clodds 1.1.0

package/dist/ml-pipeline/collector.js

@@ -0,0 +1,176 @@
+"use strict";
+/**
+ * ML Collector — Feature Capture & Outcome Labeling
+ *
+ * Hooks into signal router events to snapshot features at signal time,
+ * then periodically labels outcomes by comparing current vs entry price.
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.createMLCollector = createMLCollector;
+const index_js_1 = require("../services/feature-engineering/index.js");
+const logger_js_1 = require("../utils/logger.js");
+const types_js_1 = require("./types.js");
+const crypto_1 = require("crypto");
+// ── Factory ──────────────────────────────────────────────────────────────────
+function createMLCollector(db, config) {
+    let labelTimer = null;
+    let stopped = false;
+    // Ensure table exists
+    db.run(`
+    CREATE TABLE IF NOT EXISTS ml_training_samples (
+      id TEXT PRIMARY KEY,
+      signal_id TEXT NOT NULL UNIQUE,
+      platform TEXT NOT NULL,
+      market_id TEXT NOT NULL,
+      outcome_id TEXT,
+      signal_type TEXT NOT NULL,
+      signal_direction TEXT NOT NULL,
+      signal_strength REAL NOT NULL,
+      features_json TEXT NOT NULL,
+      entry_price REAL,
+      ml_prob_up REAL,
+      ml_confidence REAL,
+      outcome_direction INTEGER,
+      outcome_return REAL,
+      outcome_horizon TEXT,
+      outcome_labeled_at TEXT,
+      trade_id TEXT,
+      realized_pnl REAL,
+      created_at TEXT NOT NULL
+    )
+  `);
+    // Create indexes (ignore if already exist)
+    const indexes = [
+        'CREATE INDEX IF NOT EXISTS idx_mts_platform ON ml_training_samples(platform)',
+        'CREATE INDEX IF NOT EXISTS idx_mts_created ON ml_training_samples(created_at)',
+        'CREATE INDEX IF NOT EXISTS idx_mts_labeled ON ml_training_samples(outcome_labeled_at)',
+        'CREATE INDEX IF NOT EXISTS idx_mts_trade ON ml_training_samples(trade_id)',
+    ];
+    for (const idx of indexes) {
+        db.run(idx);
+    }
+    // ── Capture ──────────────────────────────────────────────────────────────
+    function captureSignal(exec) {
+        if (stopped)
+            return;
+        const { signal } = exec;
+        // Snapshot current features
+        const features = (0, index_js_1.getMarketFeatures)(signal.platform, signal.marketId, signal.outcomeId);
+        const id = (0, crypto_1.randomUUID)();
+        const now = new Date().toISOString();
+        try {
+            db.run(`INSERT OR IGNORE INTO ml_training_samples
+         (id, signal_id, platform, market_id, outcome_id, signal_type,
+          signal_direction, signal_strength, features_json, entry_price,
+          outcome_horizon, created_at)
+         VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)`, [
+                id,
+                exec.id,
+                signal.platform,
+                signal.marketId,
+                signal.outcomeId || null,
+                signal.type,
+                signal.direction,
+                signal.strength,
+                JSON.stringify(features),
+                exec.orderPrice ?? features?.tick?.price ?? null,
+                config.outcomeHorizon,
+                now,
+            ]);
+        }
+        catch (error) {
+            logger_js_1.logger.warn({ error, signalId: exec.id }, '[ml-collector] Failed to capture sample');
+        }
+    }
+    // ── Label timer ──────────────────────────────────────────────────────────
+    function labelOutcomes() {
+        if (stopped)
+            return;
+        const horizonMs = types_js_1.HORIZON_MS[config.outcomeHorizon] || types_js_1.HORIZON_MS['1h'];
+        const cutoff = new Date(Date.now() - horizonMs).toISOString();
+        // Get unlabeled samples that are old enough
