b6f6d4fd02
Adds an integration-style test exercising the TARGET_HOLD_PCT_INDEX =
514 controller through the full Phase 1.4 Path C chain (Stats →
Aggregate → EMAs → Controllers) at the two spec §4.2 called-out
operating points:
- Warmup: aux_conf_p50 = 0.05 → target_hold_pct = 0.725
- Confident: aux_conf_p50 = 0.40 → target_hold_pct = 0.20
Both exercise `clamp(0.8 - aux_p50 × 1.5, 0.1, 0.8)` at non-
saturating points. The existing
sp20_controllers_compute_test::target_hold_pct_inverse_relation unit
test covers endpoints (aux_p50 ∈ {0.0, 0.5, 0.2}); this test asserts
the formula holds end-to-end through all 4 kernels.
Engineering aux_conf:
K=2 logits [a, b] ⇒ peak_softmax = sigmoid(b-a) ⇒ aux_conf = peak-0.5
aux_conf=0.05 ⇒ Δlogit = ln(0.55/0.45) ≈ 0.20067
aux_conf=0.40 ⇒ Δlogit = ln(0.90/0.10) ≈ 2.19722
All envs given identical Δlogit so aux_conf_p50 lands exactly.
Per `pearl_tests_must_prove_not_lock_observations`: spec §4.2 names
these operating points as self-stabilizing-property invariants, so
the assertion is invariant-style not observed-value-style.
NO production code changes. TARGET_HOLD_PCT controller was wired in
Phase 1.3 (sp20_controllers_compute_kernel.cu:164-173) atomically
with the other 5 controllers. This commit is test-only, satisfying
Task 3.3's "verify the wire path is complete and add a behavioral
test" requirement.
See plan errata Gap 8 for the plan-vs-reality decision rationale.
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.