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Closes #015 - Deploy Multi-Model Ensemble & Walk-Forward Radar

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Antigravity Agent
2026-06-13 14:49:25 +02:00
parent dc703e1bb8
commit 59e0a04bfa
6 changed files with 767 additions and 190 deletions
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32
ARCHITECT_HANDOVER.md
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@@ -10,7 +10,7 @@ The Quant Terminal operates with 7 primary functional modules mounted in [app/pa
1. **Sandbox** (`activeTab === 'sandbox'`): Solves Swamy-Arora random effects regressions.
2. **Scanner** (`activeTab === 'scanner'`): Visualizes live asset scanners.
3. **Insider** (`activeTab === 'insider'`): Tracks corporate insider trades.
4. **Krypto Bayes** (`activeTab === 'crypto'`): Implements Bayesian on-chain learning models.
4. **Krypto Bayes** (`activeTab === 'crypto'`): Implements Bayesian on-chain learning models, featuring a Walk-Forward Multi-Model Ensemble Radar (RF, XGB/GB, LR, SVM, MLP) and 15 independent Beta-Posterior trackers.
5. **Ökonometrie** (`activeTab === 'events'`): Conducts econometric event studies.
6. **Eco Indicators** (`activeTab === 'macro'`): Monitors 21 FRED macroeconomic and credit indicators.
7. **AI Special Silo** (`activeTab === 'tech'`): Tracks the tech CapEx overinvestment cycle.
@@ -106,3 +106,33 @@ Indicators in the cockpit cards use HSL-tailored status lights (Emerald-Green, A
}
}
```
### Crypto Multi-Model Ensemble API Schema (`/api/crypto/ensemble`)
```json
{
"isShieldActive": true,
"predictions": {
"BTC": {
"rf": { "T1": 0.62, "T5": 0.58, "T10": 0.54 },
"gb": { "T1": 0.65, "T5": 0.61, "T10": 0.51 },
"lr": { "T1": 0.58, "T5": 0.57, "T10": 0.55 },
"svm": { "T1": 0.60, "T5": 0.59, "T10": 0.56 },
"mlp": { "T1": 0.64, "T5": 0.60, "T10": 0.53 }
},
"ETH": {
"rf": { "T1": 0.60, "T5": 0.59, "T10": 0.54 },
"gb": { "T1": 0.66, "T5": 0.61, "T10": 0.48 },
"lr": { "T1": 0.58, "T5": 0.55, "T10": 0.56 },
"svm": { "T1": 0.59, "T5": 0.59, "T10": 0.56 },
"mlp": { "T1": 0.64, "T5": 0.59, "T10": 0.55 }
},
"SOL": {
"rf": { "T1": 0.65, "T5": 0.58, "T10": 0.52 },
"gb": { "T1": 0.63, "T5": 0.63, "T10": 0.54 },
"lr": { "T1": 0.59, "T5": 0.58, "T10": 0.54 },
"svm": { "T1": 0.60, "T5": 0.62, "T10": 0.56 },
"mlp": { "T1": 0.66, "T5": 0.60, "T10": 0.51 }
}
}
}
```