 Celes Renata
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14a9b4fcc1
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fix: ops pipeline — rate limit, validation cycle, snapshots, config query, rejection reason
- Polygon rate limit env-configurable, default 5 (free tier)
- v3_engine_enabled reads from JSONB config column correctly
- Validation cycle (outcome eval + metrics) wired into scheduler hourly
- Daily portfolio/risk snapshots after 16:30 ET with idempotency
- Prediction snapshot price fallback from positions table
- Order rejection_reason + rejected_at persisted on insert
- Lake-publisher scaled to 0 replicas (redundant)
- Test fix: isolate per-type rate limit tests from Polygon global
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2026-07-03 08:29:24 +00:00 |
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Celes Renata
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7fcc8a6c07
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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
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2026-05-01 03:04:58 +00:00 |
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