61 lines
5.4 KiB
Markdown
61 lines
5.4 KiB
Markdown
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# 🐬 DOLPHIN — INDEX OF LATEST CHANGES (PRE-PROD)
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This index tracks all architectural elevations, performance certifications, and safety hardenings implemented for the **Order Book Feature (OBF) Subsystem** and its integration into the **Dolphin Alpha Engine**.
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---
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## 🏗️ Architectural Reports
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- **[OB_LATEST_CHANGES_PREPROD2_FILE.md](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/nautilus_dolphin/nautilus_dolphin/nautilus/OB_LATEST_CHANGES_PREPROD2_FILE.md)** — Comprehensive summary of the **Numba Elevation**, **Concurrent HZ Caching**, and **0.1s Resolution** sprint.
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- **[SYSTEM_BIBLE.md](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/docs/SYSTEM_BIBLE.md)** — Updated Doctrinal Reference (§22 Blocker Resolution and §24 Multi-Speed Architecture).
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- **[TODO_CHECK_SIGNAL_PATHS.md](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/TODO_CHECK_SIGNAL_PATHS.md)** — Systematic verification spec for live signal integrity.
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- **[NAUTILUS_NATIVE_EXECUTION_AND_FIXES.md](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/docs/NAUTILUS_NATIVE_EXECUTION_AND_FIXES.md)** — Detailed log of state-loss fixes and the **Deterministic Sync Gate** implementation for native certification.
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---
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## ⚡ Certified Production Code
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- **[ob_features.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/nautilus_dolphin/nautilus_dolphin/nautilus/ob_features.py)** — Numba-optimized microstructure kernels.
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- **[hz_ob_provider.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/nautilus_dolphin/nautilus_dolphin/nautilus/hz_ob_provider.py)** — High-frequency caching subscriber (Zero-latency read path).
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- **[ob_stream_service.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/external_factors/ob_stream_service.py)** — Sync-locked 100ms Binance bridge.
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- **[dolphin_actor.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/nautilus_dolphin/nautilus_dolphin/nautilus/dolphin_actor.py)** — Nautilus Strategy wrapper with **Deterministic Sync Gate** and native execution support.
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---
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## 🧪 Certification & Stress Suites
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- **[nautilus_native_gold_repro.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/nautilus_native_gold_repro.py)** — High-fidelity Gold Reproduction harness (8x leverage, no daily amnesia).
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- **[nautilus_native_continuous.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/nautilus_native_continuous.py)** — Continuous single-state execution harness for 56-day native certification.
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- **[go_trade_continuous.sh](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/ops/go_trade_continuous.sh)** — Official entry-point for full-window native simulation.
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- **[certify_final_20m.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/certify_final_20m.py)** — The Gold-Spec 100ms Live Certification (1,200s wall-clock).
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- **[stress_extreme.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/stress_extreme.py)** — High-concurrency fuzzing and memory leak tester.
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- **[test_async_hazards.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/test_async_hazards.py)** — Concurrent read/write collision and JSON-fuzzer script.
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---
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## 🏆 Current Status: **GOLD REPRO IN PROGRESS**
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March 28, 2026 - **Gold Standard Fidelity Re-Certification (T=2155)**
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### **Task: Reconcile +181% ROI with Nautilus-Native Execution**
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- **Symptom:** Original native runs showed ~16% ROI vs 181% Gold result.
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- **Root Cause Analysis (Scientific Audit):**
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- **Amnesia Bug:** Volatility filters resetting at midnight, losing 100-bar warmup.
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- **Filter Misalignment:** `min_irp_alignment` was 0.45 (native) vs 0.0 (Gold).
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- **API Errors:** Identified internal `add_venue` and `add_data` signature mismatches in the native harness.
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- **Implementation (V11):**
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- Created `prod/nautilus_native_gold_repro.py` (Version 11).
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- Implemented **Global Warmup Persistence** and **Deterministic Sync Gate** in `DolphinActor`.
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- Configured `LiquidationGuardEngine` (D_LIQ_GOLD) with 8x leverage.
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- **Documentation:** Updated [NAUTILUS_NATIVE_EXECUTION_AND_FIXES.md](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/docs/NAUTILUS_NATIVE_EXECUTION_AND_FIXES.md) with details on V11 and the structural diagnosis.
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### **Key Resources & Fixes**
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- **[nautilus_native_gold_repro.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/nautilus_native_gold_repro.py)** — V5 Optimized Gold Harness (no daily amnesia, 8x leverage).
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- **[NAUTILUS_NATIVE_EXECUTION_AND_FIXES.md](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/docs/NAUTILUS_NATIVE_EXECUTION_AND_FIXES.md)** — **Scientific Diagnosis** section added for the ROI divergence.
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- **[nautilus_native_continuous.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/nautilus_native_continuous.py)** — Continuous execution framework (foundation).
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**Recent Fixes (March 28-29):**
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1. **Amnesia Bug:** Fixed the Daily 100-bar warmup reset.
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2. **Filter Realignment:** Corrected `min_irp_alignment=0.45` back to the Gold standard's `0.0`.
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3. **Engine Boost:** Activated `LiquidationGuardEngine` (8x soft / 9x hard) to match Gold spec.
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**Agent:** Antigravity (Advanced Coding)
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**Timestamp:** 2026-03-29 (UTC)
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**Environment:** `siloqy` (Siloqy ML System)
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