+        const unlabeled = db.query(`SELECT id, platform, market_id, outcome_id, entry_price
+       FROM ml_training_samples
+       WHERE outcome_direction IS NULL
+         AND created_at < ?
+       LIMIT 100`, [cutoff]);
+        if (unlabeled.length === 0)
+            return;
+        let labeled = 0;
+        for (const sample of unlabeled) {
+            const features = (0, index_js_1.getMarketFeatures)(sample.platform, sample.market_id, sample.outcome_id ?? undefined);
+            const currentPrice = features?.tick?.price ?? features?.orderbook?.midPrice;
+            const entryPrice = sample.entry_price;
+            if (currentPrice == null || entryPrice == null || entryPrice === 0)
+                continue;
+            const returnPct = (currentPrice - entryPrice) / entryPrice;
+            const direction = returnPct >= 0 ? 1 : -1;
+            try {
+                db.run(`UPDATE ml_training_samples
+           SET outcome_direction = ?,
+               outcome_return = ?,
+               outcome_labeled_at = ?
+           WHERE id = ?`, [direction, returnPct, new Date().toISOString(), sample.id]);
+                labeled++;
+            }
+            catch (error) {
+                logger_js_1.logger.warn({ error, sampleId: sample.id }, '[ml-collector] Label failed');
+            }
+        }
+        if (labeled > 0) {
+            logger_js_1.logger.info({ labeled, checked: unlabeled.length }, '[ml-collector] Labeled outcomes');
+        }
+    }
+    // ── Cleanup old samples ──────────────────────────────────────────────────
+    function cleanup() {
+        const cutoff = new Date(Date.now() - config.cleanupDays * 24 * 60 * 60 * 1000).toISOString();
+        db.run(`DELETE FROM ml_training_samples WHERE created_at < ?`, [cutoff]);
+    }
+    // ── Trade linking ────────────────────────────────────────────────────────
+    function linkTrade(data) {
+        // Try to match by recent signal executions
+        // The trade logger emits 'tradesLinked' — we backfill realized_pnl
+        try {
+            db.run(`UPDATE ml_training_samples
+         SET realized_pnl = ?
+         WHERE trade_id = ?`, [data.realizedPnL, data.entryId]);
+        }
+        catch {
+            // Best-effort linking
+        }
+    }
+    // ── Lifecycle ────────────────────────────────────────────────────────────
+    function start(signalRouter, tradeLogger) {
+        stopped = false;
+        // Capture executed and dry_run signals
+        signalRouter.on('executed', captureSignal);
+        signalRouter.on('dry_run', captureSignal);
+        // Link trades if trade logger available
+        if (tradeLogger) {
+            tradeLogger.on('tradesLinked', linkTrade);
+        }
+        // Start label timer
+        labelTimer = setInterval(labelOutcomes, config.labelIntervalMs);
+        // Run cleanup once on start
+        cleanup();
+        logger_js_1.logger.info({ horizon: config.outcomeHorizon, labelIntervalMs: config.labelIntervalMs }, '[ml-collector] Started');
+    }
+    function stop() {
+        stopped = true;
+        if (labelTimer) {
+            clearInterval(labelTimer);
+            labelTimer = null;
+        }
+        logger_js_1.logger.info('[ml-collector] Stopped');
+    }
+    function getSampleCount() {
+        const rows = db.query(`SELECT
+         COUNT(*) as total,
+         SUM(CASE WHEN outcome_direction IS NOT NULL THEN 1 ELSE 0 END) as labeled
+       FROM ml_training_samples`);
+        const { total, labeled } = rows[0] ?? { total: 0, labeled: 0 };
+        return { total, labeled, unlabeled: total - labeled };
+    }
+    return { start, stop, getSampleCount };
+}
+//# sourceMappingURL=collector.js.map

