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/test_engine_capital_direct.py

@@ -0,0 +1,92 @@
+"""
+Direct engine test - bypasses Nautilus completely.
+Runs NDAlphaEngine (D_LIQ_GOLD) on Day 1 parquet and prints capital.
+Should take ~5 seconds. If capital moves from 25000, the engine is fine.
+If capital stays at 25000, reset() is being called somewhere wrong.
+"""
+import sys
+from pathlib import Path
+import numpy as np
+import pandas as pd
+
+sys.path.insert(0, str(Path(__file__).parent.parent))
+sys.path.insert(0, str(Path(__file__).parent.parent / 'nautilus_dolphin'))
+
+from nautilus_dolphin.nautilus.proxy_boost_engine import create_boost_engine
+
+VBT_DIR = Path(__file__).parent.parent / 'vbt_cache'
+files = sorted(VBT_DIR.glob('*.parquet'))
+files = [f for f in files if 'catalog' not in str(f)]
+assert files, f"No parquets in {VBT_DIR}"
+
+df = pd.read_parquet(files[0])
+print(f"Day: {files[0].stem}  rows={len(df)}")
+
+asset_cols = [c for c in df.columns if c not in {
+    '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'
+}]
+
+engine = create_boost_engine(mode='d_liq', initial_capital=25000.0, seed=42)
+
+# Build vol mask identical to _run_replay_day
+btc = df['BTCUSDT'].values if 'BTCUSDT' in df.columns else None
+vol_ok = np.zeros(len(df), dtype=bool)
+if btc is not None:
+    for i in range(50, len(btc)):
+        seg = btc[max(0,i-50):i]
+        if len(seg) >= 10 and all(seg > 0):
+            v = float(np.std(np.diff(seg)/seg[:-1]))
+            if np.isfinite(v):
+                vol_ok[i] = True  # just mark computable; gate uses percentile
+
+vol_p60 = float(np.percentile([float(np.std(np.diff(btc[max(0,i-50):i])/btc[max(0,i-50):i][:-1]))
+                                for i in range(50, len(btc))
+                                if len(btc[max(0,i-50):i])>=10 and all(btc[max(0,i-50):i]>0)
+                                and np.isfinite(float(np.std(np.diff(btc[max(0,i-50):i])/btc[max(0,i-50):i][:-1])))], 60)) if btc is not None else 0.0002
+
+dvol_arr = np.full(len(df), np.nan)
+if btc is not None:
+    for i in range(50, len(btc)):
+        seg = btc[max(0,i-50):i]
+        if len(seg)>=10 and (seg>0).all():
+            dvol_arr[i] = float(np.std(np.diff(seg)/seg[:-1]))
+vol_ok_mask = np.where(np.isfinite(dvol_arr), dvol_arr > vol_p60, False)
+
+engine.begin_day(files[0].stem)
+trades_count = 0
+for i in range(len(df)):
+    row = df.iloc[i]
+    vd = row.get('vel_div', 0.0)
+    if vd is None or not np.isfinite(float(vd)):
+        continue
+    prices = {ac: float(row[ac]) for ac in asset_cols
+              if ac in row and row[ac] is not None and float(row[ac]) > 0 and np.isfinite(float(row[ac]))}
+    if not prices:
+        continue
+    vrok = (i >= 100) and bool(vol_ok_mask[i])
+    v50 = float(row.get('v50_lambda_max_velocity', 0.0) or 0.0)
+    v750 = float(row.get('v750_lambda_max_velocity', 0.0) or 0.0)
+    result = engine.step_bar(bar_idx=i, vel_div=float(vd), prices=prices,
+                              vol_regime_ok=vrok, v50_vel=v50, v750_vel=v750)
+    if result.get('entry'):
+        trades_count += 1
+
+day_result = engine.end_day()
+capital_end = engine.capital
+trades_end = len(engine.trade_history)
+
+print(f"vol_p60         = {vol_p60:.8f}")
+print(f"capital_start   = $25,000.00")
+print(f"capital_end     = ${capital_end:,.2f}")
+print(f"pnl             = ${capital_end - 25000.0:+,.2f}")
+print(f"trades_entered  = {trades_count}")
+print(f"trades_closed   = {trades_end}")
+if capital_end == 25000.0:
+    if trades_end == 0:
+        print("INFO: No trades closed yet (open position or vol gate blocked all entries)")
+    else:
+        print("WARN: Capital unchanged despite trades — check fee model and P&L calc")
+else:
+    print("PASS: Capital moved correctly — engine P&L is working")