fb4c413926
- New method uses web_search_20260209 server-side tool so Claude fetches 48h of oil/geopolitical news autonomously before predicting direction - Prompt uses raw prices only — no pre-computed EWMA indicators - pause_turn loop handles server-side search continuation (up to 5 iters) - generatePrediction() now tries context method first, falls back to generateLlmPrediction(), then EWMA - Default model updated to claude-sonnet-4-6 Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
380 lines
14 KiB
PHP
380 lines
14 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 Illuminate\Support\Collection;
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use Illuminate\Support\Facades\Http;
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use Illuminate\Support\Facades\Log;
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use Throwable;
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class OilPriceService
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{
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/**
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* Decay factor for EWMA. Higher = more weight on recent prices.
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*/
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private const float EWMA_ALPHA = 0.3;
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/**
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* Minimum % change in EWMA to be considered rising/falling.
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*/
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private const float EWMA_THRESHOLD_PCT = 1.5;
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/**
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* EWMA confidence is capped lower than LLM — it's a simpler model.
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*/
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private const int EWMA_MAX_CONFIDENCE = 65;
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/**
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* LLM confidence is capped — no model should be certain about oil prices.
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*/
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private const int LLM_MAX_CONFIDENCE = 85;
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/**
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* Minimum price rows needed before EWMA is meaningful.
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*/
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private const int EWMA_MIN_ROWS = 14;
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public function __construct(
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private readonly ApiLogger $apiLogger,
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) {}
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/**
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* Fetch the last 30 days of Brent crude prices from FRED and store them.
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*/
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public function fetchBrentPrices(): void
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{
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$url = 'https://api.stlouisfed.org/fred/series/observations';
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try {
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$response = $this->apiLogger->send('fred', 'GET', $url, fn () => Http::timeout(10)
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->get($url, [
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'series_id' => 'DCOILBRENTEU',
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'api_key' => config('services.fred.api_key'),
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'sort_order' => 'desc',
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'limit' => 30,
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'file_type' => 'json',
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]));
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if (! $response->successful()) {
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Log::error('OilPriceService: FRED request failed', ['status' => $response->status()]);
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return;
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}
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$rows = collect($response->json('observations') ?? [])
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->filter(fn (array $obs) => $obs['value'] !== '.') // FRED uses '.' for missing data
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->map(fn (array $obs) => [
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'date' => $obs['date'],
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'price_usd' => (float) $obs['value'],
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])
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->all();
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if (empty($rows)) {
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Log::warning('OilPriceService: no valid FRED observations returned');
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return;
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}
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BrentPrice::upsert($rows, ['date'], ['price_usd']);
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} catch (Throwable $e) {
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Log::error('OilPriceService: fetchBrentPrices failed', ['error' => $e->getMessage()]);
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}
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}
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/**
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* Generate a prediction using LLM first, falling back to EWMA.
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* Stores the result in price_predictions and returns it.
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*/
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public function generatePrediction(): ?PricePrediction
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{
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$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('OilPriceService: not enough price data to generate prediction', [
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'rows' => $prices->count(),
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]);
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return null;
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}
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$prediction = null;
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if (config('services.anthropic.api_key')) {
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$prediction = $this->generateLlmPredictionWithContext($prices);
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$prediction ??= $this->generateLlmPrediction($prices);
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}
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$prediction ??= $this->generateEwmaPrediction($prices);
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if ($prediction !== null) {
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PricePrediction::create($prediction->toArray());
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}
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return $prediction;
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}
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/**
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* Option B — LLM prediction via Anthropic API.
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* Sends recent prices + pre-computed EWMA context and asks for direction + confidence.
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*/
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public function generateLlmPrediction(Collection $prices): ?PricePrediction
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{
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$chronological = $prices->sortBy('date');
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$ewma3 = $this->computeEwma($chronological->take(-3)->pluck('price_usd')->values()->all());
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$ewma7 = $this->computeEwma($chronological->take(-7)->pluck('price_usd')->values()->all());
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$ewma14 = $this->computeEwma($chronological->pluck('price_usd')->values()->all());
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$priceList = $chronological
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->map(fn (BrentPrice $p) => "{$p->date->toDateString()}: \${$p->price_usd}")
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->implode("\n");
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$prompt = <<<PROMPT
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You are analyzing Brent crude oil price data for a UK fuel price alert service.
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Your goal is to predict the short-term direction over the next 3–5 days.
