Files
fuel-alert/tests/Unit/Services/BrentPriceFetcherTest.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

178 lines
5.5 KiB
PHP

<?php
use App\Models\BrentPrice;
use App\Services\ApiLogger;
use App\Services\BrentPriceFetcher;
use App\Services\BrentPriceSources\BrentPriceFetchException;
use App\Services\BrentPriceSources\EiaBrentPriceSource;
use App\Services\BrentPriceSources\FredBrentPriceSource;
use Illuminate\Foundation\Testing\RefreshDatabase;
use Illuminate\Support\Facades\Http;
uses(RefreshDatabase::class);
beforeEach(function (): void {
Http::preventStrayRequests();
$apiLogger = new ApiLogger;
$this->fetcher = new BrentPriceFetcher(
new EiaBrentPriceSource($apiLogger),
new FredBrentPriceSource($apiLogger),
);
});
it('backfills a date range from FRED into brent_prices', function (): void {
Http::fake([
'*api.stlouisfed.org/*' => Http::response([
'observations' => [
['date' => '2018-01-02', 'value' => '66.65'],
['date' => '2018-01-03', 'value' => '67.84'],
['date' => '2018-01-04', 'value' => '67.49'],
['date' => '2018-01-05', 'value' => '67.72'],
],
]),
]);
$count = $this->fetcher->backfillFromFred('2018-01-01', '2018-01-07');
expect($count)->toBe(4)
->and(BrentPrice::count())->toBe(4)
->and(BrentPrice::find('2018-01-02')->price_usd)->toBe('66.65');
});
it('throws when FRED backfill returns no usable rows', function (): void {
Http::fake([
'*api.stlouisfed.org/*' => Http::response([
'observations' => [
['date' => '2018-01-01', 'value' => '.'], // FRED placeholder
],
]),
]);
$this->fetcher->backfillFromFred('2018-01-01', '2018-01-01');
})->throws(BrentPriceFetchException::class);
it('fetches and stores brent prices from EIA', function (): void {
Http::fake([
'*eia.gov/*' => Http::response([
'response' => [
'data' => [
['period' => '2026-04-02', 'value' => '73.80'],
['period' => '2026-04-01', 'value' => '75.10'],
],
],
]),
]);
$this->fetcher->fetchFromEia();
expect(BrentPrice::count())->toBe(2)
->and(BrentPrice::find('2026-04-02')->price_usd)->toBe('73.80');
});
it('throws with HTTP status when EIA returns a 500', function (): void {
Http::fake(['*eia.gov/*' => Http::response([], 500)]);
expect(fn () => $this->fetcher->fetchFromEia())
->toThrow(BrentPriceFetchException::class, 'EIA returned HTTP 500');
});
it('retries EIA on transient 500 and succeeds', function (): void {
Http::fake([
'*eia.gov/*' => Http::sequence()
->push([], 500)
->push(['response' => ['data' => [['period' => '2026-04-01', 'value' => '75.10']]]]),
]);
$this->fetcher->fetchFromEia();
expect(BrentPrice::count())->toBe(1);
});
it('throws when EIA returns empty data', function (): void {
Http::fake(['*eia.gov/*' => Http::response(['response' => ['data' => []]])]);
$this->fetcher->fetchFromEia();
})->throws(BrentPriceFetchException::class);
it('filters out EIA missing value markers', function (): void {
Http::fake([
'*eia.gov/*' => Http::response([
'response' => [
'data' => [
['period' => '2026-04-01', 'value' => '75.10'],
['period' => '2026-04-02', 'value' => '.'],
['period' => '2026-04-03', 'value' => '74.20'],
],
],
]),
]);
$this->fetcher->fetchFromEia();
expect(BrentPrice::count())->toBe(2)
->and(BrentPrice::find('2026-04-02'))->toBeNull();
});
it('fetches and stores brent prices from FRED', function (): void {
Http::fake([
'*/fred/series/observations*' => Http::response([
'observations' => [
['date' => '2026-04-01', 'value' => '75.10'],
['date' => '2026-04-02', 'value' => '73.80'],
],
]),
]);
$this->fetcher->fetchFromFred();
expect(BrentPrice::count())->toBe(2);
});
it('throws with HTTP status when FRED returns a 500', function (): void {
Http::fake(['*/fred/series/observations*' => Http::response([], 500)]);
expect(fn () => $this->fetcher->fetchFromFred())
->toThrow(BrentPriceFetchException::class, 'FRED returned HTTP 500');
});
it('retries FRED on transient 500 and succeeds', function (): void {
Http::fake([
'*/fred/series/observations*' => Http::sequence()
->push([], 500)
->push(['observations' => [['date' => '2026-04-01', 'value' => '75.10']]]),
]);
$this->fetcher->fetchFromFred();
expect(BrentPrice::count())->toBe(1);
});
it('filters out FRED missing value markers', function (): void {
Http::fake([
'*/fred/series/observations*' => Http::response([
'observations' => [
['date' => '2026-04-01', 'value' => '75.10'],
['date' => '2026-04-02', 'value' => '.'],
],
]),
]);
$this->fetcher->fetchFromFred();
expect(BrentPrice::count())->toBe(1);
});
it('upserts existing rows on refetch', function (): void {
Http::fake([
'*eia.gov/*' => Http::sequence()
->push(['response' => ['data' => [['period' => '2026-04-01', 'value' => '74.00']]]])
->push(['response' => ['data' => [['period' => '2026-04-01', 'value' => '75.50']]]]),
]);
$this->fetcher->fetchFromEia();
$this->fetcher->fetchFromEia();
expect(BrentPrice::count())->toBe(1)
->and(BrentPrice::find('2026-04-01')->price_usd)->toBe('75.50');
});