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>

.gitignore

@@ -0,0 +1,103 @@
+# ═══════════════════════════════════════════════════════════════════
+# DOLPHIN-NAUTILUS HCM — .gitignore
+# Policy: track source code + configs + docs; exclude all data/caches/models
+# ═══════════════════════════════════════════════════════════════════
+
+# ── Virtual environments ────────────────────────────────────────────
+.venv/
+venv/
+env/
+
+# ── Python cache ────────────────────────────────────────────────────
+__pycache__/
+*.pyc
+*.pyo
+*.pyd
+.pytest_cache/
+.hypothesis/
+
+# ── IDE / tool dirs ─────────────────────────────────────────────────
+.kiro/
+.vscode/settings.json
+
+# ── Jupyter ─────────────────────────────────────────────────────────
+.ipynb_checkpoints/
+
+# ── VBT Parquet caches (large, reconstructable from raw JSON) ────────
+vbt_cache/
+vbt_cache_ng5/
+vbt_cache_klines/
+
+# ── Arrow / klines backfill (large, reconstructable) ────────────────
+backfilled_data/
+klines_cache/
+arrow_backfill/
+
+# ── Matrix + eigenvalue data (raw source, not reconstructable here) ──
+matrices/
+eigenvalues/
+
+# ── Order book data ─────────────────────────────────────────────────
+ob_data/
+
+# ── ML model weights / checkpoints (back up separately) ─────────────
+models/
+trained_models/
+checkpoints/
+checkpoints_10k/
+genesis_vae_model/
+mlruns/
+mc_results/
+mc_results_test/
+nautilus_dolphin/mc_results/
+
+# ── Experiment / backtest result data (large, reproducible) ──────────
+backtest_results_2week/
+results/
+vbt_results/
+hcm_experiments/
+hcm_experiments_20260502_185525/
+hcm_experiments_20260502_191804/
+hcm_experiments_20260502_194842/
+hd_cache/
+hd_hcm_regime_results/
+rolling_10week_results/
+rolling_5window_results/
+paper_trading_1month_results/
+paper_trading_1week_results/
+monitoring_data/
+
+# ── Logs (large, ephemeral) ─────────────────────────────────────────
+logs/
+run_logs/*.csv
+run_logs/*.json
+nautilus_dolphin/run_logs/*.csv
+nautilus_dolphin/run_logs/*.json
+
+# ── Old alpha engine backups (already archived / superseded) ─────────
+FROZEN_BACKUP_20260208/
+alpha_engine - copia/
+alpha_engine_BACKUP_20260202_143018/
+alpha_engine_BACKUP_20260202_143050/
+alpha_engine_BACKUP_20260209_203911/
+alpha_engine_BASELINE_75PCT_EDGE/
+
+# ── Problematic cache dirs (may contain Windows reserved filenames) ───
+exit_matrix_engine/cache/
+
+# ── nautilus_dolphin package (has own git repo — tracked separately) ──
+nautilus_dolphin/
+
+# ── Windows device names (not real files, can't be committed) ─────────
+nul
+/nul
+
+# ── Misc large binary / temp ─────────────────────────────────────────
+*.arrow
+*.parquet
+*.pkl
+*.pkl.zst
+*.npz
+*.npy
+temp_test/
+training_reports/