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Align adaptation with audited outcomes

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Theodore Song
2026-08-18 10:45:58 -04:00
parent 7b81dbfa4b
commit ad11de39ad
5 changed files with 128 additions and 55 deletions
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scripts/evaluate-signals.mjs
+25 -1
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@@ -254,4 +254,28 @@ const report = {
})),
failures: histories.filter((result) => result?.error).length,
};
console.log(JSON.stringify(report, null, 2));
const compact = process.env.EVAL_SUMMARY === "1";
const compactStats = (stats = {}) => ({ count: stats.count || 0, markets: stats.markets || 0,
mean: stats.mean || 0, marketMean: stats.marketMean || 0, lower90: stats.lower90 || 0, upper90: stats.upper90 || 0,
winRate: stats.winRate || 0 });
const compactRules = (rules = {}) => Object.fromEntries(Object.entries(rules)
.filter(([, result]) => result.enoughData && (result.allPositive || result.allNegative))
.map(([name, result]) => [name, { direction: result.allPositive ? "positive" : "negative",
minimumSegmentMean: result.minimumSegmentMean, maximumSegmentMean: result.maximumSegmentMean,
pooled: compactStats(result.pooled) }]));
const summary = {
generatedAt: report.generatedAt, marketLimit: report.marketLimit, marketsWithHistory: report.marketsWithHistory,
primaryHorizon: report.methodology.primaryHorizon, failures: report.failures,
overall: compactStats(report.overall),
byType: Object.fromEntries(Object.entries(report.byType).map(([key, value]) => [key, compactStats(value)])),
byCategory: Object.fromEntries(Object.entries(report.byCategory).map(([key, value]) => [key, compactStats(value)])),
byBand: Object.fromEntries(Object.entries(report.byBand).map(([key, value]) => [key, compactStats(value)])),
bySide: Object.fromEntries(Object.entries(report.bySide).map(([key, value]) => [key, compactStats(value)])),
train: compactStats(report.chronologicalSplit.train.follow_all),
test: compactStats(report.chronologicalSplit.test.follow_all),
robustRules: compactRules(report.chronologicalSplit.robustRules),
horizons: Object.fromEntries(Object.entries(report.horizons).map(([hours, value]) => [hours, {
overall: compactStats(value.overall), robustRules: compactRules(value.chronological.robustRules),
}])),
};
console.log(JSON.stringify(compact ? summary : report, null, 2));