nautilus_actor_test_implementation_5x.py

@@ -1,13 +1,16 @@
 import time
+import sys
 import numpy as np
 import asyncio
 import json
 import math
+import httpx
+import websockets
 from typing import Dict, List, Optional, Tuple, Any
 from enum import Enum
 from collections import deque
-import httpx
 import random  # Added for _simulate_websocket_ticks
+from dataclasses import dataclass, field
 
 # Nautilus imports - following test pattern
 from nautilus_trader.config import TradingNodeConfig, ImportableActorConfig
@@ -34,6 +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
@@ -44,6 +53,239 @@ class MarketRegime(Enum):
     BEAR = "BEAR"
     TRANSITION = "TRANSITION"
     SIDEWAYS = "SIDEWAYS"
+
+# ============================================================================
+# EXTRACTED FROM STANDALONE: REAL WEBSOCKET INFRASTRUCTURE
+# ============================================================================
+
+@dataclass
+class TickData:
+    """Universal tick data structure from standalone"""
+    symbol: str
+    price: float
+    quantity: float
+    timestamp: int
+    is_buyer_maker: bool
+    trade_id: int
+    exchange: str
+    raw_data: Dict = None
+
+    def __post_init__(self):
+        if self.raw_data is None:
+            self.raw_data = {}
+
+@dataclass  
+class ExchangeConfig:
+    """Exchange-specific configuration from standalone"""
+    name: str
+    websocket_limit_per_second: int
+    max_streams_per_connection: int
+    max_connections_per_window: int
+    connection_window_seconds: int
+    base_websocket_url: str
+    requires_auth: bool = False
+    ping_interval: float = 20.0
+    ping_timeout: float = 10.0
+
+class BinanceAdapter:
+    """EXTRACTED FROM STANDALONE: Binance-specific WebSocket adapter"""
+    
+    def __init__(self):
+        self.config = ExchangeConfig(
+            name="binance",
+            websocket_limit_per_second=10,
+            max_streams_per_connection=1024,
+            max_connections_per_window=300,
+            connection_window_seconds=300,  # 5 minutes
+            base_websocket_url="wss://stream.binance.com:9443",
+            requires_auth=False
+        )
+        self.logger = Logger(f"BINANCE_ADAPTER")
+    
+    def get_websocket_url(self, symbols: List[str]) -> str:
+        """Build Binance WebSocket URL with combined streams"""
+        if len(symbols) == 1:
+            symbol = symbols[0].lower()
+            return f"{self.config.base_websocket_url}/ws/{symbol}@trade"
+        else:
+            # Combined stream approach
+            streams = [f"{symbol.lower()}@trade" for symbol in symbols]
+            stream_string = "/".join(streams)
+            return f"{self.config.base_websocket_url}/stream?streams={stream_string}"
+    
+    def parse_message(self, message: str) -> Optional[TickData]:
+        """EXTRACTED FROM STANDALONE: Parse Binance trade message"""
+        try:
+            data = json.loads(message)
+            
+            # Handle combined stream format
+            if 'stream' in data and 'data' in data:
+                stream_name = data['stream']
+                trade_data = data['data']
+            else:
+                # Single stream format
+                trade_data = data
+                stream_name = trade_data.get('e', '')
+            
+            # Only process trade events
+            if not (stream_name.endswith('@trade') or trade_data.get('e') == 'trade'):
+                return None
+            
+            return TickData(
+                symbol=trade_data['s'],
+                price=float(trade_data['p']),
+                quantity=float(trade_data['q']),
+                timestamp=int(trade_data['T']),
+                is_buyer_maker=trade_data['m'],
+                trade_id=int(trade_data['t']),
+                exchange="binance",
+                raw_data=trade_data
+            )
+            
+        except (json.JSONDecodeError, KeyError, ValueError) as e:
+            self.logger.error(f"Failed to parse Binance message: {e}")
+            return None
+    
+    def calculate_optimal_distribution(self, symbols: List[str]) -> List[List[str]]:
+        """EXTRACTED FROM STANDALONE: Calculate optimal symbol distribution across connections"""
+        # Conservative: leave room for message bursts
+        safety_margin = 0.7
+        symbols_per_connection = int(
+            min(
+                self.config.max_streams_per_connection * safety_margin,
+                self.config.websocket_limit_per_second * 5  # 5-second buffer
+            )
+        )
+        
+        # Group symbols into chunks
+        symbol_groups = []
+        for i in range(0, len(symbols), symbols_per_connection):
+            group = symbols[i:i + symbols_per_connection]
+            symbol_groups.append(group)
+        
+        return symbol_groups
+
+class SiloqyWebSocketConnection:
+    """EXTRACTED FROM STANDALONE: WebSocket connection adapted for Nautilus msgbus"""
+    
+    def __init__(self, connection_id: str, symbols: List[str], 
