@mneme-ai/core 0.9.0 → 0.11.0

package/dist/insights/who-knows.js

@@ -93,4 +93,33 @@ export function tierOf(commitCount, lastTouchIso, now) {
         return "stale";
     return "occasional";
 }
+export function whoKnowsVerdict(candidates) {
+    if (candidates.length === 0) {
+        return { confidencePct: 0, totalCommits: 0 };
+    }
+    const sorted = [...candidates].sort((a, b) => b.score - a.score);
+    const top = sorted[0];
+    const total = candidates.reduce((s, c) => s + c.commitCount, 0);
+    const pct = total === 0 ? 0 : Math.round((top.commitCount / total) * 100);
+    const backup = sorted[1];
+    let risk;
+    if (top.tier === "stale") {
+        risk = `Top expert is STALE — last touched ${formatDaysAgo(top.lastTouch)} ago. Consider asking ${backup?.name ?? "someone with recent activity"} instead.`;
+    }
+    else if (pct < 30 && candidates.length >= 3) {
+        risk = `No single dominant expert — ${candidates.length} people share the work. Knowledge is well-distributed but no one will know everything.`;
+    }
+    else if (top.commitCount === 1) {
+        risk = "Top expert touched the topic only once — treat as weak signal.";
+    }
+    return { topExpert: top, confidencePct: pct, backup, risk, totalCommits: total };
+}
+function formatDaysAgo(iso) {
+    const d = (Date.now() - new Date(iso).getTime()) / 86_400_000;
+    if (d < 30)
+        return `${Math.round(d)}d`;
+    if (d < 365)
+        return `${Math.round(d / 30)}mo`;
+    return `${(d / 365).toFixed(1)}y`;
+}
 //# sourceMappingURL=who-knows.js.map

package/dist/insights/who-knows.js.map

@@ -1 +1 @@
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package/dist/insights/who-knows.test.js

@@ -1,5 +1,5 @@
 import { describe, it, expect } from "vitest";
-import { scoreCandidate, tierOf } from "./who-knows.js";
+import { scoreCandidate, tierOf, whoKnowsVerdict } from "./who-knows.js";
 const today = new Date("2026-05-04T00:00:00Z");
 const daysAgo = (n) => new Date(today.getTime() - n * 86_400_000).toISOString();
 describe("scoreCandidate — pure scoring function", () => {
@@ -44,4 +44,66 @@ describe("tierOf — readable expert tier", () => {
         expect(tierOf(1, daysAgo(40), today)).toBe("occasional");
     });
 });
+describe("whoKnowsVerdict — turns a list of candidates into a single verdict", () => {
+    const cand = (overrides) => ({
+        name: "alice",
+        email: "alice@x",
+        commitCount: 10,
+        lastTouch: daysAgo(5),
+        filesTouched: 20,
+        score: 3.0,
+        tier: "active",
+        ...overrides,
+    });
+    it("returns empty verdict for empty candidate list", () => {
+        const v = whoKnowsVerdict([]);
+        expect(v.topExpert).toBeUndefined();
+        expect(v.confidencePct).toBe(0);
+        expect(v.totalCommits).toBe(0);
+    });
+    it("picks the highest-score candidate as topExpert", () => {
+        const v = whoKnowsVerdict([
+            cand({ name: "alice", score: 4.0, commitCount: 15 }),
+            cand({ name: "bob", score: 2.0, commitCount: 5 }),
+        ]);
+        expect(v.topExpert?.name).toBe("alice");
+        expect(v.backup?.name).toBe("bob");
+    });
+    it("computes confidencePct as share of total commits", () => {
+        const v = whoKnowsVerdict([
+            cand({ name: "alice", score: 4.0, commitCount: 15 }),
+            cand({ name: "bob", score: 2.0, commitCount: 5 }),
+        ]);
+        expect(v.confidencePct).toBe(75);
+    });
+    it("flags risk when top expert is stale", () => {
+        const v = whoKnowsVerdict([
+            cand({ name: "alice", tier: "stale", lastTouch: daysAgo(300), commitCount: 20 }),
+            cand({ name: "bob", tier: "active", lastTouch: daysAgo(5), commitCount: 5 }),
+        ]);
+        expect(v.risk?.toLowerCase()).toContain("stale");
+        expect(v.risk).toContain("bob"); // suggests backup
+    });
+    it("flags risk when no dominant expert (well-distributed)", () => {
+        const v = whoKnowsVerdict([
+            cand({ name: "alice", commitCount: 4, score: 1.5 }),
+            cand({ name: "bob", commitCount: 4, score: 1.4 }),
+            cand({ name: "carol", commitCount: 4, score: 1.3 }),
+            cand({ name: "dave", commitCount: 4, score: 1.2 }),
+        ]);
+        expect(v.confidencePct).toBe(25);
+        expect(v.risk?.toLowerCase()).toContain("distributed");
+    });
+    it("flags risk when top expert touched once", () => {
+        const v = whoKnowsVerdict([cand({ name: "alice", commitCount: 1 })]);
+        expect(v.risk?.toLowerCase()).toContain("once");
+    });
+    it("no risk when top expert is definitive + recent", () => {
+        const v = whoKnowsVerdict([
+            cand({ name: "alice", tier: "definitive", commitCount: 20, lastTouch: daysAgo(5), score: 5 }),
+            cand({ name: "bob", commitCount: 2, score: 1, tier: "occasional" }),
+        ]);
+        expect(v.risk).toBeUndefined();
+    });
+});
 //# sourceMappingURL=who-knows.test.js.map

