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refactor: persist EWMA only on LLM failure, dedup EWMA helper

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Audit items #7 and #5.

#7 — BrentPricePredictor::generatePrediction previously wrote both an
EWMA row and an LLM row to price_predictions on every run. The
downstream OilSignal already prefers llm_with_context > llm > ewma, so
the EWMA row was dead weight 95% of the time. Now we try LLM first; if
it returns null (no API key, parse failure, etc.) we compute and persist
EWMA as a real fallback. This also avoids redundant work on the success
path.

Updated the "stores both" test to "stores only LLM" — asserts no EWMA
row is written when the provider succeeds.

#5 — BrentPricePredictor and AnthropicPredictionProvider both had
byte-identical computeEwma() methods with identical EWMA_ALPHA = 0.3
constants. Extracted to App\Services\Ewma::compute() and dropped both
private methods + their alpha constants.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
This commit is contained in:
Ovidiu U
2026-04-29 20:04:41 +01:00
parent c46b017b51
commit 4ce5066596
4 changed files with 45 additions and 48 deletions
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21
app/Services/LlmPrediction/AnthropicPredictionProvider.php
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@@ -4,6 +4,7 @@ namespace App\Services\LlmPrediction;
use App\Enums\PredictionSource;
use App\Models\PricePrediction;
use App\Services\Ewma;
use Illuminate\Support\Collection;
use Illuminate\Support\Facades\Http;
use Illuminate\Support\Facades\Log;
@@ -11,8 +12,6 @@ use Throwable;
class AnthropicPredictionProvider extends AbstractLlmPredictionProvider
{
private const float EWMA_ALPHA = 0.3;
/**
* Tries web-search-enriched prediction first, falls back to basic tool use.
* Overrides the parent flow because Anthropic uses two phases (web search
@@ -112,9 +111,9 @@ class AnthropicPredictionProvider extends AbstractLlmPredictionProvider
private function predictBasic(Collection $prices): ?PricePrediction
{
$chronological = $prices->sortBy('date');
$ewma3 = $this->computeEwma($chronological->take(-3)->pluck('price_usd')->values()->all());
$ewma7 = $this->computeEwma($chronological->take(-7)->pluck('price_usd')->values()->all());
$ewma14 = $this->computeEwma($chronological->pluck('price_usd')->values()->all());
$ewma3 = Ewma::compute($chronological->take(-3)->pluck('price_usd')->values()->all());
$ewma7 = Ewma::compute($chronological->take(-7)->pluck('price_usd')->values()->all());
$ewma14 = Ewma::compute($chronological->pluck('price_usd')->values()->all());
$url = 'https://api.anthropic.com/v1/messages';
@@ -229,16 +228,4 @@ class AnthropicPredictionProvider extends AbstractLlmPredictionProvider
return $block['input'] ?? null;
}
/** @param float[] $prices Chronological order (oldest first) */
private function computeEwma(array $prices): float
{
$ema = $prices[0];
foreach (array_slice($prices, 1) as $price) {
$ema = self::EWMA_ALPHA * $price + (1 - self::EWMA_ALPHA) * $ema;
}
return round($ema, 4);
}
}