ad1e5c5e2d
Plan 4 Task 2c.3b. Forward-path runtime restored. Backward path stays
gated by 2c.3a panic markers until 2c.3c swaps it to GRN backward.
Changes:
- CublasGemmSet now owns four GrnBlock instances (online + target,
h_s1 + h_s2) and 14 GRN scratch buffers. Constructor allocates them
alongside the existing branch streams + workspaces.
- New `forward_raw_phase1` + `forward_raw_phase2` methods on GrnBlock
split the existing forward kernel sequence at the cuBLAS Linear_b
boundary so the encoder can dispatch
Linear_a → ELU → Linear_b → Linear_residual → GLU+LN in order.
No new GRN kernels.
- Swap encoder_forward_only to GRN forward composition: cuBLAS Linear_a
+ bias → forward_raw_phase1 (in-place ELU + DtoD save) → cuBLAS
Linear_b + bias → cuBLAS Linear_residual (h_s1 only; h_s2 routes
h_s1_ptr as identity residual) → forward_raw_phase2 (DtoD save +
GLU + residual+LN).
- New target_encoder_forward_only mirrors the online split using
dedicated grn_h_s1_target / grn_h_s2_target instances; called with
save_for_backward=false because the GRN backward only runs against
the online network (target is inference-only).
- Remove panic gates from encoder_forward_only, forward_target_raw,
forward_online_f32. forward_target_raw and forward_online_f32 now
delegate trunk encoding to the new (target_)encoder_forward_only.
- All forward methods on CublasGemmSet migrated from `&self` to
`&mut self`; trainer call sites refactored to direct
`self.cublas_forward.method()` so disjoint-borrow rules let
`self.launch_*` helpers execute alongside.
- Delete orphaned iqn_trunk_forward_kernel + IqnHead::trunk_forward_kernel
field + IqnKernels.trunk_fwd field + load("iqn_trunk_forward_kernel")
call. Replace the cuBLAS fallback in
gpu_iqn_head.rs::execute_training_pipeline with a hard error: IQN
now requires set_cached_target_h_s2 to be called with the buffer
written by BatchedForward::target_encoder_forward_only, so online
and target share ONE trunk implementation. Dead cuBLAS scaffolding
(trunk_l1_gemm/trunk_l2_gemm/trunk_h1_scratch/launch_trunk_bias_relu)
marked #[allow(dead_code)] to keep the diff compact.
- Audit doc updated with Task 2c.3b row.
Backward gates intentionally kept on backward_full,
apply_iqn_trunk_gradient, apply_ensemble_diversity_backward — they
panic loudly until 2c.3c swaps the relu_mask trunk backward to the
GRN backward chain.
Smoke (`cargo test … multi_fold_convergence --ignored`): forward path
runs cleanly through online + target encoder forwards (logs 4×
`GrnBlock initialised` confirming both online + DDQN sets allocate
online + target instances). Smoke then panics inside backward_full,
which is the retained 2c.3a gate. Smoke completion is therefore
deferred to 2c.3c per the spec's "KEEP backward gates" non-negotiable.
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.