7f92fa242c
Part A of pre-L40S cleanup.
1. Wire td_error batch mean into ISV scratch (gpu_dqn_trainer.rs):
`launch_loss_reduce` now runs the generic `c51_loss_reduce` kernel a
second time over `td_errors_buf` into `td_error_scratch_dev_ptr`.
ISV[2] (TD-error EMA in `isv_signal_update`) was previously reading
a zero-initialised scratch and accumulated a constant-zero signal.
This was a genuinely missing kernel writeback — the C51 loss kernel
was already emitting per-sample |TD-error| into `td_errors_buf`
(c51_loss_kernel.cu:1096), it just wasn't being batch-reduced.
Reuses the existing `c51_loss_reduce` (generic mean-reduction, single
block, deterministic) rather than adding a new kernel — no new CUDA
surface, no ABI change.
2. Remove 2 stale TODOs from batched_backward.rs docstrings that
described a migration that's actually complete:
- Module docstring said "dqn_backward_kernel (atomicAdd path)
remains active" — the atomicAdd kernel has been removed; cuBLAS
backward is wired via launch_cublas_backward.
- `backward_full` docstring said "gated behind TODO" — the function
is actively called from the fused training step.
3. Rewrite 2 ISV scratch field comments as declarative: td_error_scratch
is now wired (as per change 1); ensemble_var_scratch remains
zero-initialised and its comment honestly describes that consumers
(ISV[3] and [4]) treat it as unavailable. Per feedback_no_todo_fixme.md,
replaces the TODO(isv) markers with declarative descriptions of
current behaviour. Future wiring is tracked in the plan, not in code
aspirational markers.
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.