cfc4ccb72f
Plan 4 Task 5 Mode A. Light, ISV-only, no model parameters added, no checkpoint break. ISV tail-append: - [87] VSN_MAG_EMA_INDEX - [88] VSN_DIR_EMA_INDEX - [89] MAMBA2_RETENTION_EMA_INDEX - Fingerprint shifted [85,86] → [90,91]; ISV_TOTAL_DIM 87 → 92 Producer (attention_focus_ema_kernel.cu): - Single kernel, 3-block multi-reduction, fully GPU-driven - Block 0 reduces magnitude-branch VSN-weight slice of params buffer - Block 1 reduces direction-branch VSN-weight slice - Block 2 reduces mamba2_h_enriched buffer - Each block: 256-thread smem tree-reduce → mean |x| → EMA-update ISV slot via pinned device-mapped (no explicit DtoH) - Adaptive α matches Plan 3 Task 3 convention GPU-only correction (per user direction "no dtoh, pinned memory"): First-pass agent implementation used host-DtoH + CPU loop for the Mamba2 retention scalar (mirroring the pre-existing per_branch_vsn_mean() pattern). User flagged this as a violation of spec §4.C.6 GPU-drives-CPU-reads even on cold path. Rewrote the kernel to do all 3 reductions on-device via smem block-reduce, reading params/mamba2 buffers via raw_ptr() and writing to pinned ISV slots directly. Removed mamba2_retention_mean() from GpuDqnTrainer + FusedTrainingCtx (was the host-DtoH culprit). Read-only AttentionMonitor mirrors PlanThresholdMonitor pattern. StateResetRegistry: all 3 slots FoldReset. Smoke fold-2 best Sharpe 95.09, avg best_val_metric 10.98 — within Plan 3 baseline range. ISV slots populate non-zero from epoch 2. Pearl: cold-path is not an exception to GPU-drives-CPU-reads. If the producer is computing a value (not just reading a CPU-side constant), the compute belongs on GPU regardless of frequency. 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.