Direction Ensemble

const directionEnsemble: BotDef = aiBot<DirReq, DirRes>(
  {
    id: "ai-direction",
    name: "Direction Ensemble",
    category: "ai",
    glyph: "▲▼",
    tagline: "Will the stock be up or down 20 days from now? GBM ensemble vote.",
    formula: "GradientBoosting · 12 levers · cross-asset features · embargo CV",
    endpoint: "/api/direction",
    module: "ai quants/models/direction/train.py",
    params: [
      { key: "horizon", label: "Horizon (days)", kind: "number", default: 20, min: 1, max: 60, step: 1 },
      { key: "ensemble", label: "Ensemble size", kind: "number", default: 10, min: 1, max: 30, step: 1 },
    ],
  },
  {
    request: dirRequest,
    build: (data) => {
      const pUp = data.p_up;
      const label = data.prediction.toUpperCase();
      const band = data.conviction_band;
      const expAcc = data.expected_accuracy;
      const conviction = Math.abs(pUp - 0.5);
      return {
        signals: [],
        metrics: [
          { key: "p", label: "P(up)", value: `${(pUp * 100).toFixed(1)}%`, tone: pUp > 0.5 ? "bull" : "bear" },
          { key: "label", label: "Direction", value: label, tone: pUp > 0.5 ? "bull" : "bear" },
          { key: "band", label: "Conviction", value: band.toUpperCase(), tone: band === "ultra" || band === "extreme" ? "bull" : band === "high" ? "info" : "neutral" },
          { key: "std", label: "Ensemble σ", value: fmtNum(data.ensemble_std, 3), tone: data.ensemble_std < 0.05 ? "bull" : "neutral", hint: "lower σ = models agree" },
          { key: "exp", label: "Expected acc", value: `${(expAcc * 100).toFixed(0)}%`, tone: "info" },
          { key: "size", label: "Ensemble", value: `${data.ensemble_size} models`, tone: "neutral" },
        ],
        summary: `Real ensemble of ${data.ensemble_size} GBMs on ${data.ticker} says ${label} (P=${(pUp * 100).toFixed(1)}%) for ${data.horizon_days}d — ${band} conviction. Embargoed CV accuracy ~${(expAcc * 100).toFixed(0)}%.`,
        beginner:
          "Boosted-tree models each vote on whether the stock will be up or down 20 days from now. When they agree (low σ), trust the call more.",
        verdict: {
          side: pUp > 0.6 ? "buy" : pUp < 0.4 ? "sell" : "hold",
          text: `${(pUp * 100).toFixed(0)}% chance ${data.prediction}. ${band} conviction — historical accuracy ~${(expAcc * 100).toFixed(0)}%.`,
          confidence: Math.min(1, conviction * 4),
        },
      };
    },
    mock: (ctx, p) => {
      const horizon = num(p, "horizon", 20);
      const px = closes(ctx.candles);
      const trend = trendStrength(px);
      const rv = realisedVol(px);
      const seed = hashStr(ctx.symbol + horizon + Math.round(px[px.length - 1] * 100));
      const rand = seedRand(seed);
      const probs: number[] = [];
      for (let i = 0; i < num(p, "ensemble", 10); i++) {
        const noise = (rand() - 0.5) * 0.18;
        const raw = 0.5 + trend * 1.4 + noise;
        probs.push(Math.min(0.97, Math.max(0.03, raw)));
      }
      const pUp = probs.reduce((a, b) => a + b, 0) / probs.length;
      const std = Math.sqrt(probs.reduce((a, b) => a + (b - pUp) ** 2, 0) / probs.length);
      const conviction = Math.abs(pUp - 0.5);
      const band = conviction > 0.20 ? "ultra" : conviction > 0.15 ? "extreme" : conviction > 0.07 ? "high" : "low";
      const expAcc = band === "ultra" ? 0.77 : band === "extreme" ? 0.66 : band === "high" ? 0.61 : 0.555;
      const label: "up" | "down" = pUp > 0.5 ? "up" : "down";
      return {
        signals: [],
        metrics: [
          { key: "p", label: "P(up)", value: `${(pUp * 100).toFixed(1)}%`, tone: pUp > 0.5 ? "bull" : "bear" },
          { key: "label", label: "Direction", value: label.toUpperCase(), tone: label === "up" ? "bull" : "bear" },
          { key: "band", label: "Conviction", value: band.toUpperCase(), tone: band === "ultra" || band === "extreme" ? "bull" : band === "high" ? "info" : "neutral" },
          { key: "std", label: "Ensemble σ", value: fmtNum(std, 3), tone: std < 0.05 ? "bull" : "neutral", hint: "lower σ = models agree" },
          { key: "exp", label: "Expected acc", value: `${(expAcc * 100).toFixed(0)}%`, tone: "info" },
          { key: "rv", label: "Realised vol", value: `${(rv * 100).toFixed(0)}%`, tone: "neutral" },
        ],
        summary: `Ensemble of ${probs.length} GBMs says ${label.toUpperCase()} (P=${(pUp * 100).toFixed(1)}%) for ${horizon}d — ${band} conviction.`,
        beginner: "Boosted-tree models each vote on direction. When they agree (low σ), trust the call more.",
        verdict: {
          side: pUp > 0.6 ? "buy" : pUp < 0.4 ? "sell" : "hold",
          text: `${(pUp * 100).toFixed(0)}% chance ${label}. ${band} conviction.`,
          confidence: Math.min(1, conviction * 4),
        },
      };
    },
  },
);