+                 binance_adapter: BinanceAdapter, main_actor_ref):
+        self.connection_id = connection_id
+        self.symbols = symbols
+        self.adapter = binance_adapter
+        self.main_actor = main_actor_ref  # Reference to SILOQYMainActor for msgbus access
+        
+        self.websocket = None
+        self.is_running = False
+        self.retry_count = 0
+        self.messages_received = 0
+        self.last_message_time = 0.0
+        self.connected_at = None
+        
+        self.logger = Logger(f"WS_{connection_id}")
+        self.logger.info(f"WebSocket connection initialized for {len(symbols)} symbols")
+    
+    async def start(self) -> None:
+        """Start the WebSocket connection"""
+        self.is_running = True
+        
+        while self.is_running:
+            try:
+                await self._connect_and_run()
+            except Exception as e:
+                self.logger.error(f"Connection {self.connection_id} error: {e}")
+                
+                if self.is_running:
+                    await self._handle_reconnection()
+                else:
+                    break
+    
+    async def _connect_and_run(self) -> None:
+        """EXTRACTED FROM STANDALONE: Connect to WebSocket and run message loop"""
+        url = self.adapter.get_websocket_url(self.symbols)
+        
+        self.logger.info(f"Connecting to Binance: {url[:100]}...")
+        
+        async with websockets.connect(
+            url,
+            ping_interval=self.adapter.config.ping_interval,
+            ping_timeout=self.adapter.config.ping_timeout,
+            close_timeout=10
+        ) as websocket:
+            self.websocket = websocket
+            self.connected_at = time.time()
+            self.retry_count = 0
+            
+            self.logger.info(f"Connection {self.connection_id} established")
+            
+            # Message processing loop
+            async for message in websocket:
+                if not self.is_running:
+                    break
+                
+                try:
+                    await self._process_message(message)
+                except Exception as e:
+                    self.logger.error(f"Message processing error: {e}")
+    
+    async def _process_message(self, message: str) -> None:
+        """Process incoming WebSocket message and convert to Nautilus format"""
+        self.messages_received += 1
+        self.last_message_time = time.time()
+        
+        # Parse message using Binance adapter
+        tick_data = self.adapter.parse_message(message)
+        if tick_data:
+            # Convert TickData to SiloqyTradeTick and publish via Nautilus msgbus
+            try:
+                # Create SiloqyTradeTick object
+                siloqy_tick = SiloqyTradeTick(
+                    instrument_id=tick_data.symbol,
+                    price=round(tick_data.price, 8),
+                    size=round(tick_data.quantity, 8),
+                    ts_event=tick_data.timestamp * 1000000,  # Convert ms to ns
+                    ts_init=int(time.time_ns()),
+                    open_price=None,  # Will be set by candle logic
+                    candle_open_time=None,  # Will be set by candle logic
+                    tick_side=None,
+                    exchange="BINANCE",
+                    liquidity_flag=None
+                )
+                
+                # Get candle information from main actor
+                if hasattr(self.main_actor, 'active_candles') and self.main_actor.active_candles:
+                    symbol = tick_data.symbol
+                    if symbol in self.main_actor.active_candles:
+                        candle = self.main_actor.active_candles[symbol]
+                        siloqy_tick.open_price = candle.get('open_price', tick_data.price)
+                        siloqy_tick.candle_open_time = candle.get('open_time', int(time.time() * 1000))
+                
+                # Process through main actor's tick handling (preserves all candle logic)
+                self.main_actor.on_websocket_tick(
+                    tick_data.symbol, 
+                    tick_data.price, 
+                    tick_data.quantity, 
+                    tick_data.timestamp
+                )
+                
+            except Exception as e:
+                self.logger.error(f"Failed to process tick: {e}")
+    
+    async def _handle_reconnection(self) -> None:
+        """Handle reconnection with exponential backoff"""
+        self.retry_count += 1
+        delay = min(2 ** self.retry_count, 60)  # Max 60 seconds
+        
+        self.logger.warning(f"Reconnecting in {delay}s (attempt {self.retry_count})")
+        await asyncio.sleep(delay)
+    
+    async def stop(self) -> None:
+        """Stop the connection"""
+        self.logger.info(f"Stopping connection {self.connection_id}")
+        self.is_running = False
+        
+        if self.websocket:
+            await self.websocket.close()
     