package/dist/insights/who-knows.test.js.map

@@ -1 +1 @@
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package/dist/quant/alpha.d.ts

@@ -0,0 +1,87 @@
+/**
+ * `mneme alpha` — Kelly criterion for technical debt allocation.
+ *
+ * Each refactor/TD item is a "bet" with (expected payoff, variance).
+ * Kelly optimal fraction maximizes long-run growth: f* = edge / variance.
+ * In practice, we use FRACTIONAL Kelly (×0.25) to limit blow-up risk —
+ * the same lever Edward Thorp used to win Wall Street.
+ *
+ * Pure math + small heuristics for estimating edge/variance from history.
+ * No LLM. The CLI takes a JSON list of items OR auto-extracts from
+ * `mneme regret` + `mneme bus-factor` + `mneme paradox` data.
+ */
+export interface DebtItem {
+    /** Stable id — drives sorting + reporting. */
+    id: string;
+    /** Human-readable name shown in output. */
+    name: string;
+    /**
+     * Edge — expected return as a fraction. Positive = improves codebase
+     * (smaller diff sizes, fewer regrets, better velocity). Negative =
+     * outright wasteful (the item costs more than it returns).
+     */
+    edge: number;
+    /**
+     * Variance — squared volatility of the outcome. Higher = riskier bet,
+     * more dispersion in possible outcomes. Tiny number (0..1) — interpret
+     * as fraction-squared.
+     */
+    variance: number;
+    /** Estimated dev-days to complete. */
+    effortDays: number;
+}
+export interface KellyAllocation extends DebtItem {
+    /** Raw Kelly fraction f* = edge / variance. May be > 1 or negative. */
+    rawKelly: number;
+    /** Fractional Kelly (clamped to [0, 0.5] after multiplier). */
+    kellyFraction: number;
+    /** Allocated dev-days for this item out of the budget. */
+    allocatedDays: number;
+    /** Sort tier for display. */
+    tier: "skip" | "small" | "core" | "outsized";
+}
+export interface KellyResult {
+    items: KellyAllocation[];
+    totalAllocated: number;
+    budgetDays: number;
+    reserveDays: number;
+    /** Kelly multiplier used. 0.25 by default — conservative. */
+    kellyMultiplier: number;
+}
+/**
+ * Compute Kelly-optimal allocation for a list of debt items.
+ *
+ * Algorithm:
+ *   1. raw_kelly_i = edge_i / variance_i  (the canonical Kelly formula)
+ *   2. fractional_kelly_i = raw_kelly_i × multiplier (default 0.25)
+ *   3. clamp to [0, 0.5] — never bet > 50% of budget on one item
+ *   4. zero out negative-edge items (don't hold a losing bet)
+ *   5. normalize so allocations sum to ≤ budgetDays (leave reserve)
+ *   6. allocate dev-days proportionally
+ */
+export declare function kellyAllocate(items: DebtItem[], opts?: {
+    budgetDays: number;
+    multiplier?: number;
+    reserveFraction?: number;
+}): KellyResult;
+export declare function classifyTier(kellyFraction: number, edge: number): KellyAllocation["tier"];
+/**
+ * Estimate edge from historical data: a refactor's edge is the difference
+ * in (regret rate, bug rate, churn velocity) between BEFORE and AFTER
+ * similar past refactors in the same module.
+ *
+ * The CLI calls this with regret data + commit-coach signals; here we
+ * just expose the algorithm so it's testable in isolation.
+ */
+export declare function estimateEdge(opts: {
+    pastRegretRate: number;
+    pastChurnPerDay: number;
+    postRefactorRegretRate: number;
+    postRefactorChurnPerDay: number;
+}): number;
+/**
+ * Estimate variance — historical variance of payoff across similar past
+ * refactors. Higher when past outcomes were inconsistent.
+ */
+export declare function estimateVariance(historicalPayoffs: number[]): number;
+//# sourceMappingURL=alpha.d.ts.map

