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

@@ -20,6 +20,37 @@ beforeEach(function (): void {
);
});
it('backfills a date range from FRED into brent_prices', function (): void {
Http::fake([
'*api.stlouisfed.org/*' => Http::response([
'observations' => [
['date' => '2018-01-02', 'value' => '66.65'],
['date' => '2018-01-03', 'value' => '67.84'],
['date' => '2018-01-04', 'value' => '67.49'],
['date' => '2018-01-05', 'value' => '67.72'],
],
]),
]);
$count = $this->fetcher->backfillFromFred('2018-01-01', '2018-01-07');
expect($count)->toBe(4)
->and(BrentPrice::count())->toBe(4)
->and(BrentPrice::find('2018-01-02')->price_usd)->toBe('66.65');
});
it('throws when FRED backfill returns no usable rows', function (): void {
Http::fake([
'*api.stlouisfed.org/*' => Http::response([
'observations' => [
['date' => '2018-01-01', 'value' => '.'], // FRED placeholder
],
]),
]);
$this->fetcher->backfillFromFred('2018-01-01', '2018-01-01');
})->throws(BrentPriceFetchException::class);
it('fetches and stores brent prices from EIA', function (): void {
Http::fake([
'*eia.gov/*' => Http::response([