 Celes Renata
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ca712ad4a0
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fix: pipeline health — stuck docs, price fallback, sentiment normalization, signal-engine scale, quality gate
- Scheduler: lower stale threshold 240→30 min, batch limit 100→500, TTL 14400→3600
- Prediction snapshot: add 24h market_snapshots time-window fallback
- Aggregation: add normalize_impact_scores() z-score normalization
- Helm: signal-engine replicas → 0 (idle when dual pipeline disabled)
- Quality gate: max_snapshot_age_hours 24→48
- Add backfill script for NULL price_at_prediction snapshots
- Add PBT bug condition and preservation tests (14 tests)
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2026-07-10 20:16:01 +00:00 |
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Celes Renata
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4e010bc048
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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.
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2026-04-29 11:41:48 +00:00 |
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