ddd591ad47
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>
37 lines
1008 B
PHP
37 lines
1008 B
PHP
<?php
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namespace App\Services\Forecasting;
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use Carbon\Carbon;
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use Illuminate\Support\Facades\DB;
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/**
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* Trailing-13-week hit rate for a model_version. Read from
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* `forecast_outcomes`. Returns null when fewer than 4 outcomes are
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* available (a single bad week would otherwise dominate the ratio).
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*/
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final class AccuracyHistory
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{
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private const int WEEKS = 13;
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private const int MIN_OUTCOMES = 4;
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public function trailingHitRate(string $modelVersion): ?float
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{
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$cutoff = Carbon::now()->subWeeks(self::WEEKS)->toDateString();
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$row = DB::table('forecast_outcomes')
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->where('model_version', $modelVersion)
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->where('forecast_for', '>=', $cutoff)
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->selectRaw('COUNT(*) as total, SUM(CASE WHEN correct THEN 1 ELSE 0 END) as correct')
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->first();
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$total = (int) ($row->total ?? 0);
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if ($total < self::MIN_OUTCOMES) {
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return null;
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}
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return (int) ($row->correct ?? 0) / $total;
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}
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}
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