DemandSupplyForecast.as_dict() не эмитил 'confounded'/'is_confounded_window',
report_assembler._confounded() всегда возвращал False и §15 confounded_window
factor в compute_report_confidence был мёртв: 48-мес окна, пересекающие
2024-07-01 шок никогда не тянули report confidence к 'low' и шок не назывался
в rationale.
Patch: добавлено confounded: bool в DemandSupplyForecast (от §9.5 macro_coef
OR §9.6 rate_sensitivity), exposed в as_dict(). _confounded() уже использовал
.get() defensively — блокер был в producer'е.
+3 теста: contract на real DemandSupplyForecast.as_dict(), end-to-end
assemble_report → confounded_window factor surfaces at level=low, weakest-link
тянет overall к 'low'. 61 report_assembler + 1034 forecasting тестов зелёные.
Closes#1222
deficit_index pins to -1.0 for every ЕКБ segment (12mo demand flow vs multi-year
supply stock → log-ratio clamps) → zero discriminating power, though the oversupply
is partly real. Add MOI (gross competing supply / demand_per_mo), the real-estate
absorption standard, as an additive non-saturating companion that DISCRIMINATES
(Уралмаш 42mo … Чермет 109mo) where deficit cannot. deficit_index math kept exactly
as-is (honest absolute: -1 = genuinely oversupplied); docstrings clarify -1 is common
and MOI is the discriminating companion (no recalibration). _gross_supply extract-method
(single source of truth; _project_supply behavior byte-identical, code-review-verified).
Surface MOI in §22 future_market (passthrough) + exec_summary key_numbers/verdict.
Guards: no demand → None, no supply → 0. Prod: MOI varies 42→109mo, deficit stays -1.
Discrimination test pins MOI separating two segments both at deficit -1. Refs #952.
Backtest (OOS directional hit-rate): single-best-lag compute_rate_sensitivity
is directionally noise (0.148 Source B EKB-wide, lag-unstable); the Almon
distributed-lag estimator (compute_district_rate_regression) is strictly less
noisy on every tier (0.407 Source B / 0.60 survivorship-free Source A,
lag-stable). Add a thin adapter compute_rate_regime_sensitivity mapping
DistributedLagFit onto the existing RateSensitivity contract (beta=long-run
sum-beta, confidence regression->medium / fallback->low, district=None->low and
no call) and repoint the three consumers (demand_normalization, product_scoring,
demand_supply_forecast). Magnitude bounded by the existing [0.5,1.2] clamp.
Reversible; compute_rate_sensitivity kept for the backtest. Consumer tests
repointed to the real Almon path (mutation-verified genuine) + adapter unit
tests + end-to-end fallback degradation. Forecasting suite 840 passed; ruff clean.
REOPENED#980: when effective competing supply is exhausted under positive demand
(projected_supply<=0, demand>0), deficit_index now caps to +1.0 (peak of [-1,+1])
instead of None. balance_ratio stays None (demand/0 undefined), but the strongest
build signal no longer reads downstream as thin data (market_fit fell to 0.5,
what_to_build dropped the cell). No-signal (supply<=0 AND demand<=0) stays None.
REOPENED#981: MAI now uses CBR key rate (macro_indicator key_rate/rf via
get_monthly_macro) as the market borrowing-cost proxy (~16-21%) instead of the
subsidized weighted rate (~7.83%), per §7.9 DoD. rate_kind='key_rate_proxy'.
If key_rate absent → rate_kind='market_unavailable' (no silent subsidy fallback).
Income (#946) still missing → payment_to_income None, confidence low.
778 forecasting tests green. Refs #980#981
