const os = require('os'); const Database = require('better-sqlite3'); const { initAutonomySchema } = require('../src/autonomy/schema'); const { calibrateOutcomes, cohortKey } = require('../src/autonomy/calibration'); const { decide } = require('../src/autonomy/policy'); function sleep(ms) { return new Promise((resolve) => setTimeout(resolve, ms)); } function snapshotToDecisionInput(snapshot, direction) { return { direction, probability: snapshot.directional_probability, expectedExcessReturn: snapshot.expected_excess_return, lowerReturn: snapshot.lower_return, upperReturn: snapshot.upper_return, sampleSize: snapshot.sample_size, }; } function refreshCalibration(db, version = `cal-${Date.now()}`, { origin = 'live', source = origin, replayRunId = null } = {}) { const learningClause = origin === 'live' ? 'AND p.learning_eligible = 1' : ''; const replayClause = replayRunId ? 'AND p.replay_run_id = @replayRunId' : ''; const groups = db.prepare(` SELECT p.direction, p.event_type, p.horizon_days, o.* FROM autonomy_predictions p JOIN autonomy_outcomes o ON o.prediction_id = p.id WHERE p.status = 'resolved' AND p.origin = @origin ${learningClause} ${replayClause} `).all({ origin, replayRunId }).reduce((map, row) => { const key = cohortKey({ direction: row.direction, eventType: row.event_type, horizonDays: row.horizon_days }); if (!map.has(key)) map.set(key, []); map.get(key).push(row); return map; }, new Map()); const insert = db.prepare(` INSERT INTO autonomy_calibration_snapshots (cohort_key, sample_size, effective_sample_size, directional_probability, expected_excess_return, lower_return, upper_return, parent_cohort_key, version, source, replay_run_id) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?) `); const tx = db.transaction(() => { for (const [key, rows] of groups) { if (db.prepare(` SELECT 1 FROM autonomy_calibration_snapshots WHERE cohort_key = ? AND version = ? AND source = ? AND COALESCE(replay_run_id, 0) = COALESCE(?, 0) `).get(key, version, source, replayRunId)) continue; const result = calibrateOutcomes(rows); insert.run(key, result.sampleSize, result.effectiveSampleSize, result.directionalProbability, result.expectedExcessReturn, result.lowerReturn, result.upperReturn, null, version, source, replayRunId); } }); tx(); return groups.size; } function refreshHistoricalCalibration(db, version = `replay-cal-${Date.now()}`) { const runs = db.prepare(` SELECT DISTINCT replay_run_id AS replayRunId FROM autonomy_predictions WHERE origin = 'replay' AND replay_run_id IS NOT NULL ORDER BY replay_run_id `).all(); let groups = 0; for (const run of runs) { groups += refreshCalibration(db, `${version}-run-${run.replayRunId}`, { origin: 'replay', source: 'replay', replayRunId: run.replayRunId, }); } if (!runs.length) { groups += refreshCalibration(db, version, { origin: 'replay', source: 'replay' }); } return groups; } function createDecisions(db, strategyVersion = 'autonomy-1') { const predictions = db.prepare(` SELECT p.* FROM autonomy_predictions p LEFT JOIN autonomy_decisions d ON d.prediction_id = p.id WHERE d.prediction_id IS NULL AND p.status = 'open' AND p.origin = 'live' `).all(); const latest = db.prepare(` SELECT * FROM autonomy_calibration_snapshots WHERE cohort_key = ? ORDER BY created_at DESC, id DESC LIMIT 1 `); const insert = db.prepare(` INSERT INTO autonomy_decisions (prediction_id, action, calibrated_probability, expected_excess_return, rationale, strategy_version) VALUES (?, ?, ?, ?, ?, ?) `); let created = 0; const tx = db.transaction(() => { for (const prediction of predictions) { const key = cohortKey({ direction: prediction.direction, eventType: prediction.event_type, horizonDays: prediction.horizon_days }); const calibration = latest.get(key); const decision = calibration ? decide(snapshotToDecisionInput(calibration, prediction.direction), { minSampleSize: 30 }) : { action: 'ABSTAIN', rationale: 'calibration unavailable' }; insert.run(prediction.id, decision.action, calibration?.directional_probability || null, calibration?.expected_excess_return || null, decision.rationale, strategyVersion); created++; } }); tx(); return created; } // Replay evaluations are walk-forward: each historical prediction is scored // against calibration data that had matured strictly before its cutoff. They // are stored in their own ledger, never in autonomy_decisions. function refreshReplayEvaluations(db) { const predictions = db.prepare(` SELECT p.*, o.excess_return, o.direction_correct FROM autonomy_predictions p JOIN autonomy_outcomes o ON o.prediction_id = p.id LEFT JOIN autonomy_replay_evaluations e ON e.prediction_id = p.id WHERE p.origin = 'replay' AND p.status = 'resolved' AND e.prediction_id IS NULL ORDER BY datetime(p.information_cutoff), p.id LIMIT 200 `).all(); const prior = db.prepare(` SELECT p.direction, p.event_type, p.horizon_days, o.* FROM autonomy_predictions p JOIN autonomy_outcomes o ON o.prediction_id = p.id WHERE p.origin = 'replay' AND p.status = 'resolved' AND datetime(p.information_cutoff, '+' || p.horizon_days || ' days') < datetime(?) `); const insert = db.prepare(` INSERT INTO autonomy_replay_evaluations (prediction_id, replay_run_id, snapshot_cutoff, sample_size, action, calibrated_probability, expected_excess_return, rationale) VALUES (?, ?, ?, ?, ?, ?, ?, ?) `); const tx = db.transaction(() => { for (const prediction of predictions) { const key = cohortKey({ direction: prediction.direction, eventType: prediction.event_type, horizonDays: prediction.horizon_days }); const rows = prior.all(prediction.information_cutoff).filter((row) => cohortKey({ direction: row.direction, eventType: row.event_type, horizonDays: row.horizon_days }) === key); const calibration = rows.length ? calibrateOutcomes(rows) : null; const decision = calibration ? decide({ ...calibration, direction: prediction.direction }, { minSampleSize: 30 }) : { action: 'ABSTAIN', rationale: 'walk-forward calibration unavailable' }; insert.run(prediction.id, prediction.replay_run_id, prediction.information_cutoff, rows.length, decision.action, calibration?.directionalProbability || null, calibration?.expectedExcessReturn || null, decision.rationale); } }); tx(); return predictions.length; } async function runCalibrationWorker({ intelligencePath, pollMs = 60000, workerId = `calibration-${os.hostname()}-${process.pid}` } = {}) { const db = new Database(intelligencePath); db.pragma('journal_mode = WAL'); db.pragma('busy_timeout = 5000'); initAutonomySchema(db); while (true) { try { const state = db.prepare('SELECT COUNT(*) AS count, COALESCE(MAX(prediction_id), 0) AS max_id FROM autonomy_outcomes').get(); const version = `cal-${state.count}-${state.max_id}`; const groups = refreshCalibration(db, version); const historicalGroups = refreshHistoricalCalibration(db, version); const decisions = createDecisions(db); const replayEvaluations = refreshReplayEvaluations(db); if (groups || historicalGroups || decisions || replayEvaluations) console.log(`[${workerId}] calibration groups=${groups} historical_groups=${historicalGroups} decisions=${decisions} replay_evaluations=${replayEvaluations}`); } catch (error) { console.error(`[${workerId}] calibration error:`, error.message); } await sleep(pollMs); } } module.exports = { refreshCalibration, refreshHistoricalCalibration, createDecisions, refreshReplayEvaluations, runCalibrationWorker };