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>
58 lines
1.7 KiB
PHP
58 lines
1.7 KiB
PHP
<?php
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namespace App\Services\Forecasting\Features;
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use App\Services\Forecasting\Contracts\ForecastFeature;
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use App\Services\Forecasting\WeeklyPumpPriceLoader;
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use Carbon\CarbonInterface;
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/**
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* ΔULSP at lag L: the change in petrol price that ended L weeks before
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* the most recent observation, in pence × 100.
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*
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* lag=0 → ULSP[t-7d] − ULSP[t-14d] (1-week momentum)
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* lag=1 → ULSP[t-14d] − ULSP[t-21d] (2-week momentum)
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* lag=3 → ULSP[t-28d] − ULSP[t-35d] (4-week momentum)
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*
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* Source dates are always strictly before the target Monday — the
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* earliest is target − 7×(lag+1), the older is target − 7×(lag+2).
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*/
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final class DeltaUlspLag implements ForecastFeature
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{
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public function __construct(
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private readonly WeeklyPumpPriceLoader $loader,
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public readonly int $lag,
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) {}
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public function name(): string
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{
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return 'delta_ulsp_lag_'.$this->lag;
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}
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public function valueFor(CarbonInterface $targetMonday): ?float
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{
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[$newer, $older] = $this->dates($targetMonday);
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$a = $this->loader->ulspPence($newer->toDateString());
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$b = $this->loader->ulspPence($older->toDateString());
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if ($a === null || $b === null) {
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return null;
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}
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return (float) ($a - $b);
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}
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public function sourceDates(CarbonInterface $targetMonday): array
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{
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return $this->dates($targetMonday);
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}
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/** @return array{0: CarbonInterface, 1: CarbonInterface} */
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private function dates(CarbonInterface $targetMonday): array
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{
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return [
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$targetMonday->copy()->subDays(7 * ($this->lag + 1)),
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$targetMonday->copy()->subDays(7 * ($this->lag + 2)),
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];
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}
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}
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