b4d4a8d046
Wires the q_drift_rate_ema kernel + ISV slot Q_DRIFT_RATE_INDEX=129 (landed infc8dbb0a8) into the production training path: - StateResetRegistry FoldReset entry isv_q_drift_rate -> 0.0 (companion to A.1's prev_epoch_q_mean reset; both ensure no cross-fold leakage of drift state). - reset_named_state dispatch arm in training_loop.rs. - Per-epoch launch_q_drift_rate_ema call after the Q-drift kill check, gated on the same `prev_epoch_q_mean.abs() > 1e-6` cold-start guard. Both q_mean_curr and q_mean_prev are in scope BEFORE the `prev_epoch_q_mean = q_mean` update, so the producer sees the correct delta. - tau_update_kernel.cu multiplies the cosine-scheduled, health-coupled tau_eff by `1 / (1 + clip(ISV[129], 0, 4))` so tau ranges [tau_base/5, tau_base] — monotone dampening under drift; healthy runs (drift ≈ 0) unaffected. - reset_for_fold comment in trainer/mod.rs notes the registry entry handles the new ISV slot. Predicted impact: Plan C fold 0 ep2 with q_mean(t)=0.82, q_mean(t-1)=-0.018, ISV[16]+ISV[21]≈0.1 -> drift_rate ≈ 8.4 -> clipped to 4 -> tau_eff = tau_base × 0.2 (5× slower target sync, dampens Q-target optimism through the inflation spike).a52d99613fold 0 with q_mean staying ~0.21 -> drift_rate ≈ 0 -> tau_eff = tau_base (unchanged). Per pearl_adaptive_moe_lambda.md — canonical "EMA-tracked diagnostic drives a controller" pattern. Per pearl_cold_path_no_exception_to_gpu_drives.md — cold-path scalar arithmetic stays on GPU. Per feedback_no_partial_refactor.md — consumer (tau_update + state_reset + producer launch) all migrate together in this commit. Layout fingerprint already shifted byfc8dbb0a8(slot + ISV_TOTAL_DIM bump); no additional fingerprint shift in this commit. 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.