Commit Graph
4 Commits
Author SHA1 Message Date
Celes Renata b4bf0f2361 feat: math core v3 engine upgrade 2026-06-27 12:21:41 +00:00
Celes Renata 4e010bc048 feat: signal math upgrade — probabilistic, regime-aware scoring pipeline
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.
2026-04-29 11:41:48 +00:00
Celes Renata f11aa0a1ee fix: deduplicate recommendations and widen position sizing range
- Add dedup check in recommendation worker: skip generation when latest
  rec for same ticker+window has identical action/mode/confidence
- Widen position sizing range (1-10% portfolio, 0.3-2% max loss) and
  factor in trend strength + evidence count for differentiated sizing
- API returns only latest recommendation per ticker by default (DISTINCT ON)
  to eliminate duplicate rows in the frontend list view
2026-04-17 00:15:32 +00:00
Celes Renata ce10afa034 phase 14-15: docker build validation and helm deployment 2026-04-11 11:59:45 -07:00