88318ddf8e
Folded A2 (eval-side α + β + aux trunk forward) into the Phase 3 spec
per user directive. Brings eval pipeline to production parity with
training-time rollout.
A2 components (6 sub-items)
───────────────────────────
A2.1 — Aux trunk weight loading at eval init (shared-source-of-truth
with trainer, mirroring existing GEMM weight pattern).
A2.2 — Per-window `prev_aux_dir_prob` buffer at eval ([n_windows] f32,
fill_f32(0.0) init + per-evaluate() reset).
A2.3 — Aux trunk forward at eval per-step (reuse `AuxHeadsForward`
orchestrator if API permits; fall back to thin eval-only
variant if too training-coupled).
A2.4 — α at eval (post-Q_dir bias launch, reuses training kernel).
A2.5 — β at eval (mirror of training producer in
`backtest_env_kernel.cu::segment_complete`; same NULL-fallback
semantics; reads scale_beta from training-emitted ISV slot).
A2.6 — Wire `prev_aux_dir_prob.raw_ptr()` (non-NULL) into all 3
backtest state-gather launchers.
7-component contract migration EXTENDED
───────────────────────────────────────
Added `backtest_env_kernel.cu` to the atomic 7-component migration
list (eval-side reward stride 6 → 7 alongside training-side). All
reward-component consumers across training AND eval paths migrate
in one commit per `feedback_no_partial_refactor`.
Scope estimate updated
──────────────────────
~34–47 hr engineering (5–6 working days), up from ~21–31 hr in the
within-phase-follow-ups version. Bulk of addition is A2.1–A2.3
greenfield work — the eval pipeline had no aux infrastructure
before.
Verification gates expanded (gate 7 added)
──────────────────────────────────────────
7. **A2 eval-side aux activity check**: post-cycle-1 validation eval
shows non-zero `r_aux_align` in eval-side WindowMetrics reward
decomposition. If eval r_aux_align ≈ 0 while training-side > 0 →
A2 wiring failure. gpu_backtest_validation tests should still
pass; potential tolerance adjustment for extended metrics
(CVaR/Omega) if β shifts numerics meaningfully; the four
directional tests remain bit-identical because constant_action_model
bypasses Q-network and β is no-op at test-time (sentinel-zero
scale_β since tests don't run SP11 controller).
Out of scope (sole remaining)
─────────────────────────────
Only the aux-trunk-gradient-flow-back-through-state[121] item, which
is a property statement (preserved by H6 design's stop-grad), not a
deferral.
Refs
────
- pearl_separate_aux_trunk_when_shared_starves (A2.1 aux trunk source-
of-truth pattern)
- pearl_no_partial_refactor (7-component migration includes eval-side
backtest_env_kernel atomically)
- pearl_no_deferrals_for_complementary_fixes (combined plan now
spans training + eval)
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.