package/dist/quant/alpha.d.ts.map

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package/dist/quant/alpha.js

@@ -0,0 +1,103 @@
+/**
+ * `mneme alpha` — Kelly criterion for technical debt allocation.
+ *
+ * Each refactor/TD item is a "bet" with (expected payoff, variance).
+ * Kelly optimal fraction maximizes long-run growth: f* = edge / variance.
+ * In practice, we use FRACTIONAL Kelly (×0.25) to limit blow-up risk —
+ * the same lever Edward Thorp used to win Wall Street.
+ *
+ * Pure math + small heuristics for estimating edge/variance from history.
+ * No LLM. The CLI takes a JSON list of items OR auto-extracts from
+ * `mneme regret` + `mneme bus-factor` + `mneme paradox` data.
+ */
+/**
+ * Compute Kelly-optimal allocation for a list of debt items.
+ *
+ * Algorithm:
+ *   1. raw_kelly_i = edge_i / variance_i  (the canonical Kelly formula)
+ *   2. fractional_kelly_i = raw_kelly_i × multiplier (default 0.25)
+ *   3. clamp to [0, 0.5] — never bet > 50% of budget on one item
+ *   4. zero out negative-edge items (don't hold a losing bet)
+ *   5. normalize so allocations sum to ≤ budgetDays (leave reserve)
+ *   6. allocate dev-days proportionally
+ */
+export function kellyAllocate(items, opts = { budgetDays: 25 }) {
+    const multiplier = opts.multiplier ?? 0.25;
+    const reserveFrac = opts.reserveFraction ?? 0.2;
+    const budget = Math.max(0, opts.budgetDays);
+    // 1. Raw + fractional Kelly per item.
+    const computed = items.map((item) => {
+        // Avoid division-by-zero — variance of 0 is unrealistic; treat as floor.
+        const v = Math.max(item.variance, 1e-6);
+        const rawKelly = item.edge / v;
+        let frac = rawKelly * multiplier;
+        if (frac < 0)
+            frac = 0; // never bet on a losing item
+        if (frac > 0.5)
+            frac = 0.5; // never bet > 50% on one item
+        return { ...item, rawKelly, kellyFraction: frac };
+    });
+    // 2. Normalize fractions to sum ≤ (1 - reserveFrac).
+    const totalFrac = computed.reduce((s, c) => s + c.kellyFraction, 0);
+    const targetTotal = 1 - reserveFrac;
+    const scale = totalFrac > targetTotal ? targetTotal / totalFrac : 1;
+    // 3. Allocate dev-days.
+    let allocatedSum = 0;
+    const allocations = computed.map((c) => {
+        const adjusted = c.kellyFraction * scale;
+        const allocatedDays = Math.round(budget * adjusted * 10) / 10;
+        allocatedSum += allocatedDays;
+        return {
+            ...c,
+            kellyFraction: adjusted,
+            allocatedDays,
+            tier: classifyTier(adjusted, c.edge),
+        };
+    });
+    // 4. Sort by allocated days desc — biggest bets first.
+    allocations.sort((a, b) => b.allocatedDays - a.allocatedDays);
+    return {
+        items: allocations,
+        totalAllocated: Math.round(allocatedSum * 10) / 10,
+        budgetDays: budget,
+        reserveDays: Math.round((budget - allocatedSum) * 10) / 10,
+        kellyMultiplier: multiplier,
+    };
+}
+export function classifyTier(kellyFraction, edge) {
+    if (edge < 0)
+        return "skip";
+    if (kellyFraction >= 0.2)
+        return "outsized";
+    if (kellyFraction >= 0.1)
+        return "core";
+    if (kellyFraction > 0)
+        return "small";
+    return "skip";
+}
+/**
+ * Estimate edge from historical data: a refactor's edge is the difference
+ * in (regret rate, bug rate, churn velocity) between BEFORE and AFTER
+ * similar past refactors in the same module.
+ *
+ * The CLI calls this with regret data + commit-coach signals; here we
+ * just expose the algorithm so it's testable in isolation.
+ */
+export function estimateEdge(opts) {
+    const regretImprovement = opts.pastRegretRate - opts.postRefactorRegretRate;
+    const churnImprovement = (opts.pastChurnPerDay - opts.postRefactorChurnPerDay) / Math.max(opts.pastChurnPerDay, 0.001);
+    // Weighted: regret matters more (bugs hurt more than churn).
+    return 0.7 * regretImprovement + 0.3 * churnImprovement;
+}
+/**
+ * Estimate variance — historical variance of payoff across similar past
+ * refactors. Higher when past outcomes were inconsistent.
+ */
+export function estimateVariance(historicalPayoffs) {
+    if (historicalPayoffs.length < 2)
+        return 0.1; // unknown — assume mid-range
+    const mean = historicalPayoffs.reduce((s, x) => s + x, 0) / historicalPayoffs.length;
+    const variance = historicalPayoffs.reduce((s, x) => s + (x - mean) * (x - mean), 0) / historicalPayoffs.length;
+    return Math.max(variance, 1e-6);
+}
+//# sourceMappingURL=alpha.js.map

