diff --git a/nautilus_actor_test_implementation_5x.py b/nautilus_actor_test_implementation_5x.py index 27b33ee..42be24f 100644 --- a/nautilus_actor_test_implementation_5x.py +++ b/nautilus_actor_test_implementation_5x.py @@ -1067,17 +1067,17 @@ class DOLPHINRegimeActor(Actor): # Check if prices are effectively equal within tick size tolerance if price_diff <= equality_threshold: # Prices are effectively equal (within tick size tolerance) - symbol_pattern.append(f"S{close_price:.2f}={open_price:.2f}") + symbol_pattern.append(f"S{close_price:.8f}={open_price:.8f}") elif close_price > open_price: # Bullish: close > open bullish += 1 # Arrow points to close (larger price) - symbol_pattern.append(f"B{open_price:.2f}->{close_price:.2f}") + symbol_pattern.append(f"B{open_price:.8f}->{close_price:.8f}") else: # Bearish: close < open bearish += 1 # Arrow points to open (larger price) - symbol_pattern.append(f"X{close_price:.2f}<-{open_price:.2f}") + symbol_pattern.append(f"X{close_price:.8f}<-{open_price:.8f}") if analyzed == 0: return diff --git a/symbol_consideration_issue.md b/symbol_consideration_issue.md new file mode 100644 index 0000000..87bac76 --- /dev/null +++ b/symbol_consideration_issue.md @@ -0,0 +1,24 @@ +2025-09-01T19:54:58.150165200Z [INFO] TRADER-000.DOLPHIN-REGIME-ACTOR: REGIME STATUS: BULL | Bull: 75.0% Bear: 25.0% | Processed: 1374 ticks +2025-09-01T19:54:58.150201100Z [INFO] TRADER-000.DOLPHIN-REGIME-ACTOR: X109215.45000000<-109263.08000000 B2.77130000->2.77360000 B848.60000000->848.90000000 X109.33000000<-109.44000000 B4366.20000000->4368.36000000 B0.18580000->0.18610000 B6.48700000->6.49300000 B0.81120000->0.81150000 and totals: BULLS:6/BEARS:2 +2025-09-01T19:54:58.660990300Z [INFO] TRADER-000.DOLPHIN-REGIME-ACTOR: Nautilus ActorExecutor: DOLPHIN metrics - ticks: 1375, regime_calcs: 687, active_symbols: 8 +2025-09-01T19:54:58.661042700Z [INFO] TRADER-000.SILOQY-NORMALIZER: Nautilus ActorExecutor: Normalizer processed: 1375 ticks +2025-09-01T19:54:58.730072100Z [INFO] TRADER-000.DOLPHIN-REGIME-ACTOR: REGIME STATUS: BULL | Bull: 75.0% Bear: 25.0% | Processed: 1376 ticks +2025-09-01T19:54:58.730093900Z [INFO] TRADER-000.DOLPHIN-REGIME-ACTOR: X109215.45000000<-109263.08000000 B2.77130000->2.77360000 B848.60000000->848.90000000 X109.33000000<-109.44000000 B4366.20000000->4368.36000000 B0.18580000->0.18610000 B6.48700000->6.49300000 B0.81120000->0.81150000 and totals: BULLS:6/BEARS:2 +2025-09-01T19:54:59.455057400Z [INFO] TRADER-000.DOLPHIN-REGIME-ACTOR: REGIME STATUS: BULL | Bull: 75.0% Bear: 25.0% | Processed: 1378 ticks +2025-09-01T19:54:59.455081700Z [INFO] TRADER-000.DOLPHIN-REGIME-ACTOR: X109215.45000000<-109263.08000000 B2.77130000->2.77350000 B848.60000000->848.90000000 X109.33000000<-109.44000000 B4366.20000000->4368.36000000 B0.18580000->0.18610000 