756b1ef317
Fold 1 of train-multi-seed-72fl6 hit NaN at step 5 with `flagged=[]` — diagnostic told us nothing because: 1. The 8 NaN-check kernels in `run_nan_checks_*_forward` were never invoked from production training. Allocated-zero flags read back as zeros; halt-on-NaN reported "no buffer flagged" while loss was demonstrably NaN via host-side pinned readback. 2. The error message labels (training_loop.rs:1853) referenced `bf16_params` — dead code from before the bf16→TF32 switch — and the format string did not match the actual kernel index→buffer mapping. Wired the existing NaN check kernels into `submit_post_aux_ops` so they run every step inside the captured parent graph (post_aux child). Flags persist across steps within a fold so the FIRST buffer to go NaN remains visible at host-readback time; reset is host-side at fold boundary in `reset_for_fold`. Extended coverage beyond the original 8 buffers (states, on_v_logits, on_b_logits, mse_loss, params, grad_buf, save_current_lp) with 4 loss-component buffers most likely to break under post-S&P + adversarial regime stress: Flag 8 save_projected C51 target distribution Flag 9 moe_gate_softmax MoE gate over 8 experts Flag 10 aux_nb_loss_scalar aux next-bar MSE Flag 11 aux_rg_loss_scalar aux regime CE Flag buffer grown 8 → 16; slots 12-15 reserved for future expansion (CQL / IQN / per-branch backward). Updated training_loop.rs error message: 16 named slots matching actual kernel layout, per-flag indexed name in flagged list, dropped stale `bf16_params` / `_bf16` suffixes, explicit hint when `flagged=[]`. Cost per step: ~12 single-block reductions × ~5µs = ~60µs. <0.1% overhead at the 258ms/step measured on L40S — pinpoints source buffer on next NaN halt. Per `feedback_no_legacy_aliases.md`, `feedback_no_stubs.md`, `feedback_trust_code_not_docs.md`.
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.