f64eeb64da
C.4 timing bonus (experience_kernels.cu) and D.4b regime penalty multiplied by the trade-cumulative |reward| / |final_pnl| as an unbounded multiplicand. Across trades this compounds — bonus values inflate as Q values inflate, then bonus rewards inflate Q values further (Bellman bootstraps off shaped reward). Per pearl_one_unbounded_signal_per_reward + feedback_isv_for_adaptive_bounds: replace |reward|/|final_pnl| with ISV[Q_DIR_ABS_REF_INDEX]-bounded variant. The unbounded multiplicand becomes the direction-branch Q-scale EMA (already-tracked, gradient-decoupled), not the trade-cumulative shaping output. Cap is adaptive (matches Q magnitude as it evolves) and breaks the multi-trade compounding loop. Discovered during Plan C Phase 2 smoke diagnosis (researcher report 2026-04-29 a25f669e9df953174).a52d99613baseline also hits bonus=235 — pre-existing structural pathology, not Plan-C-specific. Other shaping sites (D.4a persist, B.2 novelty, D.4c stable) already have all factors bounded — no fix needed. Surgical change set: - experience_env_step gains final `int q_dir_abs_ref_idx` param. - C.4 (line 2521): pnl_unit = |final_pnl|/max(ISV[21], eps); pnl_capped = min(pnl_unit, 1) * ISV[21]. - D.4b (line 2581): same pattern, reward_unit/reward_capped. - gpu_experience_collector.rs:3800 wires Q_DIR_ABS_REF_INDEX as i32. No new ISV slot, no new producer kernel, no layout-fingerprint shift — ISV[21] already produced by q_stats_kernel.cu since Plan 1. Predicted impact: - bonus EMA drops O(100-256) -> O(0.05-2.0) - rc[5] -> Bellman-target optimism loop broken - Plan C smoke: Q-drift kill at F0 ep2 likely no longer fires -a52d99613baseline: same effect; validates pre-existing 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.