package/dist/ml-pipeline/collector.js.map

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package/dist/ml-pipeline/index.d.ts

@@ -0,0 +1,21 @@
+/**
+ * ML Pipeline — Factory & Re-exports
+ *
+ * Creates the full pipeline: MLSignalModel + Collector + Trainer.
+ * Single entry point for gateway integration.
+ */
+import type { Database } from '../db/index.js';
+import type { SignalRouter } from '../signal-router/router.js';
+import type { TradeLogger } from '../trading/logger.js';
+import type { MLSignalModel } from '../trading/ml-signals.js';
+import type { MLPipelineConfig, TrainingStats } from './types.js';
+export type { MLPipelineConfig, QualityGates, TrainingStats } from './types.js';
+export { combinedToMarketFeatures } from './trainer.js';
+export interface MLPipeline {
+    start(signalRouter: SignalRouter, tradeLogger: TradeLogger | null): void;
+    stop(): void;
+    getModel(): MLSignalModel;
+    getStats(): TrainingStats;
+    trainNow(): Promise<void>;
+}
+export declare function createMLPipeline(db: Database, config: MLPipelineConfig): MLPipeline;

package/dist/ml-pipeline/index.js

@@ -0,0 +1,72 @@
+"use strict";
+/**
+ * ML Pipeline — Factory & Re-exports
+ *
+ * Creates the full pipeline: MLSignalModel + Collector + Trainer.
+ * Single entry point for gateway integration.
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.combinedToMarketFeatures = void 0;
+exports.createMLPipeline = createMLPipeline;
+const ml_signals_js_1 = require("../trading/ml-signals.js");
+const types_js_1 = require("./types.js");
+const collector_js_1 = require("./collector.js");
+const trainer_js_1 = require("./trainer.js");
+const logger_js_1 = require("../utils/logger.js");
+var trainer_js_2 = require("./trainer.js");
+Object.defineProperty(exports, "combinedToMarketFeatures", { enumerable: true, get: function () { return trainer_js_2.combinedToMarketFeatures; } });
+// ── Factory ──────────────────────────────────────────────────────────────────
+function createMLPipeline(db, config) {
+    const outcomeHorizon = config.outcomeHorizon ?? '1h';
+    const labelIntervalMs = config.labelIntervalMs ?? 300_000;
+    const trainIntervalMs = config.trainIntervalMs ?? 21_600_000;
+    const minTrainingSamples = config.minTrainingSamples ?? 50;
+    const cleanupDays = config.cleanupDays ?? 90;
+    const modelType = config.modelType ?? 'simple';
+    const qualityGates = { ...types_js_1.DEFAULT_QUALITY_GATES, ...config.qualityGates };
+    // Create the ML model
+    const model = (0, ml_signals_js_1.createMLSignalModel)({
+        type: modelType,
+        horizon: outcomeHorizon,
+        minConfidence: 0.1,
+    });
+    // Try loading a previously saved model
+    const loaded = model.load();
+    if (loaded) {
+        logger_js_1.logger.info('[ml-pipeline] Loaded saved model');
+    }
+    // Create collector and trainer
+    const collector = (0, collector_js_1.createMLCollector)(db, {
+        outcomeHorizon,
+        labelIntervalMs,
+        cleanupDays,
+    });
+    const trainer = (0, trainer_js_1.createMLTrainer)(db, model, {
+        trainIntervalMs,
+        minTrainingSamples,
+        outcomeHorizon,
+        qualityGates,
+    });
+    // ── Lifecycle ──────────────────────────────────────────────────────────────
+    function start(signalRouter, tradeLogger) {
+        collector.start(signalRouter, tradeLogger);
+        trainer.start();
+        logger_js_1.logger.info({ outcomeHorizon, trainIntervalMs, minTrainingSamples, modelType }, '[ml-pipeline] Started');
+    }
+    function stop() {
+        collector.stop();
+        trainer.stop();
+        logger_js_1.logger.info('[ml-pipeline] Stopped');
+    }
+    function getModel() {
+        return model;
+    }
+    function getStats() {
+        return trainer.getStats();
+    }
+    async function trainNow() {
+        await trainer.trainNow();
+    }
+    return { start, stop, getModel, getStats, trainNow };
+}
+//# sourceMappingURL=index.js.map

package/dist/ml-pipeline/index.js.map

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package/dist/ml-pipeline/trainer.d.ts

@@ -0,0 +1,32 @@
+/**
+ * ML Trainer — Periodic Train / Validate / Deploy Cycle
+ *
+ * Every trainIntervalMs:
+ * 1. Query labeled samples from SQLite
+ * 2. Convert CombinedFeatures JSON → MarketFeatures
+ * 3. Time-based 80/20 split (older trains, newer validates)
+ * 4. Train via existing MLSignalModel.train()
+ * 5. Evaluate on holdout set
+ * 6. Quality gates → deploy (save) or rollback (load)
+ */
+import type { Database } from '../db/index.js';
+import type { MLSignalModel, MarketFeatures } from '../trading/ml-signals.js';
+import type { CombinedFeatures } from '../services/feature-engineering/types.js';
+import type { QualityGates, TrainingStats } from './types.js';
+export interface MLTrainer {
+    start(): void;
+    stop(): void;
+    trainNow(): Promise<void>;
+    getStats(): TrainingStats;
+}
+/**
+ * Convert CombinedFeatures (from feature engine) → MarketFeatures (for ML model).
+ * Maps available fields and fills unavailable ones with sensible defaults.
+ */
+export declare function combinedToMarketFeatures(cf: CombinedFeatures | null): MarketFeatures;
+export declare function createMLTrainer(db: Database, model: MLSignalModel, config: {
+    trainIntervalMs: number;
+    minTrainingSamples: number;
+    outcomeHorizon: string;
+    qualityGates: QualityGates;
+}): MLTrainer;