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Recent Brent crude prices (USD/barrel):
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{$priceList}
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Pre-computed indicators:
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- 3-day EWMA: \${$ewma3}
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- 7-day EWMA: \${$ewma7}
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- 14-day EWMA: \${$ewma14}
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Respond with JSON only, no other text:
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{"direction": "rising|falling|flat", "confidence": 0-85, "reasoning": "one sentence"}
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PROMPT;
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$url = 'https://api.anthropic.com/v1/messages';
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try {
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$response = $this->apiLogger->send('anthropic', 'POST', $url, fn () => Http::timeout(15)
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->withHeaders([
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'x-api-key' => config('services.anthropic.api_key'),
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'anthropic-version' => '2023-06-01',
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])
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->post($url, [
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'model' => config('services.anthropic.model', 'claude-haiku-4-5-20251001'),
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'max_tokens' => 256,
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'messages' => [
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['role' => 'user', 'content' => $prompt],
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],
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]));
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if (! $response->successful()) {
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Log::error('OilPriceService: Anthropic request failed', ['status' => $response->status()]);
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return null;
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}
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$text = $response->json('content.0.text') ?? '';
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$text = preg_replace('/^```(?:json)?\s*/m', '', trim($text));
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$text = preg_replace('/```\s*$/m', '', $text);
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$data = json_decode(trim($text), true);
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if (! isset($data['direction'], $data['confidence'], $data['reasoning'])) {
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Log::error('OilPriceService: unexpected LLM response format', ['text' => $text]);
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return null;
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}
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$direction = TrendDirection::tryFrom($data['direction']);
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$confidence = min((int) $data['confidence'], self::LLM_MAX_CONFIDENCE);
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if ($direction === null) {
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Log::error('OilPriceService: invalid direction in LLM response', ['direction' => $data['direction']]);
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return null;
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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::Llm,
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'direction' => $direction,
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'confidence' => $confidence,
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'reasoning' => $data['reasoning'],
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'generated_at' => now(),
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]);
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} catch (Throwable $e) {
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Log::error('OilPriceService: generateLlmPrediction failed', ['error' => $e->getMessage()]);
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return null;
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}
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}
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/**
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* LLM prediction with 48h geopolitical context via Anthropic web search.
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* Claude searches for recent oil/geopolitical news before answering.
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* Reasons from raw prices only — no pre-computed indicators in prompt.
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*/
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public function generateLlmPredictionWithContext(Collection $prices): ?PricePrediction
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{
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$priceList = $prices->sortBy('date')
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->map(fn (BrentPrice $p) => "{$p->date->toDateString()}: \${$p->price_usd}")
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->implode("\n");
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$prompt = <<<PROMPT
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You are analyzing Brent crude oil price data for a UK fuel price alert service.
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Your goal is to predict the short-term direction over the next 3–5 days.
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First, search for recent news (last 48 hours) about:
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- Brent crude oil price movements
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- OPEC+ production decisions or announcements
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- Major geopolitical events affecting oil supply (Middle East, Russia, US sanctions)
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- Global demand signals (China economic data, US inventory reports)
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Then, combining the news context with the price history below, predict the direction.
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Recent Brent crude prices (USD/barrel):
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{$priceList}
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Respond with JSON only, no other text:
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{"direction": "rising|falling|flat", "confidence": 0-85, "reasoning": "one sentence combining price trend and key news factor"}
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PROMPT;
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$url = 'https://api.anthropic.com/v1/messages';
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$messages = [['role' => 'user', 'content' => $prompt]];
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$response = null;
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try {
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for ($i = 0; $i < 5; $i++) {
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$response = $this->apiLogger->send('anthropic', 'POST', $url, fn () => Http::timeout(30)
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->withHeaders([
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'x-api-key' => config('services.anthropic.api_key'),
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'anthropic-version' => '2023-06-01',
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])
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->post($url, [
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'model' => config('services.anthropic.model', 'claude-sonnet-4-6'),
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'max_tokens' => 1024,
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'tools' => [['type' => 'web_search_20260209', 'name' => 'web_search']],
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'messages' => $messages,
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]));
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if (! $response->successful()) {
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Log::error('OilPriceService: Anthropic context request failed', ['status' => $response->status()]);
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return null;
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}
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if ($response->json('stop_reason') !== 'pause_turn') {
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break;
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}
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$messages[] = ['role' => 'assistant', 'content' => $response->json('content')];
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}
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$text = collect($response->json('content') ?? [])
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->firstWhere('type', 'text')['text'] ?? '';
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$text = preg_replace('/^```(?:json)?\s*/m', '', trim($text));
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$text = preg_replace('/```\s*$/m', '', $text);
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$data = json_decode(trim($text), true);
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if (! isset($data['direction'], $data['confidence'], $data['reasoning'])) {
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Log::error('OilPriceService: unexpected context LLM response format', ['text' => $text]);
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return null;
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}
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$direction = TrendDirection::tryFrom($data['direction']);
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$confidence = min((int) $data['confidence'], self::LLM_MAX_CONFIDENCE);
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if ($direction === null) {
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Log::error('OilPriceService: invalid direction in context LLM response', ['direction' => $data['direction']]);
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return null;
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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::Llm,
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'direction' => $direction,
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'confidence' => $confidence,
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'reasoning' => $data['reasoning'],
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'generated_at' => now(),
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]);
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} catch (Throwable $e) {
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Log::error('OilPriceService: generateLlmPredictionWithContext failed', ['error' => $e->getMessage()]);
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return null;
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}
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}
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/**
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* Option A — EWMA-based trend extrapolation. Used as fallback when LLM is unavailable.
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* Compares the 3-day EWMA against the 7-day EWMA to detect direction.
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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 = $this->computeEwma(array_slice($chronological, -3));
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$ewma7 = $this->computeEwma(array_slice($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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/**
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* Compute Exponential Weighted Moving Average for a series of prices.
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*
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* @param float[] $prices Chronological order (oldest first)
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*/
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private function computeEwma(array $prices): float
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{
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$ema = $prices[0];
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foreach (array_slice($prices, 1) as $price) {
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$ema = self::EWMA_ALPHA * $price + (1 - self::EWMA_ALPHA) * $ema;
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}
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return round($ema, 4);
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}
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/**
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* Map a % change magnitude to a 0–EWMA_MAX_CONFIDENCE confidence score.
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* 1.5% → ~30, 3% → ~50, 5%+ → 65.
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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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