Files
fuel-alert/app/Services/Forecasting/UkBankHolidays.php
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

147 lines
4.4 KiB
PHP

<?php
namespace App\Services\Forecasting;
use Carbon\Carbon;
use Carbon\CarbonInterface;
/**
* UK England-and-Wales bank holiday calendar.
*
* Computed deterministically from year (no external dependency, no
* hardcoded list to maintain).
*
* Includes the eight statutory holidays:
* New Year's Day, Good Friday, Easter Monday,
* Early May Bank Holiday, Spring Bank Holiday, Summer Bank Holiday,
* Christmas Day, Boxing Day
*
* Substitution rules: when a fixed-date holiday falls on a weekend,
* it's observed on the next non-holiday weekday (cascades for
* Christmas+Boxing landing on Sat+Sun).
*/
final class UkBankHolidays
{
/**
* Sorted list of bank holiday dates for a year, after substitution.
*
* @return array<int, Carbon>
*/
public static function forYear(int $year): array
{
$dates = [];
// Easter-anchored
[$em, $ed] = self::easter($year);
$easter = Carbon::create($year, $em, $ed);
$dates[] = $easter->copy()->subDays(2); // Good Friday
$dates[] = $easter->copy()->addDay(); // Easter Monday
// Floating Mondays
$dates[] = self::firstMondayOf($year, 5);
$dates[] = self::lastMondayOf($year, 5);
$dates[] = self::lastMondayOf($year, 8);
// Fixed dates with substitution
$dates[] = self::substituteForward(Carbon::create($year, 1, 1), $dates);
$christmas = self::substituteForward(Carbon::create($year, 12, 25), $dates);
$dates[] = $christmas;
$boxing = self::substituteForward(Carbon::create($year, 12, 26), $dates);
$dates[] = $boxing;
usort($dates, fn (CarbonInterface $a, CarbonInterface $b): int => $a->getTimestamp() <=> $b->getTimestamp());
return $dates;
}
/**
* Is there a UK bank holiday in [$from, $from + $daysAhead - 1]?
*/
public static function holidayWithin(CarbonInterface $from, int $daysAhead): bool
{
$end = $from->copy()->addDays($daysAhead - 1);
$years = array_unique([(int) $from->format('Y'), (int) $end->format('Y')]);
foreach ($years as $year) {
foreach (self::forYear($year) as $holiday) {
if ($holiday->betweenIncluded($from, $end)) {
return true;
}
}
}
return false;
}
/**
* Anonymous Gregorian algorithm for Easter Sunday.
*
* @return array{0: int, 1: int} [month, day]
*/
private static function easter(int $year): array
{
$a = $year % 19;
$b = intdiv($year, 100);
$c = $year % 100;
$d = intdiv($b, 4);
$e = $b % 4;
$f = intdiv($b + 8, 25);
$g = intdiv($b - $f + 1, 3);
$h = (19 * $a + $b - $d - $g + 15) % 30;
$i = intdiv($c, 4);
$k = $c % 4;
$l = (32 + 2 * $e + 2 * $i - $h - $k) % 7;
$m = intdiv($a + 11 * $h + 22 * $l, 451);
$month = intdiv($h + $l - 7 * $m + 114, 31);
$day = (($h + $l - 7 * $m + 114) % 31) + 1;
return [$month, $day];
}
private static function firstMondayOf(int $year, int $month): Carbon
{
$d = Carbon::create($year, $month, 1);
while ($d->dayOfWeek !== Carbon::MONDAY) {
$d->addDay();
}
return $d;
}
private static function lastMondayOf(int $year, int $month): Carbon
{
$d = Carbon::create($year, $month, 1)->endOfMonth()->startOfDay();
while ($d->dayOfWeek !== Carbon::MONDAY) {
$d->subDay();
}
return $d;
}
/**
* If $candidate falls on a weekend or collides with an already-claimed
* date, return the next non-weekend non-claimed date. Christmas/Boxing
* cascade is handled because we pass in the running list.
*
* @param array<int, CarbonInterface> $taken
*/
private static function substituteForward(Carbon $candidate, array $taken): Carbon
{
$d = $candidate->copy();
while (true) {
$isWeekend = in_array($d->dayOfWeek, [Carbon::SATURDAY, Carbon::SUNDAY], true);
$isTaken = false;
foreach ($taken as $t) {
if ($t->isSameDay($d)) {
$isTaken = true;
break;
}
}
if (! $isWeekend && ! $isTaken) {
return $d;
}
$d->addDay();
}
}
}