8fd9cc0603
Quality-review fixes for the SP1 Phase A audit: 1. nan_flags_buf [i32;24] declaration: quad-cite (field 2659, alloc 11178, constructor 12563, read_nan_flags signature 14982). Task 2's 24->48 expansion must touch all four atomically per feedback_no_partial_refactor; consumer site in trainers/dqn/fused_training.rs and the two name-table sites in trainers/dqn/trainer/training_loop.rs are still listed in Task 2's plan body. 2. Per-slot Rust buffer-pointer expression added for slots 24-35. Already-accessible (no new accessor): slots 26, 32, 33, 34, 35 (4 via self.ptrs, 1 via existing bn_d_concat_buf accessor). Need new accessor on GpuDqnTrainer: slots 24 (d_value_logits), 25 (d_adv_logits), 30 (aux_dh_s2_nb_buf), and 29 (cql_d_value_logits, only if un-deferred). Need new accessor on GpuIqnHead: slot 28 (d_branch_logits_buf — note: production IQN backward uses iqn_quantile_huber_loss, NOT iqn_backward_per_sample which is declared but never loaded). Optional: slot 27 (d_h_s2_buf_ptr) — can be inlined inside apply_iqn_trunk_gradient instead. Need new accessor on FusedDqnTraining: slot 31 (only if un-deferred). Becomes input for Task 3. 3. Citation typo: c51_loss_kernel.cu line 274 reference removed — line 274 is __syncthreads() in the projection-reduction warp loop; the a_std=sqrtf reference belongs to c51_grad_kernel.cu:274. Loss-kernel sqrtf sites are 779 and 804. Verified by reading each cited line; SQLX_OFFLINE=true cargo check --workspace passes (docs-only).
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.