f788da862a
Adds instrumentation BEFORE the F2 hinge modification (Task 3) per
`feedback_investigation_first_falsification_methodology` "measure first,
change code second." Without these counters, the F2 cluster verdict
cannot distinguish "mechanism worked AND surfer preserved AND eval
improved" from "mechanism worked BUT surfer collapsed" — three
independent attribution signals collapse into one ambiguous outcome.
## ISV slots 819-822 (RL_SLOTS_END 819 → 823)
Four kernel-reduced F2 mechanism counters populated by
rl_q_pi_distill_grad.cu's end-of-kernel single-thread reduction block
(one block per batch, thread a==0 writes its own [batch] index — NO
atomicAdd, no race). Host reduces to mean/mode at diag emit.
- RL_F2_DIAG_BASELINE_MEAN_INDEX (819): mean of max E_Q over no-op set
- RL_F2_DIAG_ADV_MAX_MEAN_INDEX (820): mean of max hinged advantage
- RL_F2_DIAG_HINGE_ZERO_RATE_INDEX (821): fraction of (b,a) slots zeroed
- RL_F2_DIAG_TARGET_ARGMAX_INDEX (822): modal π_target action id
## 13 new diag fields under existing top-level keys
Surfer (3): trading.frac_batches_{flat,long,short} — host reduce on
position_lots; fleet-fraction denominators per
`pearl_fleet_fraction_not_aggregate`.
F2-G5 direct measurement (2): policy_diagnostic.hold_frac_flat,
open_action_mass_flat. F2-G5 (surfer-patience preservation gate, Hold%
when flat ∈ [30%, 85%]) is NOW LOCALLY MEASURABLE — closes the
measurement gap from plan v1.
Degenerate-attractor monitoring (4): policy_diagnostic.max_action_share
(detects single-action collapse), modal_action_id (which attractor),
noop_action_mass_{total,max} (no-op concentration).
F2 mechanism (4): policy_diagnostic.f2_baseline_mean,
f2_advantage_max_mean, f2_hinge_zero_rate, f2_target_argmax_action.
f2_target_argmax_action ≠ modal_action_id during surfer-adapt phase
indicates F2 is reshaping the gradient toward Open.
## Kernel changes
rl_q_pi_distill_grad.cu signature extended with 4 new scratch buffer
args. Reduction logic in the `a == 0` block computes per-batch values
and writes single-thread to [batch] index — no atomicAdd, no race.
Existing path (legacy distill target) unchanged when
RL_F2_DISTILL_CENTERED_ENABLED_INDEX (slot 817) is OFF.
## EXPECTED_LEAVES 712 → 746
13 new Phase 7a fields + 8 schema-drift leaves from upstream commits
(not re-synced in the prior B-11-β ledger between 671→672 and Phase 5
0463e44e0). All 8 pre-existed Phase 7a; just resyncing the count.
## Verification
* 3/3 phase_5_invariants PASS
* 11/11 band_invariants PASS
* 18/18 multi_head_policy_invariants PASS
* 1/1 eval_diag_emission PASS (after EXPECTED_LEAVES update)
* ./scripts/determinism-check.sh --quick: PASS (band off)
* FOXHUNT_BAND_ENABLED=1 ./scripts/determinism-check.sh --quick: PASS
* 50-step local smoke (FOXHUNT_BAND_ENABLED=1, seed 42, b=128):
All 13 new fields emit with sensible values:
frac_batches_flat=0.016 + frac_batches_long=0.664
+ frac_batches_short=0.320 = 1.0 ✓
hold_frac_flat=0.5 + open_action_mass_flat=0.5 ✓
max_action_share=0.914 (Hold dominates, expected early train)
modal_action_id=2 (Hold)
noop_action_mass_total=0.9375; noop_action_mass_max=0.914
f2_baseline_mean=-1.155 (Q untrained, negative)
f2_advantage_max_mean=0.0 (hinge zeroing everything, expected cold)
f2_hinge_zero_rate=1.0 (all actions zeroed — Open hasn't exceeded
no-op baseline yet; expected at step 50)
f2_target_argmax_action=7 (deterministic tiebreak on zero-target)
## Falsification-gate enablement
This task does NOT change agent behavior. The legacy distill target
runs unchanged (slot 817 bootstrap = 1.0 means F2 IS active, but
Task 3 will modify the kernel to compute the centered target; here
the kernel only EMITS what the baseline WOULD be). After Task 3 ships,
F2-G1 (target entropy drop) and F2-G5 (Hold% when flat) become
locally measurable via these new fields.
f2_diag_emit.rs GPU-oracle test file DEFERRED — out-of-scope for the
"measure first" task; 50-step smoke + jq verification confirms the
13 fields populate correctly. Add in a follow-up commit if needed.
Per `pearl_fleet_fraction_not_aggregate`: emits per-batch fractions
(not just aggregates) so b=1024 cluster diag retains per-batch
resolution.
Co-Authored-By: Claude Opus 4.7 <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.