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.
This commit is contained in:
hjnormey
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prod/clean_arch/core/__init__.py
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prod/clean_arch/core/__init__.py
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prod/clean_arch/core/trading_engine.py
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prod/clean_arch/core/trading_engine.py
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#!/usr/bin/env python3
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"""
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CORE: TradingEngine
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===================
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Pure business logic - no external dependencies.
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Clean Architecture:
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- Depends only on PORTS (interfaces)
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- No knowledge of Hazelcast, Binance, etc.
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- Testable in isolation
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- Ready for Rust kernel migration
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"""
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import logging
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import asyncio
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from datetime import datetime
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from typing import Dict, List, Optional, Any
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from dataclasses import dataclass, field
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# Import only PORTS, not adapters
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import sys
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from pathlib import Path
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sys.path.insert(0, str(Path(__file__).parent.parent))
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from ports.data_feed import DataFeedPort, MarketSnapshot, ACBUpdate
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logger = logging.getLogger("TradingEngine")
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@dataclass
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class Position:
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"""Current position state."""
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symbol: str
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side: str # 'LONG' or 'SHORT'
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size: float
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entry_price: float
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entry_time: datetime
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unrealized_pnl: float = 0.0
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@dataclass
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class TradingState:
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"""Complete trading state (serializable)."""
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capital: float
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positions: Dict[str, Position] = field(default_factory=dict)
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trades_today: int = 0
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daily_pnl: float = 0.0
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last_update: Optional[datetime] = None
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def total_exposure(self) -> float:
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"""Calculate total position exposure."""
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return sum(abs(p.size * p.entry_price) for p in self.positions.values())
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class TradingEngine:
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"""
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CORE: Pure trading logic.
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No external dependencies - works with any DataFeedPort implementation.
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Can be unit tested with mock feeds.
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Ready for Rust rewrite (state machine is simple).
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"""
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def __init__(
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self,
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data_feed: DataFeedPort,
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config: Dict[str, Any]
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):
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self.feed = data_feed
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self.config = config
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# State
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self.state = TradingState(
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capital=config.get('initial_capital', 25000.0)
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)
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self.running = False
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# Strategy params
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self.max_leverage = config.get('max_leverage', 5.0)
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self.capital_fraction = config.get('capital_fraction', 0.20)
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self.min_irp = config.get('min_irp_alignment', 0.45)
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self.vel_div_threshold = config.get('vel_div_threshold', -0.02)
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# ACB state
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self.acb_boost = 1.0
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self.acb_beta = 0.5
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self.posture = 'APEX'
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logger.info("TradingEngine initialized")
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logger.info(f" Capital: ${self.state.capital:,.2f}")
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logger.info(f" Max Leverage: {self.max_leverage}x")
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logger.info(f" Capital Fraction: {self.capital_fraction:.0%}")
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async def start(self):
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"""Start the trading engine."""
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logger.info("=" * 60)
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logger.info("🐬 TRADING ENGINE STARTING")
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logger.info("=" * 60)
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# Connect to data feed
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if not await self.feed.connect():
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raise RuntimeError("Failed to connect to data feed")
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self.running = True
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# Subscribe to snapshot stream
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await self.feed.subscribe_snapshots(self._on_snapshot)
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logger.info("[✓] Engine running - waiting for data...")
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# Main loop
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while self.running:
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await self._process_cycle()
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await asyncio.sleep(5) # 5s cycle
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async def stop(self):
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"""Stop cleanly."""
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self.running = False
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await self.feed.disconnect()
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logger.info("=" * 60)
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logger.info("🙏 TRADING ENGINE STOPPED")
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logger.info(f" Final Capital: ${self.state.capital:,.2f}")
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logger.info(f" Daily PnL: ${self.state.daily_pnl:,.2f}")
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logger.info("=" * 60)
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async def _process_cycle(self):
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"""Main processing cycle."""
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try:
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# Update ACB
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acb = await self.feed.get_acb_update()
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if acb:
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self._update_acb(acb)
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# Health check
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if not self.feed.health_check():
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logger.warning("[!] Data feed unhealthy")
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return
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# Log heartbeat
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now = datetime.utcnow()
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if not self.state.last_update or (now - self.state.last_update).seconds >= 60:
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self._log_status()
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self.state.last_update = now
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except Exception as e:
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logger.error(f"Cycle error: {e}")
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def _on_snapshot(self, snapshot: MarketSnapshot):
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"""
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Callback for new market snapshot.
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Receives PRICE + EIGENVALUES (synced).
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"""
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if not snapshot.is_valid():
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return
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# Log heartbeat
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if snapshot.scan_number and snapshot.scan_number % 12 == 0:
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logger.info(f"[TICK] {snapshot.symbol} @ ${snapshot.price:,.2f} "
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f"(scan #{snapshot.scan_number})")
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self._evaluate_signal(snapshot)
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def _evaluate_signal(self, snapshot: MarketSnapshot):
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"""Evaluate trading signal - all data synced."""
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# Trading logic here
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pass
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def _update_acb(self, acb: ACBUpdate):
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"""Update ACB parameters."""
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self.acb_boost = acb.boost
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self.acb_beta = acb.beta
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self.posture = acb.posture
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def _log_status(self):
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"""Log current status."""
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latency = self.feed.get_latency_ms()
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exposure = self.state.total_exposure()
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logger.info("=" * 40)
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logger.info(f"STATUS: Capital=${self.state.capital:,.2f}")
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logger.info(f" Daily PnL=${self.state.daily_pnl:,.2f}")
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logger.info(f" Exposure=${exposure:,.2f}")
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logger.info(f" Positions={len(self.state.positions)}")
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logger.info(f" Latency={latency:.1f}ms")
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logger.info(f" ACB Boost={self.acb_boost:.2f}")
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logger.info("=" * 40)
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