Commit Graph

4 Commits

Author SHA1 Message Date
Ovidiu U
ddd591ad47 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>
2026-05-03 08:40:05 +01:00
Ovidiu U
73de53994f fix: prevent sensitive field leaks in /me, add retry logic to Brent price sources
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- Made `/api/auth/me` public and return explicit allowlist (name, email,
  two_factor_confirmed_at, tier, subscription fields) instead of spreading
  `$user->toArray()` which leaked is_admin, stripe_id, pm_type, pm_last_four,
  postcode. Returns `null` when unauthenticated rather than 401.
- Moved `/auth/logout` to remain behind auth:sanctum gate.
- Added 3×200ms retry with exponential backoff to EiaBrentPriceSource and
  FredBrentPriceSource on ConnectionException or 5xx responses. Timeout
  raised from 10s to 30s.
- Both sources now throw typed BrentPriceFetchException on exhausted retries
  instead of silently returning null + logging. Updated tests to assert
  exception message includes HTTP status or "connection failed".
2026-05-01 13:22:36 +01:00
Ovidiu U
486f0e689c refactor: split oil price ingestion and prediction into separate services + commands
- BrentPriceFetcher owns ingestion (fetchFromEia / fetchFromFred, each throws on failure)
- BrentPricePredictor owns prediction and marks latest brent_prices row as generated
- oil:fetch command tries EIA, falls back to FRED, fails loudly if both fail
- oil:predict command prompts if latest price already has a prediction; --force bypasses
- add prediction_generated_at column to brent_prices
- delete OilPriceService (replaced by the two focused services)
2026-04-14 16:59:43 +01:00
Ovidiu U
1a0381265e refactor: extract Brent price sources into dedicated classes
OilPriceService no longer inlines per-provider fetch/transform/error logic.
EIA and FRED are now their own classes with a common shape; the service
just iterates and upserts the first successful result.
2026-04-14 16:29:52 +01:00