9e84602486
Per spec §6.3. Per-step kernel reads PS_PEAK_EQUITY (slot 7) and
PS_PREV_EQUITY (slot 9) from existing position state buffer (no new
equity slot needed). Writes 6 ISV slots (401-406). Calmar uses
max(dd_max, 1e-4) floor — eliminates the saturation-at-100 artifact
seen in train-dd4xl HEALTH_DIAG.
6 fold-reset registry entries + dispatch arms. 5 sentinel-0 stateful
outputs; calmar uses sentinel 1e-4 (same value as the kernel's floor)
so cold-start division uses the floor rather than ±inf.
Atomic split per feedback_no_partial_refactor.md (mirrors Task 1.1 +
1.2 precedent): kernel + launcher + registry land here; per-step
production wire-up + HEALTH_DIAG composer deferred to a follow-up
commit. Test 1.3 oracle on 6-step synthetic equity curve passes
locally on RTX 3050 Ti (sm_86) in 1.61s. cargo test -p ml --lib
--features cuda: 946 passed / 13 failed — same 13 pre-existing
failures as Task 1.2 baseline (a92ff28a9); zero introduced.
State-reset registry tests: 4/4 pass.
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.