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>
178 lines
5.5 KiB
PHP
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');
|
|
});
|