Files
DOLPHIN/nautilus_dolphin
hjnormey 48dcf3fe13 feat(aem): per-bucket MAE_MULT table + shadow logging completeness
AEM stays shadow-only this sprint (V7 drives live exits); changes affect
what AEM *would have done*, logged to CH for future V7→AEM demotion analysis.

adaptive_exit_engine.py:
- Replace single MAE_MULT_TIER1=3.5 with MAE_MULT_BY_BUCKET dict
  (B3→None disables MAE stop, B4→2.0 strict, B6→6.0 wide band)
- evaluate() return dict extended: mae_mult_applied, mae_threshold,
  atr, p_threshold, giveback_k (all params that drove the decision)
- adaptive_exit_shadow schema extended (new Nullable columns added via
  ALTER TABLE IF NOT EXISTS — backward-compat with pre-sprint rows)
- log_shadow() signature extended: v7_action, v7_exit_reason,
  naive_would_have (TP/STOP/MAX_HOLD counterfactual at same instant)

dolphin_actor.py:
- AEM shadow call now passes V7 head-to-head decision and naive
  counterfactual so future retrospective requires no offline replay
- EsoF listener registered on DOLPHIN_FEATURES map (esof_advisor_latest
  key); label fed into engine._current_esof_label before each step_bar
- S6/bucket loaders (_load_s6_size_table, _load_asset_bucket_data) and
  constructor wiring for the new GREEN engine kwargs

Plan refs: Tasks 5, 7, 10 — V7 path untouched, AEM return value is
never gated, CH shadow is best-effort (daemon thread).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-22 06:07:46 +02:00
..

DOLPHIN NG HD - Nautilus Trading System

Production trading system migrating from VectorBT to NautilusTrader.

⚠️ CRITICAL: Environment Setup

ALWAYS activate the Siloqy environment before running any commands:

call "C:\Users\Lenovo\Documents\- Siloqy\Scripts\activate.bat"

Or use the helper script:

call activate_siloqy.bat

The Siloqy environment is located at: C:\Users\Lenovo\Documents\- Siloqy\

Project Structure

nautilus_dolphin/
├── signal_generator/     # Signal generation from HD-HCM-TSF
├── nautilus/            # Nautilus components (actors, strategies, exec algorithms)
├── config/              # Configuration files (YAML)
├── tests/               # Unit and integration tests
├── activate_siloqy.bat  # Helper to activate Siloqy environment
└── README.md           # This file

Setup

See .kiro/specs/vbt-to-nautilus-migration/ for complete specification.

Status

Phase 1: Foundation - In Progress