nautilus_actor_test_implementation_5x.py

@@ -925,44 +925,64 @@ class DOLPHINRegimeActor(Actor):
     
     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):
-            """Handle tick sizes from discovery actor"""
+        """Apply tick sizes to pre-initialized symbol mappings"""
-            try:
+        try:
-                tick_sizes, timestamp = data
+            tick_sizes, timestamp = data
-                self.log.info(f"Nautilus ActorExecutor: Received {len(tick_sizes)} tick sizes from discovery actor")
+            self.log.info(f"Nautilus ActorExecutor: Received {len(tick_sizes)} tick sizes from discovery actor")
-                
+            
-                # Update the pre-allocated array with actual tick sizes
+            applied_count = 0
-                updated_count = 0
+            for symbol, tick_size in tick_sizes.items():
-                for symbol, tick_size in tick_sizes.items():
+                if symbol in self.symbol_to_idx:  # Will exist from pre-initialization
-                    if symbol in self.symbol_to_idx:
+                    idx = self.symbol_to_idx[symbol]
-                        idx = self.symbol_to_idx[symbol]
+                    if 0 < tick_size <= 1.0:
-                        # Validate tick size
+                        self.tick_sizes[idx] = tick_size
-                        if tick_size <= 0 or tick_size > 1.0:
+                        applied_count += 1
-                            self.log.warning(f"Invalid tick size {tick_size} for {symbol}, using fallback")
+                    else:
-                            self.tick_sizes[idx] = 1e-8  # Use fallback
+                        self.log.warning(f"Invalid tick size {tick_size} for {symbol}, using fallback")
-                        else:
+            
-                            self.tick_sizes[idx] = tick_size
+            self.log.info(f"Nautilus ActorExecutor: Applied {applied_count} tick sizes to pre-initialized symbols")
-                            updated_count += 1
+            
-                
+        except Exception as e:
-                self.log.info(f"Nautilus ActorExecutor: Updated {updated_count} tick sizes in pre-allocated array")
+            self.log.error(f"Nautilus ActorExecutor: Error handling tick sizes: {e}")
-                
-            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:
@@ -972,41 +992,28 @@ 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: Symbol {symbol} not found in pre-initialized mappings")
-                self.log.error(f"Nautilus ActorExecutor: Max symbols ({self.max_symbols}) exceeded")
+            return
-                return
             
-            idx = self.active_symbols
+        idx = self.symbol_to_idx[symbol]
-            self.symbol_to_idx[symbol] = idx
+        
-            self.idx_to_symbol[idx] = symbol
+        # Check if new candle period
-            self.active_symbols += 1
+        if candle_open_time > self.last_update[idx]:
-            
+            # Reset for new candle
-            # Initialize arrays
             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]
+            # Update existing candle data
-            
+            self.close_prices[idx] = price
-            # Check if new candle period
+            self.high_prices[idx] = max(self.high_prices[idx], price)
-            if candle_open_time > self.last_update[idx]:
+            self.low_prices[idx] = min(self.low_prices[idx], price)
-                # Reset for new candle
+            self.volumes[idx] += size
-                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
         
         self.tick_count += 1
         self.processed_ticks += 1