feat: Cat 38 venue-conditional matchup features (14 new) + doc updates

Engine v3.0-38cat: 6149 features. Venue-specific home/away comparisons
(WP edge, margin edge, ORtg/DRtg cross-matchup) at 5/10/20 game windows.
Updated CLAUDE.md and HF README to reflect current architecture.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

README.md

@@ -13,8 +13,9 @@ pinned: true
 
 Always-running agentic loop for NBA quantitative prediction models.
 
-- **9+ ML models** trained continuously with Optuna hyperparameter search
+- **5 tree-based models** evolved via NSGA-II genetic algorithm (CPU-optimized)
 - **8 seasons** of NBA data (9,551+ games, 2018-2026)
-- **75 features** including travel fatigue, Kaunitz odds gap, clutch performance
+- **Up to 200 features** (island-specific: 55-80) from v3.0-37cat engine with MOVDA
 - **Walk-forward backtesting** with Kelly criterion sizing
-- **Isotonic calibration** improving Brier scores by 4-12%
+- **Feature engine**: v3.0 + Cat36 EWMA + Cat37 MOVDA (deployed 2026-03-25)
+- **MAX_FEATURES=200** hard cap, mutation capped at 0.15, xgboost_brier fixed

features/engine.py

@@ -63,7 +63,7 @@ from typing import Dict, List, Tuple, Optional
 import math
 
 # ── Engine Version ──
-ENGINE_VERSION = "v3.0-35cat"
+ENGINE_VERSION = "v3.0-38cat"
 
 # ── Team mappings ──
 TEAM_MAP = {
@@ -2233,6 +2233,20 @@ class NBAFeatureEngine:
             "movda_win_prob",                                # MOVDA-derived win probability
         ])
 
+        # 38. VENUE-CONDITIONAL MATCHUP FEATURES (14 features)
+        # Home team's home-only stats vs away team's road-only stats
+        # This is the true matchup signal: how does home team perform AT HOME
+        # vs how does away team perform ON THE ROAD — not combined records
+        for w in [5, 10, 20]:
+            names.append(f"venue_wp_edge_{w}")              # h_home_wp - a_road_wp
+            names.append(f"venue_margin_edge_{w}")          # h_home_margin - a_road_margin
+            names.append(f"venue_ortg_edge_{w}")            # h_home_ortg - a_road_drtg
+            names.append(f"venue_drtg_edge_{w}")            # h_home_drtg - a_road_ortg
+        names.extend([
+            "venue_home_boost",                              # h_home_wp - h_overall_wp (home court effect)
+            "venue_road_penalty",                            # a_overall_wp - a_road_wp (road penalty)
+        ])
+
         self.feature_names = names
 
     def build(self, games, market_data=None, referee_data=None, player_data=None, quarter_data=None):
@@ -5044,6 +5058,36 @@ class NBAFeatureEngine:
             row.append(_movda_dr / 400.0)                           # movda_diff
             row.append(_movda_wp)                                    # movda_win_prob
 
+            # ── 38. VENUE-CONDITIONAL MATCHUP FEATURES (14 features) ──
+            # Use true venue-specific records: home team at home vs away team on road
+            _h_home_tr = team_home_results.get(home, [])
+            _a_away_tr = team_away_results.get(away, [])
+            for _w38 in [5, 10, 20]:
+                # WP edge: home team's home record vs away team's road record
+                _h_home_wp = self._wp(_h_home_tr, _w38) if _h_home_tr else self._wp(hr_, _w38)
+                _a_road_wp = self._wp(_a_away_tr, _w38) if _a_away_tr else self._wp(ar_, _w38)
+                row.append(_h_home_wp - _a_road_wp)
+                # Margin edge: home margin at home vs away margin on road
+                _h_home_mg = self._pd(_h_home_tr, _w38) if _h_home_tr else self._pd(hr_, _w38)
+                _a_road_mg = self._pd(_a_away_tr, _w38) if _a_away_tr else self._pd(ar_, _w38)
+                row.append(_h_home_mg - _a_road_mg)
+                # ORtg edge: home team's home offense vs away team's road defense
+                _h_home_or = self._ortg(_h_home_tr, _w38) if _h_home_tr else self._ortg(hr_, _w38)
+                _a_road_dr = self._drtg(_a_away_tr, _w38) if _a_away_tr else self._drtg(ar_, _w38)
+                row.append((_h_home_or - _a_road_dr) / 10.0)
+                # DRtg edge: home team's home defense vs away team's road offense
+                _h_home_dr = self._drtg(_h_home_tr, _w38) if _h_home_tr else self._drtg(hr_, _w38)
+                _a_road_or = self._ortg(_a_away_tr, _w38) if _a_away_tr else self._ortg(ar_, _w38)
+                row.append((_h_home_dr - _a_road_or) / 10.0)
+            # Home court boost: how much better the home team is at home vs overall
+            _h_overall_wp = self._wp(hr_, len(hr_)) if hr_ else 0.5
+            _h_home_wp_82 = self._wp(_h_home_tr, len(_h_home_tr)) if _h_home_tr else _h_overall_wp
+            row.append(_h_home_wp_82 - _h_overall_wp)
+            # Road penalty: how much worse away team is on road vs overall
+            _a_overall_wp = self._wp(ar_, len(ar_)) if ar_ else 0.5
+            _a_road_wp_82 = self._wp(_a_away_tr, len(_a_away_tr)) if _a_away_tr else _a_overall_wp
+            row.append(_a_overall_wp - _a_road_wp_82)
+
             X.append(row)
             y.append(1 if hs > as_ else 0)