feat: signal math upgrade — probabilistic, regime-aware scoring pipeline

Browse Source

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.

...

This commit is contained in:

Celes Renata

2026-04-29 11:41:48 +00:00

parent 8c3c1aab43

commit 4e010bc048

24 changed files with 6058 additions and 60 deletions

Show all changes Ignore whitespace when comparing lines Ignore changes in amount of whitespace Ignore changes in whitespace at EOL

Download Patch File Download Diff File Expand all files Collapse all files

tests/test_pbt_signal_math.py

+1030

File diff suppressed because it is too large Load Diff