chore: safety snapshot 2026-03-05 — HCM infrastructure before 2y klines experiment
Captures critical infrastructure surrounding the nautilus_dolphin core package:
- dolphin_vbt_real.py: VBT vectorized backtest engine (6008 lines)
- dolphin_paper_trade_adaptive_cb_v2.py: champion runner (champion_5x_f20)
- _update_vbt_cache.py / update_VBT_parquet_cache.bat: cache builder
- external_factors/: ExF system (all 85 indicator fetchers + NPZ cache)
- mc_forewarning_qlabs_fork/: QLabs-enhanced MC-Forewarner research fork
- DATA_LOCATIONS.md: source-of-truth path registry
- .gitignore: excludes vbt_cache*, backfilled_data, .venv, models, etc.
Note: nautilus_dolphin/ has own git repo (inner) — safety snapshot committed there separately.
Champion state: WR=49.3%, ROI=+44.89%, PF=1.123, DD=14.95%, Sharpe=2.50 (55d, full-stack, abs_max_lev=6.0).
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-05 23:51:30 +01:00
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python backfill_runner.py
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