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>
44 lines
1.2 KiB
PHP
44 lines
1.2 KiB
PHP
<?php
|
|
|
|
namespace App\Services\Forecasting\Features;
|
|
|
|
use App\Services\Forecasting\Contracts\ForecastFeature;
|
|
use Carbon\CarbonInterface;
|
|
use InvalidArgumentException;
|
|
|
|
/**
|
|
* Cyclic week-of-year encoding. Two instances expected, one for sin and
|
|
* one for cos. Together they let the linear model fit a smooth annual
|
|
* seasonal cycle without a 52-way one-hot expansion.
|
|
*
|
|
* This is a pure calendar feature — no DB read. sourceDates is empty,
|
|
* so the LeakDetector has nothing to validate against.
|
|
*/
|
|
final class WeekOfYearTrig implements ForecastFeature
|
|
{
|
|
public function __construct(public readonly string $component)
|
|
{
|
|
if (! in_array($component, ['sin', 'cos'], true)) {
|
|
throw new InvalidArgumentException('component must be "sin" or "cos"');
|
|
}
|
|
}
|
|
|
|
public function name(): string
|
|
{
|
|
return 'week_of_year_'.$this->component;
|
|
}
|
|
|
|
public function valueFor(CarbonInterface $targetMonday): ?float
|
|
{
|
|
$week = (int) $targetMonday->format('W'); // ISO week number 1..53
|
|
$angle = 2.0 * M_PI * $week / 52.0;
|
|
|
|
return $this->component === 'sin' ? sin($angle) : cos($angle);
|
|
}
|
|
|
|
public function sourceDates(CarbonInterface $targetMonday): array
|
|
{
|
|
return [];
|
|
}
|
|
}
|