feat: signal math upgrade — probabilistic, regime-aware scoring pipeline
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Implement full probabilistic signal processing pipeline gated behind probabilistic_scoring_enabled feature flag in risk_configs: - Bayesian log-likelihood accumulator with Beta posterior and entropy - Regime detector (trend-following, panic, mean-reversion, uncertainty) - Source accuracy tracker with per-source historical prediction accuracy - Sigmoid confidence gate replacing binary gate - Information gain surprise weighting for rare events - Adaptive recency decay with event-specific half-lives - Regime multiplier replacing market context multiplier - Weighted disagreement entropy for contradiction detection - Multiplicative macro exposure with conditional integration - Graph-distance attenuated competitive signal propagation - Exponentially weighted momentum with volatility scaling - Expected value recommendation gate All changes backward-compatible: flag=false preserves exact current behavior. New outputs stored in existing JSONB columns (no schema changes except source_accuracy table via migration 034). Tests: 26 property-based tests (14 correctness properties), 99 unit tests, 1789 total tests passing with zero regressions.
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@@ -224,6 +224,15 @@ class TrendSummary(BaseModel):
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market_context: Optional[MarketContext] = None
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generated_at: datetime = Field(default_factory=lambda: datetime.now(tz=timezone.utc))
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# New optional fields for probabilistic mode
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p_bull: Optional[float] = None # Bayesian bullish probability
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alpha: Optional[float] = None # Beta posterior α
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beta_param: Optional[float] = None # Beta posterior β (named to avoid shadowing)
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bayesian_confidence: Optional[float] = None # 1 - 4αβ/(α+β)²
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entropy: Optional[float] = None # Shannon entropy H
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regime: Optional[str] = None # Market regime classification
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pipeline_mode: str = "heuristic" # "heuristic" or "probabilistic"
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# --- Recommendation ---
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@@ -246,6 +255,11 @@ class Recommendation(BaseModel):
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model_metadata: ModelMetadata = Field(default_factory=ModelMetadata)
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generated_at: datetime = Field(default_factory=lambda: datetime.now(tz=timezone.utc))
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# New optional fields for probabilistic mode
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expected_value: Optional[float] = None # EV = P_bull·R_up - P_bear·R_down
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p_bull: Optional[float] = None # Bayesian bullish probability used
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pipeline_mode: str = "heuristic" # "heuristic" or "probabilistic"
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# --- Global News Interpolation ---
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