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/tests/test_metrics_monitor.py

@@ -0,0 +1,212 @@
+"""Tests for MetricsMonitor."""
+
+import pytest
+from datetime import datetime
+from unittest.mock import Mock
+from nautilus_dolphin.nautilus.metrics_monitor import (
+    MetricsMonitor, 
+    ThresholdConfig,
+    Alert
+)
+
+
+class TestMetricsMonitor:
+    
+    def test_record_fill_updates_counters(self):
+        """Test fill recording updates maker/taker counters."""
+        monitor = MetricsMonitor()
+        
+        monitor.record_fill('maker', 0.5)
+        monitor.record_fill('maker', 0.3)
+        monitor.record_fill('taker', 1.2)
+        
+        assert monitor._maker_fills == 2
+        assert monitor._taker_fills == 1
+        
+    def test_get_maker_fill_rate(self):
+        """Test maker fill rate calculation."""
+        monitor = MetricsMonitor()
+        
+        # Default when no fills
+        assert monitor.get_maker_fill_rate() == 100.0
+        
+        # After some fills
+        monitor.record_fill('maker', 0.5)
+        monitor.record_fill('maker', 0.3)
+        monitor.record_fill('taker', 1.2)
+        
+        assert monitor.get_maker_fill_rate() == (2/3) * 100
+        
+    def test_get_average_slippage(self):
+        """Test average slippage calculation."""
+        monitor = MetricsMonitor()
+        
+        # Default when no data
+        assert monitor.get_average_slippage() == 0.0
+        
+        # After fills
+        monitor.record_fill('maker', 2.0)
+        monitor.record_fill('taker', 4.0)
+        monitor.record_fill('maker', 6.0)
+        
+        assert monitor.get_average_slippage() == 4.0
+        
+    def test_record_trade_result_updates_pnl(self):
+        """Test trade result recording updates P&L."""
+        monitor = MetricsMonitor()
+        
+        monitor.record_trade_result(100.0)
+        monitor.record_trade_result(-50.0)
+        monitor.record_trade_result(200.0)
+        
+        assert monitor._total_pnl == 250.0
+        assert monitor._winning_trades == 2
+        assert monitor._total_trades == 3
+        
+    def test_get_win_rate(self):
+        """Test win rate calculation."""
+        monitor = MetricsMonitor()
+        
+        # Default when no trades
+        assert monitor.get_win_rate() == 0.0
+        
+        monitor.record_trade_result(100.0)
+        monitor.record_trade_result(200.0)
+        monitor.record_trade_result(-50.0)
+        
+        assert monitor.get_win_rate() == (2/3) * 100
+        
+    def test_get_profit_factor(self):
+        """Test profit factor calculation."""
+        monitor = MetricsMonitor()
+        
+        monitor.record_trade_result(100.0)
+        monitor.record_trade_result(200.0)
+        monitor.record_trade_result(-50.0)
+        
+        assert monitor.get_profit_factor() == 300.0 / 50.0
+        
+    def test_profit_factor_no_losses(self):
+        """Test profit factor when no losses."""
+        monitor = MetricsMonitor()
+        
+        monitor.record_trade_result(100.0)
+        
+        assert monitor.get_profit_factor() == float('inf')
+        
+    def test_alert_on_low_maker_fill_rate(self):
+        """Test alert raised when maker fill rate drops below threshold."""
+        config = ThresholdConfig(
+            critical_maker_fill_rate=50.0,
+            warning_maker_fill_rate=60.0
+        )
+        monitor = MetricsMonitor(config)
+        
+        # Add many taker fills to drop maker rate below threshold
+        for _ in range(10):
+            monitor.record_fill('taker', 1.0)
+        
+        # Check alert was raised
+        alerts = [a for a in monitor._alerts if a.metric == 'maker_fill_rate']
+        assert len(alerts) > 0
+        assert alerts[0].level == 'critical'
+        
+    def test_alert_on_high_slippage(self):
+        """Test alert raised when slippage exceeds threshold."""
+        config = ThresholdConfig(
+            warning_slippage_bps=3.0,
+            critical_slippage_bps=5.0
+        )
+        monitor = MetricsMonitor(config)
+        
+        monitor.record_fill('taker', 10.0)
+        
+        # Check alert was raised
+        alerts = [a for a in monitor._alerts if a.metric == 'slippage']
+        assert len(alerts) > 0
+        assert alerts[0].level == 'critical'
+        
+    def test_alert_deduplication(self):
+        """Test alerts are deduplicated within 5-minute window."""
+        config = ThresholdConfig(critical_maker_fill_rate=50.0)
+        monitor = MetricsMonitor(config)
+        
+        # Add many taker fills
+        for _ in range(20):
+            monitor.record_fill('taker', 1.0)
+        
+        # Should only have 1 alert (deduplicated)
+        alerts = [a for a in monitor._alerts if a.metric == 'maker_fill_rate']
+        assert len(alerts) == 1
+        
+    def test_add_alert_handler(self):
+        """Test custom alert handler registration."""
+        monitor = MetricsMonitor()
+        handler = Mock()
+        
+        monitor.add_alert_handler(handler)
+        
+        # Trigger an alert
+        config = ThresholdConfig(critical_maker_fill_rate=50.0)
+        monitor.config = config
+        for _ in range(10):
+            monitor.record_fill('taker', 1.0)
+        
+        # Handler should have been called
+        assert handler.called
+        
+    def test_get_metrics_summary(self):
+        """Test metrics summary report."""
+        monitor = MetricsMonitor()
+        
+        monitor.record_fill('maker', 0.5)
+        monitor.record_trade_result(100.0)
+        
+        summary = monitor.get_metrics_summary()
+        
+        assert 'maker_fill_rate_pct' in summary
+        assert 'average_slippage_bps' in summary
+        assert 'total_trades' in summary
+        assert 'win_rate_pct' in summary
+        assert 'profit_factor' in summary
+        assert 'total_pnl' in summary
+        
+    def test_prometheus_export(self):
+        """Test Prometheus format export."""
+        monitor = MetricsMonitor()
+        
+        monitor.record_fill('maker', 0.5)
+        monitor.record_trade_result(100.0)
+        
+        prometheus = monitor.get_prometheus_metrics()
+        
+        assert 'dolphin_maker_fill_rate_pct' in prometheus
+        assert 'dolphin_slippage_bps' in prometheus
+        assert 'dolphin_total_trades' in prometheus
+        assert 'dolphin_win_rate_pct' in prometheus
+        assert 'dolphin_profit_factor' in prometheus
+        assert 'dolphin_total_pnl' in prometheus
+
+
+class TestThresholdConfig:
+    
+    def test_default_thresholds(self):
+        """Test default threshold configuration."""
+        config = ThresholdConfig()
+        
+        assert config.min_maker_fill_rate == 48.0
+        assert config.max_slippage_bps == 5.0
+        assert config.critical_maker_fill_rate == 48.0
+        assert config.warning_slippage_bps == 3.0
+        
+    def test_custom_thresholds(self):
+        """Test custom threshold configuration."""
+        config = ThresholdConfig(
+            min_maker_fill_rate=60.0,
+            max_slippage_bps=3.0,
+            critical_maker_fill_rate=55.0
+        )
+        
+        assert config.min_maker_fill_rate == 60.0
+        assert config.max_slippage_bps == 3.0
+        assert config.critical_maker_fill_rate == 55.0