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9 Commits

Author SHA1 Message Date
45f6e4da1c feat(bb_metrics): Finally added BB-based on regime-as-signal. Also detected and *fixed* nastybug where slices during BB-calculations were corrupting data in code elswhere in execution path. Fixed by using only local variables and touching no object actributes in the _calculate_enhanced_* method.- 2025-09-07 19:18:18 +02:00
9281ad0da8 main: committing new 'starting' point, after continued (fixed) 'slice' error: Nautilus wasn't taking well to SiloqyTrade|QuoteTick data-class, trying to slice. Back to tuplets 2025-09-06 11:49:30 +02:00
6d12eb9497 feat(rate-limit-general-check): Added general rate limit check upon startup. 2025-09-05 14:44:46 +02:00
ba220f2380 feat(fix): symmbol throttle now limits symbols *before* running info data-fetch. Before this, full symbol info would be fetched for all. 2025-09-05 13:23:34 +02:00
fde38cbef1 feat(data): Added BB and other indicators to output, based on an 'single point representation' of the regime value and BULL-BEAR percentages 2025-09-04 19:51:31 +02:00
4748a7ba62 feat(tick_precision): Increased regime BULL/BEAR% to two-decimal display. 2025-09-03 20:13:44 +02:00
4d8ec0ddc6 feat(tick_precision): Moved tick-size init to system init. Much refactored tick-size handling. 2025-09-02 15:19:53 +02:00
2902dd0791 doc(bug): Added doc for 'no tick has been produced' consideration during regime calculation. 2025-09-01 22:11:05 +02:00
af0bfbe100 feat(tick_precision): Added exchange-derived per symbol tick-precision. Adjusted BULL/BEAR comparison to account for per-symbol, exchange limited precision. 2025-09-01 21:42:18 +02:00
3 changed files with 1907 additions and 55 deletions

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@@ -1,4 +1,5 @@
import time
import sys
import numpy as np
import asyncio
import json
@@ -36,6 +37,12 @@ STRUCTURED_TOPIC = "SILOQY.STRUCTURED.TICKS"
REGIME_TOPIC = "DOLPHIN.REGIME.RESULTS"
SYMBOLS_DISCOVERED_TOPIC = "SILOQY.SYMBOLS.DISCOVERED"
CANDLES_INITIAL_TOPIC = "SILOQY.CANDLES.INITIAL"
# ADDED LINE 18:
TICK_SIZES_TOPIC = "SILOQY.TICK.SIZES"
# NEW: Enhanced indicator topics for data bus publishing
REGIME_INDICATORS_TOPIC = "DOLPHIN.REGIME.INDICATORS"
BB_METRICS_TOPIC = "DOLPHIN.BB.METRICS"
TEMPORAL_PATTERNS_TOPIC = "DOLPHIN.TEMPORAL.PATTERNS"
# Rate limiting constant
MIN_INTERVAL = 2.5 # seconds between API batches
@@ -351,6 +358,7 @@ class SILOQYSymbolDiscoveryActor(Actor):
self.symbols = list(config.symbols) if config.symbols else []
self.candle_interval_ms = config.candle_interval_ms
self.active_candles = {}
self.tick_sizes = {}
# Process management configuration
self.throttle_mode = config.throttle_mode
@@ -410,17 +418,83 @@ class SILOQYSymbolDiscoveryActor(Actor):
self.log.info("Starting dynamic symbol discovery from Binance...")
url = "https://api.binance.com/api/v3/exchangeInfo"
async with httpx.AsyncClient() as client:
# RATE LIMIT CHECK - Before anything else
self.log.info("Checking Binance API rate limit status...")
