9b6e94854f
Migrates `quantile_q_select` (uncertainty-driven action selection from
C51 atom CDFs) to the SP17 mean-zero advantage contract. The kernel
builds a per-(sample, branch, action) softmax over `V[z] + A[a, z]`
across THREE inner passes (max, sum_exp, CDF); all three now read
`adv_a[z] - a_mean_per_atom[z]`.
Plan flagged this as a hidden 6th consumer. Task 1.4/1.5 as authored
covered only c51_loss + c51_grad + mag_concat_qdir + Thompson; the
post-Task-1.2 audit found `quantile_q_select` reads raw advantage at
lines 5704/5709/5720 across all 4 branches and was missed entirely.
Sample-local register reduction (`float a_mean_per_atom[NUM_ATOMS_MAX]`,
NA_MAX=128 mirroring compute_expected_q); no atomicAdd, no shared mem,
no cross-thread sync per `feedback_no_atomicadd`. Device-side __trap()
on num_atoms overflow per `feedback_no_quickfixes`.
GPU oracle test: N=1, NA=3, B0=4 with V=[0,0,0] and A_raw chosen so the
per-atom mean is [0.75, 0, 0.75]. Test runs the production cubin with
iqn_readiness=0 and util_ema=1.0 and asserts each per-action q90 matches
the CPU oracle to ε=1e-5. Two structural-asymmetry assertions fail
loudly if centering regresses (action 0 q90 ≤ 0, action 3 q90 ≥ 0).
Mapped-pinned per `feedback_no_htod_htoh_only_mapped_pinned`.
Verification (RTX 3050 Ti):
cargo check --workspace → clean
cargo test -p ml --test sp17_dueling_oracle_tests --features cuda
-- --ignored → 3/3 PASS
⚠ INTERIM STATE: mag_concat_qdir + Thompson + aux-CQL barrier/ib still
read raw advantage. Commits B-D close them; Commit E annotates the two
already-centered c51_loss/c51_grad pre-SP17 sites. No L40S dispatch
escapes feat/sp17-dueling until every consumer is migrated per
`feedback_no_partial_refactor`.
Plan: docs/superpowers/plans/2026-05-08-sp17-dueling-q-network.md
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.