feat: add autonomous paper-trading and calibration pipeline

src/autonomy/outcomes.js

@@ -0,0 +1,35 @@
+function addTradingDays(date, days) {
+  const value = new Date(`${date}T00:00:00Z`);
+  let remaining = Math.max(0, Number(days) || 0);
+  while (remaining > 0) {
+    value.setUTCDate(value.getUTCDate() + 1);
+    const weekday = value.getUTCDay();
+    if (weekday !== 0 && weekday !== 6) remaining -= 1;
+  }
+  return value.toISOString().slice(0, 10);
+}
+
+function nearestOnOrAfter(history, date) {
+  return history.find((row) => row.date >= 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);
+  if (![price0, priceHorizon, benchmark0, benchmarkHorizon].every(Number.isFinite)) return null;
+  const instrumentReturn = (priceHorizon - price0) / price0;
+  const benchmarkReturn = (benchmarkHorizon - benchmark0) / benchmark0;
+  const excessReturn = instrumentReturn - benchmarkReturn;
+  const directionCorrect = prediction.direction === 'positive' ? excessReturn > 0 : excessReturn < 0;
+  return {
+    price0, priceHorizon, benchmark0, benchmarkHorizon,
+    excessReturn, directionCorrect: directionCorrect ? 1 : 0,
+    eventDate, horizonDate,
+  };
+}
+
+module.exports = { addTradingDays, nearestOnOrAfter, calculateOutcome };