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>

_update_vbt_cache.py

@@ -0,0 +1,40 @@
+#!/usr/bin/env python3
+"""
+Helper script to update VBT Parquet cache.
+Called by update_VBT_parquet_cache.bat
+"""
+import sys
+from pathlib import Path
+from multiprocessing import freeze_support
+
+# Add current directory to path
+sys.path.insert(0, str(Path(__file__).parent))
+
+def main():
+    try:
+        from dolphin_vbt_real import build_parquet_cache
+    except ImportError as e:
+        print(f"ERROR: Cannot import dolphin_vbt_real: {e}")
+        print("Make sure you're running from the project root directory.")
+        return 1
+
+    print("Starting VBT cache update...")
+    print()
+
+    try:
+        stats = build_parquet_cache(force=False)
+        print()
+        print("Update complete!")
+        print(f"  Dates processed: {stats.get('dates_processed', 0)}")
+        print(f"  Total scans: {stats.get('total_scans', 0):,}")
+        print(f"  Time: {stats.get('elapsed_s', 0):.1f}s")
+        return 0
+    except Exception as e:
+        print(f"ERROR: {e}", file=sys.stderr)
+        import traceback
+        traceback.print_exc()
+        return 1
+
+if __name__ == '__main__':
+    freeze_support()
+    sys.exit(main())