time_check_url = "https://api.binance.com/api/v3/time"
try:
rate_check_response = await client.get(time_check_url, timeout=5)
if rate_check_response.status_code == 200:
# Parse rate limit headers
headers = rate_check_response.headers
used_weight = headers.get('X-MBX-USED-WEIGHT-1M', 'Unknown')
server_time = rate_check_response.json().get('serverTime', 'Unknown')
self.log.info(f"Rate limit check passed - Used weight: {used_weight}/1200, Server time: {server_time}")
# Check if we're close to rate limit
if used_weight != 'Unknown' and int(used_weight) > 1000:
self.log.warning(f"HIGH RATE LIMIT USAGE: {used_weight}/1200 - Proceeding with caution")
elif rate_check_response.status_code == 429:
retry_after = rate_check_response.headers.get('Retry-After', '60')
self.log.error(f"RATE LIMITED: Must wait {retry_after} seconds before API calls")
raise Exception(f"Binance API rate limited - retry after {retry_after}s")
elif rate_check_response.status_code == 418:
self.log.error("IP BANNED: This IP address has been auto-banned by Binance")
raise Exception("IP address banned by Binance - cannot proceed")
else:
self.log.warning(f"Rate limit check returned status {rate_check_response.status_code}")
self.log.warning("Proceeding anyway, but may encounter issues")
except Exception as e:
if "rate limited" in str(e).lower() or "banned" in str(e).lower():
raise # Re-raise rate limit/ban errors
else:
self.log.warning(f"Rate limit check failed: {e}")
self.log.warning("Proceeding with symbol discovery anyway")
async with httpx.AsyncClient() as client:
self.log.info("Fetching exchange info from Binance API...")
response = await client.get(url, timeout=10)
if response.status_code == 200:
self.log.info("Successfully received exchange info")
data = response.json()
# Get all trading symbols (USDT pairs for example)
full_symbols = [
s['symbol'] for s in data['symbols']
if s['status'] == 'TRADING' and s['symbol'].endswith('USDT')
]
# Combined symbol discovery and tick size extraction
self.log.info("Processing symbols and extracting tick sizes...")
full_symbols = []
for symbol_info in data['symbols']:
if symbol_info['status'] == 'TRADING' and symbol_info['symbol'].endswith('USDT'):
symbol = symbol_info['symbol']
full_symbols.append(symbol)
# Extract tick size while processing # Extract tick size while processing
tick_size = None
for filter_info in symbol_info['filters']:
if filter_info['filterType'] == 'PRICE_FILTER':
tick_size = float(filter_info['tickSize'])
break
# If no PRICE_FILTER found, try other filter types
if tick_size is None:
for filter_info in symbol_info['filters']:
if filter_info['filterType'] == 'TICK_SIZE':
tick_size = float(filter_info['tickSize'])
break
# Fallback to default if still not found
if tick_size is None:
tick_size = 1e-8 # Default fallback
self.log.warning(f"No tick size found for {symbol}, using fallback {tick_size}")
self.tick_sizes[symbol] = tick_size
self.log.info(f"Processed {len(full_symbols)} symbols, extracted {len(self.tick_sizes)} tick sizes")
# Apply throttle mode symbol limiting
if self.throttle_mode:
@@ -574,8 +648,10 @@ class SILOQYSymbolDiscoveryActor(Actor):
# Publish symbols and candles as tuples
self.msgbus.publish(SYMBOLS_DISCOVERED_TOPIC, (self.symbols, int(time.time_ns())))
self.msgbus.publish(CANDLES_INITIAL_TOPIC, (self.active_candles, int(time.time_ns())))
self.msgbus.publish(TICK_SIZES_TOPIC, (self.tick_sizes, int(time.time_ns())))
self.log.info(f"Nautilus ActorExecutor: Published {len(self.symbols)} symbols and {len(self.active_candles)} candles")
self.log.info(f"Nautilus ActorExecutor: Published {len(self.tick_sizes)} tick sizes")
self.log.info("Nautilus ActorExecutor: Discovery phase complete - other actors can now start processing")
else:
