siloqy/docs/DOLPHIN_Period_Tracking_Feature_Analysis.md

# DOLPHIN System Period Tracking Feature Analysis

## Overview
This document compiles all available information about adding 15m, 1H, and other period tracking capabilities to the DOLPHIN system, which currently tracks BULL% vs BEARS% in trade data.

## Current DOLPHIN System Status
Based on the conversation data found:

### Existing Functionality
- **Current Output**: Produces `up_ratio`/`down_ratio` based on 500 symbols
- **Data Format**: JSON with regime ("BULL"/"BEAR"), ratios, timestamp
- **Sample Data Shows**: Transitions like 76.3% bullish → 14.2% bullish (major regime shifts)
- **Architecture**: Part of SILOQY = DOLPHIN (regime detection) + JERICHO (FSM signals) + future HARLEQUIN (trading)

### Current Data Structure
```json
{
  "regime": "BULL",
  "up_ratio": 0.7627118644067796,
  "down_ratio": 0.23728813559322035,
  "total_symbols": 405,
  "timestamp": "2025-08-12T17:10:16.389625"
}
```

## Proposed Period Tracking Enhancements

### Missing Features Identified
From the conversation analysis, the following enhancements were discussed:

1. **Bollinger Band Distance Calculations**
   - Missing: BB distance calculations for BTC specifically
   - Need: BB proximity calculation as percentages
   - Proposed addition to data structure:
   ```json
   {
     "bull_pct": 76.3,
     "bear_pct": 23.7, 
     "regime": "BULL",
     "timestamp": "...",
     "bb_dist_pct": 1.23  // NEW: distance to closest BB
   }
   ```

2. **Time Period Tracking**
   - **3m candles**: Mentioned that "Jericho has been tested in Bitcoin 3m candles, yielding good results"
   - **Period synchronization**: DOLPHIN runs every ~5 seconds, JERICHO spec mentions 5-second SCANs
   - **Multi-timeframe support**: References to 15m, 1H periods for enhanced tracking

3. **Historical Data Integration**
   - **Latest X Amount of Periods**: Need to track recent period performance
   - **Rolling Windows**: Implementation of moving averages across different timeframes
   - **Period-based Analysis**: Track bull/bear percentages across multiple timeframes simultaneously

## Technical Implementation Requirements

### Data Structure Enhancements
The DOLPHIN system would need to expand its output to include:

```json
{
  "regime": "BULL",
  "current_period": {
    "up_ratio": 0.7627,
    "down_ratio": 0.2373,
    "timestamp": "2025-08-12T17:10:16.389625"
  },
  "period_tracking": {
    "5m": {
      "latest_periods": [
        {"up_ratio": 0.76, "down_ratio": 0.24, "timestamp": "..."},
        {"up_ratio": 0.72, "down_ratio": 0.28, "timestamp": "..."}
      ],
      "average_bull_pct": 74.0,
      "trend": "BULLISH"
    },
    "15m": {
      "latest_periods": [...],
      "average_bull_pct": 71.5,
      "trend": "BULLISH"
    },
    "1H": {
      "latest_periods": [...],
      "average_bull_pct": 68.2,
      "trend": "NEUTRAL"
    }
  },
  "bb_analysis": {
    "btc_bb_distance_pct": 1.23,
    "proximity_status": "WATCHING"
  }
}
```

### Integration Points
1. **DOLPHIN → JERICHO**: Enhanced JSON websocket with regime/ratios + BB distances + period analysis
2. **Period Synchronization**: Align DOLPHIN's ~5-second updates with JERICHO's 5-second SCANs
3. **Multi-timeframe Analysis**: Support for 5m, 15m, 1H, and potentially longer periods

## Proposed Feature Specifications

### 1. Period Tracking Configuration
- **Configurable Periods**: 5m, 15m, 30m, 1H, 4H, 1D
- **History Depth**: Track latest X periods (configurable, default 20-50 periods)
- **Rolling Calculations**: Moving averages of bull/bear percentages across periods

### 2. Enhanced Analytics
- **Trend Detection**: Identify bullish/bearish trends across different timeframes
- **Momentum Analysis**: Rate of change in bull/bear percentages
- **Cross-timeframe Correlation**: Identify when multiple timeframes align

### 3. Alert System
- **Regime Changes**: Alert when regime changes across multiple timeframes
- **Threshold Breaches**: Configurable alerts for extreme bull/bear percentages
- **Trend Reversals**: Early warning system for potential trend changes

## Implementation Priority

### Phase 1: Basic Period Tracking
1. Add 15m and 1H period tracking to existing DOLPHIN output
2. Implement rolling window calculations for latest X periods
3. Basic trend detection (bullish/bearish/neutral)

### Phase 2: Enhanced Analytics
1. Cross-timeframe correlation analysis
2. Momentum calculations and trend strength indicators
3. Integration with JERICHO FSM for enhanced signal generation

### Phase 3: Advanced Features
1. Machine learning-based pattern recognition across periods
2. Predictive analytics for regime changes
3. Advanced alert and notification system

## Notes and Limitations

### Data Availability
- Limited specific conversation data about exact implementation details
- Most references are architectural rather than detailed specifications
- Need more detailed requirements gathering for specific period tracking needs

### Technical Considerations
- **Performance Impact**: Adding multiple timeframe tracking will increase computational load
- **Data Storage**: Need to consider storage requirements for historical period data
- **Real-time Processing**: Ensure period calculations don't impact real-time performance

## Recommendations

1. **Start Simple**: Begin with 15m and 1H tracking as proof of concept
2. **Configurable Design**: Make period selection and history depth configurable
3. **Backward Compatibility**: Ensure existing DOLPHIN consumers continue to work
4. **Performance Monitoring**: Implement metrics to monitor impact of new features
5. **Gradual Rollout**: Phase implementation to validate each component before adding complexity

## Missing Information

The conversation dump did not contain detailed specifications for:
- Exact calculation methods for period aggregation
- Specific use cases for different timeframes
- Performance requirements and constraints
- Integration testing procedures
- User interface requirements for period tracking data

**Recommendation**: Conduct additional requirements gathering sessions to fill these gaps before implementation begins.