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Improve DEB calibration and training metrics

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This commit is contained in:
2569718930@qq.com
2026-06-07 22:51:18 +08:00
parent 12935f502f
commit 41e819735d
9 changed files with 690 additions and 57 deletions
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tests/test_deb_evaluation_upgrade.py
+22
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@@ -4,9 +4,11 @@ import sys
from pathlib import Path
from src.analysis.deb_evaluation import (
DEB_BUCKET_CALIBRATED_VERSION,
DEB_RAW_VERSION,
DEB_RECENT_BIAS_CORRECTED_VERSION,
backtest_deb_versions,
build_bucket_calibrated_corrector,
build_recent_bias_corrector,
evaluate_prediction_records,
write_backtest_report,
@@ -48,6 +50,25 @@ def test_recent_bias_corrector_uses_signed_error_without_rewriting_raw_deb():
assert corrected["samples"] == 3
def test_bucket_calibrated_corrector_optimizes_settlement_bucket_hits():
history = [
{"city": "ankara", "target_date": "2026-05-20", "deb_prediction": 20.4, "actual_high": 21.0},
{"city": "ankara", "target_date": "2026-05-21", "deb_prediction": 21.4, "actual_high": 22.0},
{"city": "ankara", "target_date": "2026-05-22", "deb_prediction": 22.4, "actual_high": 23.0},
{"city": "ankara", "target_date": "2026-05-23", "deb_prediction": 23.4, "actual_high": 24.0},
{"city": "ankara", "target_date": "2026-05-24", "deb_prediction": 24.4, "actual_high": 25.0},
]
corrector = build_bucket_calibrated_corrector(history, lookback_days=30, min_samples=5)
corrected = corrector.apply("ankara", raw_prediction=25.4)
assert corrected["version"] == DEB_BUCKET_CALIBRATED_VERSION
assert corrected["raw_prediction"] == 25.4
assert corrected["corrected_prediction"] == 26.0
assert corrected["bias_adjustment"] == 0.6
assert corrected["samples"] == 5
def test_backtest_deb_versions_compares_raw_and_bias_corrected_versions():
history = [
{"city": "ankara", "target_date": "2026-05-20", "deb_prediction": 20.0, "actual_high": 22.0},
@@ -61,6 +82,7 @@ def test_backtest_deb_versions_compares_raw_and_bias_corrected_versions():
assert report["schema_version"] == "deb_backtest_report.v1"
assert report["versions"][DEB_RAW_VERSION]["samples"] == 2
assert report["versions"][DEB_RECENT_BIAS_CORRECTED_VERSION]["samples"] == 2
assert report["versions"][DEB_BUCKET_CALIBRATED_VERSION]["samples"] == 0
assert (
report["versions"][DEB_RECENT_BIAS_CORRECTED_VERSION]["mae"]
< report["versions"][DEB_RAW_VERSION]["mae"]