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.

prod/smoke_native_backtest.py

@@ -0,0 +1,54 @@
+"""Quick 1-day smoke test for nautilus_native_backtest harness."""
+import sys, time
+sys.path.insert(0, '.')
+sys.path.insert(0, 'nautilus_dolphin')
+
+from prod.nautilus_native_backtest import run_one_day_native, get_parquet_files, _make_instrument
+import pandas as pd
+import numpy as np
+from nautilus_trader.model.identifiers import Venue
+
+files = get_parquet_files()
+df0 = pd.read_parquet(files[0])
+SKIP_COLS = {
+    'timestamp', 'scan_number', 'v50_lambda_max_velocity', 'v150_lambda_max_velocity',
+    'v300_lambda_max_velocity', 'v750_lambda_max_velocity', 'vel_div',
+    'instability_50', 'instability_150'
+}
+asset_cols = [c for c in df0.columns if c not in SKIP_COLS]
+
+NV = Venue('BINANCE')
+print(f'Building {len(asset_cols)} instruments...')
+instruments = {}
+for sym in asset_cols:
+    try:
+        instruments[sym] = _make_instrument(sym, NV)
+    except Exception as e:
+        print(f'  skip {sym}: {e}')
+print(f'Built {len(instruments)} instruments OK')
+
+# Quick vol_p60 from day 1
+btc = df0['BTCUSDT'].values
+vols = []
+for i in range(50, len(btc)):
+    seg = btc[max(0, i-50):i]
+    if len(seg) >= 10 and (seg > 0).all():
+        v = float(np.std(np.diff(seg) / seg[:-1]))
+        if np.isfinite(v) and v > 0:
+            vols.append(v)
+vol_p60 = float(np.percentile(vols, 60)) if vols else 0.0002
+print(f'vol_p60 = {vol_p60:.8f}')
+
+all_dates = [f.stem for f in files]
+t0 = time.time()
+print(f'Running Day 1 ({files[0].stem}) in native mode...')
+r = run_one_day_native(files[0].stem, 25000.0, vol_p60, all_dates, asset_cols, instruments)
+elapsed = time.time() - t0
+
+print(f'Elapsed: {elapsed:.1f}s')
+print(f'  naut_capital   = {r["naut_capital"]:,.2f}')
+print(f'  shadow_capital = {r["shadow_capital"]:,.2f}')
+print(f'  pnl            = {r["pnl"]:+,.2f}')
+print(f'  trades         = {r["trades"]}')
+print(f'  recon          = {r["recon"]}')
+print(f'  error          = {r.get("error", "none")}')