 # --------------------------------------------------------------------
 # SILOQY Custom Tick - PRESERVED with fixes
@@ -95,10 +337,11 @@ class SILOQYSymbolDiscoveryConfig(ActorConfig):
 class SILOQYMainActorConfig(ActorConfig):
     candle_interval_ms: int = 15 * 60 * 1000
     throttle_mode: bool = False
+    enable_real_data: bool = False  # NEW: Enable real WebSocket data
 
 class DOLPHINRegimeActorConfig(ActorConfig):
     max_symbols: int = 5000
-    ticks_per_analysis: int = 1000
+    ticks_per_analysis: int = 10
 
 class SILOQYNormalizerConfig(ActorConfig):
     pass
@@ -115,6 +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
@@ -174,18 +418,84 @@ 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:
                     self.symbols = full_symbols[:self.max_symbols_throttled]
@@ -200,6 +510,7 @@ class SILOQYSymbolDiscoveryActor(Actor):
                 raise Exception(f"Failed to fetch exchange info: {response.status_code}")
     
     async def _fetch_stats_and_reconstruct_candles(self):
+        """PRESERVED: All original rate limiting with Nautilus async patterns"""
         url = "https://api.binance.com/api/v3/ticker/24hr"
         klines_url = "https://api.binance.com/api/v3/klines"
         ticker_url = "https://api.binance.com/api/v3/ticker/price"
@@ -315,7 +626,7 @@ class SILOQYSymbolDiscoveryActor(Actor):
                 except Exception as e:
                     self.log.error(f"Request failed: {str(e)}")
                 
-                # PRESERVED: Original rate limiting
+                # PRESERVED: Original rate limiting with Nautilus async
                 elapsed = time.time() - start_time
                 if i + 50 < len(self.symbols):
                     sleep_time = max(0, rate_limit_interval - elapsed)
@@ -337,8 +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")
@@ -353,6 +666,7 @@ class SILOQYMainActor(Actor):
         # Preserve original configuration
         self.candle_interval_ms = config.candle_interval_ms
         self.throttle_mode = config.throttle_mode
+        self.enable_real_data = config.enable_real_data  # NEW: Real data capability
         self.connections = {}
         self.connection_tasks = {}
         
@@ -360,6 +674,11 @@ class SILOQYMainActor(Actor):
         self.symbols = []
         self.active_candles = {}
         
+        # WebSocket infrastructure - NEW
+        self.binance_adapter = BinanceAdapter() if self.enable_real_data else None
+        self.websocket_connections: Dict[str, SiloqyWebSocketConnection] = {}
+        self.websocket_tasks: Dict[str, asyncio.Task] = {}
+        
         # WebSocket tasks - managed by Nautilus ActorExecutor
         self.ws_tasks = []
         
@@ -369,6 +688,11 @@ class SILOQYMainActor(Actor):
         if self.throttle_mode:
             self.log.warning("THROTTLE MODE: Main actor will use reduced tick generation")
         
