feat: model validation, calibration, and signal quality layer

- Migration 035: prediction_snapshots, prediction_outcomes, signal_evidence_links, model_metric_snapshots tables + SQL views
- Prediction snapshot writer with canonical evidence keys, duplicate detection, contribution scores
- Outcome evaluator across 5 horizons (1h, 6h, 1d, 7d, 30d)
- Metrics engine: ECE, Brier score, IC, Rank IC, benchmark comparison
- Attribution engine: per-source, per-catalyst, per-layer performance
- Calibration engine: Bayesian shrinkage source reliability
- Quality gate for live trading eligibility with configurable thresholds
- 7 new /api/validation/* endpoints
- Upgraded OpsModel dashboard with validation tab
- Enhanced recommendation display with calibration context
- Backtest replay validation mode
- 86 Python tests (unit + property-based), 179 frontend tests passing

infra/migrations/035_model_validation.sql

@@ -0,0 +1,176 @@
+-- Migration 035: Model Validation, Calibration, and Signal Quality
+-- Creates tables for prediction snapshots, outcomes, evidence links, and metric snapshots
+-- Plus views for prediction performance and source performance analysis
+
+-- ============================================================================
+-- Table: prediction_snapshots
+-- Immutable snapshot of a prediction at generation time
+-- ============================================================================
+CREATE TABLE IF NOT EXISTS prediction_snapshots (
+    id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
+    generated_at TIMESTAMPTZ NOT NULL,
+    ticker VARCHAR(20) NOT NULL,
+    window VARCHAR(20) NOT NULL,
+    horizon VARCHAR(20) NOT NULL,
+    direction VARCHAR(20) NOT NULL,
+    action VARCHAR(20) NOT NULL,
+    mode VARCHAR(30) NOT NULL,
+    strength FLOAT NOT NULL,
+    confidence FLOAT NOT NULL,
+    contradiction FLOAT NOT NULL DEFAULT 0.0,
+    p_bull FLOAT,
+    p_bear FLOAT,
+    score_company FLOAT NOT NULL DEFAULT 0.0,
+    score_macro FLOAT NOT NULL DEFAULT 0.0,
+    score_competitive FLOAT NOT NULL DEFAULT 0.0,
+    evidence_count INTEGER NOT NULL DEFAULT 0,
+    unique_source_count INTEGER NOT NULL DEFAULT 0,
+    duplicate_evidence_count INTEGER NOT NULL DEFAULT 0,
+    price_at_prediction FLOAT,
+    spy_price_at_prediction FLOAT,
+    sector_etf_price_at_prediction FLOAT,
+    metadata JSONB DEFAULT '{}',
+    created_at TIMESTAMPTZ NOT NULL DEFAULT NOW()
+);
+
+CREATE INDEX IF NOT EXISTS idx_pred_snap_ticker ON prediction_snapshots(ticker);
+CREATE INDEX IF NOT EXISTS idx_pred_snap_generated ON prediction_snapshots(generated_at);
+CREATE INDEX IF NOT EXISTS idx_pred_snap_horizon ON prediction_snapshots(horizon);
+
+-- ============================================================================
+-- Table: prediction_outcomes
+-- Realized outcome for a prediction at a specific horizon
+-- ============================================================================
+CREATE TABLE IF NOT EXISTS prediction_outcomes (
+    id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
+    prediction_id UUID NOT NULL REFERENCES prediction_snapshots(id),
+    evaluated_at TIMESTAMPTZ NOT NULL,
+    horizon VARCHAR(20) NOT NULL,
+    future_price FLOAT,
+    future_return FLOAT,
+    spy_future_price FLOAT,
+    spy_return FLOAT,
+    sector_etf_future_price FLOAT,
+    sector_etf_return FLOAT,
+    excess_return_vs_spy FLOAT,
+    excess_return_vs_sector FLOAT,
+    direction_correct BOOLEAN,
+    profitable BOOLEAN,
+    metadata JSONB DEFAULT '{}',
+    created_at TIMESTAMPTZ NOT NULL DEFAULT NOW()
+);
+
+CREATE INDEX IF NOT EXISTS idx_pred_out_prediction ON prediction_outcomes(prediction_id);
+CREATE INDEX IF NOT EXISTS idx_pred_out_horizon ON prediction_outcomes(horizon);
+CREATE INDEX IF NOT EXISTS idx_pred_out_evaluated ON prediction_outcomes(evaluated_at);
+
+-- ============================================================================
+-- Table: signal_evidence_links
+-- Link between a prediction and a contributing evidence document
