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expand ci quality gates
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dirtydishes 2026-05-30 02:34:28 -04:00
parent 65139bf8d0
commit 44431c4e66
71 changed files with 2262 additions and 1173 deletions
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53
services/compute/src/smart-money-evaluation.ts
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@ -1,4 +1,9 @@
import type { FlowPacket, SmartMoneyDirection, SmartMoneyEvent, SmartMoneyProfileId } from "@islandflow/types";
import type {
FlowPacket,
SmartMoneyDirection,
SmartMoneyEvent,
SmartMoneyProfileId
} from "@islandflow/types";
import { buildSmartMoneyEventFromPacket, type SmartMoneyParentEventOptions } from "./parent-events";
export type SmartMoneyLabel = {
@ -115,8 +120,12 @@ export const compareSmartMoneyReplayOutputs = (
liveEvents: SmartMoneyEvent[],
batchEvents: SmartMoneyEvent[]
): ReplayConsistencyReport => {
const liveById = new Map(liveEvents.map((event) => [event.event_id, smartMoneyEventSignature(event)]));
const batchById = new Map(batchEvents.map((event) => [event.event_id, smartMoneyEventSignature(event)]));
const liveById = new Map(
liveEvents.map((event) => [event.event_id, smartMoneyEventSignature(event)])
);
const batchById = new Map(
batchEvents.map((event) => [event.event_id, smartMoneyEventSignature(event)])
);
const ids = [...new Set([...liveById.keys(), ...batchById.keys()])].sort();
const mismatches: ReplayConsistencyMismatch[] = [];
@ -153,7 +162,9 @@ export const evaluateSmartMoneyEvents = (
const labelsById = new Map(labels.map((label) => [label.event_id, label]));
const labeledEvents = events
.map((event) => ({ event, label: labelsById.get(event.event_id) }))
.filter((entry): entry is { event: SmartMoneyEvent; label: SmartMoneyLabel } => Boolean(entry.label));
.filter((entry): entry is { event: SmartMoneyEvent; label: SmartMoneyLabel } =>
Boolean(entry.label)
);
const emitted = events.filter((event) => !event.abstained && event.primary_profile_id);
const profilePrecision: SmartMoneyEvaluationReport["profile_precision"] = {};
@ -163,7 +174,8 @@ export const evaluateSmartMoneyEvents = (
const predicted = labeledEvents.filter((entry) => entry.event.primary_profile_id === profile);
const actual = labeledEvents.filter((entry) => entry.label.profile_id === profile);
const truePositive = predicted.filter((entry) => entry.label.profile_id === profile).length;
profilePrecision[profile] = predicted.length > 0 ? round(truePositive / predicted.length) : null;
profilePrecision[profile] =
predicted.length > 0 ? round(truePositive / predicted.length) : null;
profileRecall[profile] = actual.length > 0 ? round(truePositive / actual.length) : null;
}
@ -175,7 +187,10 @@ export const evaluateSmartMoneyEvents = (
labeled_count: labeledEvents.length,
emitted_count: emitted.length,
abstained_count: events.filter((event) => event.abstained).length,
abstention_rate: events.length > 0 ? round(events.filter((event) => event.abstained).length / events.length) : 0,
abstention_rate:
events.length > 0
? round(events.filter((event) => event.abstained).length / events.length)
: 0,
profile_precision: profilePrecision,
profile_recall: profileRecall,
calibration,
@ -195,7 +210,9 @@ const buildCalibration = (
}));
for (const { event, label } of entries) {
const probability = event.profile_scores.find((entry) => entry.profile_id === event.primary_profile_id)?.probability ?? 0;
const probability =
event.profile_scores.find((entry) => entry.profile_id === event.primary_profile_id)
?.probability ?? 0;
const index = Math.min(bucketCount - 1, Math.floor(probability * bucketCount));
buckets[index].probabilities.push(probability);
if (!event.abstained && event.primary_profile_id === label.profile_id) {
@ -209,9 +226,13 @@ const buildCalibration = (
count: bucket.probabilities.length,
average_probability:
bucket.probabilities.length > 0
? round(bucket.probabilities.reduce((sum, value) => sum + value, 0) / bucket.probabilities.length)
? round(
bucket.probabilities.reduce((sum, value) => sum + value, 0) /
bucket.probabilities.length
)
: 0,
accuracy: bucket.probabilities.length > 0 ? round(bucket.correct / bucket.probabilities.length) : null
accuracy:
bucket.probabilities.length > 0 ? round(bucket.correct / bucket.probabilities.length) : null
}));
};
@ -223,7 +244,10 @@ const buildEconomicSanity = (
sign: directionalSign(event.primary_direction),
realized: label.realized_return_bps
}))
.filter((entry): entry is { sign: number; realized: number } => entry.sign !== 0 && Number.isFinite(entry.realized));
.filter(
(entry): entry is { sign: number; realized: number } =>
entry.sign !== 0 && Number.isFinite(entry.realized)
);
if (directional.length === 0) {
return {
@ -236,7 +260,12 @@ const buildEconomicSanity = (
const signedReturns = directional.map((entry) => entry.sign * entry.realized);
return {
directional_count: directional.length,
direction_hit_rate: round(signedReturns.filter((value) => value > 0).length / directional.length),
average_signed_return_bps: round(signedReturns.reduce((sum, value) => sum + value, 0) / signedReturns.length, 2)
direction_hit_rate: round(
signedReturns.filter((value) => value > 0).length / directional.length
),
average_signed_return_bps: round(
signedReturns.reduce((sum, value) => sum + value, 0) / signedReturns.length,
2
)
};
};