File size: 2,650 Bytes
ee888e1 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 | // Base-rate probability for bet-engine forecasts (Phase 1 / #5233 re-engine).
//
// An honest, non-50%-default placeholder probability computed from how often a
// metric has historically moved across the bet's threshold, before the LLM
// ensemble (Phase 2) takes over. Pure: caller supplies the historical series.
//
// The bet asks "will the metric satisfy operator(threshold) at the horizon,
// starting from baselineValue?". We estimate P from the empirical frequency of
// single-period moves large enough to cross the threshold, Laplace-smoothed
// toward a neutral prior so thin samples never emit a hard 0/1 (or a lazy 0.5).
const PRIOR_ALPHA = 1; // Laplace pseudo-count for "crosses"
const PRIOR_BETA = 1; // Laplace pseudo-count for "does not cross"
const NEUTRAL_PRIOR = 0.5;
export function baseRateProbability(series, spec, _options = {}) {
const values = (Array.isArray(series) ? series : [])
.map(Number)
.filter((v) => Number.isFinite(v));
const baseline = Number(spec?.baselineValue ?? values[values.length - 1]);
const threshold = Number(spec?.threshold);
if (!Number.isFinite(threshold) || !Number.isFinite(baseline)) {
return { probability: NEUTRAL_PRIOR, method: 'prior', n: 0, crossed: 0 };
}
// Required signed move from baseline to reach the threshold. Direction is
// carried by its sign (the resolver's 'crosses' operator is direction-aware
// via baseline-vs-threshold), so we never depend on an operator string.
const requiredDelta = threshold - baseline;
const wantDown = requiredDelta < 0;
// Period-over-period deltas from the historical series.
const deltas = [];
for (let i = 1; i < values.length; i += 1) deltas.push(values[i] - values[i - 1]);
if (deltas.length === 0) {
// No history — soft directional prior (bets ask for a move away from
// baseline, so lean slightly against by default) without a hard 0.5.
return { probability: 0.4, method: 'prior_directional', n: 0, crossed: 0 };
}
let crossed = 0;
for (const delta of deltas) {
if (wantDown) {
if (delta <= requiredDelta) crossed += 1; // requiredDelta is negative for a downward bet
} else {
if (delta >= requiredDelta) crossed += 1;
}
}
const smoothed = (crossed + PRIOR_ALPHA) / (deltas.length + PRIOR_ALPHA + PRIOR_BETA);
return {
probability: round(clamp01(smoothed)),
method: 'empirical_move_frequency',
n: deltas.length,
crossed,
};
}
function clamp01(value) {
return Math.max(0, Math.min(1, value));
}
function round(value) {
if (!Number.isFinite(value)) return value;
return Math.round(value * 1_000_000) / 1_000_000;
}
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