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