self.log.warning("Nautilus ActorExecutor: msgbus not available for publishing")
@@ -852,6 +928,8 @@ class SILOQYMainActor(Actor):
except Exception as e:
self.log.error(f"Nautilus ActorExecutor: Failed to publish tick: {e}")
self.log.error(f"{tick_tuple}")
sys.exit(2)
class DOLPHINRegimeActor(Actor):
def __init__(self, config: DOLPHINRegimeActorConfig):
@@ -868,6 +946,7 @@ class DOLPHINRegimeActor(Actor):
self.low_prices = np.zeros(self.max_symbols, dtype=np.float64)
self.volumes = np.zeros(self.max_symbols, dtype=np.float64)
self.last_update = np.zeros(self.max_symbols, dtype=np.int64)
self.tick_sizes = np.full(self.max_symbols, 1e-8, dtype=np.float64) # Default fallback
# PRESERVED: All original mapping and state
self.symbol_to_idx = {}
@@ -888,25 +967,76 @@ class DOLPHINRegimeActor(Actor):
self.processed_ticks = 0
self.regime_calculations = 0
# NEW: Enhanced indicator tracking for BB and temporal patterns
self.signal_history = deque(maxlen=100) # For BB calculations
self.bb_period = 20 # BB calculation period
self.bb_std_dev = 2.0 # BB standard deviation multiplier
self.velocity_history = deque(maxlen=10) # For regime velocity tracking
self.confidence_history = deque(maxlen=20) # For confidence trend analysis
self.log.info(f"DOLPHINRegimeActor initialized with Nautilus ActorExecutor - max_symbols: {self.max_symbols}, "
f"ticks_per_analysis: {self.ticks_per_analysis}")
def on_start(self) -> None:
"""Subscribe to tick events - using Nautilus ActorExecutor"""
self.log.info("Nautilus ActorExecutor: DOLPHINRegimeActor starting - subscribing to tick events")
self.log.info("Nautilus ActorExecutor: DOLPHINRegimeActor starting - subscribing to events")
if hasattr(self, 'msgbus') and self.msgbus:
self.msgbus.subscribe(RAW_TOPIC, self.handle_raw_tick)
self.log.info("Nautilus ActorExecutor: Subscribed to raw tick events")
self.msgbus.subscribe(SYMBOLS_DISCOVERED_TOPIC, self.handle_symbols_discovered)
self.msgbus.subscribe(TICK_SIZES_TOPIC, self.handle_tick_sizes)
self.log.info("Nautilus ActorExecutor: Subscribed to raw tick events, symbol discovery and tick sizes")
def on_stop(self) -> None:
"""Stop the actor - Nautilus handles executor cleanup"""
self.log.info("Nautilus ActorExecutor: DOLPHINRegimeActor stopping")
# Nautilus kernel handles executor shutdown - no manual cleanup needed
def handle_symbols_discovered(self, data):
"""Pre-initialize symbol mappings during discovery phase"""
try:
symbols, timestamp = data
self.log.info(f"Nautilus ActorExecutor: Pre-initializing {len(symbols)} symbol mappings")
for symbol in symbols:
if self.active_symbols >= self.max_symbols:
self.log.warning(f"Max symbols ({self.max_symbols}) exceeded during initialization")
break
idx = self.active_symbols
self.symbol_to_idx[symbol] = idx
self.idx_to_symbol[idx] = symbol
self.active_symbols += 1
self.log.info(f"Pre-initialized {self.active_symbols} symbol mappings")
except Exception as e:
self.log.error(f"Error pre-initializing symbols: {e}")
def handle_tick_sizes(self, data):
"""Apply tick sizes to pre-initialized symbol mappings"""
try:
tick_sizes, timestamp = data
self.log.info(f"Nautilus ActorExecutor: Received {len(tick_sizes)} tick sizes from discovery actor")
applied_count = 0
for symbol, tick_size in tick_sizes.items():
if symbol in self.symbol_to_idx: # Will exist from pre-initialization
idx = self.symbol_to_idx[symbol]
if 0 < tick_size <= 1.0:
self.tick_sizes[idx] = tick_size
applied_count += 1
else:
self.log.warning(f"Invalid tick size {tick_size} for {symbol}, using fallback")
self.log.info(f"Nautilus ActorExecutor: Applied {applied_count} tick sizes to pre-initialized symbols")
except Exception as e:
self.log.error(f"Nautilus ActorExecutor: Error handling tick sizes: {e}")
def handle_raw_tick(self, data):
"""
