| """ |
| Local, self-contained persistence: an immutable forecast registry plus |
| model-artifact metadata (spec sections 45-46, 66, 76, 90). SQLite only — |
| no external DB service, consistent with the single-application / |
| HF-Spaces-friendly deployment target (section 76). |
| """ |
| from __future__ import annotations |
|
|
| import sqlite3 |
| import uuid |
| from datetime import datetime, timezone |
| from pathlib import Path |
| from typing import Optional |
|
|
| import numpy as np |
|
|
| SCHEMA = """ |
| CREATE TABLE IF NOT EXISTS forecasts ( |
| id TEXT PRIMARY KEY, |
| created_at TEXT, |
| symbol TEXT, timeframe TEXT, horizon INTEGER, |
| model_checkpoint TEXT, config_hash TEXT, |
| origin_ts TEXT, price_now REAL, |
| p10 REAL, p50 REAL, p90 REAL, |
| action TEXT, rationale TEXT, |
| realized_price REAL, realized_return REAL, forecast_error REAL, |
| direction_correct INTEGER |
| ); |
| CREATE TABLE IF NOT EXISTS model_artifacts ( |
| id TEXT PRIMARY KEY, |
| created_at TEXT, |
| checkpoint TEXT, library_versions TEXT, |
| feature_schema TEXT, seed INTEGER, |
| training_range TEXT, validation_range TEXT, test_range TEXT |
| ); |
| """ |
|
|
|
|
| class Store: |
| def __init__(self, path: str = "registry.sqlite3"): |
| self.path = Path(path) |
| self.conn = sqlite3.connect(self.path) |
| self.conn.executescript(SCHEMA) |
| self.conn.commit() |
|
|
| def record_forecast(self, **fields) -> str: |
| """A forecast row is written once and never mutated except by |
| match_realized_outcome() filling in the realized_* columns |
| later (section 90: 'A forecast should remain immutable after |
| creation').""" |
| fid = str(uuid.uuid4()) |
| fields = {"id": fid, "created_at": datetime.now(timezone.utc).isoformat(), **fields} |
| cols = ",".join(fields.keys()) |
| qs = ",".join(["?"] * len(fields)) |
| self.conn.execute(f"INSERT INTO forecasts ({cols}) VALUES ({qs})", list(fields.values())) |
| self.conn.commit() |
| return fid |
|
|
| def match_realized_outcome(self, forecast_id: str, realized_price: float) -> None: |
| row = self.conn.execute( |
| "SELECT price_now, p50 FROM forecasts WHERE id=?", (forecast_id,) |
| ).fetchone() |
| if row is None: |
| raise KeyError(f"No forecast with id {forecast_id}") |
| price_now, p50 = row |
| realized_return = realized_price / price_now - 1.0 |
| error = abs(p50 - realized_return) |
| direction_correct: Optional[int] = ( |
| int(np.sign(p50) == np.sign(realized_return)) if realized_return != 0 else None |
| ) |
| self.conn.execute( |
| "UPDATE forecasts SET realized_price=?, realized_return=?, forecast_error=?, " |
| "direction_correct=? WHERE id=?", |
| (realized_price, realized_return, error, direction_correct, forecast_id), |
| ) |
| self.conn.commit() |
|
|
| def save_model_artifact(self, **fields) -> str: |
| aid = str(uuid.uuid4()) |
| fields = {"id": aid, "created_at": datetime.now(timezone.utc).isoformat(), **fields} |
| cols = ",".join(fields.keys()) |
| qs = ",".join(["?"] * len(fields)) |
| self.conn.execute(f"INSERT INTO model_artifacts ({cols}) VALUES ({qs})", list(fields.values())) |
| self.conn.commit() |
| return aid |
|
|