package/dist/ml-pipeline/trainer.js

@@ -0,0 +1,228 @@
+"use strict";
+/**
+ * ML Trainer — Periodic Train / Validate / Deploy Cycle
+ *
+ * Every trainIntervalMs:
+ * 1. Query labeled samples from SQLite
+ * 2. Convert CombinedFeatures JSON → MarketFeatures
+ * 3. Time-based 80/20 split (older trains, newer validates)
+ * 4. Train via existing MLSignalModel.train()
+ * 5. Evaluate on holdout set
+ * 6. Quality gates → deploy (save) or rollback (load)
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.combinedToMarketFeatures = combinedToMarketFeatures;
+exports.createMLTrainer = createMLTrainer;
+const types_js_1 = require("./types.js");
+const logger_js_1 = require("../utils/logger.js");
+// ── Feature conversion ───────────────────────────────────────────────────────
+/**
+ * Convert CombinedFeatures (from feature engine) → MarketFeatures (for ML model).
+ * Maps available fields and fills unavailable ones with sensible defaults.
+ */
+function combinedToMarketFeatures(cf) {
+    const tick = cf?.tick;
+    const ob = cf?.orderbook;
+    const signals = cf?.signals;
+    return {
+        price: {
+            current: tick?.price ?? ob?.midPrice ?? 0.5,
+            change1h: tick?.priceChangePct ?? 0,
+            change24h: 0,
+            volatility24h: tick?.volatilityPct ?? 0,
+            rsi14: 50,
+            momentum: tick?.momentum ?? 0,
+        },
+        volume: {
+            current24h: 0,
+            changeVsAvg: 1,
+            buyRatio: signals?.buyPressure ?? 0.5,
+        },
+        orderbook: {
+            bidAskRatio: ob ? (ob.askDepth > 0 ? ob.bidDepth / ob.askDepth : 1) : 1,
+            imbalanceScore: ob?.imbalance ?? 0,
+            spreadPct: ob?.spreadPct ?? 0.02,
+            depth10Pct: ob ? (ob.bidDepthAt5Pct + ob.askDepthAt5Pct) : 0,
+        },
+        market: {
+            daysToExpiry: 30,
+            totalVolume: 0,
+            marketCap: 0,
+            category: 'other',
+        },
+    };
+}
+// ── Factory ──────────────────────────────────────────────────────────────────
+function createMLTrainer(db, model, config) {
+    let trainTimer = null;
+    let stopped = false;
+    let training = false;
+    const gates = { ...types_js_1.DEFAULT_QUALITY_GATES, ...config.qualityGates };
+    const stats = {
+        totalSamples: 0,
+        labeledSamples: 0,
+        lastTrainTime: null,
+        lastTrainAccuracy: null,
+        lastTrainAUC: null,
+        lastHoldoutAccuracy: null,
+        modelDeployed: false,
+        trainCycles: 0,
+        deployedCycles: 0,
+        rejectedCycles: 0,
+    };
+    // ── Core training cycle ──────────────────────────────────────────────────
+    async function trainCycle() {
+        if (stopped || training)
+            return;
+        training = true;
+        try {
+            // 1. Query labeled samples
+            const rows = db.query(`SELECT features_json, outcome_direction, outcome_return, created_at
+         FROM ml_training_samples
+         WHERE outcome_direction IS NOT NULL
+         ORDER BY created_at ASC`);
+            stats.labeledSamples = rows.length;
+            if (rows.length < config.minTrainingSamples) {
+                logger_js_1.logger.info({ labeled: rows.length, required: config.minTrainingSamples }, '[ml-trainer] Not enough labeled samples, skipping train cycle');
+                return;
+            }
+            // 2. Convert to TrainingData
+            const allData = rows.map((row) => {
+                let combinedFeatures = null;
+                try {
+                    combinedFeatures = JSON.parse(row.features_json);
+                }
+                catch {
+                    // Malformed JSON — use defaults
+                }
+                return {
+                    features: combinedToMarketFeatures(combinedFeatures),
+                    outcome: {
+                        direction: row.outcome_direction,
+                        return: row.outcome_return,
+                        horizon: config.outcomeHorizon,
+                    },
+                    timestamp: new Date(row.created_at),
+                };
+            });
+            // 3. Time-based 80/20 split
+            const splitIdx = Math.floor(allData.length * 0.8);
+            const trainSet = allData.slice(0, splitIdx);
+            const holdoutSet = allData.slice(splitIdx);
+            if (trainSet.length < 10 || holdoutSet.length < 5) {
+                logger_js_1.logger.info({ train: trainSet.length, holdout: holdoutSet.length }, '[ml-trainer] Split too small, skipping');
+                return;
+            }
+            // 4. Train
+            const trainResult = await model.train(trainSet);
+            stats.trainCycles++;
