e5f6afca8d
First of 5 implementation plans for the DQN v2 unified integrated policy system spec (d13b53586,336ee40b9). Plan 1 covers: Task 1: Audit doc scaffolding + pre-commit hook (Invariant 7, 9) Task 2: StateResetRegistry definition (A.1) Task 3: Wire StateResetRegistry into fold-boundary reset (A.1) Task 4: Named-dimension refactor — ps[], plan_isv[], plan_params[], branch indices, dir/mag sub-indices (Invariant 8) Task 5: ISV schema version at ISV[0], fail-fast on checkpoint mismatch (A.2) Task 6: Orphan audit populated (A.5) Task 7: Hot-path purity audit populated; MIGRATE calls fixed (A.6) Task 8: AdaptiveController trait + harness (C.6) Tasks 9–17: Migrate each adaptive controller to the trait in spec- specified order (atoms → gamma → Kelly → cql_alpha → tau → epsilon → conviction_floor → plan_threshold → balancer) Task 18: Plan 1 validation run (smoke + 3-epoch L40S) Plan 1 landing criteria: all 9 invariants preserved across every commit, all smoke tests pass, audit docs fully populated. Plan 2 (temporal core) starts only after Plan 1 passes exit criteria. Plans 2–5 cover Parts B, C (minus C.6 already in Plan 1), D, E, and final validation. Planned as separate documents in docs/superpowers/ plans/2026-04-24-dqn-v2-plan-{2..5}-*.md. 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.