Files

hjnormey ce7f3ce8ff feat(s6): AlphaAssetSelector bucket-ban kwargs (BLUE no-op)

Add `asset_bucket_ban_set` and `asset_bucket_assignments` kwargs to
AlphaAssetSelector.__init__ (both default None → BLUE unchanged).

When active, assets whose KMeans bucket is in the ban set are skipped
inside rank_assets() so the next-ranked asset takes the slot — capital
is preserved rather than wasted by a 0× sizer multiplier.

Plan ref: Task 9 — ban ≠ 0× is the critical caveat from the sprint plan.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

2026-04-22 06:07:07 +02:00

config

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

dvae

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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examples

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

nautilus_dolphin

feat(s6): AlphaAssetSelector bucket-ban kwargs (BLUE no-op)

2026-04-22 06:07:07 +02:00

signal_generator

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

tests

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

__init__.py.bak

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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.gitignore

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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ACB_IMPLEMENTATION_README.md

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

ACB_IMPLEMENTATION_SUMMARY.md

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

activate_siloqy.bat

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

BACKTEST_FINAL_STATUS.md

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

BACKTEST_INTEGRATION_STATUS.md

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

BACKTEST_WITH_EXISTING_DATA_STATUS.md

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

combined_strategy_5y.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

compare_arrow_vs_json.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

COMPLETE_IMPLEMENTATION.md

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

conftest.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

CRITICAL_NOTES_TODO_TODO_TODO_AGENT_READ.txt

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

CRITICAL_PRICE_UPDATE.md

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

crossover_5s_test.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

CURRENT_IMPLEMENTATION_ISSUES_2.txt

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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CURRENT_IMPLEMENTATION_ISSUES.txt

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

debug_dd_curve.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

debug_import.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

dolphin_paths.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

DOLPHIN_SYSTEM_ENCYCLOPEDIA.md

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

DOLPHIN-NAUTILUS-NOR-System-MG-Implementation-Rate-Limit Usage and Tier Perks.md

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

exf_regime_characterizer.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

hour_gated_long_5y.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

IMPLEMENTATION_SUMMARY.md

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

import_error.txt

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

KLINES_2Y_FRACTAL_EXPERIMENT_REPORT.md

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

klines_pipeline_orchestrator.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

launch_system.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

macro_gated_long_5y.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

maxhold_sweep_5y.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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mc_forewarning_service.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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NAUTILUS_BRINGUP_SPEC.md

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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no_pause_5s_test.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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NOISE_EXPERIMENT_AND_ADAPTIVE_SENSING_ARCHITECTURE.md

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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ood_go1_snap.json

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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ood_go2_snap.json

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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patch_nautilus_bug.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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patch_orchestrator.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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posture_5s_dvol_gate_test.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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posture_5y_stack_test.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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posture_backtest_1m.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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posture_backtest_5s.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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pyproject.toml

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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README.md

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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regime_exit_sweep_5y.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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Registry.md

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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requirements.txt

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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run_5y_backtest.bat

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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run_all_tests.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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run_esoteric_correlation_audit.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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run_esoteric_throttled_backtest.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

run_final_metrics_fork.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

run_final_metrics.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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run_full_backtest.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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run_go1_ood.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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run_hazard_validation.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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run_hft_leverage_check.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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run_mc_envelope.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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run_mc_leverage.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

run_nd_backtest_arrow.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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run_nd_backtest_full.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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run_nd_backtest_minimal.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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run_nd_backtest_with_existing_data.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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run_ob_variance_test.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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run_papertrade.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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run_param_sweep.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

run_structural_attribution.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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run_tail_conditional_probs.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

run_tail_precursor_analysis.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

rvol_gated_crossover_5y.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

SYSTEM_BRINGUP_LOG.md

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

SYSTEM_GOLD_SPEC_GUIDE.md

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

Tail_Reinement_.Prompt.md

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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Tail_Stats_FINAL_TEST.md

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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test_1m_calibration_sweep.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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test_1m_vs_5s_comparison.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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test_5s_replay_parity.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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test_alpha_engine_integrity.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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test_arrow_adapter_quick.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

test_catalog_signal.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

test_dynamic_tp_experiment.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

test_edge_signal_5y.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

test_entry_quality_sweep.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

test_exf_acb_marginal.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

test_exf_correlation.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

test_forewarner_gamut.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

test_forewarner_reality.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

test_fraction_sharpe_adaptive.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

test_legacy_comparison.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

test_mc_system.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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test_mini_5y.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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test_nautilus_arrow_longrun.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

test_noise_experiment.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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test_pf_5y_klines.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

test_pf_acb_bidir.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

test_pf_acb_head_aggressive.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

test_pf_acb_inverse.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

test_pf_acb_sweep.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

test_pf_acb_v2.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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test_pf_acb.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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test_pf_dynamic_beta_validate.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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test_pf_dynamic_beta.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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test_pf_klines_2y_experiment.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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test_pf_klines_2y_long.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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test_pf_leverage_factor_govern.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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test_pf_leverage_sweep.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

test_pf_meta_boost.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

test_pf_mtf_5s_1m.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

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test_pf_numba.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

test_pf_ob_intelligence.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

test_pf_ob_putative_roi_fork.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

test_pf_ob_putative_roi.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

test_pf_risk_boundaries.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

test_sharpe_adaptive_p2.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

test_tp_sweep_klines.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

test_tp_sweep.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

test_vd_exit_calibration.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

vel_div_depletion_test.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

vel_div_sweep_5y.py

initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

2026-04-21 16:58:38 +02:00

README.md

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