+            stats.lastTrainTime = Date.now();
+            stats.lastTrainAccuracy = trainResult.accuracy;
+            stats.lastTrainAUC = trainResult.auc;
+            // 5. Evaluate on holdout
+            let holdoutCorrect = 0;
+            const holdoutPredictions = [];
+            for (const sample of holdoutSet) {
+                const prediction = await model.predict(sample.features);
+                const predictedDir = prediction.probUp > 0.5 ? 1 : -1;
+                if (predictedDir === sample.outcome.direction)
+                    holdoutCorrect++;
+                holdoutPredictions.push({
+                    prob: prediction.probUp,
+                    actual: sample.outcome.direction === 1 ? 1 : 0,
+                });
+            }
+            const holdoutAccuracy = holdoutCorrect / holdoutSet.length;
+            const holdoutAUC = calculateAUC(holdoutPredictions);
+            stats.lastHoldoutAccuracy = holdoutAccuracy;
+            logger_js_1.logger.info({
+                trainAccuracy: trainResult.accuracy,
+                trainAUC: trainResult.auc,
+                holdoutAccuracy: Math.round(holdoutAccuracy * 1000) / 1000,
+                holdoutAUC: Math.round(holdoutAUC * 1000) / 1000,
+                trainSamples: trainSet.length,
+                holdoutSamples: holdoutSet.length,
+            }, '[ml-trainer] Training cycle complete');
+            // 6. Quality gates
+            const passesAccuracy = holdoutAccuracy >= gates.minHoldoutAccuracy;
+            const passesAUC = holdoutAUC >= gates.minHoldoutAUC;
+            if (passesAccuracy && passesAUC) {
+                // Deploy: save model
+                model.save();
+                stats.modelDeployed = true;
+                stats.deployedCycles++;
+                logger_js_1.logger.info({ holdoutAccuracy, holdoutAUC }, '[ml-trainer] Model DEPLOYED — passes quality gates');
+            }
+            else {
+                // Rollback: reload previous model
+                model.load();
+                stats.rejectedCycles++;
+                logger_js_1.logger.warn({
+                    holdoutAccuracy,
+                    holdoutAUC,
+                    requiredAccuracy: gates.minHoldoutAccuracy,
+                    requiredAUC: gates.minHoldoutAUC,
+                }, '[ml-trainer] Model REJECTED — failed quality gates, rolled back');
+            }
+        }
+        catch (error) {
+            logger_js_1.logger.error({ error }, '[ml-trainer] Training cycle failed');
+        }
+        finally {
+            training = false;
+        }
+    }
+    // ── AUC calculation ────────────────────────────────────────────────────────
+    function calculateAUC(predictions) {
+        const sorted = [...predictions].sort((a, b) => b.prob - a.prob);
+        let tpCount = 0;
+        let auc = 0;
+        for (const pred of sorted) {
+            if (pred.actual === 1) {
+                tpCount++;
+            }
+            else {
+                auc += tpCount;
+            }
+        }
+        const totalPos = predictions.filter((p) => p.actual === 1).length;
+        const totalNeg = predictions.length - totalPos;
+        if (totalPos === 0 || totalNeg === 0)
+            return 0.5;
+        return auc / (totalPos * totalNeg);
+    }
+    // ── Lifecycle ────────────────────────────────────────────────────────────
+    function start() {
+        stopped = false;
+        trainTimer = setInterval(() => {
+            trainCycle().catch((error) => {
+                logger_js_1.logger.error({ error }, '[ml-trainer] Scheduled train failed');
+            });
+        }, config.trainIntervalMs);
+        logger_js_1.logger.info({ trainIntervalMs: config.trainIntervalMs, minSamples: config.minTrainingSamples }, '[ml-trainer] Started');
+    }
+    function stop() {
+        stopped = true;
+        if (trainTimer) {
+            clearInterval(trainTimer);
+            trainTimer = null;
+        }
+        logger_js_1.logger.info('[ml-trainer] Stopped');
+    }
+    async function trainNow() {
+        await trainCycle();
+    }
+    function getStats() {
+        // Refresh sample counts
+        const rows = db.query(`SELECT
+         COUNT(*) as total,
+         SUM(CASE WHEN outcome_direction IS NOT NULL THEN 1 ELSE 0 END) as labeled
+       FROM ml_training_samples`);
+        const { total, labeled } = rows[0] ?? { total: 0, labeled: 0 };
+        stats.totalSamples = total;
+        stats.labeledSamples = labeled;
+        return { ...stats };
+    }
+    return { start, stop, trainNow, getStats };
+}
+//# sourceMappingURL=trainer.js.map

package/dist/ml-pipeline/trainer.js.map

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package/dist/ml-pipeline/types.d.ts

