96b76d9298
Adds the Phase 5 consumer kernel-side gate. New kernel arg `const float* __restrict__ aux_conf_at_state` appended to `c51_loss_batched`'s signature. Gate computation runs once per sample at the kernel-entry reward-setup site (after the #27 ensemble- disagreement adjustment), then the gated `reward` propagates through every branch's `block_bellman_project_f` call without per-branch changes. Formula: gate = sigmoid((aux_conf - threshold) / temp) reward = gate * reward where: threshold = ISV[AUX_CONF_THRESHOLD_INDEX=518] temp = max(ISV[AUX_GATE_TEMP_INDEX=519], 1e-3) Mathematical interpretation: at low aux confidence (gate→0), `r_used → 0`, so the Bellman target becomes `gamma * Q(s', a')`. The Q value at the current state collapses toward `gamma * Q(s', a')` — model gets no reward feedback on uncertain transitions. Effectively "don't update Q on uncertain transitions" — the "uncertain-state neutralizer" semantic from the Phase 3 Task 3.4 audit doc spec §4.4. NULL-tolerant: `aux_conf_at_state == NULL` OR `isv_signals == NULL` ⇒ gate skipped (identity, no-op = pre-Phase-5 behaviour). Test scaffolds without a wired aux head still work. Out of scope: `iqn_dual_head_kernel.cu` — IQN is the auxiliary loss, C51 is production. Gating IQN is more complexity for marginal gain. 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.