a400288ae0
Task 7: Update all three DQN TOML profiles with every configurable parameter. - dqn-smoketest: add [distributional], [advanced], [exploration] (noisy_sigma, entropy_coefficient, count_bonus), [risk] (max_position, loss_aversion), fix learning_rate 0.0003 -> 0.00003, add reward_scale + gamma - dqn-production: add reward_scale, exploration params (noisy/entropy/count_bonus), advanced params (n_steps/tau/c51_warmup/her/iqn_lambda/spectral_norm), remove hardcoded v_min/v_max (now computed), remove duplicate tau from [training] - dqn-hyperopt: add search space bounds for spectral_norm_sigma_max, c51_warmup_epochs, her_ratio Profile system additions (training_profile.rs): - TrainingSection: add reward_scale (recomputes v_min/v_max on apply) - ExplorationSection: add noisy_sigma_init, entropy_coefficient, count_bonus_coefficient, q_gap_threshold - AdvancedSection: add n_steps, tau, c51_warmup_epochs, her_ratio, iqn_lambda, spectral_norm_sigma_max, gradient_clip_norm - RiskSection: add max_position (alias for max_position_absolute), loss_aversion - RewardSection: add reward_scale - SearchSpaceSection: add spectral_norm_sigma_max, c51_warmup_epochs, her_ratio - apply_to: gamma change now recomputes v_min/v_max automatically Task 8: Config consistency integration tests (5 tests): - test_config_consistency_across_structs: v_range computed not hardcoded, fill simulation bounds, q_clip symmetry - test_toml_profile_applies_all_fields: smoketest profile applies every new section field correctly - test_production_profile_applies_all_sections: production profile end-to-end - test_hyperopt_search_space_has_new_bounds: new search space fields parse - test_reward_scale_recomputes_v_range: gamma override triggers v_range recomputation Co-Authored-By: Claude Opus 4.6 (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.