@@ -0,0 +1,51 @@
+/**
+ * ML Training Pipeline — Type Definitions
+ *
+ * Configures the automated learn-from-outcomes loop:
+ * capture features at signal time → label via price direction →
+ * train periodically with quality gates → feed confidence back.
+ */
+export interface MLPipelineConfig {
+    /** Master switch (default: false) */
+    enabled?: boolean;
+    /** How long after signal to measure outcome (default: '1h') */
+    outcomeHorizon?: '1h' | '4h' | '24h';
+    /** Interval for labeling unlabeled samples in ms (default: 300_000 = 5 min) */
+    labelIntervalMs?: number;
+    /** Interval for training cycle in ms (default: 21_600_000 = 6 hours) */
+    trainIntervalMs?: number;
+    /** Minimum labeled samples before first training (default: 50) */
+    minTrainingSamples?: number;
+    /** Model type to use (default: 'simple') */
+    modelType?: 'simple' | 'xgboost_python';
+    /** Whether signal router uses ML confidence for sizing (default: true) */
+    useMLConfidence?: boolean;
+    /** Quality gates for model deployment */
+    qualityGates?: Partial<QualityGates>;
+    /** Delete samples older than N days (default: 90) */
+    cleanupDays?: number;
+}
+export interface QualityGates {
+    /** Minimum accuracy on holdout set (default: 0.52) */
+    minHoldoutAccuracy: number;
+    /** Minimum AUC on holdout set (default: 0.55) */
+    minHoldoutAUC: number;
+    /** Minimum labeled samples to train (default: 50) */
+    minTrainingSamples: number;
+    /** Max accuracy drop vs previous model before rejecting (default: 0.05) */
+    maxAccuracyDrop: number;
+}
+export declare const DEFAULT_QUALITY_GATES: QualityGates;
+export interface TrainingStats {
+    totalSamples: number;
+    labeledSamples: number;
+    lastTrainTime: number | null;
+    lastTrainAccuracy: number | null;
+    lastTrainAUC: number | null;
+    lastHoldoutAccuracy: number | null;
+    modelDeployed: boolean;
+    trainCycles: number;
+    deployedCycles: number;
+    rejectedCycles: number;
+}
+export declare const HORIZON_MS: Record<string, number>;

package/dist/ml-pipeline/types.js

@@ -0,0 +1,23 @@
+"use strict";
+/**
+ * ML Training Pipeline — Type Definitions
+ *
+ * Configures the automated learn-from-outcomes loop:
+ * capture features at signal time → label via price direction →
+ * train periodically with quality gates → feed confidence back.
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.HORIZON_MS = exports.DEFAULT_QUALITY_GATES = void 0;
+exports.DEFAULT_QUALITY_GATES = {
+    minHoldoutAccuracy: 0.52,
+    minHoldoutAUC: 0.55,
+    minTrainingSamples: 50,
+    maxAccuracyDrop: 0.05,
+};
+// ── Outcome horizons in ms ───────────────────────────────────────────────────
+exports.HORIZON_MS = {
+    '1h': 60 * 60 * 1000,
+    '4h': 4 * 60 * 60 * 1000,
+    '24h': 24 * 60 * 60 * 1000,
+};
+//# sourceMappingURL=types.js.map

package/dist/ml-pipeline/types.js.map

@@ -0,0 +1 @@
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package/dist/models/adaptive.d.ts

@@ -0,0 +1,11 @@
+/**
+ * Adaptive Model Routing - choose model based on cost/speed/quality preference
+ */
+export type ModelStrategy = 'cost' | 'speed' | 'quality' | 'balanced';
+export interface AdaptiveModelInput {
+    primary: string;
+    fallbacks?: string[];
+    strategy?: ModelStrategy;
+}
+export declare function getModelStrategy(): ModelStrategy;
+export declare function selectAdaptiveModel(input: AdaptiveModelInput): string;