feat: wavelets

backend/routers/wavelet.py

@@ -110,6 +110,48 @@ def wavelet_rolling(
     return result
 
 
+@router.get("/reliability")
+def wavelet_reliability_endpoint(
+    symbol: str = Query("SPY"),
+    period: str = Query("1y", description="how much of the causal output range to scan for turning points"),
+    lookback: int = Query(130, ge=32),
+    levels: int = Query(4, ge=2, le=6),
+    wavelet: str = Query("gmw"),
+    step: int = Query(1, ge=1),
+    method: str = Query("cwt", description="cwt (default) or ssq"),
+    smooth_days: int = Query(3, ge=1, le=10, description="lag used to smooth the slope before flagging a sign-change as a turning point"),
+    tolerance_days: int = Query(5, ge=0, le=15, description="a hindsight reversal within this many days of the causal one still counts as confirming it"),
+    confirm_horizon: int = Query(10, ge=1, le=30, description="how many extra days of real data the hindsight recomputation gets"),
+):
+    """For every reversal a live (causal, walk-forward) decomposition would have flagged,
+    checks whether redoing the decomposition `confirm_horizon` days later still shows the
+    same reversal — a per-band reliability score for the wavelet's turning-point signals."""
+    from services.wavelet_engine import wavelet_reliability
+
+    # Needs confirm_horizon extra real days beyond the requested causal output range, on
+    # top of the usual lookback padding, so the most recent testable turning points aren't
+    # silently dropped for lack of "future" data.
+    values, dates, out_days = _fetch_padded_history(symbol, period, lookback + confirm_horizon)
+    if len(values) < lookback + confirm_horizon + 32:
+        raise HTTPException(400, "Historique insuffisant pour un test de fiabilité (32 points minimum au-delà de la fenêtre + horizon).")
+
+    cutoff = (datetime.utcnow() - timedelta(days=out_days)).date().isoformat()
+    start_idx = next((i for i, d in enumerate(dates) if d[:10] >= cutoff), None)
+    if start_idx is None:
+        raise HTTPException(400, "Pas de donnees dans la plage de trading demandee.")
+
+    try:
+        result = wavelet_reliability(
+            values, dates,
+            start_idx=start_idx, lookback=lookback,
+            num_levels=levels, wavelet=wavelet, method=method, step=step,
+            smooth_days=smooth_days, tolerance_days=tolerance_days, confirm_horizon=confirm_horizon,
+        )
+    except ValueError as exc:
+        raise HTTPException(400, str(exc)) from exc
+    return result
+
+
 # ── Saved simulation/optimization runs ────────────────────────────────────────
 
 class SimulationCreate(BaseModel):