Wire long-capable prod alpha path

prod/docs/SYSTEM_BIBLE_v7.md

@@ -3386,4 +3386,9 @@ The canonical vel_div is `v50_lambda_max_velocity − v750_lambda_max_velocity`
 > 2026-05-08 lowered post-win-threshold addendum: the post-win overlay is stronger than the original narrow sample implied, but only when conditioned on realized exhaustion. Dollar-only thresholds below about `$300` are harmful. With a prior-return filter (`pnl_pct >= +0.75%`), lower thresholds become useful: e.g. `$100-$150` prior wins produced `63-67` immediate next-trade cases with about `+$2.4k` marginal delta and positive flipped-LONG PnL. High-leverage `$300-$500` wins support a next-`2`-trade rebound/cooldown signal (`+$2.7k` to `+$3.7k` marginal delta). The edge is payoff-asymmetry / loss-tail avoidance, not WR improvement, and should be researched as a guarded next-1/next-2 overlay or abstain gate.
 > 2026-05-08 post-win EFSM implementation addendum: the candidate BLUE overlay is now the post-win **EFSM** (**Execution FSM**) at `adaptive_exit/post_win_long_overlay.py` with tests in `prod/tests/test_post_win_long_overlay.py`. Canonical class names are `PostWinExecutionFSM` and `PostWinExecutionFSMConfig` (`PostWinLongOverlay` names remain compatibility aliases). Codified rule: `pnl_abs > $397` arms next `1` FLIP_LONG slot; `pnl_abs > $397 and lev > 8.6` arms next `2`; `0 < pnl_abs < $250 and pnl_pct >= +0.75%` arms next `1`; consumed slots reset to SHORT. Active slots cannot re-arm and overlay-flipped LONG outcomes cannot re-arm. This reset invariant is mandatory: unsafe recursive re-arm replay turned `+$1.51k` marginal delta into `-$5.43k`. V7 is side-aware but SHORT-calibrated; validate LONG overlay exits in shadow or with conservative LONG-specific settings before live use.
 > 2026-05-08 AlphaExitEngineV7 LONG calibration addendum: V7 threshold/gate constants are now surfaced as `AlphaExitV7Config` in `nautilus_dolphin/nautilus_dolphin/nautilus/alpha_exit_v7_engine.py`. Default `AlphaExitEngineV7()` remains the deployed SHORT-calibrated surface: `exit_pressure_threshold=2.69`, `retract_pressure_threshold=1.0`, `extend_pressure_threshold=-0.5`, vol-normalized MAE tiers `max(floor, k * rv_comp)` with `k=(3.5,7.0,12.0)` and floors `(0.005,0.012,0.025)`, and bounce soft weights `(0.15,0.35)`. A separate LONG engine can now be initialized with a different `AlphaExitV7Config` without mutating BLUE SHORT defaults. Synthetic LONG replay over BLUE V7 journal paths (`97` paths, `6,812` rows, bounce disabled because the current bounce model is SHORT-trained) found natural LONG PnL `-$328.84`; deployed default V7 improved this to `+$1.43` (`+$330.26` delta); best tested LONG proxy was reducing MFE-risk contributions by half while keeping pressure threshold `2.69`, yielding `+$205.32` (`+$534.15` delta), `36/97` exits, and `1.69%` max DD. Do not deploy this live from proxy alone; first shadow it on actual EFSM-flipped LONG contexts. Detailed method/results: `prod/docs/LONG_DETERMINISTIC_RULE_RESEARCH.md`.
+> 2026-05-08 LONG-capability addendum: BLUE and PRODGREEN Alpha Engine code paths are now LONG-capable without changing the default deployed side. `short_only` remains the default everywhere. LONG is activated only by explicit config/env direction (`long`, `long_only`, `buy`, `1`, `+1`). The signal generator exposes configurable LONG thresholds (`long_vel_div_threshold=+0.01`, `long_vel_div_extreme=+0.04`) and keeps the canonical SHORT thresholds (`-0.02`, `-0.05`). `NDAlphaEngine.begin_day(..., direction=+1)` now propagates LONG semantics into signal gating, DC interpretation, IRP expected action, sizing, PnL, exit price slippage, and ACB meta-strength. The sizing trend multiplier is side-aware: negative `vel_div` trend remains favorable for SHORT; positive `vel_div` trend is favorable for LONG.
+> 2026-05-08 ACBv6 side-awareness addendum: ACBv6 remains SHORT/risk-off by default and preserves the legacy cache key for default calls. LONG/risk-on ACB is opt-in via `direction=+1` and uses separate cache entries (`date|long`) so HZ prewarm cannot pollute SHORT BLUE state. SHORT signals are unchanged: bearish funding, high DVOL, fear, and taker selling. LONG signals are explicit and separate: positive funding, calm DVOL, greed/risk appetite, and taker buying. OB beta modulation is also side-aware: stress/cascade raises beta for SHORT and reduces it for LONG; calm/liquidity-building raises beta for LONG and reduces it for SHORT.
+> 2026-05-08 ACB HZ keying addendum: `prod/acb_processor_service.py` now publishes `acb_boost` and `acb_boost_short` as the legacy SHORT payload and `acb_boost_long` as the LONG/risk-on payload. BLUE continues to use `acb_boost` unless explicitly run with `DOLPHIN_DIRECTION=long_only`, in which case its local prewarm calls ACB with `direction=+1`. PRODGREEN's Nautilus actor subscribes to `acb_boost_long` when its config direction is LONG, otherwise to legacy `acb_boost`.
+> 2026-05-08 LONG exit-layer addendum: base TP/SL/max-hold exits were already direction-aware through signed PnL. Optional `AlphaExitManager` vel_div invalidation/exhaustion and TF-spread recovery exits are now side-aware too. They remain disabled by default unless explicitly enabled, but if enabled for a LONG invocation they now treat falling/negative `vel_div` and adverse TF-spread recovery as LONG invalidation rather than applying hidden SHORT semantics.
+> 2026-05-08 validation addendum: targeted regression after LONG-capability wiring passed `prod/tests/test_long_capability_layers.py` (`9 passed`), existing ACB HZ + V7 + EFSM suites (`57 passed`), and ACB signal-threshold integrity (`11 passed`). Compile checks passed for modified Alpha/ACB/live runner files. These tests verify SHORT default preservation, explicit LONG entries, side-separated ACB caches, side-aware OB beta modulation, side-aware optional VD exits, and case-insensitive PRODGREEN direction parsing.
 > The retrieval spec is documented in `prod/docs/ASSET_FINGERPRINT_CANDIDATE_SYSTEM.md`.