jgrusewski c508d101c1 plan(perf): K-loop block-per-batch parallelization implementation plan
Bite-sized 22-task plan implementing the design at
docs/superpowers/specs/2026-05-17-kloop-parallelization-design.md.

Four atomic commits per the spec's Rollout section:
  Commit 1: reduce_axis0 kernel + cfc_step refactor (Tasks 1-10)
  Commit 2: GRN bwd refactor (Tasks 11-14)
  Commit 3: VSN bwd refactor (Tasks 15-17)
  Commit 4: attention_pool bwd refactor (Tasks 18-20)

Each commit covers kernel rewrite + per-batch scratch buffers +
reducer launches + memset_zeros wiring + smoke validation.

Tests added across commits:
  - cfc_bwd_b1_oracle.rs (Task 6): B=1 oracle vs single-sample helper
    within relative_eq 1e-5 (FP-tolerant, not bit-exact)
  - stacked_trainer_loss_shrinks_at_batch_32 (Task 7): first test
    that exercises the cross-batch reducer path
  - cfc_bwd_scratch_clears_between_steps (Task 8): scratch-zero
    regression guard

Acceptance gates 1-8 from the spec are mapped to Tasks 6, 7, 8, 9,
21, 22 (local + cluster A/B perf). Reference baseline for gate #8
is t6z89's per-epoch AUC trajectory.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-17 23:27:20 +02:00

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.

Description
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