b6fb720acd
GPU-resident grad-norm + clip-scale; mapped-pinned loss readback.
Replaces 9× memcpy_dtoh per Mamba2 AdamW step (grad-norm host roundtrip)
+ 1× per-step download() (loss). Saves ~10 stream-sync barriers/step.
New kernels (cuda/grad_norm.cu):
- grad_norm_sq_phase1: per-block tree-reduce of x[i]^2 (no atomicAdd)
- grad_norm_sq_phase2: cross-tensor accumulator (sequential stream-ordered)
- grad_clip_scale: writes min(1, max_norm/sqrt(norm_sq)) to device ptr
- mamba2_alpha_adamw_step_devscale: reads grad_scale from device pointer
instead of host scalar, allowing AdamW kernels to launch async without
waiting for a CPU-side norm computation.
Trainer changes (perception.rs):
- loss_d kept device-side; mapped-pinned MappedF32Buffer shadow.
- Single stream.synchronize() at end of step (was 2: post-bwd + download).
- DtoD copy loss_d → loss_host_d queued, then sync flushes both kernels
+ copy in one barrier. Loss read via host_ptr (no dtoh).
Mamba2 AdamW (mamba2_block.rs):
- step_from_buffers_gpu_clip(): all grad-norm tensors processed via
phase1+phase2 chain, scale computed on-device, AdamW launches with
devscale variant. Zero host roundtrips.
- Pre-allocated block_partials_d, grad_norm_sq_d, grad_scale_d.
Optimizer (optim.rs): removed redundant stream.synchronize() per AdamW step.
Each per-tensor AdamW kernel is stream-ordered; sync only needed before
host reads, which the trainer handles centrally.
Synthetic overfit smoke: initial=0.30 → final=0.0006 (matches pre-refactor
trajectory). Full ml-alpha test suite passes (45 tests across lib +
integration).
Honors:
- feedback_no_htod_htoh_only_mapped_pinned.md (MappedF32Buffer only)
- feedback_no_atomicadd.md (block tree-reduce only)
- feedback_no_legacy_aliases.md (step_from_buffers replaced, not aliased)
Co-Authored-By: Claude Opus 4.7 <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.