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>
config
Configuration management for Foxhunt HFT trading system.
Key Types
FoxhuntConfig— top-level configuration structMlConfig— ML model and training configurationRiskConfig— risk management parametersDatabaseConfig— PostgreSQL connection settingsStorageConfig— S3/object storage configuration
Usage
use config::FoxhuntConfig;
let config = FoxhuntConfig::load("config/foxhunt.toml")?;