initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

Includes core prod + GREEN/BLUE subsystems:
- prod/ (BLUE harness, configs, scripts, docs)
- nautilus_dolphin/ (GREEN Nautilus-native impl + dvae/ preserved)
- adaptive_exit/ (AEM engine + models/bucket_assignments.pkl)
- Observability/ (EsoF advisor, TUI, dashboards)
- external_factors/ (EsoF producer)
- mc_forewarning_qlabs_fork/ (MC regime/envelope)

Excludes runtime caches, logs, backups, and reproducible artifacts per .gitignore.

nautilus_dolphin/config/config.yaml

@@ -0,0 +1,73 @@
+# DOLPHIN NG HD - Nautilus Configuration
+
+# Data Catalogue Configuration
+data_catalog:
+  # Path to eigenvalue JSON files
+  eigenvalues_dir: "eigenvalues"
+  # Path for Nautilus Parquet catalog
+  catalog_path: "nautilus_dolphin/catalog"
+  # Date range for backtesting
+  start_date: "2026-01-01"
+  end_date: "2026-01-03"
+  # Assets to include in backtest
+  assets:
+    - "BTCUSDT"
+    - "ETHUSDT"
+    - "ADAUSDT"
+    - "SOLUSDT"
+    - "DOTUSDT"
+    - "AVAXUSDT"
+    - "MATICUSDT"
+    - "LINKUSDT"
+    - "UNIUSDT"
+    - "ATOMUSDT"
+
+# Signal Bridge Actor
+signal_bridge:
+  redis_url: "redis://localhost:6379"
+  stream_key: "dolphin:signals:stream"
+  max_signal_age_sec: 10
+
+# Execution Strategy
+strategy:
+  venue: "BINANCE_FUTURES"
+  
+  # Filters
+  irp_alignment_min: 0.45
+  momentum_magnitude_min: 0.000075
+  excluded_assets:
+    - "TUSDUSDT"
+    - "USDCUSDT"
+  
+  # Position Sizing
+  min_leverage: 0.5
+  max_leverage: 5.0
+  leverage_convexity: 3.0
+  capital_fraction: 0.20
+  
+  # Exit Logic
+  tp_bps: 99
+  max_hold_bars: 120
+  
+  # Limits
+  max_concurrent_positions: 10
+  daily_loss_limit_pct: 10.0
+  
+  # Adaptive Circuit Breaker v5
+  acb_enabled: true
+
+# Execution Client Configuration
+execution:
+  # Paper trading uses testnet/sandbox (no real funds)
+  paper_trading: true
+  # Use Binance testnet for safe testing
+  testnet: true
+  # For live trading, set environment: LIVE and provide API keys
+  # environment: PAPER
+  # API keys (or use environment variables: BINANCE_API_KEY, BINANCE_API_SECRET)
+  # api_key: ""
+  # api_secret: ""
+
+# Exchange (placeholder for Phase 5+)
+exchange:
+  testnet: true