Celes Renata
45 lines
1.5 KiB
SQL
45 lines
1.5 KiB
SQL
-- View: prediction_accuracy
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-- Joins prediction_vs_outcome with trade_signals and market_bars to provide
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-- a comprehensive prediction accuracy scorecard.
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-- Requirements: 10.1, 10.2, 10.3, 10.4
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-- Design ref: Section 9.2 (prediction confidence vs realized move)
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CREATE OR REPLACE VIEW lakehouse.stonks.prediction_accuracy AS
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SELECT
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pvo.recommendation_id,
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pvo.ticker,
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pvo.predicted_action,
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pvo.predicted_confidence,
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pvo.actual_move_pct,
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pvo.outcome,
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pvo.horizon_days,
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pvo.predicted_at,
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pvo.evaluated_at,
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pvo.model_version,
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ts.trend_direction,
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ts.trend_strength,
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ts.contradiction_score,
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ts.dominant_catalysts,
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-- Confidence bucket for dashboard grouping
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CASE
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WHEN pvo.predicted_confidence >= 0.8 THEN 'high'
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WHEN pvo.predicted_confidence >= 0.5 THEN 'medium'
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ELSE 'low'
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END AS confidence_bucket,
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-- Direction correctness: did the predicted action match the actual move?
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CASE
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WHEN pvo.predicted_action = 'buy' AND pvo.actual_move_pct > 0 THEN true
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WHEN pvo.predicted_action = 'sell' AND pvo.actual_move_pct < 0 THEN true
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WHEN pvo.predicted_action IN ('hold', 'watch') THEN NULL
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ELSE false
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END AS direction_correct,
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-- Magnitude of prediction error
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ABS(pvo.actual_move_pct) AS abs_move_pct,
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pvo.dt
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FROM
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lakehouse.stonks.prediction_vs_outcome pvo
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LEFT JOIN
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lakehouse.stonks.trade_signals ts
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ON pvo.recommendation_id = ts.recommendation_id
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AND pvo.dt = ts.dt;
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