b1ef312a40
Two new CUDA kernels land as SP5 Layer A additive producers feeding ISV[250..270)
with per-branch IQN quantile-τ schedules derived from Q-distribution skew.
q_skew_kurtosis_update: single-block 4-thread, reads save_q_online[B×13],
two-pass central moments → skew clamped [-3,+3] + ex_kurt clamped [-3,+30];
writes scratch[171..179). EPS_DIV=1e-12 (Invariant 1 anchor). No atomicAdd.
pearl_5_iqn_tau_update: single-block 4-thread, shifts symmetric default τ
{0.05,0.25,0.5,0.75,0.95} by skew×SKEW_SHIFT=0.05, clamps to [0.01,0.99];
writes scratch[179..199). SKEW_SHIFT and envelope are Invariant 1 anchors.
launch_sp5_pearl_5_iqn_tau fires both kernels + 20 apply_pearls_ad calls
(ALPHA_META=1e-3) → ISV[IQN_TAU_BASE=250..270). SP5_SCRATCH_TOTAL 171→199.
StateResetRegistry +1 FoldReset entry (sp5_iqn_tau, ISV[250..270)).
training_loop.rs wired after Pearl 4 with tracing::warn on error.
Two GPU-only unit tests (10+11): zero-skew symmetric default + left-skew
floor clamp. Module docstring updated A1-A5.
No consumer migration — Layer A additive only per spec.
cargo check -p ml --offline clean (11 pre-existing warnings, none new).
cargo test --no-run clean.
Co-Authored-By: Claude Sonnet 4.6 <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.