f6caf61252
1. Localdev config: gpu_n_episodes 32→64, gpu_timesteps 100→200
(12,800 exp/epoch, 4x more → stable Sharpe estimation)
2. Localdev config: buffer_size 10K→50K, min_replay_size 100→500
(fills over ~4 epochs instead of <1, reduces overfitting)
3. Hyperopt: added CampaignConfig::dqn_localdev() (10 trials × 20 epochs),
updated test_local_hyperopt to use it with env var overrides
(FOXHUNT_HYPEROPT_TRIALS, FOXHUNT_HYPEROPT_EPOCHS)
4. Q-value range: was [X,X] every epoch because:
- train_step.rs Q-stats code was DEAD (training loop uses
fused.run_full_step() directly, not self.train_step())
- Only sampled 10 experiences for Q-stats (tiny batch → tight range)
Fix: reduce_current_q_stats() reads the training batch's q_out_buf
directly (64 samples, no extra forward pass), wired into the training
loop's inner step. q_stats_kernel.cu converted to f32 arithmetic.
Now shows real variation: [-5.25, 5.03] instead of [2.80, 2.80]
Removed dead Q-estimation code from train_step.rs (was never reached
in the fused GPU training path).
11/11 smoke tests pass.
Co-Authored-By: Claude Opus 4.6 (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.