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feat(forecast): add impact expansion simulation layer (#2138)
* feat(forecast): add impact expansion simulation layer * fix(forecast): correct impact bucket coherence gate
This commit is contained in:
Elie Habib
File diff suppressed because it is too large
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@@ -23,6 +23,8 @@ import {
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validateCriticalSignalFrames,
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mapCriticalSignalFrameToSignals,
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extractCriticalNewsSignals,
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buildImpactExpansionCandidateHash,
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validateImpactHypotheses,
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} from '../scripts/seed-forecasts.mjs';
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import {
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@@ -3138,6 +3140,363 @@ describe('cross-theater gate', () => {
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});
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});
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describe('impact expansion layer', () => {
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function makeImpactCandidatePacket(stateId = 'state-1', label = 'Strait of Hormuz maritime disruption state', overrides = {}) {
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return {
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candidateIndex: 0,
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candidateStateId: stateId,
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candidateStateLabel: label,
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stateKind: 'maritime_disruption',
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dominantRegion: 'Middle East',
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macroRegions: ['EMEA'],
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countries: ['Middle East', 'Qatar'],
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marketBucketIds: ['energy', 'freight', 'rates_inflation'],
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transmissionChannels: ['shipping_cost_shock', 'gas_supply_stress'],
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topSignalTypes: ['shipping_cost_shock', 'energy_supply_shock'],
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criticalSignalTypes: ['shipping_cost_shock', 'gas_supply_stress'],
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routeFacilityKey: 'Strait of Hormuz',
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commodityKey: 'lng',
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specificityScore: 0.8,
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continuityMode: 'persistent_strengthened',
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continuityScore: 1,
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rankingScore: 0.92,
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evidenceTable: [
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{ key: 'E1', kind: 'state_summary', text: 'Strait of Hormuz shipping pressure is active.' },
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{ key: 'E2', kind: 'headline', text: 'Qatar LNG export risk is rising as route security deteriorates.' },
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],
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marketContext: {
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topBucketId: 'energy',
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topBucketLabel: 'Energy',
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topBucketPressure: 0.83,
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confirmationScore: 0.72,
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contradictionScore: 0.08,
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topChannel: 'gas_supply_stress',
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topTransmissionStrength: 0.76,
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topTransmissionConfidence: 0.69,
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transmissionEdgeCount: 3,
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criticalSignalLift: 0.64,
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criticalSignalTypes: ['shipping_cost_shock', 'gas_supply_stress'],
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linkedBucketIds: ['energy', 'freight', 'rates_inflation'],
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consequenceSummary: 'Strait of Hormuz is transmitting into Energy through gas supply stress.',
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},
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stateSummary: {
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avgProbability: 0.71,
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avgConfidence: 0.63,
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situationCount: 1,
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forecastCount: 1,
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sampleTitles: ['Shipping disruption: Strait of Hormuz'],
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actors: ['Regional command authority'],
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signalTypes: ['shipping_cost_shock'],
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},
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...overrides,
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};
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}
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function makeImpactExpansionBundle(stateId = 'state-1', label = 'Strait of Hormuz maritime disruption state', packetOverrides = {}) {
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const candidatePacket = makeImpactCandidatePacket(stateId, label, packetOverrides);
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return {
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source: 'live',
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provider: 'test',
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model: 'test-model',
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parseStage: 'object_candidates',
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rawPreview: '',
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failureReason: '',
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candidateCount: 1,
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extractedCandidateCount: 1,
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extractedHypothesisCount: 3,
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candidates: [{
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candidateIndex: 0,
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candidateStateId: candidatePacket.candidateStateId,
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label: candidatePacket.candidateStateLabel,
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stateKind: candidatePacket.stateKind,
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dominantRegion: candidatePacket.dominantRegion,
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rankingScore: candidatePacket.rankingScore,
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topBucketId: candidatePacket.marketContext.topBucketId,
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topBucketLabel: candidatePacket.marketContext.topBucketLabel,
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topChannel: candidatePacket.marketContext.topChannel,
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transmissionEdgeCount: candidatePacket.marketContext.transmissionEdgeCount,
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routeFacilityKey: candidatePacket.routeFacilityKey,
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commodityKey: candidatePacket.commodityKey,
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}],
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candidatePackets: [candidatePacket],
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extractedCandidates: [{
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candidateIndex: 0,
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candidateStateId: candidatePacket.candidateStateId,
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directHypotheses: [
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{
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variableKey: 'lng_export_stress',
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channel: 'gas_supply_stress',
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targetBucket: 'energy',
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region: 'Middle East',
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macroRegion: 'EMEA',
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countries: ['Qatar'],
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assetsOrSectors: ['LNG exports'],
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commodity: 'lng',
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dependsOnKey: '',
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strength: 0.95,
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confidence: 0.92,
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analogTag: 'lng_export_disruption',
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summary: 'LNG export stress is rising through the Strait of Hormuz route.',
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evidenceRefs: ['E1', 'E2'],
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},
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],
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secondOrderHypotheses: [
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{
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variableKey: 'inflation_pass_through',
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channel: 'inflation_impulse',
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targetBucket: 'rates_inflation',
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region: 'Middle East',
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macroRegion: 'EMEA',
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countries: ['Qatar'],
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assetsOrSectors: ['Importers'],
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commodity: 'lng',
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dependsOnKey: 'lng_export_stress',
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strength: 0.92,
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confidence: 0.9,
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analogTag: 'inflation_pass_through',
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summary: 'Import costs are feeding inflation pass-through from LNG stress.',
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evidenceRefs: ['E1', 'E2'],
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},
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],
