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
151
prod/launch_green_exec.py
Executable file
151
prod/launch_green_exec.py
Executable file
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#!/usr/bin/env python3
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"""
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Dolphin Live Node — DolphinActor inside NT TradingNode
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=======================================================
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Phase 1: paper_trading=True (live Binance Futures data, paper fills).
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Validates signal parity with nautilus_event_trader.py before live exec.
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To go live (Phase 2): set paper_trading=False in build_node().
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"""
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import os
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import sys
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import asyncio
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from pathlib import Path
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PROJECT_ROOT = Path(__file__).parent.parent
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sys.path.insert(0, str(PROJECT_ROOT / 'nautilus_dolphin'))
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sys.path.insert(0, str(PROJECT_ROOT / 'prod'))
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sys.path.insert(0, str(PROJECT_ROOT))
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from dotenv import load_dotenv
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load_dotenv(PROJECT_ROOT / '.env')
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from nautilus_trader.live.node import TradingNode
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from nautilus_trader.config import TradingNodeConfig, LiveDataEngineConfig, CacheConfig
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from nautilus_trader.adapters.binance.config import BinanceDataClientConfig
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from nautilus_trader.adapters.binance.common.enums import BinanceAccountType
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from nautilus_trader.adapters.binance.factories import BinanceLiveDataClientFactory
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from nautilus_trader.model.identifiers import TraderId
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# ---------------------------------------------------------------------------
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# Universe — 50 OBF assets. Subscribed for live quote cache (order sizing).
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# Must cover the full eigen universe so _exec_submit_entry finds live quotes.
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# ---------------------------------------------------------------------------
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LIVE_ASSETS = [
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"BTCUSDT", "ETHUSDT", "BNBUSDT", "SOLUSDT", "XRPUSDT",
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"ADAUSDT", "DOGEUSDT", "TRXUSDT", "DOTUSDT", "MATICUSDT",
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"LTCUSDT", "AVAXUSDT", "LINKUSDT", "UNIUSDT", "ATOMUSDT",
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"ETCUSDT", "XLMUSDT", "BCHUSDT", "NEARUSDT", "ALGOUSDT",
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"VETUSDT", "FILUSDT", "APTUSDT", "OPUSDT", "ARBUSDT",
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"INJUSDT", "SUIUSDT", "SEIUSDT", "TIAUSDT", "ORDIUSDT",
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"WLDUSDT", "FETUSDT", "AGIXUSDT", "RENDERUSDT", "IOTAUSDT",
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"AAVEUSDT", "SNXUSDT", "CRVUSDT", "COMPUSDT", "MKRUSDT",
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"ENJUSDT", "MANAUSDT", "SANDUSDT", "AXSUSDT", "GALAUSDT",
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"ZECUSDT", "DASHUSDT", "XMRUSDT", "NEOUSDT", "QTUMUSDT",
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]
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# ---------------------------------------------------------------------------
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# DolphinActor config — gold-standard params, must match nautilus_event_trader
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# ---------------------------------------------------------------------------
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DOLPHIN_CONFIG = {
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'live_mode': True,
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'venue': 'BINANCE',
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'direction': 'short_only',
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'hazelcast': {
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'host': '127.0.0.1:5701',
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'cluster': 'dolphin',
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'state_map': 'DOLPHIN_STATE_GREEN',
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'imap_pnl': 'DOLPHIN_PNL_GREEN',
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},
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'paper_trade': {'initial_capital': 25000.0},
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'assets': LIVE_ASSETS,
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'engine': {
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'boost_mode': 'd_liq',
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# Signal
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'vel_div_threshold': -0.020,
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'vel_div_extreme': -0.050,
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# Leverage — gold spec: 8x soft / 9x hard
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'min_leverage': 0.5,
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'max_leverage': 8.0,
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'abs_max_leverage': 9.0,
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'leverage_convexity': 3.0,
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'fraction': 0.20,
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# Exits — gold spec: 250 bars max hold
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'fixed_tp_pct': 0.0095,
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'stop_pct': 1.0,
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'max_hold_bars': 250,
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# Direction confirm
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'use_direction_confirm': True,
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'dc_lookback_bars': 7,
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'dc_min_magnitude_bps': 0.75,
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'dc_skip_contradicts': True,
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'dc_leverage_boost': 1.0,
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'dc_leverage_reduce': 0.5,
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# Asset selection — gold spec: IRP filter disabled in live
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'use_asset_selection': True,
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'min_irp_alignment': 0.0,
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# Fees / slippage
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'use_sp_fees': True,
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'use_sp_slippage': True,
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'sp_maker_entry_rate': 0.62,
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'sp_maker_exit_rate': 0.50,
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# OB edge
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'use_ob_edge': True,
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'ob_edge_bps': 5.0,
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'ob_confirm_rate': 0.40,
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'ob_imbalance_bias': -0.09,
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'ob_depth_scale': 1.0,
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# Alpha layers
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'lookback': 100,
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'use_alpha_layers': True,
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'use_dynamic_leverage': True,
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'seed': 42,
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# V7 RT exit engine (GREEN only)
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'use_exit_v7': True,
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'use_exit_v6': False,
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'v6_bar_duration_sec': 5.0,
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'bounce_model_path': str(PROJECT_ROOT / 'prod' / 'models' / 'bounce_detector_v3.pkl'),
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},
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'strategy_name': 'green',
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'vol_p60': 0.00009868,
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}
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def build_node() -> TradingNode:
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api_key = os.environ['BINANCE_API_KEY']
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api_secret = os.environ['BINANCE_API_SECRET']
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data_cfg = BinanceDataClientConfig(
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account_type=BinanceAccountType.USDT_FUTURES,
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api_key=api_key,
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api_secret=api_secret,
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testnet=False,
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)
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# Phase 1: data-only node (no exec client).
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# DolphinActor processes live bar data → engine step_bar() → CH trade_events.
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# NT order submission is gracefully skipped (instrument guard in _exec_submit_entry).
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# NDAlphaEngine internal P&L tracking is authoritative for Phase 1 validation.
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from nautilus_dolphin.nautilus.dolphin_actor import DolphinActor
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actor = DolphinActor(config=DOLPHIN_CONFIG)
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node_config = TradingNodeConfig(
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trader_id=TraderId("DOLPHIN-LIVE-001"),
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data_clients={"BINANCE": data_cfg},
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data_engine=LiveDataEngineConfig(time_bars_build_with_no_updates=False),
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cache=CacheConfig(database=None),
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)
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node = TradingNode(config=node_config)
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node.add_data_client_factory("BINANCE", BinanceLiveDataClientFactory)
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node.trader.add_strategy(actor)
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node.build()
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return node
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async def run() -> None:
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node = build_node()
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await node.run_async()
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if __name__ == "__main__":
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asyncio.run(run())
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