+        if self.enable_real_data:
+            self.log.info("REAL DATA MODE: Will connect to Binance WebSocket streams")
+        else:
+            self.log.info("SIMULATION MODE: Will generate simulated ticks")
+        
         self.log.info("SILOQYMainActor initialized with Nautilus ActorExecutor")
     
     def on_start(self) -> None:
@@ -393,6 +717,12 @@ class SILOQYMainActor(Actor):
     def on_stop(self) -> None:
         """Stop the actor - Nautilus handles executor cleanup"""
         self.log.info("Nautilus ActorExecutor: SILOQYMainActor stopping")
+        
+        # Stop WebSocket connections if running
+        if self.enable_real_data:
+            for conn in self.websocket_connections.values():
+                asyncio.create_task(conn.stop())
+        
         # Nautilus kernel handles executor shutdown - no manual cleanup needed
     
     async def on_start_async(self) -> None:
@@ -401,8 +731,11 @@ class SILOQYMainActor(Actor):
             self.log.info("Nautilus ActorExecutor: Waiting for symbol discovery to complete...")
             await asyncio.wait_for(self.discovery_complete.wait(), timeout=120.0)
             
-            # PRESERVED: Start WebSocket connections
-            await self._start_websocket_connections()
+            # ENHANCED: Start real or simulated connections based on configuration
+            if self.enable_real_data:
+                await self._start_real_websocket_connections()
+            else:
+                await self._start_simulated_connections()
             
             self.log.info("Nautilus ActorExecutor: SILOQYMainActor startup completed successfully")
             
@@ -423,7 +756,6 @@ class SILOQYMainActor(Actor):
         except Exception as e:
             self.log.error(f"Nautilus ActorExecutor: Error handling symbols discovered: {e}")
     
-    # FIXED: SILOQYMainActor.handle_candles_initial
     def handle_candles_initial(self, data):
         """Handle initial candles from discovery actor and properly initialize the candle dict."""
         try:
@@ -448,8 +780,53 @@ class SILOQYMainActor(Actor):
         except Exception as e:
             self.log.error(f"Nautilus ActorExecutor: Error handling candles initial: {e}")
     
-    async def _start_websocket_connections(self):
-        """PRESERVED: Original WebSocket connection logic with Nautilus ActorExecutor"""
+    async def _start_real_websocket_connections(self):
+        """NEW: Start real Binance WebSocket connections with throttle control"""
+        self.log.info("Starting REAL Binance WebSocket connections for live data...")
+        
+        # Apply throttle mode limits to WebSocket connections
+        symbols_to_use = self.symbols
+        if self.throttle_mode:
+            symbols_to_use = self.symbols[:10]  # Limit to 10 symbols in throttle mode
+            self.log.warning(f"THROTTLE MODE: Limited real data to {len(symbols_to_use)} symbols")
+        
+        # Calculate optimal symbol distribution
+        symbol_groups = self.binance_adapter.calculate_optimal_distribution(symbols_to_use)
+        
+        self.log.info(f"Real WebSocket distribution:")
+        self.log.info(f"   - Total symbols: {len(symbols_to_use)}")
+        self.log.info(f"   - Connections needed: {len(symbol_groups)}")
+        
+        # Start WebSocket connections
+        for i, symbol_group in enumerate(symbol_groups):
+            connection_id = f"binance_real_{i:03d}"
+            
+            connection = SiloqyWebSocketConnection(
+                connection_id=connection_id,
+                symbols=symbol_group,
+                binance_adapter=self.binance_adapter,
+                main_actor_ref=self
+            )
+            
+            self.websocket_connections[connection_id] = connection
+            
+            # Use Nautilus ActorExecutor for WebSocket task management
+            if hasattr(self, '_executor') and self._executor:
+                future = self._executor.submit(connection.start())
+                self.log.info(f"Real WebSocket {connection_id} submitted to ActorExecutor")
+            else:
+                task = asyncio.create_task(connection.start())
+                self.websocket_tasks[connection_id] = task
+                self.log.warning(f"Real WebSocket {connection_id} started with asyncio fallback")
+            
+            # Rate limit connection establishment
+            if i < len(symbol_groups) - 1:
+                await asyncio.sleep(1.0)  # 1 second between connections
+        
+        self.log.info(f"Started {len(symbol_groups)} real WebSocket connections")
+    
+    async def _start_simulated_connections(self):
+        """PRESERVED: Original WebSocket simulation logic with Nautilus ActorExecutor"""
         self.log.info("Starting WebSocket simulation for tick generation...")
         self.log.info(f"Will simulate ticks for first 10 of {len(self.symbols)} symbols")
         
