eia, $this->fred] as $source) { $rows = $source->fetch(); if ($rows !== null) { BrentPrice::upsert($rows, ['date'], ['price_usd']); return; } } Log::error('OilPriceService: all Brent price sources failed'); } /** * Generate predictions from all available sources and store each one. * EWMA always runs. LLM provider runs and returns null if not configured. * Returns the highest-confidence prediction (LLM preferred over EWMA). */ public function generatePrediction(): ?PricePrediction { $prices = BrentPrice::orderBy('date', 'desc')->limit(30)->get(); if ($prices->count() < self::EWMA_MIN_ROWS) { Log::warning('OilPriceService: not enough price data to generate prediction', [ 'rows' => $prices->count(), ]); 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()); } return $llm ?? $ewma; } /** * Option A — EWMA-based trend extrapolation. Used as fallback when LLM is unavailable. * Compares the 3-day EWMA against the 7-day EWMA to detect direction. */ public function generateEwmaPrediction(Collection $prices): ?PricePrediction { $chronological = $prices->sortBy('date')->pluck('price_usd')->values()->all(); if (count($chronological) < self::EWMA_MIN_ROWS) { return null; } $ewma3 = $this->computeEwma(array_slice($chronological, -3)); $ewma7 = $this->computeEwma(array_slice($chronological, -7)); $changePct = (($ewma3 - $ewma7) / $ewma7) * 100; [$direction, $confidence] = match (true) { $changePct >= self::EWMA_THRESHOLD_PCT => [ TrendDirection::Rising, $this->ewmaConfidence($changePct), ], $changePct <= -self::EWMA_THRESHOLD_PCT => [ TrendDirection::Falling, $this->ewmaConfidence(abs($changePct)), ], default => [TrendDirection::Flat, 50], }; $reasoning = sprintf( '3-day EWMA ($%.2f) vs 7-day EWMA ($%.2f): %.2f%% %s.', $ewma3, $ewma7, abs($changePct), $direction === TrendDirection::Flat ? 'difference (flat)' : $direction->value, ); return new PricePrediction([ 'predicted_for' => now()->toDateString(), 'source' => PredictionSource::Ewma, 'direction' => $direction, 'confidence' => $confidence, 'reasoning' => $reasoning, 'generated_at' => now(), ]); } /** * Compute Exponential Weighted Moving Average for a series of prices. * * @param float[] $prices Chronological order (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); } /** * Map a % change magnitude to a 0–EWMA_MAX_CONFIDENCE confidence score. * 1.5% → ~30, 3% → ~50, 5%+ → 65. */ private function ewmaConfidence(float $changePct): int { $scaled = min($changePct / 5.0, 1.0) * self::EWMA_MAX_CONFIDENCE; return (int) round(max(30, $scaled)); } }