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DOLPHIN/prod/docs/INDEX-FILE_LATEST_CHANGES.md
hjnormey 01c19662cb 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.
2026-04-21 16:58:38 +02:00

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🐬 DOLPHIN — INDEX OF LATEST CHANGES (PRE-PROD)

This index tracks all architectural elevations, performance certifications, and safety hardenings implemented for the Order Book Feature (OBF) Subsystem and its integration into the Dolphin Alpha Engine.

🏗️ Architectural Reports

  • [OB_LATEST_CHANGES_PREPROD2_FILE.md](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/nautilus_dolphin/nautilus_dolphin/nautilus/OB_LATEST_CHANGES_PREPROD2_FILE.md) — Comprehensive summary of the Numba Elevation, Concurrent HZ Caching, and 0.1s Resolution sprint.
  • [SYSTEM_BIBLE.md](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/docs/SYSTEM_BIBLE.md) — Updated Doctrinal Reference (§22 Blocker Resolution and §24 Multi-Speed Architecture).
  • [TODO_CHECK_SIGNAL_PATHS.md](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/TODO_CHECK_SIGNAL_PATHS.md) — Systematic verification spec for live signal integrity.
  • [NAUTILUS_NATIVE_EXECUTION_AND_FIXES.md](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/docs/NAUTILUS_NATIVE_EXECUTION_AND_FIXES.md) — Detailed log of state-loss fixes and the Deterministic Sync Gate implementation for native certification.

⚡ Certified Production Code

  • [ob_features.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/nautilus_dolphin/nautilus_dolphin/nautilus/ob_features.py) — Numba-optimized microstructure kernels.
  • [hz_ob_provider.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/nautilus_dolphin/nautilus_dolphin/nautilus/hz_ob_provider.py) — High-frequency caching subscriber (Zero-latency read path).
  • [ob_stream_service.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/external_factors/ob_stream_service.py) — Sync-locked 100ms Binance bridge.
  • [dolphin_actor.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/nautilus_dolphin/nautilus_dolphin/nautilus/dolphin_actor.py) — Nautilus Strategy wrapper with Deterministic Sync Gate and native execution support.

🧪 Certification & Stress Suites

  • [nautilus_native_gold_repro.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/nautilus_native_gold_repro.py) — High-fidelity Gold Reproduction harness (8x leverage, no daily amnesia).
  • [nautilus_native_continuous.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/nautilus_native_continuous.py) — Continuous single-state execution harness for 56-day native certification.
  • [go_trade_continuous.sh](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/ops/go_trade_continuous.sh) — Official entry-point for full-window native simulation.
  • [certify_final_20m.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/certify_final_20m.py) — The Gold-Spec 100ms Live Certification (1,200s wall-clock).
  • [stress_extreme.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/stress_extreme.py) — High-concurrency fuzzing and memory leak tester.
  • [test_async_hazards.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/test_async_hazards.py) — Concurrent read/write collision and JSON-fuzzer script.

🏆 Current Status: GOLD REPRO IN PROGRESS

March 28, 2026 - Gold Standard Fidelity Re-Certification (T=2155)

Task: Reconcile +181% ROI with Nautilus-Native Execution

  • Symptom: Original native runs showed ~16% ROI vs 181% Gold result.
  • Root Cause Analysis (Scientific Audit):
    • Amnesia Bug: Volatility filters resetting at midnight, losing 100-bar warmup.
    • Filter Misalignment: min_irp_alignment was 0.45 (native) vs 0.0 (Gold).
    • API Errors: Identified internal add_venue and add_data signature mismatches in the native harness.
  • Implementation (V11):
    • Created prod/nautilus_native_gold_repro.py (Version 11).
    • Implemented Global Warmup Persistence and Deterministic Sync Gate in DolphinActor.
    • Configured LiquidationGuardEngine (D_LIQ_GOLD) with 8x leverage.
  • Documentation: Updated [NAUTILUS_NATIVE_EXECUTION_AND_FIXES.md](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/docs/NAUTILUS_NATIVE_EXECUTION_AND_FIXES.md) with details on V11 and the structural diagnosis.

Key Resources & Fixes

  • [nautilus_native_gold_repro.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/nautilus_native_gold_repro.py) — V5 Optimized Gold Harness (no daily amnesia, 8x leverage).
  • [NAUTILUS_NATIVE_EXECUTION_AND_FIXES.md](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/docs/NAUTILUS_NATIVE_EXECUTION_AND_FIXES.md) — Scientific Diagnosis section added for the ROI divergence.
  • [nautilus_native_continuous.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/nautilus_native_continuous.py) — Continuous execution framework (foundation).

Recent Fixes (March 28-29):

  1. Amnesia Bug: Fixed the Daily 100-bar warmup reset.
  2. Filter Realignment: Corrected min_irp_alignment=0.45 back to the Gold standard's 0.0.
  3. Engine Boost: Activated LiquidationGuardEngine (8x soft / 9x hard) to match Gold spec.

Agent: Antigravity (Advanced Coding) Timestamp: 2026-03-29 (UTC) Environment: siloqy (Siloqy ML System)