gendesign/backend
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feat(backtest): validate #978 Almon-ADL + #979 seasonal as OOS variants
Extend the read-only §9.6 rate-sensitivity OOS harness with two opt-in
candidate-method variants so any wiring decision is evidence-based:
- --almon: evaluate_oos_almon, Almon distributed-lag (regression.fit_almon_dl),
  fit on TRAIN only, point-in-time sum_j beta_j*drate[t-j] prediction.
- --deseasonalize: train-only month-of-year factors (normalize.seasonal_factors)
  divided out before log_diff, then the existing best_lag evaluator.
Both pin the fit to _time_ordered_split(n_train); no look-ahead leakage
(adversarial tests assert the train fit is byte-identical under test corruption).
Default path (best_lag/raw) is byte-identical to before. 88 tests pass, ruff clean.

Prod OOS findings (directional hit-rate, coin-flip 0.50, bar 0.55+lag-stable):
- #979 deseasonalize: neutral (B 0.148->0.148, A 0.40->0.40) -> keep advisory.
- #978 Almon-ADL: dominates best_lag (B 0.148->0.407 lag-stable; A 0.40->0.60,
  clears coin-flip+margin) -> candidate to promote from advisory.
2026-06-04 14:55:21 +05:00
..
alembic ops: alembic baseline, pre-commit, TIGER cleanup, pg_dump scripts 2026-04-26 13:08:51 +03:00
app fix(competitors): size-weight avg velocity by flats_total (#949 audit, option B) 2026-06-04 14:05:20 +05:00
db/init ops: alembic baseline, pre-commit, TIGER cleanup, pg_dump scripts 2026-04-26 13:08:51 +03:00
output feat(geo): NSPD bulk-fetcher без Playwright + resume-friendly UI 2026-05-11 08:53:28 +03:00
scripts feat(backtest): validate #978 Almon-ADL + #979 seasonal as OOS variants 2026-06-04 14:55:21 +05:00
tests feat(backtest): validate #978 Almon-ADL + #979 seasonal as OOS variants 2026-06-04 14:55:21 +05:00
.dockerignore fix(scraper): диагностируем «кнопка не работает» — Redis lock + task_received log 2026-04-28 23:17:42 +03:00
.env.example refactor(security): убрать X-Admin-Token (Caddy basic_auth достаточен) (#437) 2026-05-23 10:41:22 +00:00
.env.runtime.example sprint1: nspd scraper industrialization, per-bucket elasticity, cadastre cross-check, sentry releases 2026-04-30 21:51:19 +03:00
alembic.ini ops: alembic baseline, pre-commit, TIGER cleanup, pg_dump scripts 2026-04-26 13:08:51 +03:00
debug.log feat(geo): NSPD bulk-fetcher без Playwright + resume-friendly UI 2026-05-11 08:53:28 +03:00
Dockerfile fix(scraper): диагностируем «кнопка не работает» — Redis lock + task_received log 2026-04-28 23:17:42 +03:00
pyproject.toml feat(rbac): role-based access control via X-Authenticated-User middleware (#585) 2026-05-26 06:18:40 +00:00
uv.lock feat(rbac): role-based access control via X-Authenticated-User middleware (#585) 2026-05-26 06:18:40 +00:00