7640a681c5
After 6+ intervention layers (A.1+A.2+A.3+F+H+K+warmup+N) F1 ep2 still
explodes with grad_norm=2.66T while F1 ep1 trains cleanly. None of our
defenses catch the explosion path. Need data to pinpoint WHICH signal
explodes first.
Per-step FOLD_EXPLOSION_DIAG in fold >= 1: when grad_norm > 1000 OR
jumps 5x from prior guard step, fire diagnostic warn with:
- loss decomposition: total / c51 / mse / iqn (pinned readback, no DtoH)
- Q range: q_min / q_mean / q_max via cold-path reduce
- atom positions: per_sample_support[0,d0] + [0,d2] (v_min, v_max, dz)
- prev grad norm + ratio for context
- trigger flag + post-trigger trajectory countdown
After trigger, continues emitting for 5 guard steps so the explosion
trajectory is captured (not just the first crossing).
Plus an unconditional FOLD_EXPLOSION_DIAG[F1_END_EP1] baseline log at
the end of fold 1 epoch 0 — healthy state immediately preceding the
explosion. Compare-and-contrast with per-step explosion frames pins
the runaway driver.
CQL and ensemble losses are not pinned-readback (transient device
buffers consumed inside the training graph) and are explicitly absent
from the decomposition. If none of {c51, iqn, mse} is the runaway
driver but total_loss still explodes, that implicates the unexposed
CQL/ens path — the absence is itself diagnostic information.
Implementation:
- Three diagnostic-only fields on DQNTrainer: current_fold,
last_logged_grad_norm, explosion_diag_steps_remaining. Reset
last_logged + remaining in reset_for_fold; current_fold
overwritten unconditionally at fold-loop entry.
- Three accessors on FusedTrainingCtx: explosion_diag_loss_components
(pinned), explosion_diag_atom_range (12-elem cold DtoH),
explosion_diag_q_range (reduce + 28B DtoH).
- Three accessors on GpuDqnTrainer: c51_loss_pinned_value,
mse_loss_pinned_value, stream_for_diag.
Diagnostic-only — remove once root cause identified. Not for prod.
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.