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>
42 lines
1.3 KiB
PHP
42 lines
1.3 KiB
PHP
<?php
|
|
|
|
namespace App\Services\Forecasting;
|
|
|
|
use Carbon\CarbonInterface;
|
|
|
|
/**
|
|
* Structural time-leak detector.
|
|
*
|
|
* For every (training week, feature) pair, verifies that every source
|
|
* date the feature reads is strictly before the target Monday. A
|
|
* source date on or after the target Monday is leakage and the
|
|
* backtest harness must refuse to run.
|
|
*
|
|
* This is the *primary* leak defence. The accuracy>75% smell test on
|
|
* the resulting backtest is a secondary check.
|
|
*/
|
|
final class LeakDetector
|
|
{
|
|
/** @param array<int, CarbonInterface> $trainingMondays */
|
|
public function validate(FeatureSpec $spec, array $trainingMondays): LeakReport
|
|
{
|
|
$leaks = [];
|
|
|
|
foreach ($trainingMondays as $target) {
|
|
foreach ($spec->features as $feature) {
|
|
foreach ($feature->sourceDates($target) as $source) {
|
|
if ($source->greaterThanOrEqualTo($target)) {
|
|
$leaks[] = [
|
|
'feature' => $feature->name(),
|
|
'target_monday' => $target->toDateString(),
|
|
'source_date' => $source->toDateString(),
|
|
];
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
return new LeakReport($leaks);
|
|
}
|
|
}
|