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refactor: persist EWMA only on LLM failure, dedup EWMA helper

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Audit items #7 and #5.

#7 — BrentPricePredictor::generatePrediction previously wrote both an
EWMA row and an LLM row to price_predictions on every run. The
downstream OilSignal already prefers llm_with_context > llm > ewma, so
the EWMA row was dead weight 95% of the time. Now we try LLM first; if
it returns null (no API key, parse failure, etc.) we compute and persist
EWMA as a real fallback. This also avoids redundant work on the success
path.

Updated the "stores both" test to "stores only LLM" — asserts no EWMA
row is written when the provider succeeds.

#5 — BrentPricePredictor and AnthropicPredictionProvider both had
byte-identical computeEwma() methods with identical EWMA_ALPHA = 0.3
constants. Extracted to App\Services\Ewma::compute() and dropped both
private methods + their alpha constants.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
This commit is contained in:
Ovidiu U
2026-04-29 20:04:41 +01:00
parent c46b017b51
commit 4ce5066596
4 changed files with 45 additions and 48 deletions
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42
app/Services/BrentPricePredictor.php
View File

@@ -12,8 +12,6 @@ use Illuminate\Support\Facades\Log;
final class BrentPricePredictor
{
private const float EWMA_ALPHA = 0.3;
private const float EWMA_THRESHOLD_PCT = 1.5;
private const int EWMA_MAX_CONFIDENCE = 65;
@@ -33,8 +31,10 @@ final class BrentPricePredictor
}
/**
* Generate EWMA + LLM predictions, store them, and flag the latest
* brent_prices row as having a prediction generated.
* Try LLM first; persist EWMA only as a fallback when the LLM provider
* returns null. The downstream OilSignal already prefers LLM
* (llm_with_context > llm > ewma), so writing both rows on every run is
* dead weight 95% of the time. EWMA still acts as the safety net.
*/
public function generatePrediction(): ?PricePrediction
{
@@ -48,25 +48,23 @@ final class BrentPricePredictor
return null;
}
$ewma = $this->generateEwmaPrediction($prices);
if ($ewma !== null) {
PricePrediction::create($ewma->toArray());
}
$llm = $this->provider->predict($prices);
if ($llm !== null) {
PricePrediction::create($llm->toArray());
$prices->first()->forceFill(['prediction_generated_at' => now()])->save();
return $llm;
}
$result = $llm ?? $ewma;
$ewma = $this->generateEwmaPrediction($prices);
if ($result !== null) {
if ($ewma !== null) {
PricePrediction::create($ewma->toArray());
$prices->first()->forceFill(['prediction_generated_at' => now()])->save();
}
return $result;
return $ewma;
}
public function generateEwmaPrediction(Collection $prices): ?PricePrediction
@@ -77,8 +75,8 @@ final class BrentPricePredictor
return null;
}
$ewma3 = $this->computeEwma(array_slice($chronological, -3));
$ewma7 = $this->computeEwma(array_slice($chronological, -7));
$ewma3 = Ewma::compute(array_slice($chronological, -3));
$ewma7 = Ewma::compute(array_slice($chronological, -7));
$changePct = (($ewma3 - $ewma7) / $ewma7) * 100;
@@ -112,20 +110,6 @@ final class BrentPricePredictor
]);
}
/**
* @param float[] $prices Chronological (oldest first).
*/
private function computeEwma(array $prices): float
{
$ema = $prices[0];
foreach (array_slice($prices, 1) as $price) {
$ema = self::EWMA_ALPHA * $price + (1 - self::EWMA_ALPHA) * $ema;
}
return round($ema, 4);
}
private function ewmaConfidence(float $changePct): int
{
$scaled = min($changePct / 5.0, 1.0) * self::EWMA_MAX_CONFIDENCE;