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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
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DEV_LOG.md
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@@ -140,3 +140,20 @@ This document tracks all modifications, npm packages, active compilation states,
### Active Bugs / Compile Status
* **Active Bugs**: None.
* **Type Checker Status**: Verified clean compilation (`npx tsc --noEmit` returns exit code 0).
---
## [2026-06-13] - Multi-Model Ensemble & Walk-Forward Radar (#ISSUE-015)
### Added
* **Stationary Preprocessing & Training Pipeline (Python)**: Created [backend/core/pipeline.py](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/backend/core/pipeline.py) implementing a stationary feature pipeline (Log-Returns, Rolling Volatility, RSI, EMA/SMA distance, spread) on a 365-day rolling window with horizon-cutoff safeguards to prevent look-ahead target leakage. Fits 5 estimators (Random Forest, XGBoost/GB, ElasticNet Logistic Regression, SVM, MLP) for T+1, T+5, and T+10 targets, exporting to `public/data/ensemble_predictions.json`.
* **Ensemble API Route**: Deployed [/api/crypto/ensemble/route.ts](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/app/api/crypto/ensemble/route.ts) which parses predictions from the static JSON payload, with a high-fidelity simulated fallback if the file is missing or invalid.
* **Walk-Forward Ensemble Radar Grid**: Refactored [CryptoDemo.tsx](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/components/modules/crypto/CryptoDemo.tsx) to mount a glassmorphic Walk-Forward Ensemble Radar dashboard panel displaying predictions, successes/failures, and Expected Value calculations (\(E[\theta] = \alpha / (\alpha + \beta)\)) across 15 independent trackers (5 models \(\times\) 3 horizons) saved in `localStorage`.
* **Beta-Posterior Calibration Simulator & Feedback Loop**: Configured the client-side background evaluation loop to resolve forecasts by comparing all 15 estimators against actual returns. Added a calibration simulator to simulate correct/false outcomes across all trackers.
### Modified
* **`QUANT_ROADMAP.md`**: Appended Section IV.V.5 detailing Walk-Forward Validation, Horizon Cutoffs, ML fleet, and multi-tracker conjugate updating.
### Active Bugs / Compile Status
* **Active Bugs**: None.
* **Type Checker Status**: Verified clean compilation (`npx tsc --noEmit` returns exit code 0).