package/dist/quant/alpha.js.map

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package/dist/quant/alpha.test.d.ts

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+export {};
+//# sourceMappingURL=alpha.test.d.ts.map

package/dist/quant/alpha.test.d.ts.map

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+{"version":3,"file":"alpha.test.d.ts","sourceRoot":"","sources":["../../src/quant/alpha.test.ts"],"names":[],"mappings":""}

package/dist/quant/alpha.test.js

@@ -0,0 +1,147 @@
+import { describe, it, expect } from "vitest";
+import { kellyAllocate, classifyTier, estimateEdge, estimateVariance } from "./alpha.js";
+const item = (overrides) => ({
+    id: "x",
+    name: "X",
+    edge: 0.1,
+    variance: 0.05,
+    effortDays: 5,
+    ...overrides,
+});
+describe("kellyAllocate — basic invariants", () => {
+    it("never allocates negative days", () => {
+        const r = kellyAllocate([
+            item({ id: "good", edge: 0.2, variance: 0.05 }),
+            item({ id: "bad", edge: -0.1, variance: 0.05 }),
+        ], { budgetDays: 20 });
+        for (const a of r.items)
+            expect(a.allocatedDays).toBeGreaterThanOrEqual(0);
+        expect(r.items.find((a) => a.id === "bad").allocatedDays).toBe(0);
+        expect(r.items.find((a) => a.id === "bad").tier).toBe("skip");
+    });
+    it("raw Kelly is edge / variance", () => {
+        const r = kellyAllocate([item({ id: "x", edge: 0.2, variance: 0.05 })], { budgetDays: 100 });
+        expect(r.items[0].rawKelly).toBeCloseTo(4, 6);
+    });
+    it("applies fractional Kelly multiplier (default 0.25)", () => {
+        const r = kellyAllocate([item({ id: "x", edge: 0.2, variance: 0.1 })], { budgetDays: 100 });
+        // raw kelly = 2.0, × 0.25 = 0.5 (clamped to ceiling)
+        expect(r.items[0].kellyFraction).toBeLessThanOrEqual(0.5);
+    });
+    it("clamps any single item to ≤ 50% of budget", () => {
+        const r = kellyAllocate([item({ edge: 1.0, variance: 0.001 })], { budgetDays: 100, multiplier: 1 });
+        expect(r.items[0].kellyFraction).toBeLessThanOrEqual(0.5);
+    });
+    it("totalAllocated never exceeds budgetDays", () => {
+        const items = [];
+        for (let i = 0; i < 10; i++) {
+            items.push(item({ id: `i${i}`, edge: 0.3, variance: 0.05 }));
+        }
+        const r = kellyAllocate(items, { budgetDays: 25 });
+        expect(r.totalAllocated).toBeLessThanOrEqual(25);
+    });
+    it("reserves at least reserveFraction of the budget by default", () => {
+        const items = Array.from({ length: 5 }, (_, i) => item({ id: `i${i}`, edge: 0.5, variance: 0.05 }));
+        const r = kellyAllocate(items, { budgetDays: 25, reserveFraction: 0.2 });
+        expect(r.totalAllocated).toBeLessThanOrEqual(25 * 0.8 + 0.5); // float wiggle
+        expect(r.reserveDays).toBeGreaterThanOrEqual(25 * 0.2 - 0.5);
+    });
+});
+describe("kellyAllocate — sorting + tiers", () => {
+    it("sorts by allocated days desc", () => {
+        const r = kellyAllocate([
+            item({ id: "small", edge: 0.05, variance: 0.05 }),
+            item({ id: "big", edge: 0.5, variance: 0.05 }),
+            item({ id: "mid", edge: 0.2, variance: 0.05 }),
+        ], { budgetDays: 25 });
+        expect(r.items[0].id).toBe("big");
+        expect(r.items[r.items.length - 1].id).toBe("small");
+    });
+    it("classifies tiers — outsized > core > small > skip", () => {
+        expect(classifyTier(0.3, 0.2)).toBe("outsized");
+        expect(classifyTier(0.15, 0.2)).toBe("core");
