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

@@ -21,17 +21,50 @@ final class FredBrentPriceSource
*/
public function fetch(): ?array
{
return $this->call([
'sort_order' => 'desc',
'limit' => 30,
]);
}
/**
* Backfill range (inclusive). FRED's `observation_start` /
* `observation_end` parameters expect ISO dates (YYYY-MM-DD).
* Returns null when the range is empty (e.g. all weekends/holidays).
*
* @return array{date: string, price_usd: float}[]|null
*
* @throws BrentPriceFetchException
*/
public function fetchRange(string $from, string $to): ?array
{
return $this->call([
'observation_start' => $from,
'observation_end' => $to,
'sort_order' => 'asc',
'limit' => 100000,
]);
}
/**
* @param array<string, scalar> $extraParams
* @return array{date: string, price_usd: float}[]|null
*
* @throws BrentPriceFetchException
*/
private function call(array $extraParams): ?array
{
$params = array_merge([
'series_id' => 'DCOILBRENTEU',
'api_key' => config('services.fred.api_key'),
'file_type' => 'json',
], $extraParams);
try {
$response = $this->apiLogger->send('fred', 'GET', self::URL, fn () => Http::timeout(30)
$response = $this->apiLogger->send('fred', 'GET', self::URL, fn () => Http::timeout(60)
->retry(3, 200, fn (Throwable $e) => $this->shouldRetry($e))
->throw()
->get(self::URL, [
'series_id' => 'DCOILBRENTEU',
'api_key' => config('services.fred.api_key'),
'sort_order' => 'desc',
'limit' => 30,
'file_type' => 'json',
]));
->get(self::URL, $params));
} catch (ConnectionException $e) {
throw new BrentPriceFetchException("FRED connection failed: {$e->getMessage()}", previous: $e);
} catch (RequestException $e) {