jgrusewski fdef6efe98 refactor(ml-alpha): move VSN weights from PerceptionTrainer to CfcTrunk
PerceptionTrainer gains a `trunk: CfcTrunk` field constructed at the
top of `new()` (after the determinism seed guard). VSN's
weight tensors (`vsn_w_d`, `vsn_b_d`) now live on `self.trunk`; the
trainer-owned copies are removed. Forward + backward + AdamW access
sites redirect to `self.trunk.vsn_w_d` / `self.trunk.vsn_b_d`.

PRNG-state preservation: the trainer's ChaCha8Rng chain still draws
VSN values at the same call position as before, then memcpy_htod's
them into the trunk's zero-initialised VSN slots from X1. This keeps
every downstream weight (attn_q, ...) bit-identical to the pre-X2
layout — perception_forward_golden continues to pass with
max_diff = 0.000000.

Gradient buffers (`grad_vsn_w_d`, `grad_vsn_b_d`) and AdamW state
(`opt_vsn_w`, `opt_vsn_b`) remain at trainer level — they're
training-only and shouldn't move to the inference trunk.

Verification:
- perception_forward_golden: PASS (max_diff = 0.000000)
- ml-alpha lib tests: 34 pass
- alpha_train example builds clean

Per spec 2026-05-19-ml-alpha-v2-trunk-grows-and-deployability-design.md
§1.1, §2.2 (X2).

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 01:30:12 +02:00

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.

Description
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Python 1.3%
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