e877e8aefe
Pure-comment follow-up to SP18 Phase 1 atomic deletion (3c318953a) and Phase 2 device-fn introduction (8da8e2e58). Strips the "DELETED by SP18 Phase 1" markers + "RETIRED" docstrings + per-slot SP3→SP18 archaeology that survived the focused deletion diff. Per feedback_no_legacy_aliases ("avoid backwards-compatibility hacks like removed-comment markers") and CLAUDE.md ("don't add comments that explain what the code does"), git history is the historical record — code shouldn't narrate its own deletion. Three categories cleaned: 1. ISV_TOTAL_DIM giant docstring in gpu_dqn_trainer.rs (Category 1): collapsed ~5000-char slot-by-slot SP3→SP18 history block into a 13-line conceptual definition pointing readers at sp14_isv_slots.rs for the actual range definitions. Layout fingerprint seed (RESERVED_GAP_461_TO_468=SP18_P1_RETIRED;) is load-bearing and preserved. 2. RETIRED markers in sp14_isv_slots.rs + state_layout.cuh (Category 2): deleted "SP16 Phase 2 RETIRED 2026-05-09" header blocks, "HCS_* slots [462..468) RETIRED" markers, "SP13 [380..383)/ SP16 [461..474) ALLOCATED but RETIRED per PP.4" prose, and the test-removal note before the surviving MHT block lock test. Tightened the SP16 T3 Wiener-α comment block to describe only the surviving MIN_HOLD_TEMPERATURE producer. 3. Stale doc-refs across the SP18 audit consumer set (Category 3): updated gpu_experience_collector.rs prose, sp5_isv_slots.rs SP13 v3 description, gpu_dqn_trainer.rs slot-380 constructor block, state_reset_registry.rs HRC_*/MHT_*/TDB_* "mirrors slot N" refs + the registry-block introduction comment + the deleted-test marker at end of file, training_loop.rs launcher-call/diag-emit/ dispatch-arms "DELETED" markers, build.rs cubin manifest "DELETED" marker, gpu_aux_trunk.rs trailing "HoldCostScaleUpdateOps DELETED" block, and tests/sp14_oracle_tests.rs leading "tests DELETED" marker. Production-source grep verification (post-cleanup): zero matches for HOLD_COST_SCALE_INDEX | HCS_TARGET | HCS_DIFF | HCS_PREV | HCS_SAMPLE | HOLD_COST_CONTROLLER_GAIN | HOLD_COST_FLOOR_RATIO | HOLD_COST_CEIL_RATIO | hold_cost_scale_update across crates/ml/src/ *.rs/*.cu/*.cuh. Audit doc + script preserved per design: - scripts/audit_sp18_consumers.sh grep patterns retain HOLD_COST_SCALE / HCS_* — those are the diagnostic tool. - docs/sp18-wireup-audit.md historical sections retain references (audit doc IS the design-history record); fingerprint section regenerated to reflect post-cleanup hit counts (audit --check passes). - docs/superpowers/specs/* + docs/superpowers/plans/* unchanged (spec/plan files retain HOLD_COST_SCALE references unchanged per feedback_trust_code_not_docs corollary — those are the past design-decision record). - docs/dqn-wire-up-audit.md current-state header section gains a 2026-05-09 archaeology-cleanup-pass entry citing the affected files + verification (per Pre-commit Invariant 7). Verification: - cargo check --workspace: clean (warnings only — pre-existing). - cargo test -p ml --lib --no-run: compiles clean. - cargo test --doc -p ml: 21 failures pre-existing (verified via stash; identical 21 failures on parent commit8da8e2e58— unrelated to this cleanup). - bash scripts/audit_sp18_consumers.sh --check: passes. 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.