+        expect(classifyTier(0.05, 0.2)).toBe("small");
+        expect(classifyTier(0.0, 0.2)).toBe("skip");
+        expect(classifyTier(0.5, -0.1)).toBe("skip"); // negative edge always skip
+    });
+});
+describe("kellyAllocate — edge cases", () => {
+    it("handles empty input", () => {
+        const r = kellyAllocate([], { budgetDays: 25 });
+        expect(r.items).toEqual([]);
+        expect(r.totalAllocated).toBe(0);
+        expect(r.reserveDays).toBe(25);
+    });
+    it("handles zero variance (avoids division by zero)", () => {
+        const r = kellyAllocate([item({ id: "x", edge: 0.1, variance: 0 })], { budgetDays: 100 });
+        expect(Number.isFinite(r.items[0].allocatedDays)).toBe(true);
+    });
+    it("zero-budget case allocates nothing", () => {
+        const r = kellyAllocate([item({ edge: 0.5, variance: 0.05 })], { budgetDays: 0 });
+        expect(r.totalAllocated).toBe(0);
+        expect(r.items[0].allocatedDays).toBe(0);
+    });
+    it("more permissive multiplier (0.5) allocates more aggressively than default (0.25)", () => {
+        // Use a low raw-Kelly so neither multiplier hits the per-item 0.5 ceiling.
+        const items = [item({ edge: 0.05, variance: 0.1 })];
+        const conservative = kellyAllocate(items, { budgetDays: 100, multiplier: 0.25 });
+        const aggressive = kellyAllocate(items, { budgetDays: 100, multiplier: 0.5 });
+        expect(aggressive.totalAllocated).toBeGreaterThan(conservative.totalAllocated);
+    });
+});
+describe("estimateEdge — derives expected return from historical signals", () => {
+    it("positive edge when post-refactor improves regret + churn", () => {
+        const e = estimateEdge({
+            pastRegretRate: 0.3,
+            pastChurnPerDay: 5,
+            postRefactorRegretRate: 0.1,
+            postRefactorChurnPerDay: 3,
+        });
+        expect(e).toBeGreaterThan(0);
+    });
+    it("negative edge when post-refactor is worse", () => {
+        const e = estimateEdge({
+            pastRegretRate: 0.1,
+            pastChurnPerDay: 5,
+            postRefactorRegretRate: 0.3,
+            postRefactorChurnPerDay: 8,
+        });
+        expect(e).toBeLessThan(0);
+    });
+    it("regret improvement weighted higher than churn improvement", () => {
+        const regretOnly = estimateEdge({
+            pastRegretRate: 0.5,
+            pastChurnPerDay: 5,
+            postRefactorRegretRate: 0,
+            postRefactorChurnPerDay: 5,
+        });
+        const churnOnly = estimateEdge({
+            pastRegretRate: 0.3,
+            pastChurnPerDay: 10,
+            postRefactorRegretRate: 0.3,
+            postRefactorChurnPerDay: 5,
+        });
+        expect(regretOnly).toBeGreaterThan(churnOnly);
+    });
+});
+describe("estimateVariance — sample variance of payoffs", () => {
+    it("zero (floor) for unknown / single sample", () => {
+        expect(estimateVariance([])).toBe(0.1);
+        expect(estimateVariance([0.2])).toBe(0.1);
+    });
+    it("computes variance correctly for multiple payoffs", () => {
+        const v = estimateVariance([0.1, 0.2, 0.3]);
+        // mean = 0.2, deviations: -0.1, 0, 0.1; variance = (0.01 + 0 + 0.01) / 3
+        expect(v).toBeCloseTo(0.00667, 4);
+    });
+    it("non-negative for any input", () => {
+        const inputs = [
+            [0, 0, 0],
+            [-0.5, 0.5],
+            [1, 1, 1, 1],
+        ];
+        for (const arr of inputs)
+            expect(estimateVariance(arr)).toBeGreaterThanOrEqual(0);
+    });
+});
+//# sourceMappingURL=alpha.test.js.map