B6.48700000->6.49300000 B0.81120000->0.81150000 and totals: BULLS:6/BEARS:2 +2025-09-01T19:54:59.568990700Z [INFO] TRADER-000.DOLPHIN-REGIME-ACTOR: REGIME STATUS: BULL | Bull: 77.8% Bear: 22.2% | Processed: 1380 ticks +2025-09-01T19:54:59.569016900Z [INFO] TRADER-000.DOLPHIN-REGIME-ACTOR: X109215.45000000<-109263.08000000 B2.77130000->2.77350000 B848.60000000->848.90000000 X109.33000000<-109.44000000 B4366.20000000->4368.36000000 B0.18580000->0.18610000 B6.48700000->6.49300000 B0.81120000->0.81150000 B2.58800000->2.59000000 and totals: BULLS:7/BEARS:2 +2025-09-01T19:54:59.666864100Z [INFO] TRADER-000.DOLPHIN-REGIME-ACTOR: Nautilus ActorExecutor: DOLPHIN metrics - ticks: 1381, regime_calcs: 690, active_symbols: 9 +2025-09-01T19:54:59.666902500Z [INFO] TRADER-000.SILOQY-NORMALIZER: Nautilus ActorExecutor: Normalizer processed: 1381 ticks +2025-09-01T19:54:59.726017700Z [INFO] TRADER-000.DOLPHIN-REGIME-ACTOR: REGIME STATUS: BULL | Bull: 77.8% Bear: 22.2% | Processed: 1382 ticks +2025-09-01T19:54:59.726051700Z [INFO] TRADER-000.DOLPHIN-REGIME-ACTOR: X109215.44000000<-109263.08000000 B2.77130000->2.77350000 B848.60000000->848.90000000 X109.33000000<-109.44000000 B4366.20000000->4368.36000000 B0.18580000->0.18610000 B6.48700000->6.49300000 B0.81120000->0.81150000 B2.58800000->2.59000000 and totals: BULLS:7/BEARS:2 +2025-09-01T19:54:59.999524400Z [INFO] TRADER-000.DOLPHIN-REGIME-ACTOR: REGIME STATUS: BULL | Bull: 77.8% Bear: 22.2% | Processed: 1384 ticks +2025-09-01T19:54:59.999567100Z [INFO] TRADER-000.DOLPHIN-REGIME-ACTOR: X109215.44000000<-109263.08000000 B2.77130000->2.77350000 B848.60000000->848.90000000 X109.33000000<-109.44000000 B4366.20000000->4368.36000000 B0.18580000->0.18610000 B6.48700000->6.49300000 B0.81120000->0.81150000 B2.58800000->2.59000000 and totals: BULLS:7/BEARS:2 +2025-09-01T19:54:59.999803000Z [INFO] TRADER-000.DOLPHIN-REGIME-ACTOR: REGIME STATUS: BULL | Bull: 77.8% Bear: 22.2% | Processed: 1386 ticks +2025-09-01T19:54:59.999815800Z [INFO] TRADER-000.DOLPHIN-REGIME-ACTOR: X109215.44000000<-109263.08000000 B2.77130000->2.77350000 B848.60000000->848.90000000 X109.33000000<-109.44000000 B4366.20000000->4368.36000000 B0.18580000->0.18610000 B6.48700000->6.49300000 B0.81120000->0.81150000 B2.58800000->2.59000000 and totals: BULLS:7/BEARS:2 +2025-09-01T19:55:00.683433300Z [INFO] TRADER-000.DOLPHIN-REGIME-ACTOR: REGIME STATUS: BULL | Bull: 77.8% Bear: 22.2% | Processed: 1388 ticks + +In this log, at the "transition" between 75.x% and 77.x% you will find one of the symbols being considered in the DOLPHIN market-regime detection is missing totals go from 6/2 to 7/2 ... +... so *one less symbol* is being considered.- + +Most likely *no tick has been produced for that symbols* (is this a correct assumption?).- \ No newline at end of file