feat: pattern calibration — progressive AI→observed expected_move blending

DB (database.py):
- 3 new columns on custom_patterns: calibrated_expected_move, calibration_weight, observed_avg_win_pct
- update_bayesian_posteriors() now also computes credibility blend w=n/(n+5):
  calibrated = (1-w)*ai_estimate + w*observed_avg_win_pct (only when wins exist)
- log_trade_entries() prefers calibrated_expected_move when w>10%
- get_calibration_summary() returns per-pattern state (source: pure_ai/early/mixed/data_driven)

Backend (patterns.py, auto_cycle.py):
- GET /api/patterns/calibration endpoint
- calibration_report block in cycle report: counts by source, avg weight, per-pattern detail

Frontend (PatternExplorer.tsx, RapportIA.tsx, useApi.ts):
- MaturityBadge on each PatternCard: blend bar (AI→observed), win rate, AI estimate vs calibrated
- usePatternCalibration hook
- Cycle report: calibration section with global bar + per-pattern table (weight%, n_trades, WR, AI→calibrated)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
OpenSquared
2026-06-23 12:38:16 +02:00
parent a630cdc708
commit 91f12e177f
6 changed files with 327 additions and 17 deletions

View File

@@ -1506,6 +1506,52 @@ Réponds en JSON avec ce schéma EXACT:
except Exception:
commentary_parsed = {"commentary": str(commentary)}
# ── Calibration report ───────────────────────────────────────────────────
calibration_report: Dict = {}
try:
from services.database import get_calibration_summary as _get_calib
calib_rows = _get_calib()
if calib_rows:
pure_ai = [r for r in calib_rows if r["source"] == "pure_ai"]
early = [r for r in calib_rows if r["source"] == "early"]
mixed = [r for r in calib_rows if r["source"] == "mixed"]
driven = [r for r in calib_rows if r["source"] == "data_driven"]
with_data = [r for r in calib_rows if (r["n_mature_trades"] or 0) > 0]
avg_w = (
round(sum(r["calibration_weight"] for r in with_data) / len(with_data), 3)
if with_data else 0.0
)
calibration_report = {
"total_patterns": len(calib_rows),
"pure_ai_count": len(pure_ai),
"early_count": len(early),
"mixed_count": len(mixed),
"data_driven_count": len(driven),
"avg_calibration_weight": avg_w,
"avg_calibration_weight_pct": round(avg_w * 100, 1),
"patterns_with_data": len(with_data),
"detail": [
{
"name": r["pattern_name"],
"asset_class": r["asset_class"],
"source": r["source"],
"weight_pct": r["calibration_weight_pct"],
"ai_estimate": r["ai_estimate"],
"observed": r["observed_avg_win_pct"],
"calibrated": r["calibrated_expected_move"],
"n_trades": r["n_mature_trades"],
"win_rate_pct": round((r["bayes_win_rate"] or 0) * 100, 1),
}
for r in calib_rows if (r["n_mature_trades"] or 0) > 0
][:15],
}
logger.info(
f"[CycleReport] Calibration: {len(pure_ai)} pure-AI, "
f"{len(mixed)+len(driven)} with data, avg_weight={avg_w:.1%}"
)
except Exception as _ce:
logger.warning(f"[CycleReport] Calibration report failed: {_ce}")
# ── Assemble full report ──────────────────────────────────────────────────
report = {
"run_id": run_id,
@@ -1553,6 +1599,8 @@ Réponds en JSON avec ce schéma EXACT:
"n_alert": (options_assessment or {}).get("n_alert", 0),
"assessments": (options_assessment or {}).get("assessments", []),
} if options_assessment is not None else None,
# Calibration: AI vs observed expected_move blend
"calibration_report": calibration_report,
}
return report