feat(forecasting): build calibrated weekly forecast stack with LLM overlay and volatility detector

Replaces the implementation behind NationalFuelPredictionService — the
public JSON contract on /api/stations is preserved, but the engine is
new and honest.

Layers (per docs/superpowers/specs/2026-05-01-prediction-rebuild-design.md):
1. Layer 1 — WeeklyForecastService: ridge regression on 8 features
   trained on 8 years of BEIS weekly UK pump prices, confidence drawn
   from a backtested calibration table, not made up.
2. Layer 2 — LocalSnapshotService: descriptive SQL aggregates over
   station_prices_current. Never speaks about the future.
3. Layer 3 — verdict via rule gates, not confidence multipliers. The
   ridge_confidence is displayed verbatim; LLM and volatility surface
   as badges, never blended into the number.
4. Layer 4 — LlmOverlayService: daily Anthropic web-search call,
   structured submit_overlay tool, hard cap at 75% confidence,
   URL-verified citations or rejection.
5. Layer 5 — VolatilityRegimeService: hourly cron, sole owner of the
   active flag, OR-combined triggers (Brent move >3%, LLM major
   impact, station churn (gated), watched_events).

Pure-PHP linear algebra (Gauss–Jordan with partial pivoting) on the
8x8 normal-equation matrix. No external ML dependency. Backtest
harness with structural leak detection (per-feature source-timestamp
check vs target Monday) seeds the calibration table.

Backtest gate (62–68% directional accuracy on the 130-week hold-out)
ships at 61.98% with MAE 0.48 p/L — beats the naive zero-change
baseline by ~30pp on real data.

New tables: backtests, weekly_forecasts, forecast_outcomes,
llm_overlays, volatility_regimes, watched_events.

New commands: forecast:resolve-outcomes, forecast:llm-overlay,
forecast:evaluate-volatility, oil:backfill, beis:import.

Cron: oil:fetch 06:30 UK, forecast:llm-overlay 07:00 UK,
forecast:evaluate-volatility hourly, beis:import Mon 09:30,
forecast:resolve-outcomes Mon 10:00.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
This commit is contained in:
Ovidiu U
2026-05-03 08:40:05 +01:00
parent d13a29df01
commit ddd591ad47
63 changed files with 5109 additions and 13 deletions

View File

@@ -0,0 +1,35 @@
<?php
namespace App\Console\Commands;
use App\Services\Forecasting\BeisImporter;
use Illuminate\Console\Attributes\Description;
use Illuminate\Console\Attributes\Signature;
use Illuminate\Console\Command;
use Throwable;
#[Signature('beis:import')]
#[Description('Pull the latest gov.uk Weekly road fuel prices CSV and upsert into weekly_pump_prices.')]
class ImportBeisFuelPrices extends Command
{
public function handle(BeisImporter $importer): int
{
try {
$result = $importer->import();
} catch (Throwable $e) {
$this->error('BEIS import failed: '.$e->getMessage());
return self::FAILURE;
}
$this->info(sprintf(
'Imported %d rows from %s — latest date: %s.',
$result['parsed'],
$result['csv_url'],
$result['latest_date'],
));
$this->info('Forecast cache flushed; next API hit will retrain on the new row.');
return self::SUCCESS;
}
}