PRESERVED EXACTLY: All original zero-allocation tick processing
SIMPLIFIED: Zero-allocation tick processing with pre-initialized symbols
Using Nautilus ActorExecutor for regime detection tasks
"""
try:
@@ -916,41 +1046,28 @@ class DOLPHINRegimeActor(Actor):
self.log.error(f"Nautilus ActorExecutor: Malformed tick data: {e}")
return
# PRESERVED EXACTLY: All original array processing logic
# Direct lookup - symbol will exist from pre-initialization
if symbol not in self.symbol_to_idx:
if self.active_symbols >= self.max_symbols:
self.log.error(f"Nautilus ActorExecutor: Max symbols ({self.max_symbols}) exceeded")
return
self.log.error(f"Nautilus ActorExecutor: Symbol {symbol} not found in pre-initialized mappings")
return
idx = self.active_symbols
self.symbol_to_idx[symbol] = idx
self.idx_to_symbol[idx] = symbol
self.active_symbols += 1
idx = self.symbol_to_idx[symbol]
# Initialize arrays
# Check if new candle period
if candle_open_time > self.last_update[idx]:
# Reset for new candle
self.open_prices[idx] = open_price
self.high_prices[idx] = price
self.low_prices[idx] = price
self.close_prices[idx] = price
self.volumes[idx] = 0.0
self.volumes[idx] = size
self.last_update[idx] = candle_open_time
else:
idx = self.symbol_to_idx[symbol]
# Check if new candle period
if candle_open_time > self.last_update[idx]:
# Reset for new candle
self.open_prices[idx] = open_price
self.high_prices[idx] = price
self.low_prices[idx] = price
self.close_prices[idx] = price
self.volumes[idx] = size
self.last_update[idx] = candle_open_time
else:
# Update existing candle data
self.close_prices[idx] = price
self.high_prices[idx] = max(self.high_prices[idx], price)
self.low_prices[idx] = min(self.low_prices[idx], price)
self.volumes[idx] += size
# Update existing candle data
self.close_prices[idx] = price
self.high_prices[idx] = max(self.high_prices[idx], price)
self.low_prices[idx] = min(self.low_prices[idx], price)
self.volumes[idx] += size
self.tick_count += 1
self.processed_ticks += 1
@@ -978,6 +1095,101 @@ class DOLPHINRegimeActor(Actor):
except Exception as e:
self.log.error(f"Nautilus ActorExecutor: Regime detection error: {e}")
def _calculate_enhanced_indicators(self, bull_ratio, bear_ratio, confidence, analyzed, total_symbols):
"""NEW: Calculate enhanced indicators including BB metrics and temporal patterns"""
# Calculate regime momentum signal
base_momentum = (bull_ratio - bear_ratio) * 100 # -100 to +100
sample_quality = min(analyzed / total_symbols, 1.0) if total_symbols > 0 else 0.0
signal = base_momentum * confidence * sample_quality
# Add to signal history
self.signal_history.append(signal)
# Calculate velocity (rate of change in signal)
velocity = 0.0
if len(self.signal_history) >= 2:
velocity = self.signal_history[-1] - self.signal_history[-2]
self.velocity_history.append(velocity)
# Store confidence for trending
self.confidence_history.append(confidence)
# Calculate Bollinger Bands if enough history
bb_metrics = {}
if len(self.signal_history) >= self.bb_period:
recent_signals = list(self.signal_history)[-self.bb_period:]
sma = sum(recent_signals) / len(recent_signals)
# Calculate standard deviation
variance = sum((x - sma) ** 2 for x in recent_signals) / len(recent_signals)
std_dev = variance ** 0.5
upper_band = sma + (self.bb_std_dev * std_dev)
lower_band = sma - (self.bb_std_dev * std_dev)
# Position within BBs (mean reversion interpretation)
if signal > upper_band:
bb_position = 'ABOVE_UPPER'
elif signal < lower_band:
bb_position = 'BELOW_LOWER'
elif signal >= sma:
bb_position = 'UPPER_HALF'
else:
bb_position = 'LOWER_HALF'
# Momentum persistence interpretation
if signal > upper_band:
momentum_signal = 'STRONG_BULL_BREAKOUT'
elif signal < lower_band:
momentum_signal = 'STRONG_BEAR_BREAKOUT'
