Files
fuel-alert/tests/Unit/Services/Forecasting/UkBankHolidaysTest.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

53 lines
2.4 KiB
PHP

<?php
use App\Services\Forecasting\UkBankHolidays;
use Carbon\Carbon;
it('returns 8 statutory bank holidays per year', function () {
expect(UkBankHolidays::forYear(2024))->toHaveCount(8)
->and(UkBankHolidays::forYear(2025))->toHaveCount(8);
});
it('computes Easter Monday correctly for 2024 (Apr 1)', function () {
$dates = array_map(fn ($d): string => $d->toDateString(), UkBankHolidays::forYear(2024));
expect($dates)->toContain('2024-04-01'); // Easter Monday
expect($dates)->toContain('2024-03-29'); // Good Friday
});
it('computes the floating Mondays for 2024 correctly', function () {
$dates = array_map(fn ($d): string => $d->toDateString(), UkBankHolidays::forYear(2024));
expect($dates)->toContain('2024-05-06'); // First Mon of May (Early May)
expect($dates)->toContain('2024-05-27'); // Last Mon of May (Spring)
expect($dates)->toContain('2024-08-26'); // Last Mon of August (Summer)
});
it('substitutes Christmas Day forward when it falls on a weekend (2022)', function () {
// 2022: Christmas was a Sunday, Boxing Day Monday → Christmas observed Tue Dec 27, Boxing observed Mon Dec 26.
$dates = array_map(fn ($d): string => $d->toDateString(), UkBankHolidays::forYear(2022));
expect($dates)->toContain('2022-12-26') // Boxing
->and($dates)->toContain('2022-12-27'); // Christmas substituted
});
it('returns true when a target Monday is itself a bank holiday (Easter Monday 2024)', function () {
$monday = Carbon::parse('2024-04-01');
expect(UkBankHolidays::holidayWithin($monday, 7))->toBeTrue();
});
it('returns true when a bank holiday falls within the next 7 days', function () {
// Mon 2024-04-01 is Easter Monday. The Monday before (2024-03-25) is pre-bank-holiday week.
$weekBefore = Carbon::parse('2024-03-25');
expect(UkBankHolidays::holidayWithin($weekBefore, 7))->toBeTrue();
});
it('returns false for a quiet stretch with no holidays in the window', function () {
// Mid-July 2024 — no UK bank holidays in this 7-day window.
$monday = Carbon::parse('2024-07-15');
expect(UkBankHolidays::holidayWithin($monday, 7))->toBeFalse();
});
it('handles a window that crosses a year boundary', function () {
// Mon 2024-12-30 → window includes New Year's Day 2025 (Wed Jan 1).
$monday = Carbon::parse('2024-12-30');
expect(UkBankHolidays::holidayWithin($monday, 7))->toBeTrue();
});