f11bab542a
Updates 13 test files that were locked to stale kernel contracts.
Each change verified against the actual kernel/code (cuda/*.cu and
crates/ml-alpha/src/*) — not normalised to broken behavior:
Controller bootstrap values (isv_bootstrap.rs,
r5_controllers_and_soft_update.rs):
* γ → 0.995 — `rl_gamma_controller.cu` GAMMA_MIN raised per
`pearl_edge_lives_at_wave_timescale_not_tick` (long-horizon credit
assignment on surfer-philosophy timescale)
* entropy_coef → 0.5 — `rl_entropy_coef_controller.cu` COEF_MAX
bootstrap at deficit=1.0 per
`pearl_pi_actor_collapses_without_entropy_floor` (cold-start
emergency exploration)
* per_α → 0.4 — R9 derive-from-input pattern at kurt_excess=0
* τ structurally pinned at TAU_BOOTSTRAP=0.005 — TAU_MAX (slot 573)
equals bootstrap, controller has zero headroom upward (intentional
per slot doc-comment)
Topology / horizon consolidation (bucket_transition_kernels.rs,
cfc_step_per_branch.rs, heads_block_diagonal.rs, heads_bit_equiv.rs,
bce_grad_finite_diff.rs):
* N_HORIZONS: 5 → 3 (tercile layout: cut points [43, 86], dims
[43, 43, 42]) — kernel-side `bucket_transition_kernels.cu` /
`bce_loss_multi_horizon.cu` / `heads.rs` were consolidated
* MAX_BUCKET_DIM: 28 → 96 (kernel #define MAX_BUCKET_DIM = 96)
* Per-test asserts mirror tercile assignment via shared
`tercile_bucket(c)` helper
Done-gating semantics (r3_ema_advantage.rs):
* `compute_advantage_return.cu` line 30: `advantages[b] = done *
(ret - vt)` — V learns from trade closes only, π trained via
target-Q distillation + SAC entropy. Test now two-cohorts
(done=1 sees -k, done=0 sees 0)
Anti-collapse mechanisms (r4_action_kernels.rs):
* Thompson kernel applies ISV-driven epsilon-greedy floor (slot 588
= 0.05) per `pearl_pi_actor_collapses_without_entropy_floor`.
Wins/100 expectation widened to (1 − 0.05) × 100 ± 3σ ≈ ≥88
Confidence gate (trade_management_kernels.rs):
* `rl_confidence_gate.cu` does NOT check `lots != 0 → skip` — the
position-conditional escape was moved to the Phase 2.3 state-
mandatory action mask (separate kernel). Case 3 now asserts gate
fires regardless of position
Smoothness controller (smoothness_lambda_controller_invariants.rs):
* TARGET_K_RATIO[2] = 0.1 (sqrt-scaling fix) — kernel comment at
`smoothness_lambda_controller.cu:38-45` explains the migration
from geometric to sqrt anchoring
PER buffer migration (r7d_per_wiring.rs):
* CPU `trainer.replay` field replaced by GPU-resident
`trainer.gpu_replay.replay_len_d` (graph-safe push). Test reads
the counter via the canonical mapped-pinned pattern
(`MappedI32Buffer` + `memcpy_dtod_async` + sync) per
`feedback_no_htod_htoh_only_mapped_pinned`. Asserts mechanism
invariants (monotone growth, bounded by MAX_INJECTS_PER_STEP,
saturates at capacity) — looser than the old "len == step"
because HER + n-step push counts vary per step
EMA-input sentinel-zero loops (isv_bootstrap.rs,
r5_controllers_and_soft_update.rs):
* Switched from a sprawling negative exception list ("any slot in
[417, RL_SLOTS_END) except these N constants") to a positive
enumeration of the ~7 documented EMA-input slots. New ISV
constants no longer break the test by being added to the slot
range
Stale fixture (perception_forward_golden.bin):
* Old golden was captured with probs.len() = 160; current model
produces 96. Regenerated. Test logic captures-on-first-run +
compares-on-subsequent-runs is unchanged
Latent kernel bug surfaced (bucket_transition_kernels.rs::
h_mag_per_bucket_kernel_computes_mean_abs_per_bucket):
* `h_mag_per_bucket_kernel` launches with block_dim=32 but
BUCKET_DIMS=[43, 43, 42] — only the first 32 channels contribute
to the sum while the divisor uses the full bdim. Production
launch site `perception.rs::h_mag_cfg` uses the same block_dim,
so Controller D's dead-bucket signal is silently under-counted.
Test asserts the IDEAL behavior (full-bucket mean) and DELIBERATELY
FAILS until the kernel is fixed — per
`pearl_tests_must_prove_not_lock_observations`
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.