Celes Renata
4e010bc048
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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.
19 lines
819 B
SQL
19 lines
819 B
SQL
-- Source accuracy tracking table for historical prediction accuracy per source.
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--
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-- Stores per-source accuracy metrics (fraction of correct directional calls)
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-- used by the probabilistic scoring pipeline to weight source credibility.
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-- See Requirement 4.5: source accuracy metrics stored with source identifier,
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-- accuracy ratio, sample count, and last updated timestamp.
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CREATE TABLE IF NOT EXISTS source_accuracy (
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id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
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source_id VARCHAR(200) NOT NULL,
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accuracy_ratio FLOAT NOT NULL DEFAULT 0.5,
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sample_count INTEGER NOT NULL DEFAULT 0,
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last_updated TIMESTAMPTZ NOT NULL DEFAULT NOW(),
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created_at TIMESTAMPTZ NOT NULL DEFAULT NOW(),
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UNIQUE(source_id)
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);
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CREATE INDEX IF NOT EXISTS idx_source_accuracy_source ON source_accuracy(source_id);
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