elif signal > sma:
momentum_signal = 'MILD_BULLISH'
else:
momentum_signal = 'MILD_BEARISH'
bb_metrics = {
'signal': signal,
'sma': sma,
'upper_band': upper_band,
'lower_band': lower_band,
'bb_position': bb_position,
'momentum_signal': momentum_signal,
'bb_ready': True
}
else:
bb_metrics = {
'signal': signal,
'sma': None,
'upper_band': None,
'lower_band': None,
'bb_position': 'INSUFFICIENT_DATA',
'momentum_signal': 'INSUFFICIENT_DATA',
'bb_ready': False
}
# Calculate temporal patterns
temporal_metrics = {}
if len(self.velocity_history) >= 3:
avg_velocity = sum(self.velocity_history) / len(self.velocity_history)
velocity_trend = 'ACCELERATING' if velocity > avg_velocity else 'DECELERATING'
else:
avg_velocity = velocity
velocity_trend = 'BUILDING_HISTORY'
if len(self.confidence_history) >= 5:
confidence_trend = 'RISING' if confidence > sum(self.confidence_history[-5:-1])/4 else 'FALLING'
else:
confidence_trend = 'BUILDING_HISTORY'
temporal_metrics = {
'velocity': velocity,
'avg_velocity': avg_velocity,
'velocity_trend': velocity_trend,
'confidence_trend': confidence_trend
}
return bb_metrics, temporal_metrics
def _run_regime_detection(self):
self.regime_calculations += 1
@@ -1002,23 +1214,26 @@ class DOLPHINRegimeActor(Actor):
analyzed += 1
# NEW: Direct price comparison with epsilon for precision
EPSILON = 1e-10 # Very small tolerance to capture any meaningful price change
# Check if prices are effectively equal
if abs(close_price - open_price) <= EPSILON:
# Prices are effectively equal
symbol_pattern.append(f"S{close_price:.2f}={open_price:.2f}")
# NEW: HFT-grade tick-size based comparison
tick_size = self.tick_sizes[idx]
equality_threshold = tick_size / 2 # Half tick size standard
price_diff = abs(close_price - open_price)
# 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:.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
@@ -1040,6 +1255,11 @@ class DOLPHINRegimeActor(Actor):
# PRESERVED: Original confidence calculation
confidence = self._calculate_confidence(bull_ratio, bear_ratio, analyzed, total_symbols)
# NEW: Calculate enhanced indicators
bb_metrics, temporal_metrics = self._calculate_enhanced_indicators(
bull_ratio, bear_ratio, confidence, analyzed, total_symbols
)
self.previous_bull_ratio = bull_ratio
# Publish regime result using Nautilus message bus
@@ -1058,27 +1278,87 @@ class DOLPHINRegimeActor(Actor):
self.msgbus.publish(REGIME_TOPIC, regime_tuple)
# NEW: Publish enhanced indicators to data bus
indicator_data = {
'timestamp': int(time.time() * 1000),
'regime_momentum_signal': bb_metrics['signal'],
'bb_ready': bb_metrics['bb_ready'],
'velocity': temporal_metrics['velocity'],
'velocity_trend': temporal_metrics['velocity_trend'],
'confidence_trend': temporal_metrics['confidence_trend']
}
self.msgbus.publish(REGIME_INDICATORS_TOPIC, indicator_data)
# Publish BB metrics separately for specialized consumers
if bb_metrics['bb_ready']:
bb_data = {
'timestamp': int(time.time() * 1000),
'signal': bb_metrics['signal'],
'sma': bb_metrics['sma'],
'upper_band': bb_metrics['upper_band'],
'lower_band': bb_metrics['lower_band'],
'bb_position': bb_metrics['bb_position'],
'momentum_signal': bb_metrics['momentum_signal']
}
self.msgbus.publish(BB_METRICS_TOPIC, bb_data)
# Publish temporal patterns
temporal_data = {
'timestamp': int(time.time() * 1000),
'velocity': temporal_metrics['velocity'],
'avg_velocity': temporal_metrics['avg_velocity'],
'velocity_trend': temporal_metrics['velocity_trend'],
'confidence_trend': temporal_metrics['confidence_trend'],
'signal_history_length': len(self.signal_history)
}
self.msgbus.publish(TEMPORAL_PATTERNS_TOPIC, temporal_data)
except Exception as e:
self.log.error(f"Nautilus ActorExecutor: Failed to publish regime result: {e}")