+-- ============================================================================
+CREATE TABLE IF NOT EXISTS signal_evidence_links (
+    id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
+    prediction_id UUID NOT NULL REFERENCES prediction_snapshots(id),
+    document_id VARCHAR(200),
+    signal_id VARCHAR(200),
+    ticker VARCHAR(20),
+    source VARCHAR(200),
+    source_type VARCHAR(50),
+    catalyst_type VARCHAR(50),
+    sentiment VARCHAR(20),
+    impact FLOAT,
+    extraction_confidence FLOAT,
+    weight FLOAT,
+    is_duplicate BOOLEAN NOT NULL DEFAULT FALSE,
+    canonical_evidence_key VARCHAR(64),
+    contribution_score FLOAT,
+    metadata JSONB DEFAULT '{}',
+    created_at TIMESTAMPTZ NOT NULL DEFAULT NOW()
+);
+
+CREATE INDEX IF NOT EXISTS idx_sig_ev_prediction ON signal_evidence_links(prediction_id);
+CREATE INDEX IF NOT EXISTS idx_sig_ev_document ON signal_evidence_links(document_id);
+CREATE INDEX IF NOT EXISTS idx_sig_ev_ticker ON signal_evidence_links(ticker);
+
+-- ============================================================================
+-- Table: model_metric_snapshots
+-- Aggregate model quality metrics for a lookback/horizon combination
+-- ============================================================================
+CREATE TABLE IF NOT EXISTS model_metric_snapshots (
+    id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
+    generated_at TIMESTAMPTZ NOT NULL,
+    lookback_window VARCHAR(20) NOT NULL,
+    horizon VARCHAR(20) NOT NULL,
+    prediction_count INTEGER NOT NULL DEFAULT 0,
+    win_rate FLOAT,
+    directional_accuracy FLOAT,
+    information_coefficient FLOAT,
+    rank_information_coefficient FLOAT,
+    avg_return FLOAT,
+    avg_excess_return_vs_spy FLOAT,
+    avg_excess_return_vs_sector FLOAT,
+    calibration_error FLOAT,
+    brier_score FLOAT,
+    buy_win_rate FLOAT,
+    sell_win_rate FLOAT,
+    hold_win_rate FLOAT,
+    metadata JSONB DEFAULT '{}',
+    created_at TIMESTAMPTZ NOT NULL DEFAULT NOW()
+);
+
+CREATE INDEX IF NOT EXISTS idx_model_snap_generated ON model_metric_snapshots(generated_at);
+CREATE INDEX IF NOT EXISTS idx_model_snap_lookback ON model_metric_snapshots(lookback_window);
+CREATE INDEX IF NOT EXISTS idx_model_snap_horizon ON model_metric_snapshots(horizon);
+
+-- ============================================================================
+-- View: v_prediction_performance
+-- Joins prediction snapshots with outcomes for flat analysis
+-- ============================================================================
+CREATE OR REPLACE VIEW v_prediction_performance AS
+SELECT
+    ps.ticker,
+    ps.direction,
+    ps.action,
+    ps.confidence,
+    ps.strength,
+    ps.contradiction,
+    ps.p_bull,
+    ps.score_company,
+    ps.score_macro,
+    ps.score_competitive,
+    ps.evidence_count,
+    ps.unique_source_count,
+    ps.duplicate_evidence_count,
+    ps.price_at_prediction,
+    po.future_return,
+    po.excess_return_vs_spy,
+    po.excess_return_vs_sector,
+    po.direction_correct,
+    po.profitable,
+    po.horizon,
+    ps.generated_at,
+    po.evaluated_at
+FROM prediction_snapshots ps
+JOIN prediction_outcomes po ON po.prediction_id = ps.id;
+
+-- ============================================================================
+-- View: v_source_performance
+-- Joins evidence links with snapshots and outcomes for source attribution
+-- ============================================================================
+CREATE OR REPLACE VIEW v_source_performance AS
+SELECT
+    sel.source,
+    sel.source_type,
+    sel.catalyst_type,
+    sel.sentiment,
+    sel.weight,
+    sel.contribution_score,
+    sel.is_duplicate,
+    po.direction_correct,
+    po.future_return,
+    po.excess_return_vs_spy,
+    po.horizon,
+    ps.generated_at
+FROM signal_evidence_links sel
+JOIN prediction_snapshots ps ON ps.id = sel.prediction_id
+JOIN prediction_outcomes po ON po.prediction_id = sel.prediction_id;