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/run_nd_backtest_full.py

@@ -0,0 +1,147 @@
+"""
+FULL NAUTILUS BACKTEST EXECUTION
+================================
+
+Runs complete Nautilus-Dolphin backtest with itest_v7 tight_3_3 configuration.
+Generates actual trades for trade-by-trade comparison.
+
+Usage:
+    python run_nd_backtest_full.py [--timeout TIMEOUT_MINUTES]
+"""
+
+import argparse
+import sys
+import json
+from pathlib import Path
+from datetime import datetime
+
+# Maximum timeout for critical backtest
+DEFAULT_TIMEOUT_MINUTES = 60  # 1 hour default
+
+
+def main():
+    """Main entry point."""
+    parser = argparse.ArgumentParser(
+        description='Run full Nautilus-Dolphin backtest'
+    )
+    parser.add_argument(
+        '--timeout', '-t',
+        type=int,
+        default=DEFAULT_TIMEOUT_MINUTES,
+        help=f'Timeout in minutes (default: {DEFAULT_TIMEOUT_MINUTES})'
+    )
+    parser.add_argument(
+        '--output', '-o',
+        default='backtest_results',
+        help='Output directory (default: backtest_results)'
+    )
+    
+    args = parser.parse_args()
+    
+    print("=" * 80)
+    print("NAUTILUS-DOLPHIN FULL BACKTEST EXECUTION")
+    print("=" * 80)
+    print(f"Start Time: {datetime.now().isoformat()}")
+    print(f"Timeout: {args.timeout} minutes")
+    print(f"Output: {args.output}")
+    print()
+    
+    # Import backtest engine
+    try:
+        from nautilus_dolphin.nautilus.backtest_engine import (
+            NDBacktestEngine,
+            run_nd_backtest
+        )
+        print("[OK] Backtest engine imported")
+    except ImportError as e:
+        print(f"[FAIL] Failed to import backtest engine: {e}")
+        sys.exit(1)
+    
+    # Configuration matching itest_v7 tight_3_3
+    config = {
+        'venue': 'BINANCE_FUTURES',
+        'environment': 'BACKTEST',
+        'trader_id': 'DOLPHIN-BACKTEST-001',
+        'strategy': {
+            'venue': 'BINANCE_FUTURES',
+            'max_leverage': 2.5,
+            'min_leverage': 0.5,
+            'leverage_convexity': 3.0,
+            'capital_fraction': 0.15,
+            'max_hold_bars': 120,
+            'tp_bps': 99,
+            'irp_alignment_min': 0.45,
+            'momentum_magnitude_min': 0.000075,
+            'excluded_assets': ['TUSDUSDT', 'USDCUSDT'],
+            'acb_enabled': True,
+            'max_concurrent_positions': 10,
+            'daily_loss_limit_pct': 10.0,
+        },
+        'data_catalog': {
+            'eigenvalues_dir': '../eigenvalues',
+            'catalog_path': 'nautilus_dolphin/catalog',
+            'start_date': '2025-12-31',
+            'end_date': '2026-02-14',
+            'assets': [
+                'BTCUSDT', 'ETHUSDT', 'ADAUSDT', 'SOLUSDT', 'DOTUSDT',
+                'AVAXUSDT', 'MATICUSDT', 'LINKUSDT', 'UNIUSDT', 'ATOMUSDT'
+            ],
+        },
+    }
+    
+    print("Configuration:")
+    print(f"  Strategy: tight_3_3 (from itest_v7)")
+    print(f"  Max Leverage: {config['strategy']['max_leverage']}x")
+    print(f"  Capital Fraction: {config['strategy']['capital_fraction']}")
+    print(f"  Max Hold Bars: {config['strategy']['max_hold_bars']}")
+    print(f"  Date Range: {config['data_catalog']['start_date']} to {config['data_catalog']['end_date']}")
+    print()
+    
+    # Run backtest
+    try:
+        print("Initializing backtest engine...")
+        engine = NDBacktestEngine(config, args.output)
+        
+        print("Running backtest (this may take several minutes)...")
+        print("Processing ~255,000 scans from eigenvalue data...")
+        print()
+        
+        results = engine.run_backtest()
+        
+        print()
+        print("=" * 80)
+        print("BACKTEST COMPLETE")
+        print("=" * 80)
+        print(f"End Time: {datetime.now().isoformat()}")
+        print()
+        print(f"Status: {results.get('status', 'unknown')}")
+        print(f"Trades Generated: {len(results.get('trades', []))}")
+        print()
+        
+        # Save results
+        output_path = Path(args.output)
+        results_file = output_path / 'nd_backtest_full.json'
+        with open(results_file, 'w') as f:
+            json.dump(results, f, indent=2, default=str)
+        
+        print(f"Results saved: {results_file}")
+        print()
+        print("Next Steps:")
+        print("  1. Run trade comparison: pytest tests/test_trade_by_trade_validation.py -v")
+        print("  2. View detailed results:", results_file)
+        
+        return 0
+        
+    except Exception as e:
+        print()
+        print("=" * 80)
+        print("BACKTEST FAILED")
+        print("=" * 80)
+        print(f"Error: {e}")
+        import traceback
+        traceback.print_exc()
+        return 1
+
+
+if __name__ == '__main__':
+    sys.exit(main())