eb5e19d670
Rewrite of 2026-05-06-sp15-trader-discipline-and-recovery.md from v1 (commit0178a53ab) which had 16 reviewer-flagged issues including 5 critical compile-breakers and 8 important plan-failure violations. CRITICAL fixes: - Real GATE1_OPEN_STATE_INDEX (slot 391) — was wrong GATE1_STATE_INDEX - Real PS_PEAK_EQUITY/PS_PREV_EQUITY (state_layout.cuh slots 7+9) — no invented CUMULATIVE_EQUITY_INDEX - Real sp4_histogram_p99<BLOCK_SIZE> block-tree-reduce pattern, no atomicAdd_block (was feedback_no_atomicadd violation) - Real evaluate_dqn_graphed pattern (gpu_backtest_evaluator.rs:1143) — no nonexistent evaluate_on_val_slice - Real services/ml_training_service/src/main.rs path — was wrong IMPORTANT fixes: - Fork from current main0178a53ab, not stale5417e2756- Phase 0.B has explicit case-(a)/case-(b) branches driven by 0.A diagnostic conclusion - Phase 2B uses TEMPLATE + 17-row differential table — every test fully specified, no compressed bullets - Phase 3 each teaching gets full TDD: write test → run-fail → kernel (full code) → launcher → consumer → run-pass → commit (5+ steps) - Phase 3.5 each mechanism same TDD pattern with full kernel code - Plasticity 3.5.4 specifies TWO-STEP recovery (Flat first, then cooldown) + Kaiming-He init (not Xavier — architecturally appropriate) - Phase 4.3 includes FULL eval-final-template.yaml (not 4 bullets) - 4 EGF constants replaced (not 3 — verified all four in alpha_grad_compute_kernel.cu lines 142,143,144,147) - Behavioral_suite test target ordering fixed (Cargo.toml entry lands before tests run against it) Stats: 4947 lines, ~270 [- [ ]] step checkboxes, 0 todo!() in test bodies, every kernel shown in compilable form. Self-review section maps every spec section to implementing task, verifies all cross-references against verified codebase facts. 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.