feat: add autonomous paper-trading and calibration pipeline

workers/outcomeAutonomyWorker.js

@@ -0,0 +1,71 @@
+const os = require('os');
+const https = require('https');
+const Database = require('better-sqlite3');
+const { initAutonomySchema } = require('../src/autonomy/schema');
+const { calculateOutcome } = require('../src/autonomy/outcomes');
+
+function sleep(ms) { return new Promise((resolve) => setTimeout(resolve, ms)); }
+function httpGet(url) {
+  return new Promise((resolve, reject) => {
+    const request = https.get(url, { headers: { 'User-Agent': 'duriin-autonomy/1.0' } }, (response) => {
+      let body = '';
+      response.setEncoding('utf8');
+      response.on('data', (chunk) => { body += chunk; });
+      response.on('end', () => response.statusCode >= 200 && response.statusCode < 300
+        ? resolve(body) : reject(new Error(`market data returned ${response.statusCode}`)));
+    });
+    request.setTimeout(15000, () => request.destroy(new Error('market data timeout')));
+    request.on('error', reject);
+  });
+}
+
+async function history(symbol) {
+  const url = `https://query1.finance.yahoo.com/v8/finance/chart/${encodeURIComponent(symbol)}?range=10y&interval=1d`;
+  const body = JSON.parse(await httpGet(url));
+  const result = body?.chart?.result?.[0];
+  if (!result) return [];
+  return (result.timestamp || []).map((timestamp, index) => ({
+    date: new Date(timestamp * 1000).toISOString().slice(0, 10),
+    close: result.indicators?.quote?.[0]?.close?.[index],
+  })).filter((row) => Number.isFinite(row.close));
+}
+
+async function resolveAutonomyOutcomes({ intelligencePath, workerId = `outcome-${os.hostname()}-${process.pid}`, pollMs = 60000 } = {}) {
+  const db = new Database(intelligencePath);
+  db.pragma('journal_mode = WAL');
+  initAutonomySchema(db);
+  const cache = new Map();
+  while (true) {
+    const predictions = db.prepare(`
+      SELECT p.* FROM autonomy_predictions p
+      LEFT JOIN autonomy_outcomes o ON o.prediction_id = p.id
+      WHERE p.status = 'open' AND o.prediction_id IS NULL
+        AND datetime(p.information_cutoff, '+' || p.horizon_days || ' days') <= datetime('now')
+      ORDER BY p.information_cutoff ASC LIMIT 25
+    `).all();
+    for (const prediction of predictions) {
+      try {
+        if (!cache.has(prediction.instrument)) cache.set(prediction.instrument, await history(prediction.instrument));
+        if (!cache.has('SPY')) cache.set('SPY', await history('SPY'));
+        const result = calculateOutcome(prediction, cache.get(prediction.instrument), cache.get('SPY'));
+        if (!result) {
+          db.prepare("UPDATE autonomy_predictions SET status = 'unresolvable' WHERE id = ?").run(prediction.id);
+          continue;
+        }
+        db.prepare(`
+          INSERT OR REPLACE INTO autonomy_outcomes
+            (prediction_id, price_0, price_horizon, benchmark_0, benchmark_horizon, excess_return, direction_correct, error_type)
+          VALUES (?, ?, ?, ?, ?, ?, ?, ?)
+        `).run(prediction.id, result.price0, result.priceHorizon, result.benchmark0, result.benchmarkHorizon,
+          result.excessReturn, result.directionCorrect, result.directionCorrect ? null : 'direction_error');
+        db.prepare("UPDATE autonomy_predictions SET status = 'resolved' WHERE id = ?").run(prediction.id);
+      } catch (error) {
+        console.error(`[autonomy-outcome] ${workerId} prediction ${prediction.id}:`, error.message);
+      }
+      await sleep(800);
+    }
+    await sleep(pollMs);
+  }
+}
+
+module.exports = { calculateOutcome, resolveAutonomyOutcomes };