b43413e4d3
Phase 1 Tasks 1.1 + 1.2 of docs/superpowers/plans/2026-05-08-sp18-reward-shape-hold-attractor.md.
Per the plan's audit-first design: surface every live reference to the
SP13/SP16 Hold-cost-scale chain (D-leg) and the TD(λ) `q_next = rewards`
self-bootstrap (B-leg) BEFORE atomic deletion. This catches the SP17-style
"missed quantile_q_select consumer" failure mode where a sweeping refactor
left a dangling reference that compiled but broke at runtime.
What lands
- `scripts/audit_sp18_consumers.sh` — 17-section grep that walks every
consumer pattern from the plan's locked checklist (D-leg slot 380,
461, [462..468) HCS_*, hold_cost_scale_update kernel, hold_rate_observer
kernel retained chain, build.rs cubin manifest, state_layout.cuh
mirror constants, state_reset_registry entries, plus B-leg
td_lambda_kernel launch sites, q_next origin, rewards_out consumers,
PER priority sites, replay buffer schema, c51_loss target-Q origin,
target_params_buf consumers, PopArt slot 63 references). Three modes:
default (full grep output), `--fingerprint` (per-section per-file hit
count for diff-able snapshots), `--check` (diff fingerprint vs locked
snapshot in docs/sp18-wireup-audit.md, exit 1 on drift).
- `docs/sp18-wireup-audit.md` — Phase 1 Task 1.1 outcome with two
sections of import:
1. The plan's locked checklist (8 entries the plan author explicitly
identified as deletion targets).
2. The 10 ADDITIONAL CONSUMERS surfaced by the audit (A1-A10) that
the plan-author missed. Per the task input's halt-on-drift
directive, Phase 1 Tasks 1.3-1.5 (atomic deletion) are HALTED
pending human review of the expanded scope. The audit doc is the
spec-amendment record.
3. A locked fingerprint snapshot the pre-commit hook uses for drift
detection on subsequent commits.
B-leg verification confirms B-DD4 (no PER migration) + B-DD1 (target_
params_buf reusable) + the single q_next bootstrap site at
gpu_experience_collector.rs:4143.
- `scripts/pre-commit-hook.sh` — Invariant 7 list extended with the new
audit doc; new `check_sp18_consumer_audit` step runs the audit script
in `--check` mode whenever a commit touches the chain files
(experience_kernels.cu, hold_*_kernel.cu, state_layout.cuh, sp1[3-8]_
isv_slots.rs, gpu_dqn_trainer.rs, gpu_aux_trunk.rs, gpu_experience_
collector.rs, state_reset_registry.rs, training_loop.rs, build.rs,
sp1[3-8]_oracle_tests.rs). Drift triggers a hook failure with a
pointer to the regeneration command. This is a generalisation of
Invariant 7 and addresses Open Q-B from the spec (audit-as-pre-commit
hook for SP-chain consumer drift).
Findings (HALT trigger)
The audit found 10 consumers NOT in the plan's locked 8-site checklist:
A1 — gpu_aux_trunk.rs:1240-1323 HoldCostScaleUpdateOps struct + impl
(84 lines; the plan said launcher was in gpu_dqn_trainer but the
real struct/impl lives in gpu_aux_trunk; trainer just has a thin
forwarding method)
A2 — sp14_oracle_tests.rs:2174-2920 11 GPU oracle tests (~750 lines)
directly exercising the deleted kernel via include_bytes!
(sp16_phase2_hold_cost_scale_climbs_with_overrun + 10 others)
A3 — training_loop.rs:8971-9043 7 dispatch arms in reset_named_state
(slot 461 + HCS_* slots 462-467); contract test
every_fold_and_soft_reset_entry_has_dispatch_arm requires
atomic deletion alongside registry entries
A4 — gpu_dqn_trainer.rs:23200-23216 constructor block writing
HOLD_COST_BASE to slot 380 (RETAINED per DD7c, comment requires
update)
A5 — gpu_dqn_trainer.rs:617, 2245-2256 doc-block prose
A6 — sp13_isv_slots.rs:75-77 HOLD_COST_CONTROLLER_GAIN/FLOOR/CEIL
constants (HOLD_COST_BASE retained for A4)
A7 — gpu_experience_collector.rs:5579-5585 stale comment doc-ref
A8 — sp5_isv_slots.rs:325-327 comment doc-ref
A9 — state_reset_registry.rs:1138-1271 7 already-RETIRED entries
promote to FULL DELETION
A10 — state_reset_registry.rs:2256-2308 lock_sp18_v2_pp4_retired_chain
contract test asserts retired entries STILL EXIST; must be
deleted/rewritten when entries are removed
None of these are architectural surprises — they're straight extensions
of the atomic-deletion scope. But per the task input's halt-on-drift
directive ("If your audit surfaces ANY additional consumer, halt and
report — do NOT proceed with deletion ad-hoc"), Phase 1 Tasks 1.3-1.5
HALT pending human sign-off on the expanded scope.
Path forward (next phase)
Either expand the atomic-deletion commit scope to cover all 18 sites
(8 plan + 10 audit-surfaced) — recommended per `feedback_no_partial_
refactor`; the audit doc serves as the spec-amendment record — or
human-review the audit doc and explicitly approve/reject each A* entry.
The audit doc + script + hook are the pre-condition for either path
and ship together as Tasks 1.1 + 1.2 of Phase 1. Tasks 1.3-1.6 await
human go-ahead.
Branch is at INTERIM STATE: NOT runnable for L40S smoke between this
commit and the post-Phase-1.6 close-out. The interim is purely-additive
(audit script + hook + doc); the actual deletion that creates the
"3 reward sites missing Hold cost" interim from the plan's Task 1.5
has NOT yet been performed.
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.