dce318b47f
Chunk 1 fixes: - Task 1: Replace shared-memory epoch state with global memory + __threadfence() (shared memory is per-block, multi-block launch would read uninitialized shmem) - Task 2: Move atomicMin_float/atomicMax_float before kernel definition - Task 3: Add pub getters for private GPU buffers, fix broken pnl_history logic (pushing mean_reward N times gives zero std → NaN Sharpe) - Task 4: Add missing accumulate_q_value/read_q_accumulator methods to GpuTrainingGuard - Task 6: Fix sort_last_dim tuple destructuring, batch 3 to_scalar into single 8-float readback, move function off GpuTrainingGuard to free function Chunk 2 fixes: - Task 8: Add shared-memory parallel reduction for drawdown, win_rate, trade_count (previously only reduced on thread 0's 1/256th data subset) - Task 9: Remove dead code, fix task cross-references (12→11), implement actions_history DtoD copy (was TODO → trade count always 0) - Task 10: Flesh out BacktestMetrics mapping (6 GPU fields → 16 struct fields), fix cfg compilation with nested block pattern Chunk 3 fixes: - Task 12: Replace "follow same pattern" with actual PPO/supervised code, enumerate all 8 supervised adapter files, add regression→action mapping - Task 13: Add complete bitonic sort kernel code for VaR/CVaR extraction, document intentional spec deviation and deferred Phase 3 capabilities - Task 14: Specify exact binary path (bin/fxt/src/commands/evaluate_baseline.rs) - Task 15: Replace placeholder test comments with full synthetic-data validation Co-Authored-By: Claude Opus 4.6 <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.