ddd591ad47
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>
31 lines
895 B
PHP
31 lines
895 B
PHP
<?php
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namespace App\Console\Commands;
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use App\Services\Forecasting\VolatilityRegimeService;
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use Illuminate\Console\Attributes\Description;
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use Illuminate\Console\Attributes\Signature;
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use Illuminate\Console\Command;
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#[Signature('forecast:evaluate-volatility')]
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#[Description('Evaluate the volatility regime triggers and update volatility_regimes accordingly. Hourly cron.')]
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class EvaluateVolatilityRegime extends Command
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{
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public function handle(VolatilityRegimeService $service): int
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{
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$regime = $service->evaluate();
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if ($regime === null) {
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$this->info('Volatility regime: OFF');
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} else {
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$this->info(sprintf(
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'Volatility regime: ON (trigger=%s, since %s)',
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$regime->trigger,
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$regime->flipped_on_at->toIso8601String(),
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));
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}
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return self::SUCCESS;
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}
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}
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