4ce5066596
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>
120 lines
3.6 KiB
PHP
120 lines
3.6 KiB
PHP
<?php
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namespace App\Services;
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use App\Enums\PredictionSource;
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use App\Enums\TrendDirection;
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use App\Models\BrentPrice;
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use App\Models\PricePrediction;
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use App\Services\LlmPrediction\OilPredictionProvider;
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use Illuminate\Support\Collection;
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use Illuminate\Support\Facades\Log;
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final class BrentPricePredictor
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{
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private const float EWMA_THRESHOLD_PCT = 1.5;
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private const int EWMA_MAX_CONFIDENCE = 65;
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private const int EWMA_MIN_ROWS = 14;
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public function __construct(
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private readonly OilPredictionProvider $provider,
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) {}
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/**
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* Return the latest BrentPrice row, or null if none exists.
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*/
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public function latestPrice(): ?BrentPrice
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{
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return BrentPrice::orderBy('date', 'desc')->first();
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}
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/**
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* Try LLM first; persist EWMA only as a fallback when the LLM provider
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* returns null. The downstream OilSignal already prefers LLM
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* (llm_with_context > llm > ewma), so writing both rows on every run is
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* dead weight 95% of the time. EWMA still acts as the safety net.
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*/
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public function generatePrediction(): ?PricePrediction
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{
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$prices = BrentPrice::orderBy('date', 'desc')->limit(30)->get();
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if ($prices->count() < self::EWMA_MIN_ROWS) {
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Log::warning('BrentPricePredictor: not enough price data', [
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'rows' => $prices->count(),
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]);
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return null;
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}
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$llm = $this->provider->predict($prices);
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if ($llm !== null) {
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PricePrediction::create($llm->toArray());
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$prices->first()->forceFill(['prediction_generated_at' => now()])->save();
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return $llm;
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}
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$ewma = $this->generateEwmaPrediction($prices);
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if ($ewma !== null) {
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PricePrediction::create($ewma->toArray());
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$prices->first()->forceFill(['prediction_generated_at' => now()])->save();
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}
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return $ewma;
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}
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public function generateEwmaPrediction(Collection $prices): ?PricePrediction
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{
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$chronological = $prices->sortBy('date')->pluck('price_usd')->values()->all();
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if (count($chronological) < self::EWMA_MIN_ROWS) {
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return null;
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}
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$ewma3 = Ewma::compute(array_slice($chronological, -3));
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$ewma7 = Ewma::compute(array_slice($chronological, -7));
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$changePct = (($ewma3 - $ewma7) / $ewma7) * 100;
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[$direction, $confidence] = match (true) {
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$changePct >= self::EWMA_THRESHOLD_PCT => [
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TrendDirection::Rising,
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$this->ewmaConfidence($changePct),
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],
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$changePct <= -self::EWMA_THRESHOLD_PCT => [
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TrendDirection::Falling,
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$this->ewmaConfidence(abs($changePct)),
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],
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default => [TrendDirection::Flat, 50],
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};
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$reasoning = sprintf(
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'3-day EWMA ($%.2f) vs 7-day EWMA ($%.2f): %.2f%% %s.',
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$ewma3,
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$ewma7,
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abs($changePct),
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$direction === TrendDirection::Flat ? 'difference (flat)' : $direction->value,
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);
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return new PricePrediction([
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'predicted_for' => now()->toDateString(),
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'source' => PredictionSource::Ewma,
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'direction' => $direction,
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'confidence' => $confidence,
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'reasoning' => $reasoning,
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'generated_at' => now(),
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]);
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}
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private function ewmaConfidence(float $changePct): int
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{
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$scaled = min($changePct / 5.0, 1.0) * self::EWMA_MAX_CONFIDENCE;
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return (int) round(max(30, $scaled));
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}
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}
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