package/dist/quant/alpha.test.js.map

@@ -0,0 +1 @@
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package/dist/quant/backtest.d.ts

@@ -0,0 +1,57 @@
+/**
+ * `mneme backtest` — validate insight commands retroactively.
+ *
+ * The killer property: every prediction Mneme makes ("this is risky") can
+ * be replayed against actual history to compute precision, recall, F1, and
+ * lift over a random baseline. This turns "we have an AI tool" into
+ * "we have an AI tool with measured edge against the past".
+ *
+ * Backtest works for any binary predictor: given a set of (commit,
+ * prediction) pairs and a window in which to count "trouble" outcomes,
+ * compute the standard classification metrics.
+ *
+ * Pure data analysis — no LLM. The actual replay (re-running a command at
+ * a frozen point in history) lives in the CLI command, but the metric
+ * math is here and unit-testable.
+ */
+export interface BacktestSample {
+    /** The thing being predicted on — a commit, file, etc. */
+    id: string;
+    /** Did the predictor say "trouble incoming"? */
+    predicted: boolean;
+    /** Did trouble actually happen within the validation window? */
+    actual: boolean;
+}
+export interface BacktestResult {
+    /** Total samples evaluated. */
+    n: number;
+    /** Confusion matrix counts. */
+    truePositives: number;
+    falsePositives: number;
+    trueNegatives: number;
+    falseNegatives: number;
+    /** Standard metrics. */
+    precision: number;
+    recall: number;
+    f1: number;
+    /** Base rate of positive outcomes (how often trouble happens randomly). */
+    baseRate: number;
+    /** Lift over base rate — precision / baseRate. */
+    lift: number;
+    /** Verdict label for the report. */
+    verdict: "no-edge" | "weak" | "real-edge" | "strong-edge";
+    /** Plain-English conclusion. */
+    conclusion: string;
+}
+/**
+ * Compute classification metrics + verdict from a list of (predicted,
+ * actual) samples. Pure math — no I/O, deterministic.
+ */
+export declare function backtest(samples: BacktestSample[]): BacktestResult;
+export declare function classifyVerdict(lift: number, precision: number, recall: number, n: number): BacktestResult["verdict"];
+/**
+ * Aggregate a backtest result into a one-line markdown badge for the
+ * README / docs. Format: "F1 = 0.67 · 2.4× lift · n=14".
+ */
+export declare function badge(result: BacktestResult): string;
+//# sourceMappingURL=backtest.d.ts.map

package/dist/quant/backtest.d.ts.map

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