearls A+D + cosine_sim=0 fall-back
on first step of new fold.
Adam-launcher consumer migration deferred to Layer B.
Co-Authored-By: Claude Sonnet 4.6 <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.