# Log regime changes
if not self.regime_history or regime != self.regime_history[-1]:
self.log.info(f"REGIME CHANGE: {regime.value} | Bull: {bull_ratio:.1%} "
f"Bear: {bear_ratio:.1%} Sideways: {sideways_ratio:.1%} | "
f"Confidence: {confidence:.1%} | Analyzed: {analyzed}/{total_symbols}")
self.log.info(f"REGIME CHANGE: {regime.value} | Bull: {bull_ratio:.2%} "
f"Bear: {bear_ratio:.2%} Sideways: {sideways_ratio:.2%} ({bullish}/{bearish}) | "
f"Confidence: {confidence:.2%} | Analyzed: {analyzed}/{total_symbols}")
self.regime_history.append(regime)
# Periodic regime status (even without changes)
if self.regime_calculations % 1 == 0: # Every calculation
self.log.info(f"REGIME STATUS: {regime.value} | Bull: {bull_ratio:.1%} "
f"Bear: {bear_ratio:.1%} | Processed: {self.processed_ticks} ticks")
if self.regime_calculations % 50 == 0: # Every second, approx, given avg. tick rate
# Determine color based on regime
if regime == MarketRegime.BULL:
color_code = "\033[92m" # Green
elif regime == MarketRegime.BEAR:
color_code = "\033[91m" # Red
else: # SIDEWAYS
color_code = "\033[93m" # Yellow
# Reset color code
reset_code = "\033[0m"
self.log.info(f"{color_code}REGIME STATUS: {regime.value} | Bull: {bull_ratio:.2%} "
f"Bear: {bear_ratio:.2%} ({bullish}/{bearish}) | Processed: {self.processed_ticks} ticks{reset_code}")
# NEW: Enhanced indicator line after regime status
if bb_metrics['bb_ready']:
self.log.info(f"{color_code}INDICATORS: Signal:{bb_metrics['signal']:.1f} | "
f"SMA:{bb_metrics['sma']:.1f} | Upper:{bb_metrics['upper_band']:.1f} | "
f"Lower:{bb_metrics['lower_band']:.1f} | Pos:{bb_metrics['bb_position']} | "
f"Mom:{bb_metrics['momentum_signal']} | Vel:{temporal_metrics['velocity']:.1f} | "
f"VelTrend:{temporal_metrics['velocity_trend']} | ConfTrend:{temporal_metrics['confidence_trend']}{reset_code}")
else:
self.log.info(f"{color_code}INDICATORS: Signal:{bb_metrics['signal']:.1f} | "
f"Status:BUILDING_BB_HISTORY ({len(self.signal_history)}/{self.bb_period}) | "
f"Vel:{temporal_metrics['velocity']:.1f} | VelTrend:{temporal_metrics['velocity_trend']} | "
f"ConfTrend:{temporal_metrics['confidence_trend']}{reset_code}")
# NEW: Log symbol pattern and counts
if symbol_pattern: # Only if we have symbols to show
pattern_str = " ".join(symbol_pattern) + " " # Create pattern with spaces
bull_count = sum(1 for s in symbol_pattern if s.startswith("B"))
bear_count = sum(1 for s in symbol_pattern if s.startswith("X"))
self.log.info(f"{pattern_str} and totals: BULLS:{bull_count}/BEARS:{bear_count}")
self.log.debug(f"{pattern_str} and totals: BULLS:{bull_count}/BEARS:{bear_count}")
def _calculate_confidence(self, bull_ratio: float, bear_ratio: float,
analyzed: int, total: int) -> float:
@@ -1193,7 +1473,7 @@ def test_siloqy_actors_with_nautilus_process_management():
"candle_interval_ms": 15 * 60 * 1000,
"throttle_mode": True, # ENABLED: Safe for dual instance testing
"throttle_rate_limit_seconds": 10.0, # 10s between batches (vs 2.5s)
"max_symbols_throttled": 100 # Only 100 symbols (vs 2000+)
"max_symbols_throttled": 414 # Only 100 symbols (vs 2000+)
}
)
@@ -1203,7 +1483,7 @@ def test_siloqy_actors_with_nautilus_process_management():
config={
"component_id": "SILOQY-MAIN-ACTOR",
"candle_interval_ms": 15 * 60 * 1000,
"throttle_mode": True, # ENABLED: Reduced tick generation
"throttle_mode": False, # ENABLED: Reduced tick generation
"enable_real_data": True # CHANGE TO True for real WebSocket data
}
)
@@ -1241,7 +1521,6 @@ def test_siloqy_actors_with_nautilus_process_management():
node = TradingNode(config=trading_config)
try:
node.build()
print("Node built successfully with Nautilus built-in process management")

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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?).-