fc0754c63f
Wire LR scheduler to actually update the Adam optimizer (was logged but never applied). Add update_learning_rate to DQN, RegimeConditionalDQN, and DQNAgentType so decay_factor propagates through all agent variants. Fix train/eval parity: CLI defaults 51→54 features, 3→45 actions; DQN eval always uses 3-layer hidden_dims; PPO eval uses 5-layer value network matching trainer. enhanced_ml.rs hardcoded config updated from state_dim=16/num_actions=3 to 54/45. Fix Candle F32/BF16 traps: replace `Tensor * 0.5` (f64 literal) with broadcast_mul(Tensor::full(0.5_f32)) in quantile_regression.rs (2x), dqn.rs Huber loss, and IQN gamma multiplication. Prevents panics on Ampere+ BF16 GPUs. Add urgency_weight() multiplier to training cost model in reward.rs and portfolio_tracker.rs — urgency dimension (Patient/Normal/Aggressive) now affects learned value function, matching evaluate_baseline.rs. Fix equity tracking: additive (equity += ret) → multiplicative (equity *= 1.0 + ret) in compute_metrics. Fix total return calc. Fix PER beta annealing: epochs*70 → epochs*1000 (~1015 actual steps per epoch for 130k bars / batch 128). Fix silent target network freeze: mutex lock failure now propagates error instead of silently skipping weight update. Make save_checkpoint atomic (write .tmp then rename). Make NormStats write atomic with error logging instead of silent discard. Convert EnsembleConfig::new assert! → Result<Self, MLError> with 14 call site updates. Fix hyperopt result serialization to warn instead of silently dropping to Value::Null. Fix clippy MSRV mismatch: clippy.toml 1.75 → 1.85 matching Cargo.toml. 2732 tests pass, 0 clippy warnings across workspace. Co-Authored-By: Claude Opus 4.6 <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.