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>
58 lines
1.5 KiB
PHP
58 lines
1.5 KiB
PHP
<?php
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namespace App\Services\Forecasting\Features;
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use App\Services\Forecasting\Contracts\ForecastFeature;
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use App\Services\Forecasting\WeeklyPumpPriceLoader;
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use Carbon\CarbonInterface;
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/**
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* Mean-reversion term: gap between the most recent observable ULSP
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* (target − 7d) and its 8-week trailing mean (target − 7d through
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* target − 56d, inclusive).
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*
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* Empirically this is the single most useful 1-week-ahead feature for
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* UK pump prices — pump retailers tend to revert to their recent
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* trailing mean, especially after sudden moves.
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*/
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final class UlspMinusMa8 implements ForecastFeature
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{
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private const int WINDOW_WEEKS = 8;
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public function __construct(
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private readonly WeeklyPumpPriceLoader $loader,
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) {}
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public function name(): string
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{
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return 'ulsp_minus_ma8';
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}
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public function valueFor(CarbonInterface $targetMonday): ?float
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{
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$values = [];
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foreach ($this->sourceDates($targetMonday) as $d) {
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$v = $this->loader->ulspPence($d->toDateString());
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if ($v === null) {
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return null;
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}
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$values[] = (float) $v;
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}
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$latest = $values[0];
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$mean = array_sum($values) / count($values);
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return $latest - $mean;
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}
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public function sourceDates(CarbonInterface $targetMonday): array
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{
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$dates = [];
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for ($w = 1; $w <= self::WINDOW_WEEKS; $w++) {
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$dates[] = $targetMonday->copy()->subDays(7 * $w);
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}
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return $dates;
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}
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}
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