@@ -464,6 +841,7 @@ class SILOQYMainActor(Actor):
             self.ws_tasks.append(task)
         
     async def _simulate_websocket_ticks(self):        
+        """PRESERVED: Original simulation logic"""
         # Adjust tick rate for throttle mode
         tick_delay = 0.1 if self.throttle_mode else 0.01
         symbols_to_simulate = min(5 if self.throttle_mode else 10, len(self.symbols))
@@ -489,7 +867,8 @@ class SILOQYMainActor(Actor):
                     log_interval = 500 if self.throttle_mode else 1000
                     if tick_count % log_interval == 0:
                         mode_indicator = "THROTTLE" if self.throttle_mode else ""
-                        self.log.info(f"Generated {tick_count} ticks {mode_indicator} - latest: {symbol}@{price:.2f}")
+                        data_source = "REAL" if self.enable_real_data else "SIM"
+                        self.log.info(f"Generated {tick_count} ticks {mode_indicator} {data_source} - latest: {symbol}@{price:.2f}")
                     
                 await asyncio.sleep(tick_delay)
         except asyncio.CancelledError:
@@ -549,6 +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):
@@ -565,6 +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 = {}
@@ -585,25 +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:
@@ -613,41 +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
-            
-            # Initialize arrays
+        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] = 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
@@ -675,6 +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
         
@@ -686,6 +1201,9 @@ class DOLPHINRegimeActor(Actor):
         bullish = 0
         bearish = 0
         
+        # NEW: Track pattern of bullish/bearish symbols for this calculation
+        symbol_pattern = []
+        
         # PRESERVED: Original analysis with exact thresholds
         for idx in range(self.active_symbols):
             open_price = self.open_prices[idx]
@@ -696,13 +1214,26 @@ class DOLPHINRegimeActor(Actor):
             
             analyzed += 1
             
-            # PRESERVED: EXACT DOLPHIN thresholds
-            change = (close_price - open_price) / open_price
+
+            # 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)
             
-            if change >= 0.0015:  # 0.15% threshold for bullish
+            # 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
-            elif change <= -0.0015:  # -0.15% threshold for bearish
+                # Arrow points to close (larger price)
+                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:.8f}<-{open_price:.8f}")
         
         if analyzed == 0:
             return
@@ -724,6 +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
@@ -742,20 +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 % 10 == 0:  # Every 10 calculations
-            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.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:
@@ -870,7 +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+)
         }
     )
     
@@ -880,7 +1483,8 @@ 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
         }
     )
     
@@ -890,7 +1494,7 @@ def test_siloqy_actors_with_nautilus_process_management():
         config={
             "component_id": "DOLPHIN-REGIME-ACTOR",
             "max_symbols": 5000,
-            "ticks_per_analysis": 500  # Reduced for throttle mode testing
+            "ticks_per_analysis": 2  # Reduced for throttle mode testing
         }
     )
     
@@ -915,8 +1519,8 @@ def test_siloqy_actors_with_nautilus_process_management():
         exec_clients={}  # No execution clients for this test
     )
         
-    node = TradingNode(config=trading_config)
-    
+    node = TradingNode(config=trading_config) 
+
     try:
         node.build()
         print("Node built successfully with Nautilus built-in process management")

symbol_consideration_issue.md

@@ -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?).-