feat: add autonomous paper-trading and calibration pipeline

workers/outcomeWorker.js

@@ -0,0 +1,173 @@
+// evaluates predictions older than 11 days against realized stock returns
+// runs continuously, batching by ticker so we hit yahoo once per company per cycle
+
+const { getPriceContext } = require("./priceContext");
+const https = require("https");
+
+
+async function runOutcomeWorker(archiveDb, intelligenceDb, config) {
+  const loopDelay = config.workers?.outcomeLoopDelayMs ?? 60000;
+
+  // pull predictions that are old enough to evaluate (>= 11 calendar days) and dont have an outcome yet
+  const getPending = intelligenceDb.prepare(`
+    SELECT ep.id, ep.company_id, ep.event_date, ep.direction, tc.ticker
+    FROM event_predictions ep
+    JOIN tracked_companies tc ON ep.company_id = tc.id
+    LEFT JOIN prediction_outcomes po ON po.prediction_id = ep.id
+    WHERE po.prediction_id IS NULL
+      AND ep.event_date IS NOT NULL
+      AND date(ep.event_date) <= date('now', '-11 days')
+      AND ep.direction IN ('positive', 'negative')
+      AND tc.ticker IS NOT NULL
+      AND tc.ticker NOT LIKE '%.%'
+      AND length(tc.ticker) <= 5
+    ORDER BY ep.event_date ASC
+    LIMIT 50
+  `);
+
+  const insertOutcome = intelligenceDb.prepare(`
+    INSERT OR REPLACE INTO prediction_outcomes
+      (prediction_id, company_id, ticker, event_date, price_0, price_5d, price_10d, r5, r10, correct_5d, correct_10d)
+    VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
+  `);
+
+  while (true) {
+    try {
+      const pending = getPending.all();
+
+      if (pending.length === 0) {
+        await sleep(loopDelay);
+        continue;
+      }
+
+      // group by ticker so we only fetch each company's history once per cycle
+      const byTicker = new Map();
+      for (const p of pending) {
+        if (!byTicker.has(p.ticker)) byTicker.set(p.ticker, []);
+        byTicker.get(p.ticker).push(p);
+      }
+
+      let evaluated = 0;
+      for (const [ticker, preds] of byTicker.entries()) {
+        let history;
+        try {
+          history = await fetchYahooHistory(ticker, "1y");
+        } catch (err) {
+          console.error(`[outcome] yahoo error for ${ticker}: ${err.message}`);
+          continue;
+        }
+
+        if (!history || history.length === 0) continue;
+
+        for (const pred of preds) {
+          const eventDate = pred.event_date.slice(0, 10);
+          const price0 = nearestOnOrAfter(history, eventDate);
+          if (price0 == null) continue;
+
+          const date5 = addTradingDays(eventDate, 5);
+          const date10 = addTradingDays(eventDate, 10);
+          const price5 = nearestOnOrAfter(history, date5);
+          const price10 = nearestOnOrAfter(history, date10);
+
+          const r5 = price5 != null ? (price5 - price0) / price0 * 100 : null;
+          const r10 = price10 != null ? (price10 - price0) / price0 * 100 : null;
+
+          const correct5 = r5 == null ? null : (pred.direction === "positive" ? (r5 > 0 ? 1 : 0) : (r5 < 0 ? 1 : 0));
+          const correct10 = r10 == null ? null : (pred.direction === "positive" ? (r10 > 0 ? 1 : 0) : (r10 < 0 ? 1 : 0));
+
+          insertOutcome.run(
+            pred.id, pred.company_id, ticker, eventDate,
+            price0, price5, price10, r5, r10, correct5, correct10
+          );
+          evaluated++;
+        }
+
+        // small delay between tickers so we dont hammer yahoo
+        await sleep(800);
+      }
+
+      if (evaluated > 0) {
+        console.log(`[outcome] evaluated ${evaluated} predictions across ${byTicker.size} tickers`);
+      }
+
+      await sleep(loopDelay);
+
+    } catch (err) {
+      console.error("[outcome] cycle error:", err.message);
+      await sleep(loopDelay);
+    }
+  }
+}
+
+
+async function fetchYahooHistory(ticker, range) {
+  const url = `https://query1.finance.yahoo.com/v8/finance/chart/${encodeURIComponent(ticker)}?range=${range}&interval=1d`;
+  const body = await httpGet(url, { "User-Agent": "Mozilla/5.0 (compatible; duriin-intelligence/1.0)" });
+
+  const parsed = JSON.parse(body);
+  const result = parsed?.chart?.result?.[0];
+  if (!result) return null;
+
+  const ts = result.timestamp || [];
+  const closes = result.indicators?.quote?.[0]?.close || [];
+
+  const out = [];
+  for (let i = 0; i < ts.length; i++) {
+    if (closes[i] == null) continue;
+    out.push({
+      date: new Date(ts[i] * 1000).toISOString().slice(0, 10),
+      close: closes[i],
+    });
+  }
+  return out;
+}
+
+
+function nearestOnOrAfter(history, dateStr) {
+  for (const row of history) {
+    if (row.date >= dateStr) return row.close;
+  }
+  return null;
+}
+
+
+function addTradingDays(dateStr, n) {
+  const dt = new Date(dateStr);
+  let count = 0;
+  while (count < n) {
+    dt.setDate(dt.getDate() + 1);
+    const dow = dt.getDay();
+    if (dow >= 1 && dow <= 5) count++;
+  }
+  return dt.toISOString().slice(0, 10);
+}
+
+
+function httpGet(url, headers) {
+  return new Promise((resolve, reject) => {
+    const u = new URL(url);
+    const req = https.request({
+      hostname: u.hostname,
+      path: u.pathname + u.search,
+      method: "GET",
+      headers,
+    }, (res) => {
+      let data = "";
+      res.on("data", chunk => data += chunk);
+      res.on("end", () => {
+        if (res.statusCode >= 200 && res.statusCode < 300) resolve(data);
+        else reject(new Error(`yahoo ${res.statusCode}: ${data.slice(0, 200)}`));
+      });
+    });
+    req.on("error", reject);
+    req.end();
+  });
+}
+
+
+function sleep(ms) {
+  return new Promise(r => setTimeout(r, ms));
+}
+
+
+module.exports = { runOutcomeWorker };