9ea7692abd
Adds the no-op-set / direction / trail-at-cap action availability mask
specified in §3.5 of docs/superpowers/specs/2026-06-04-bellman-target-foundation-reshape.md.
## What lands
* New kernel `cuda/rl_state_action_mask.cu` (~115 LOC) modelled on
`rl_band_mask.cu`'s lattice — Grid=(B), Block=(1,1,1), single thread
per block, ISV-gated, reads `pos_state[b*pos_bytes+0..4]` for
`position_lots` and the existing per-batch per-unit trail buffers
(`unit_trail_distance`, `unit_initial_r`, `unit_active`).
* New ISV slot `RL_F5_STATE_MASK_ENABLED_INDEX = 823` (binary master
gate; bootstrap 0.0 = OFF; preserves Phase 7a `43e7b6383`
bit-equality). `RL_SLOTS_END` bumped 823 → 824.
* Trainer integration: `launch_rl_state_action_mask` public wrapper +
inline call sites at the two policy-sampling paths
(`step_with_lobsim` and `step_with_lobsim_gpu_body`), inserted BEFORE
`rl_pi_action_kernel` so the sampler sees the masked logits. Both
sites sit inside the prefill graph capture (device-side master gate
preserves bit-equality across off↔on flips). `isv_constants` array
size bumped 274 → 275.
* `build.rs` registers the new cubin.
## Mask semantics (when slot 823 > 0.5)
* `position_lots == 0` (flat) → mask {Hold=2, FlatFromLong=3,
FlatFromShort=4, TrailTighten=7, TrailLoosen=8, HalfFlatLong=9,
HalfFlatShort=10}. Surviving support: {ShortLarge=0, ShortSmall=1,
LongSmall=5, LongLarge=6} — agent is FORCED to open.
* `position_lots > 0` (long) → mask all short-side actions
{ShortLarge=0, ShortSmall=1, FlatFromShort=4, HalfFlatShort=10}.
Same-side opens (5/6) remain available; pyramid resolution stays in
`actions_to_market_targets.cu`.
* `position_lots < 0` (short) → symmetric.
* Any active unit at trail-cap (`trail_distance ≥ unit_initial_r *
RL_TRAIL_MAX_INITIAL_R_RATIO * (1 − 1e-3)`) → additionally mask
TrailLoosen (mq2pc-specific gate per spec §3.5 trail-at-cap branch).
## Composition with F2 (Q-distill hinged advantage)
F2 computes `π_target` from unmasked E_Q; F5 sets `pi_logits[masked] =
−INFINITY` so `softmax(pi_logits)` has EXACTLY zero mass on masked
actions (F5-G1 design requirement). The distill gradient
`(π_θ − π_target)` evaluates to `(0 − π_target_masked)` at masked
actions, which naturally drives the target off those actions —
gradient consistency without re-masking inside `rl_q_pi_distill_grad`.
## Action enum (verified against actions_to_market_targets.cu and
crates/ml-alpha/src/rl/common.rs)
| id | name | masked from flat | masked from long | masked from short |
|----|----------------|------------------|------------------|-------------------|
| 0 | ShortLarge | | ✓ | |
| 1 | ShortSmall | | ✓ | |
| 2 | Hold | ✓ | | |
| 3 | FlatFromLong | ✓ | | ✓ |
| 4 | FlatFromShort | ✓ | ✓ | |
| 5 | LongSmall | | | ✓ |
| 6 | LongLarge | | | ✓ |
| 7 | TrailTighten | ✓ | | |
| 8 | TrailLoosen | ✓ | (cap-only) | (cap-only) |
| 9 | HalfFlatLong | ✓ | | ✓ |
| 10 | HalfFlatShort | ✓ | ✓ | |
(There are NO separate PyramidLong/PyramidShort actions in foxhunt;
pyramid logic resolves inside `actions_to_market_targets.cu` when
same-side opens fire from an existing position.)
## Surfer-principle trade-off (acknowledged per spec §3.5 + §4.1.4)
F5 destroys patience-while-waiting-for-setup by construction. F2
preserves the surfer principle mathematically (Open mass = 0 when
E_Q(Open) ≤ baseline); F5 sacrifices it for choice-set enforcement.
Bootstrap 0.0 keeps F5 OFF until F2 alone fails the Tier 1.5 / Tier 2
verdict AND the operator explicitly accepts the trend-follower
regression. Reversible at runtime via ISV re-seed.
## Verification
* `cargo build --release --example alpha_rl_train -p ml-alpha` clean.
* Determinism (band off, F5 off / band on, F5 off / F5 ON via
temporary bootstrap=1.0): all three PASS — `determinism-check.sh
--quick` reports byte-equal `eval_summary.json` and
`alpha_rl_train_summary.json` plus checksum-equal diag rows.
* Invariants (band_invariants 11/11, eval_diag_emission 1/1,
multi_head_policy_invariants 18/18, phase_5_invariants 3/3): 33/33
PASS.
## STOP-on-surprise — F5 mechanism vs downstream gate-stack interaction
50-step smoke with F5 ON (bootstrap=1.0, then reverted) surfaced an
EXPECTED interaction documented in spec §3.5 expected-failure-mode #5:
* F5 mask itself is mechanically correct — `pi_logits[masked] = −INF`,
softmax mass is zero, `rl_pi_action_kernel` samples only from
{0,1,5,6} from flat.
* BUT the downstream gates that run AFTER `rl_pi_action_kernel` —
`rl_confidence_gate` (lines 67-74 read `pos_state`, override opens
from flat to Hold when C51 confidence is low), `rl_frd_gate`,
`rl_session_risk_check`, `rl_min_hold_check` — re-introduce Hold
into the executed action histogram. F5-G1 (`hold_frac_flat == 0`)
is therefore NOT achieved by this commit alone.
The F5 kernel does what the spec asks; the gate-stack interaction is
the orthogonal wiring the spec called out as out-of-scope for F5
correctness. A follow-up plan should either suppress those gates'
Hold override when `isv[823] > 0.5 AND position_lots == 0`, OR
re-launch the F5 mask AFTER the gate stack (single extra device-side
kernel invocation). The mask kernel and ISV slot land here so the
follow-up is purely a wiring task. Per the STOP-on-unexpected-finding
discipline (feedback_investigation_first_falsification_methodology),
no further fix is applied in this dispatch.
## Files
* `crates/ml-alpha/cuda/rl_state_action_mask.cu` (new, ~115 LOC)
* `crates/ml-alpha/build.rs` (kernel registration)
* `crates/ml-alpha/src/rl/isv_slots.rs` (slot 823 + RL_SLOTS_END bump)
* `crates/ml-alpha/src/trainer/integrated.rs` (cubin include, struct
fields, ctor load + struct init, `launch_rl_state_action_mask`
wrapper, ISV bootstrap entry + array size bump 274→275, two inline
call sites at `step_with_lobsim` and `step_with_lobsim_gpu_body`)
Co-Authored-By: Claude Opus 4.7 <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.