jgrusewski aff69261e1 fix(dqn): isolate OFI bias-grad CUfunctions in dedicated CUmodule
L40S production training crashed in launch_ofi_embed_backward with
CUDA_ERROR_ILLEGAL_ADDRESS at the first denoise_bias_grad_p1 launch in
the adam_grad child graph (workflow train-multi-seed-tdjtr fold 0).

Root cause: denoise_bias_grad_p1/p2 CUfunction handles were shared
across two independently-captured child graphs (post_aux and adam_grad).
On Ada/Hopper, when partials buffers land in different VRAM arenas
(L40S B=16384 post-MoE memory layout), the driver's per-node handle
validation trips. Pre-existing latent bug — masked on smaller GPUs and
pre-MoE allocator states where buffers happened to be address-adjacent.

Fix: load a dedicated CUmodule for the OFI bias-grad reduction kernels,
separate from the denoise variant. Same kernel bytecode (EXPECTED_Q_CUBIN
contains both); each child graph gets its own CUfunction reference.
Mirrors the graph_safe_copy_kernel precedent at line ~11523:
"Hopper CUfunction isolation: each child graph needs its own CUmodule".

Constructor adds ~2ms of cubin-load time; zero runtime cost. Smoke
validates no regression at B=64.

Production validation deferred to follow-up L40S re-deploy.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-04-27 21:28:52 +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%