c274b99ea9
Adds the continuation plan for SP21 T2.2 Phase 1.5 (entry_q tracking
in portfolio_state slot 6) + Phase 2 (wire enrichment to real
per-trade tape from gpu_backtest_evaluator). Self-contained plan
that a fresh session can pick up cold:
- State-at-session-start summary with all 8 prior commits
- Phase 1.5 design (storage slot, capture site, plumbing,
EvalTrade extension)
- Phase 2 design (training_loop wire-up, enrichment refactor,
E5 alternate-signal options with recommendation)
- Hard rules carried from prior session (no NULLs, no stubs,
atomic per feedback_no_partial_refactor)
- Verification plan (5 GPU oracle test suites)
- Open design question (E5 alternate signal) with recommendation
- Multi-phase continuation map (Phases 3-7 + Phase 8)
- Final cascade verification (smoke run criteria)
Also amends the parent SP21 plan
(2026-05-10-sp21-train-eval-coherence-isv-defrost.md) with the
T2.2 multi-phase scope section that documents the full per-trade-tape
expansion the user committed to (option 3 — full wiring across
multiple sessions instead of the original recommended option (b)
aggregate-stats refactor).
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.