Light1YT
f87c5cb0b8
Add rate_sensitivity.py: regress Δln(sales) on lagged Δ(key_rate) per segment, gate (n≥8, r2≥0.1, slope<0), shrink toward EKB-wide prior (w=n/(n+10); EKB prior bootstrapped from all-None spec, gate-fail→0.0 neutral), emit §9.6 explainability phrase (X=100·(exp(β)−1), Y=lag, Z=most-sensitive Source-B bucket area floor). Pure numpy helpers (ols_slope_r2, best_lag, shrink) DB-free + unit-tested on synthetic series (real slope/lag recovery); compute_rate_sensitivity tested with mocked PR1/PR2. Wrong-sign guarded 3 layers; degrades to insufficient-data / EKB-wide form on thin/wrong-sign. ADVISORY until PR6 backtest — not wired into any endpoint. 28 tests (forecasting/ total 141), ruff clean. Follow-ups for PR6 backtest: validate lag selection out-of-sample (spurious-lag on short windows), confirm _SHRINK_K + confidence thresholds before prod wiring. |
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| .. | ||
| api | ||
| core | ||
| models | ||
| observability | ||
| schemas | ||
| scrapers | ||
| services | ||
| templates | ||
| workers | ||
| __init__.py | ||
| main.py | ||