Commit Graph

2 Commits

Author SHA1 Message Date
alexei.dolgolyov 115872aad0 feat(anomaly): overround-compression detector
Adds the 4th IAnomalyDetector: flags a sharp drop in the bookmaker's
overround (raw implied-probability sum / margin) over a continuous live
window. Informational/non-directional — excluded from outcome grading
and backtest staking via AnomalyKind.IsDirectional().

- OverroundCompressionDetector: sliding-window scan mirroring SteamMove,
  score = min(1, compression / 0.10 reference), suspension-gap aware.
- MatchWinEvidence.Probabilities gains Overround (pre-normalisation
  margin); evidence JSON shape unchanged.
- Wired into DetectAnomaliesUseCase fan-out; AnomalyOptions + appsettings
  (window 120s, threshold 0.02); en/ru resx + KindLabel arms.
- 11 detector tests incl. score saturation/scaling, inclusive threshold
  boundary, and a three-way (draw-leg) overround case.
2026-05-29 01:46:56 +03:00
alexei.dolgolyov c9eee9f907 fix(anomaly): exclude non-directional kinds from grading and backtest
Review follow-up (HIGH): the three detectors fed the same evaluator/backtest, but
SuspensionFreeze is non-directional (favourite unchanged) — grading it as "favourite
won" polluted the hit-rate with the base favourite-win rate, and its high frozen-ness
score always cleared the backtest threshold.

- Add AnomalyKind.IsDirectional() (flip + steam = true, freeze = false).
- AnomalyOutcomeEvaluator returns Unresolved for non-directional kinds (favourites
  still surfaced for display) so they don't distort calibration.
- RunBacktestUseCase skips non-directional anomalies when building candidates.
- Tests for the classification, the evaluator path, and the backtest skip.
2026-05-29 01:25:16 +03:00