7ae0a8d461
Per spec v3 (commit 9ad76c4df). Supersedes the v2 Phase A plan
(2026-05-20-crt-phase-a-continuous-controller.md) which is now an
artifact — its load-bearing commits (A0.5 forward_step, A1
decision_stride deletion) are preserved; its A2 scalar conviction-EMA
work is REPLACED by the multi-horizon §4.4 formula here.
Six tasks (all under one Gate CRT.1, no inter-task gates):
C1.1 open_trade_state 24→64 byte atomic refactor (spec §7)
C1.2 multi-horizon ISV-weighted conviction (spec §4.4) replacing
scalar EMA approach
C1.3 no-trade band in seed_inflight (delta_floor config field)
C1.4 composite exit_signal safety circuit-breaker (spec §4.3)
C1.5 local compile + tests
C1.6 cluster smoke + Gate CRT.1 validation
Gate CRT.1 acceptance = v2 §9 Gate 2 tiered MUST/WIN structure intact.
What ships in this plan:
- Continuous evaluation (every event, via existing forward_step)
- Multi-horizon ISV-weighted conviction (one unbounded factor =
net_edge / (var + cost²); rest bounded; per pearl_one_unbounded_signal)
- target_lots = direction × |conviction_ema| × envelope_max (no aggregate
rescale; the v2 A2/A2.1 bug is structurally absent)
- No-trade band: kernel skips seed when |target − effective| < delta_floor
- open_trade_state 64-byte expansion for per-trade trajectory tracking
- Composite exit_signal as safety circuit-breaker (primary exit is
emergent target→0)
What stays out of scope (CRT.2 / CRT.3):
- Adaptive max_lots / threshold / vol target (CRT.2)
- Self-tuning percentile gate (CRT.2)
- LoRA + EWC++ + shadow eval (CRT.3)
Status: ready for execution.
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.