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doc(bug): Added doc for 'no tick has been produced' consideration during regime calculation.

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HJ Normey
2025-09-01 22:11:05 +02:00
parent af0bfbe100
commit 2902dd0791
2 changed files with 27 additions and 3 deletions
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6
nautilus_actor_test_implementation_5x.py
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@@ -1067,17 +1067,17 @@ class DOLPHINRegimeActor(Actor):
# Check if prices are effectively equal within tick size tolerance # Check if prices are effectively equal within tick size tolerance
if price_diff <= equality_threshold: if price_diff <= equality_threshold:
# Prices are effectively equal (within tick size tolerance) # 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: elif close_price > open_price:
# Bullish: close > open # Bullish: close > open
bullish += 1 bullish += 1
# Arrow points to close (larger price) # 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: else:
# Bearish: close < open # Bearish: close < open
bearish += 1 bearish += 1
# Arrow points to open (larger price) # 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: if analyzed == 0:
return return

24
symbol_consideration_issue.md Normal file
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@@ -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?).-