feat: wavelets

backend/services/wavelet_engine.py

@@ -616,14 +616,29 @@ def wavelet_reliability(
             # showed up (earliest match) — compared against avg_cycle_days below to check
             # whether "one cycle" is actually a well-calibrated horizon, or systematically
             # too long/short relative to how quickly a real reversal actually confirms.
-            actual_delay = (min(matches) - d_pos) if confirmed else None
-            tested.append({"date": d_date, "confirmed": confirmed, "actual_delay_days": actual_delay})
+            actual_delay = None
+            height_diff = None
+            if confirmed:
+                confirm_idx = min(matches)
+                actual_delay = confirm_idx - d_pos
+                # Direction agreeing doesn't mean the peak/trough had the same amplitude —
+                # the live (causal) reading can be a real reversal but distorted in height by
+                # edge effects. Compare the band's own value at the original causal turning
+                # point against its value at the confirming point in the hindsight
+                # reconstruction (same units as the band, e.g. price terms).
+                height_diff = abs(band["series"][t] - h_series[confirm_idx])
+            tested.append({
+                "date": d_date, "confirmed": confirmed,
+                "actual_delay_days": actual_delay, "height_diff": height_diff,
+            })
 
         n_tested = len(tested)
         n_confirmed = sum(1 for t in tested if t["confirmed"])
         delays = [t["actual_delay_days"] for t in tested if t["actual_delay_days"] is not None]
         avg_actual_delay = round(sum(delays) / len(delays), 1) if delays else None
         calibration_gap = round(sum(abs(avg_cycle_days - d) for d in delays) / len(delays), 1) if delays else None
+        heights = [t["height_diff"] for t in tested if t["height_diff"] is not None]
+        avg_height_diff = round(sum(heights) / len(heights), 6) if heights else None
         bands_out.append({
             "label": band["label"],
             "n_tested": n_tested,
@@ -633,6 +648,7 @@ def wavelet_reliability(
             "confirm_horizon": confirm_horizon,
             "avg_actual_delay_days": avg_actual_delay,
             "calibration_gap_days": calibration_gap,
+            "avg_height_diff": avg_height_diff,
             "turns": tested,
         })