7c19b59033
Add `GpuIqnHead::sync_target_from_online` (DtoD copy of online_params → target_params) and call it from `FusedTrainingCtx::reset_for_fold` alongside the existing IQN Adam reset. Root cause: at fold boundary the main DQN does shrink-and-perturb + hard target sync (gpu_dqn_trainer.rs:12495 — the latter explicitly added to prevent fold-1 grad explosion). The IQN head was added later but only had Polyak EMA `target_ema_update` — no hard-sync existed. Polyak at τ=0.005/step closes ~0.5%/step, far too slow to close the fold-boundary online↔target gap before inflated Bellman TD-error compounds geometrically through the IQN backward pass. Bug signature this resolves: F0 ep5 Q=+0.79 (healthy) F1 ep1 Q=+0.82 (boundary fine; c51_alpha warmup blends IQN low) F1 ep2 Q=+2.23 (drift starts — c51_alpha ramp + IQN online↔target gap widens) F1 ep3 Q=+4.05 F1 ep4 Q=+10.66 (geometric ~2.3×/epoch) F1 ep5 NaN at step 5 (fp32 overflow past atom support) Per `feedback_no_partial_refactor.md`: when a shared contract (fold-boundary state migration) changes, every consumer must migrate together. The main DQN sync was added explicitly — the IQN, TLOB, IQL, and aux Adam states were added later but never extended to that contract. This commit closes the IQN gap (primary). Aux Adam + IQN readiness gaps follow in subsequent commits. Touched: - gpu_iqn_head.rs: new `sync_target_from_online` (mirrors gpu_dqn_trainer.rs:12495 exactly) - fused_training.rs: call the new sync inside the existing IQN reset block - docs/dqn-wire-up-audit.md: Invariant 7 entry covering Fix 1 of 3 cargo check -p ml --lib clean at 13 warnings (workspace baseline). No fingerprint change. DtoD memcpy only — no HtoD/HtoH/DtoH paths. 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.