jgrusewski 99332003a4 plan(sp19+20): WR-first reward implementation plan
Implements the spec at docs/superpowers/specs/2026-05-09-sp19-20-wr-first-design.md
(commit 9d9ca3e6e). 38 top-level tasks across 8 phases:

- Pre-Phase: branch + worktree + 10 ISV slot reservations
- Phase 0: 7 behavioral test stubs (failing scaffold)
- Phase 1: 3 ISV producer kernels (stats, EMAs, controllers)
- Phase 2: Reward kernel + atomic SP18 D-leg / SP12 v3 replacement
- Phase 3: Hold opp-cost dual emission + replay buffer schema
- Phase 4: n-step credit distributor + SP18 B-leg trace reset fix
- Phase 5: Aux→Q confidence gate at Bellman target
- Phase 6: 7 behavioral tests pass — L40S deployment gate
- Phase 7: L40S smoke + 50e×3s×3f full validation + close-out

Plan follows TDD discipline (write failing test → run-fail → implement →
run-pass → commit) with bite-sized 2-5 minute steps. All file paths
exact, all kernel code complete, no placeholders.

Self-review confirmed: spec coverage complete, no placeholders, type
consistency across phases (Sp20EmasInputs, ISV slot constants, aux_conf
schema field).
2026-05-09 18:04:00 +02:00

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.

Description
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Readme 849 MiB
Languages
Rust 88.2%
Cuda 7.7%
Python 1.3%
Shell 1.1%
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