jgrusewski a385c1d2be chore(sp4): delete compute_adaptive_tau orphan helper per feedback_wire_everything_up
`compute_adaptive_tau` (gpu_dqn_trainer.rs:7045) had zero production
callers — its q_div_ema field's doc-comment explicitly flagged it
"NOTE: only consumed by the orphan helper compute_adaptive_tau (zero..)".
Pre-SP3 attempt at adaptive-tau control, superseded by the SP3/SP4 ISV-
driven tau controller (`tau_kernel.cu` + ISV[TAU_INDEX]).

Removed:
  - compute_adaptive_tau method (CPU EMA + ratio-scaled tau formula)
  - q_divergence_readback method (only caller was compute_adaptive_tau)
  - q_div_ema field + initialiser + fold-reset assignment
  - q_divergence_pinned + q_divergence_dev_ptr struct fields, alloc, free
  - q_divergence_dev_ptr memsets at C51 launch sites (2)
  - q_divergence_dev_ptr arg in launch_c51_loss kernel call
  - c51_loss_batched kernel parameter `q_divergence` (never written by
    kernel body — comment "removed from hot path — zero atomicAdd"
    confirmed buffer was inert; deleting parameter keeps kernel ABI clean
    per feedback_no_partial_refactor)
  - Stale doc-comments referencing q_divergence in c51 reduction kernel
  - readback_pinned [12]=q_divergence layout doc (slot was never read)

cargo check clean. SP4 + state_reset_registry lib tests pass (11/11).
16/16 SP4 producer GPU tests pass on RTX 3050 Ti. No behavior change —
dead code only.

Refs: feedback_no_cpu_compute_strict sweep audit (commit 6a6b58aec)
flagged this as orphan; feedback_wire_everything_up mandates deletion.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-01 16:05:39 +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
No description provided
Readme 849 MiB
Languages
Rust 88.2%
Cuda 7.7%
Python 1.3%
Shell 1.1%
PLpgSQL 0.8%
Other 0.8%