b435d25bec
Bug-hunt review on 5e16b67ca found two real bugs in experience_env_step
post-B1b structural refactor — same class as the slot 63 overload
(pre-SP11 invariants exposed by post-decomposition semantic).
Bug 1 (Critical): reward_components_per_sample[+1..+5] not zero-init at
per-bar entry. Slots written only on execution paths that fire (rc[2]
inside segment_complete trail-trigger, rc[3] inside positioned-non-
complete, rc[4] inside flat-with-features, rc[5] inside multiple
bonus paths, rc[1] inside CF block). Non-firing paths leave stale
values from previous batch's same out_off, contaminating SP4
reward_component_ema_kernel -> slots 64..68 -> SP11 mag-ratio canary
-> wrong controller weights.
Fix: zero-init rc[0..6) at the same location where r_<component>
locals are zero-initialized, so locals and buffer reset together.
Eliminates the entire stale-rc class of bugs.
Bug 2 (Important): cf_flip applied BEFORE inventory/churn/conviction
modifiers. Spec section 3.4.4 requires cf_flip LAST so subtractive
penalties operate on the right sign and multiplicative scales
attenuate before direction is flipped. Pre-fix on flipped samples,
inventory/churn ADDED to negated reward (penalty became bonus) and
conviction scaled the wrong-signed value. Asymmetric gradient signals
between flipped/non-flipped -> contaminated SP11 mag-ratio canary at
the cf axis.
Fix: move cf_flip to after conviction_scale, making it the last
modifier before out_rewards write. CF-block contract preserved
(reward at cf_off is still the post-flipped final value; CF block
already does `do_flip ? -reward : reward` to recover unflipped base).
Stale doc-strings: state_reset_registry.rs (2 sites) and
training_loop.rs (1 site) referenced pre-fix-up SP5_PRODUCER_COUNT=186
/ wiener_buffer=771. Updated to formula form
`(71 + SP5_PRODUCER_COUNT) × 3` so they don't drift on the next SP;
current value (post-B1b fix-up slot 360) is SP5_PRODUCER_COUNT=187,
buffer=774 floats.
dqn-wire-up-audit.md: appended SP11 B1b bug-hunt fix-up section
documenting both bugs, the structural fix, the doc-string sweep,
and verification (cargo check/build/tests).
cargo check + build clean; 6/6 SP11 GPU tests + 10/10 sp5_isv_slots
contract tests + 4/4 state_reset_registry tests still pass. The two
bugs were latent in the local smoke (sharpe 3 vs B1a 30 likely
traceable to either or both); structural fix sound. L40S smoke on
this commit will validate the empirical recovery.
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.