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Guard DEB bucket calibration

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This commit is contained in:
2569718930@qq.com
2026-06-08 00:59:16 +08:00
parent 26775693e7
commit 4f4617ba0a
9 changed files with 354 additions and 14 deletions
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tests/test_deb_evaluation_upgrade.py
+55
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@@ -5,11 +5,13 @@ from pathlib import Path
from src.analysis.deb_evaluation import (
DEB_BUCKET_CALIBRATED_VERSION,
DEB_GUARDED_CALIBRATED_VERSION,
DEB_RAW_VERSION,
DEB_RECENT_BIAS_CORRECTED_VERSION,
backtest_deb_versions,
build_bucket_calibrated_corrector,
build_recent_bias_corrector,
choose_guarded_deb_correction,
evaluate_prediction_records,
write_backtest_report,
)
@@ -69,6 +71,58 @@ def test_bucket_calibrated_corrector_optimizes_settlement_bucket_hits():
assert corrected["samples"] == 5
def test_guarded_deb_correction_rejects_bucket_when_recent_holdout_gets_worse():
history = [
{"city": "ankara", "target_date": "2026-05-20", "deb_prediction": 20.49, "actual_high": 20.51},
{"city": "ankara", "target_date": "2026-05-21", "deb_prediction": 20.49, "actual_high": 20.51},
{"city": "ankara", "target_date": "2026-05-22", "deb_prediction": 20.49, "actual_high": 20.51},
{"city": "ankara", "target_date": "2026-05-23", "deb_prediction": 20.49, "actual_high": 20.51},
{"city": "ankara", "target_date": "2026-05-24", "deb_prediction": 20.49, "actual_high": 20.51},
{"city": "ankara", "target_date": "2026-05-25", "deb_prediction": 20.49, "actual_high": 20.49},
{"city": "ankara", "target_date": "2026-05-26", "deb_prediction": 20.49, "actual_high": 20.49},
{"city": "ankara", "target_date": "2026-05-27", "deb_prediction": 20.49, "actual_high": 20.49},
]
corrected = choose_guarded_deb_correction(
history,
"ankara",
raw_prediction=20.49,
min_samples=3,
validation_samples=3,
)
assert corrected["version"] == DEB_GUARDED_CALIBRATED_VERSION
assert corrected["selected_version"] == DEB_RECENT_BIAS_CORRECTED_VERSION
assert corrected["corrected_prediction"] == 20.5
assert corrected["guard_reason"] == "bucket_rejected_holdout"
def test_guarded_deb_correction_accepts_bucket_when_holdout_improves():
history = [
{"city": "ankara", "target_date": "2026-05-20", "deb_prediction": 20.49, "actual_high": 20.51},
{"city": "ankara", "target_date": "2026-05-21", "deb_prediction": 20.49, "actual_high": 20.51},
{"city": "ankara", "target_date": "2026-05-22", "deb_prediction": 20.49, "actual_high": 20.51},
{"city": "ankara", "target_date": "2026-05-23", "deb_prediction": 20.49, "actual_high": 20.51},
{"city": "ankara", "target_date": "2026-05-24", "deb_prediction": 20.49, "actual_high": 20.51},
{"city": "ankara", "target_date": "2026-05-25", "deb_prediction": 20.49, "actual_high": 20.51},
{"city": "ankara", "target_date": "2026-05-26", "deb_prediction": 20.49, "actual_high": 20.51},
{"city": "ankara", "target_date": "2026-05-27", "deb_prediction": 20.49, "actual_high": 20.51},
]
corrected = choose_guarded_deb_correction(
history,
"ankara",
raw_prediction=20.49,
min_samples=3,
validation_samples=3,
)
assert corrected["version"] == DEB_GUARDED_CALIBRATED_VERSION
assert corrected["selected_version"] == DEB_BUCKET_CALIBRATED_VERSION
assert corrected["corrected_prediction"] == 20.6
assert corrected["guard_reason"] == "bucket_selected_holdout"
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},
@@ -83,6 +137,7 @@ def test_backtest_deb_versions_compares_raw_and_bias_corrected_versions():
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_GUARDED_CALIBRATED_VERSION]["samples"] == 2
assert (
report["versions"][DEB_RECENT_BIAS_CORRECTED_VERSION]["mae"]
< report["versions"][DEB_RAW_VERSION]["mae"]