e9096c7be1
R1: K's hardcoded shrink-and-perturb (m×0.1, v×0.01) at fold boundary
violated feedback_adaptive_not_tuned (untracked tunable knobs) AND
created a downstream pathology: tiny v_hat denominator → oversized
Adam updates 50+ steps post-reset → trunk param overshoot → save_h_s2
NaN at F1 ~step 1745 (smoke-test-bkdx5 diagnostic).
K was introduced (commit 4ef1d8ebb) BEFORE fold_warmup_factor existed
in the same commit's "K + adaptive warmup" pair. With warmup_factor
in place — ISV-driven, dampens lr+clip via lr_eff = lr_base ×
max(MIN_WARMUP_LR_FRAC, fold_warmup_factor) — K is redundant. Single
mechanism, ISV-driven, no hardcoded constants. Eliminating K leaves
m,v reset to 0 at fold boundary; warmup_factor handles cold-start.
P: expanded nan_flags_buf 16→24 with 5 GRN-stage checks
(linear_a_out, elu_out, linear_b_out, glu_sigmoid_out,
layernorm_var/out) for finer-grained source identification if R1
alone doesn't fix F1.
Predicted outcomes:
- If K's tiny-v_hat was the cause: F1 trains successfully (R1 alone)
- If different mechanism: new GRN-stage flags pinpoint which sub-
stage produces NaN, enabling layer-level fix
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.