de64935b78
Adds observability infrastructure for Phase F smoke validation: new ISV slot AUX_TRADE_OUTCOME_CE_EMA_INDEX = 538 tracks the K=3 head's batch-mean sparse cross-entropy EMA. Producer kernel registered + cubin-built; launcher wireup follows in Phase F-3b commit. Changes: - sp22_isv_slots.rs: new pub const AUX_TRADE_OUTCOME_CE_EMA_INDEX = 538 - gpu_dqn_trainer.rs ISV_TOTAL_DIM: 538 → 539 - NEW kernel aux_outcome_ce_ema_kernel.cu: single-thread single-block direct-to-ISV EMA writer with Pearl A first-observation bootstrap. Fixed α=0.05 (slow-moving observability). NULL-tolerant + NaN-guarded. - build.rs: kernel registered; cubin compiles (3.2 KB) Why dedicated kernel (not extension of aux_heads_loss_ema_update): The K=2/K=5 EMA writes through Pearls A+D's 2-stage producer scratch. Extending it would require allocating a new scratch slot, threading Pearls A+D mapping, and touching apply_pearls_ad_kernel. The K=3 head's CE is OBSERVABILITY ONLY in this commit — no Pearls A+D adaptive α needed. Minimum-scope direct-to-ISV path. Re-routable through Pearls A+D if K=3 CE later becomes a controller anchor. Smoke validation signal interpretation: - Cold-start: ISV[538] = 0.0 (FoldReset sentinel) - First step with B_valid > 0: Pearl A bootstrap → ISV[538] = first CE - Typical uniform-K=3 cold-start CE: ln(3) ≈ 1.098 - Learning signal: CE drops from ~1.098 toward 0.5-0.7 over epochs - Falsification signal: CE pinned at ln(3) for many epochs → head can't learn (label noise / under-capacity / outcomes unconditional) Phase F-3b follow-up: - Trainer launcher call after aux_heads_loss_ema_update - HEALTH_DIAG snap layout extension + console column - Reset registry entry (FoldReset sentinel 0) Verification: - cargo check -p ml clean. - cargo test -p ml --lib → 1016/0 green. Audit: docs/dqn-wire-up-audit.md Phase F-3 section. 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.