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fix: stop discarding live predictions the moment they mature

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Six live predictions were marked unresolvable, including MSFT twice, WMT and
ITW. Re-running the calculation against yahoo resolves all six, so they were
never unresolvable, they were scored before the market data existed and then
thrown away permanently.

The due-check counted calendar days while calculateOutcome finds the exit bar by
trading days. A friday horizon-1 prediction therefore looked due on saturday,
when monday's close cannot exist. calculateOutcome returned null and the worker
treated null as permanently dead. This hit short horizons hardest, which is
exactly the cohort that produces the first live evidence.

The sql filter stays loose because it cannot know about weekends, and trading day
arithmetic now decides what is genuinely ready. A null result waits for the
horizon to be properly past before anything is retired, and says so when it
finally gives up.

Separately, at horizon 1 the entry and exit lookups could land on the same bar
and produce an excess return of exactly zero, which was recorded as a real
outcome and scored as a directional miss. ITW and WMT both did this. A horizon
that has not elapsed is no longer a measurement.

Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01WnNxwxfXSbeNtjvtz5gayb
This commit is contained in:
ImBenji
2026-09-03 16:28:57 +01:00
co-authored by Claude Opus 5
parent 73d09c943f
commit 859d0719b3
3 changed files with 81 additions and 10 deletions
Download Patch File Download Diff File Expand all files Collapse all files
src/autonomy/outcomes.js
+18 -5
View File
@@ -9,18 +9,31 @@ function addTradingDays(date, days) {
return value.toISOString().slice(0, 10);
}
function barOnOrAfter(history, date) {
return history.find((row) => row.date >= date) || null;
}
function nearestOnOrAfter(history, date) {
return history.find((row) => row.date >= date)?.close ?? null;
return barOnOrAfter(history, date)?.close ?? null;
}
function calculateOutcome(prediction, instrumentHistory, benchmarkHistory) {
const eventDate = String(prediction.information_cutoff).slice(0, 10);
const horizonDate = addTradingDays(eventDate, prediction.horizon_days);
const price0 = nearestOnOrAfter(instrumentHistory, eventDate);
const priceHorizon = nearestOnOrAfter(instrumentHistory, horizonDate);
const benchmark0 = nearestOnOrAfter(benchmarkHistory, eventDate);
const benchmarkHorizon = nearestOnOrAfter(benchmarkHistory, horizonDate);
const entryBar = barOnOrAfter(instrumentHistory, eventDate);
const exitBar = barOnOrAfter(instrumentHistory, horizonDate);
const benchEntryBar = barOnOrAfter(benchmarkHistory, eventDate);
const benchExitBar = barOnOrAfter(benchmarkHistory, horizonDate);
const price0 = entryBar?.close ?? null;
const priceHorizon = exitBar?.close ?? null;
const benchmark0 = benchEntryBar?.close ?? null;
const benchmarkHorizon = benchExitBar?.close ?? null;
if (![price0, priceHorizon, benchmark0, benchmarkHorizon].every(Number.isFinite)) return null;
// On a short horizon the entry and exit lookups can land on the same bar, which
// yields an excess return of exactly zero and gets scored as a directional miss.
// That is not a result, it means the horizon has not actually elapsed yet.
if (entryBar.date === exitBar.date || benchEntryBar.date === benchExitBar.date) return null;
const instrumentReturn = (priceHorizon - price0) / price0;
const benchmarkReturn = (benchmarkHorizon - benchmark0) / benchmark0;
const excessReturn = instrumentReturn - benchmarkReturn;