fuel-alert/tests/Unit/Services/Forecasting/Models/RidgeRegressionModelTest.php

<?php

use App\Services\Forecasting\BacktestRunner;
use App\Services\Forecasting\Features\DeltaUlspLag;
use App\Services\Forecasting\Features\UlspMinusMa8;
use App\Services\Forecasting\FeatureSpec;
use App\Services\Forecasting\Models\NaiveZeroChangeModel;
use App\Services\Forecasting\Models\RidgeRegressionModel;
use App\Services\Forecasting\WeeklyPumpPriceLoader;
use Carbon\Carbon;
use Illuminate\Foundation\Testing\RefreshDatabase;
use Illuminate\Support\Facades\DB;

uses(RefreshDatabase::class);

function seedRidgeFixture(int $weeks = 30): void
{
    // Synthetic sequence with strong autocorrelation: each week's ULSP
    // tracks last week's change. Ridge should pick this up.
    $start = Carbon::parse('2024-01-01');
    $price = 14000;
    $lastDelta = 0;
    for ($i = 0; $i < $weeks; $i++) {
        // Persistent momentum: this week ≈ last week's delta + small noise.
        if ($i === 0) {
            $delta = 50;
        } else {
            $delta = (int) round($lastDelta * 0.8 + 10); // mild reversion + drift
        }
        $price += $delta;
        $lastDelta = $delta;
        DB::table('weekly_pump_prices')->insert([
            'date' => $start->copy()->addWeeks($i)->toDateString(),
            'ulsp_pence' => $price,
            'ulsd_pence' => $price + 800,
            'ulsp_duty_pence' => 5295,
            'ulsd_duty_pence' => 5295,
            'ulsp_vat_pct' => 20,
            'ulsd_vat_pct' => 20,
        ]);
    }
}

it('train + predict produces a non-zero, finite magnitude', function () {
    seedRidgeFixture(30);
    $loader = new WeeklyPumpPriceLoader;
    $model = new RidgeRegressionModel(
        spec: new FeatureSpec('ridge-test', [
            new DeltaUlspLag($loader, lag: 0),
            new DeltaUlspLag($loader, lag: 1),
            new UlspMinusMa8($loader),
        ]),
        loader: $loader,
        lambda: 1.0,
    );

    $training = collect(range(0, 20))->map(fn (int $i): Carbon => Carbon::parse('2024-01-01')->addWeeks($i))->all();
    $model->train($training);

    $prediction = $model->predict(Carbon::parse('2024-06-03'));
    expect(is_finite($prediction->magnitudePence))->toBeTrue()
        ->and($prediction->direction)->toBeIn(['rising', 'falling', 'flat']);
});

it('coefficients() returns a structured payload after training', function () {
    seedRidgeFixture(30);
    $loader = new WeeklyPumpPriceLoader;
    $features = [
        new DeltaUlspLag($loader, lag: 0),
        new DeltaUlspLag($loader, lag: 1),
    ];
    $model = new RidgeRegressionModel(
        spec: new FeatureSpec('ridge-test', $features),
        loader: $loader,
        lambda: 1.0,
    );

    $training = collect(range(0, 20))->map(fn (int $i): Carbon => Carbon::parse('2024-01-01')->addWeeks($i))->all();
    $model->train($training);

    $c = $model->coefficients();
    expect($c)->toHaveKey('intercept')
        ->and($c)->toHaveKey('lambda')
        ->and($c['lambda'])->toBe(1.0)
        ->and($c['features'])->toHaveKey('delta_ulsp_lag_0')
        ->and($c['features']['delta_ulsp_lag_0'])->toHaveKey('beta_standardised')
        ->and($c['features']['delta_ulsp_lag_0'])->toHaveKey('mean')
        ->and($c['features']['delta_ulsp_lag_0'])->toHaveKey('std_dev');
});

it('throws when predict is called before train', function () {
    $loader = new WeeklyPumpPriceLoader;
    $model = new RidgeRegressionModel(
        spec: new FeatureSpec('ridge-test', [new DeltaUlspLag($loader, lag: 0)]),
        loader: $loader,
        lambda: 1.0,
    );
    $model->predict(Carbon::parse('2024-06-03'));
})->throws(RuntimeException::class);

it('throws when training data is too thin to fit the model', function () {
    seedRidgeFixture(8); // not enough training rows after losing first 8 weeks to lags
    $loader = new WeeklyPumpPriceLoader;
    $model = new RidgeRegressionModel(
        spec: new FeatureSpec('ridge-test', [
            new DeltaUlspLag($loader, lag: 3),
            new UlspMinusMa8($loader),
        ]),
        loader: $loader,
        lambda: 1.0,
    );

    $training = collect(range(0, 4))->map(fn (int $i): Carbon => Carbon::parse('2024-01-01')->addWeeks($i))->all();
    $model->train($training);
})->throws(RuntimeException::class);

it('beats the naive zero-change baseline on the synthetic fixture', function () {
    seedRidgeFixture(30);
    $loader = new WeeklyPumpPriceLoader;

    $features = [
        new DeltaUlspLag($loader, lag: 0),
        new UlspMinusMa8($loader),
    ];
    $ridge = new RidgeRegressionModel(
        spec: new FeatureSpec('ridge-test', $features),
        loader: $loader,
        lambda: 1.0,
    );
    $naive = new NaiveZeroChangeModel;

    $runner = new BacktestRunner;

    $ridgeResult = $runner->run(
        $ridge,
        trainStart: Carbon::parse('2024-01-01'),
        trainEnd: Carbon::parse('2024-04-29'),
        evalStart: Carbon::parse('2024-05-06'),
        evalEnd: Carbon::parse('2024-07-22'),
    );

    $naiveResult = $runner->run(
        $naive,
        trainStart: Carbon::parse('2024-01-01'),
        trainEnd: Carbon::parse('2024-04-29'),
        evalStart: Carbon::parse('2024-05-06'),
        evalEnd: Carbon::parse('2024-07-22'),
    );

    expect((float) $ridgeResult->mae_pence)
        ->toBeLessThan((float) $naiveResult->mae_pence);
});