prediction database

core/prediction_database.py

@@ -0,0 +1,205 @@
+#!/usr/bin/env python3
+"""
+Prediction Database - Simple SQLite database for tracking model predictions
+"""
+
+import sqlite3
+import logging
+import json
+from datetime import datetime, timedelta
+from typing import Dict, List, Any, Optional
+from pathlib import Path
+
+logger = logging.getLogger(__name__)
+
+class PredictionDatabase:
+    """Simple database for tracking model predictions and outcomes"""
+    
+    def __init__(self, db_path: str = "data/predictions.db"):
+        self.db_path = Path(db_path)
+        self.db_path.parent.mkdir(parents=True, exist_ok=True)
+        self._initialize_database()
+        logger.info(f"PredictionDatabase initialized: {self.db_path}")
+    
+    def _initialize_database(self):
+        """Initialize SQLite database"""
+        with sqlite3.connect(self.db_path) as conn:
+            cursor = conn.cursor()
+            
+            # Predictions table
+            cursor.execute("""
+            CREATE TABLE IF NOT EXISTS predictions (
+                id INTEGER PRIMARY KEY AUTOINCREMENT,
+                model_name TEXT NOT NULL,
+                symbol TEXT NOT NULL,
+                prediction_type TEXT NOT NULL,
+                confidence REAL NOT NULL,
+                timestamp TEXT NOT NULL,
+                price_at_prediction REAL NOT NULL,
+                
+                -- Outcome fields
+                outcome_timestamp TEXT,
+                actual_price_change REAL,
+                reward REAL,
+                is_correct INTEGER,
+                
+                created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
+            )
+            """)
+            
+            # Performance summary table
+            cursor.execute("""
+            CREATE TABLE IF NOT EXISTS model_performance (
+                model_name TEXT PRIMARY KEY,
+                total_predictions INTEGER DEFAULT 0,
+                correct_predictions INTEGER DEFAULT 0,
+                total_reward REAL DEFAULT 0.0,
+                last_updated TEXT
+            )
+            """)
+            
+            conn.commit()
+    
+    def store_prediction(self, model_name: str, symbol: str, prediction_type: str, 
+                        confidence: float, price_at_prediction: float) -> int:
+        """Store a new prediction"""
+        with sqlite3.connect(self.db_path) as conn:
+            cursor = conn.cursor()
+            
+            timestamp = datetime.now().isoformat()
+            
+            cursor.execute("""
+            INSERT INTO predictions (
+                model_name, symbol, prediction_type, confidence, 
+                timestamp, price_at_prediction
+            ) VALUES (?, ?, ?, ?, ?, ?)
+            """, (model_name, symbol, prediction_type, confidence, 
+                 timestamp, price_at_prediction))
+            
+            prediction_id = cursor.lastrowid
+            
+            # Update performance count
+            cursor.execute("""
+            INSERT OR REPLACE INTO model_performance (
+                model_name, total_predictions, correct_predictions, total_reward, last_updated
+            ) VALUES (
+                ?, 
+                COALESCE((SELECT total_predictions FROM model_performance WHERE model_name = ?), 0) + 1,
+                COALESCE((SELECT correct_predictions FROM model_performance WHERE model_name = ?), 0),
+                COALESCE((SELECT total_reward FROM model_performance WHERE model_name = ?), 0.0),
+                ?
+            )
+            """, (model_name, model_name, model_name, model_name, timestamp))
+            
+            conn.commit()
+            return prediction_id
+    
+    def resolve_prediction(self, prediction_id: int, actual_price_change: float, reward: float) -> bool:
+        """Resolve a prediction with outcome"""
+        with sqlite3.connect(self.db_path) as conn:
+            cursor = conn.cursor()
+            
+            # Get original prediction
+            cursor.execute("""
+            SELECT model_name, prediction_type FROM predictions 
+            WHERE id = ? AND outcome_timestamp IS NULL
+            """, (prediction_id,))
+            
+            result = cursor.fetchone()
+            if not result:
+                return False
+            
+            model_name, prediction_type = result
+            
+            # Determine correctness
+            is_correct = self._is_prediction_correct(prediction_type, actual_price_change)
+            
+            # Update prediction
+            outcome_timestamp = datetime.now().isoformat()
+            cursor.execute("""
+            UPDATE predictions SET 
+                outcome_timestamp = ?, actual_price_change = ?, 
+                reward = ?, is_correct = ?
+            WHERE id = ?
+            """, (outcome_timestamp, actual_price_change, reward, int(is_correct), prediction_id))
+            
+            # Update performance
+            cursor.execute("""
+            UPDATE model_performance SET 
+                correct_predictions = correct_predictions + ?,
+                total_reward = total_reward + ?,
+                last_updated = ?
+            WHERE model_name = ?
+            """, (int(is_correct), reward, outcome_timestamp, model_name))
+            
+            conn.commit()
+            return True
+    
+    def _is_prediction_correct(self, prediction_type: str, price_change: float) -> bool:
+        """Check if prediction was correct"""
+        if prediction_type == "BUY":
+            return price_change > 0
+        elif prediction_type == "SELL":
+            return price_change < 0
+        elif prediction_type == "HOLD":
+            return abs(price_change) < 0.001
+        return False
+    
+    def get_model_stats(self, model_name: str) -> Dict[str, Any]:
+        """Get model performance statistics"""
+        with sqlite3.connect(self.db_path) as conn:
+            cursor = conn.cursor()
+            
+            cursor.execute("""
+            SELECT total_predictions, correct_predictions, total_reward 
+            FROM model_performance WHERE model_name = ?
+            """, (model_name,))
+            
+            result = cursor.fetchone()
+            if not result:
+                return {"model_name": model_name, "total_predictions": 0, "accuracy": 0.0, "total_reward": 0.0}
+            
+            total, correct, reward = result
+            accuracy = (correct / total) if total > 0 else 0.0
+            
+            return {
+                "model_name": model_name,
+                "total_predictions": total,
+                "correct_predictions": correct,
+                "accuracy": accuracy,
+                "total_reward": reward
+            }
+    
+    def get_all_model_stats(self) -> List[Dict[str, Any]]:
+        """Get stats for all models"""
+        with sqlite3.connect(self.db_path) as conn:
+            cursor = conn.cursor()
+            
+            cursor.execute("""
+            SELECT model_name, total_predictions, correct_predictions, total_reward 
+            FROM model_performance ORDER BY total_predictions DESC
+            """)
+            
+            stats = []
+            for row in cursor.fetchall():
+                model_name, total, correct, reward = row
+                accuracy = (correct / total) if total > 0 else 0.0
+                stats.append({
+                    "model_name": model_name,
+                    "total_predictions": total,
+                    "correct_predictions": correct,
+                    "accuracy": accuracy,
+                    "total_reward": reward
+                })
+            
+            return stats
+
+# Global instance
+_prediction_db = None
+
+def get_prediction_db() -> PredictionDatabase:
+    """Get global prediction database"""
+    global _prediction_db
+    if _prediction_db is None:
+        _prediction_db = PredictionDatabase()
+    return _prediction_db