976ab4bf1a
Workflow smoke-test-z2kt7 on commit 26343cd57 succeeded in 22m57s.
test result: ok. 1 passed; 0 failed; finished in 473.88s.
Positive recovery signal — sharpe_ema trajectory:
epoch 1: -24.05 (cold start)
epoch 2: -9.12
epoch 3: +6.97
epoch 4: +16.14 (positive territory)
Aux head bootstrapped from 6% to ~60% accuracy (above 50% random
baseline). Layer B forward wire feeds aux signal into direction
Q-head as designed.
GRAD_CLIP_OUTLIER count: 455 (vs 1109 pre-fix Smoke A → 59% reduction)
A.1's inv_a_std floor lift (1e-6 → 1e-3) bounded the amplifier.
EGF GATE BUGS IDENTIFIED (Layer B follow-ups, not kill criteria):
L1 — gate1 never opens: Schmitt trigger never fires "open" even
when aux_dir_acc reached 0.62 (above target+0.03=0.58). The
gate1_state slot (391) reads as 0 throughout the entire smoke.
Possible causes: stale aux read, inverted threshold, slot
corruption.
L2 — post_open_min slot corrupted: Should be in [0, 1] but observed
values 9.491, 27.981, 46.102. Slot 394 reads pulling garbage,
likely typo or fold-reset misfire.
Net effect: EGF is wired but behaviorally inactive — gate1 never
opens, gradient_hack circuit breaker never fires, α_smoothed pinned
at β_max via rate-limiter holding prior state. Wire-col scale at
B.10 effectively passes through 95% of the gradient.
Layer A's stability fixes were sufficient for the smoke to pass
and produce a positive sharpe trajectory. Layer B's behavioral
protection is currently a no-op pending L1 + L2 bug fixes.
User's underlying hypothesis VALIDATED: the model learns the
directional signal. Aux long_ema climbed from 0.06 to 0.61 in 4
epochs. The path from -24 to +16 sharpe validates the training
mechanics enabled by A.1+A.2+A.3 + B forward wire.
Recommendation: defer 30-epoch full validation until L1 + L2 are
fixed, so EGF actually gates and the val numbers reflect real
architectural protection.
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.