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thirdOrderHypotheses: [
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{
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variableKey: 'sovereign_funding_stress',
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channel: 'sovereign_stress',
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targetBucket: 'sovereign_risk',
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region: 'Middle East',
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macroRegion: 'EMEA',
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countries: ['Qatar'],
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assetsOrSectors: ['Sovereign issuers'],
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commodity: 'lng',
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dependsOnKey: 'inflation_pass_through',
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strength: 0.92,
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confidence: 0.9,
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analogTag: 'sovereign_funding_stress',
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summary: 'Funding stress follows if the inflation shock broadens into sovereign repricing.',
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evidenceRefs: ['E2'],
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},
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],
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}],
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};
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}
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it('keeps impact-expansion cache hashes stable when source situation ids churn', () => {
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const left = makeImpactCandidatePacket('state-1', 'Strait of Hormuz maritime disruption state', {
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sourceSituationIds: ['sit-a'],
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});
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const right = makeImpactCandidatePacket('state-1', 'Strait of Hormuz maritime disruption state', {
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sourceSituationIds: ['sit-b', 'sit-c'],
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});
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assert.equal(
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buildImpactExpansionCandidateHash([left]),
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buildImpactExpansionCandidateHash([right]),
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);
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});
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it('validates exact evidence refs and maps only strong hypotheses', () => {
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const bundle = makeImpactExpansionBundle();
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bundle.extractedCandidates[0].directHypotheses.push({
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variableKey: 'route_disruption',
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channel: 'shipping_cost_shock',
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targetBucket: 'freight',
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region: 'Middle East',
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macroRegion: 'EMEA',
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countries: ['Qatar'],
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assetsOrSectors: ['Shipping'],
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commodity: 'lng',
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dependsOnKey: '',
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strength: 0.88,
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confidence: 0.84,
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analogTag: 'energy_corridor_blockage',
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summary: 'This should fail because the evidence key is invalid.',
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evidenceRefs: ['E9'],
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});
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const validation = validateImpactHypotheses(bundle);
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const direct = validation.hypotheses.find((item) => item.order === 'direct' && item.variableKey === 'lng_export_stress');
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const secondOrder = validation.hypotheses.find((item) => item.order === 'second_order' && item.variableKey === 'inflation_pass_through');
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const thirdOrder = validation.hypotheses.find((item) => item.order === 'third_order' && item.variableKey === 'sovereign_funding_stress');
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assert.equal(validation.mapped.length, 2);
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assert.equal(validation.rejectionReasonCounts.no_valid_evidence_refs, 1);
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assert.equal(direct.validationStatus, 'mapped');
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assert.equal(secondOrder.validationStatus, 'mapped');
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assert.equal(thirdOrder.validationStatus, 'rejected');
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assert.equal(thirdOrder.rejectionReason, '');
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});
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it('accepts valid risk-off channels for sovereign-risk impact hypotheses', () => {
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const bundle = makeImpactExpansionBundle('state-risk', 'Global risk-off repricing state', {
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marketBucketIds: ['sovereign_risk', 'fx_stress'],
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transmissionChannels: ['risk_off_rotation', 'volatility_shock'],
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topSignalTypes: ['risk_off_rotation'],
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criticalSignalTypes: ['risk_off_rotation'],
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commodityKey: '',
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routeFacilityKey: '',
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marketContext: {
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topBucketId: 'sovereign_risk',
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topBucketLabel: 'Sovereign Risk',
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topBucketPressure: 0.8,
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confirmationScore: 0.74,
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contradictionScore: 0.06,
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topChannel: 'risk_off_rotation',
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topTransmissionStrength: 0.72,
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topTransmissionConfidence: 0.68,
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transmissionEdgeCount: 3,
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criticalSignalLift: 0.55,
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criticalSignalTypes: ['risk_off_rotation'],
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linkedBucketIds: ['sovereign_risk', 'fx_stress'],
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consequenceSummary: 'Risk-off rotation is transmitting into sovereign repricing.',
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},
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});
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bundle.extractedCandidateCount = 1;
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bundle.extractedHypothesisCount = 2;
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bundle.extractedCandidates = [{
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candidateIndex: 0,
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candidateStateId: 'state-risk',
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directHypotheses: [
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{
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variableKey: 'route_disruption',
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channel: 'shipping_cost_shock',
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targetBucket: 'freight',
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region: 'Global',
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macroRegion: 'GLOBAL',
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countries: ['United States'],
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assetsOrSectors: ['Shipping'],
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commodity: '',
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dependsOnKey: '',
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strength: 0.93,
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confidence: 0.9,
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analogTag: 'shipping_insurance_spike',
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summary: 'Shipping stress is spilling out of the primary route network.',
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evidenceRefs: ['E1', 'E2'],
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},
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],
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secondOrderHypotheses: [
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{
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variableKey: 'risk_off_rotation',
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channel: 'risk_off_rotation',
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targetBucket: 'sovereign_risk',
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region: 'Global',
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macroRegion: 'GLOBAL',
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countries: ['United States'],
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assetsOrSectors: ['Sovereign bonds'],
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commodity: '',
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dependsOnKey: 'route_disruption',
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strength: 0.93,
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confidence: 0.9,
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analogTag: 'risk_off_flight_to_safety',
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summary: 'Risk-off rotation is spilling into sovereign repricing.',
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evidenceRefs: ['E1', 'E2'],
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},
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],
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thirdOrderHypotheses: [],
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}];
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const validation = validateImpactHypotheses(bundle);
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const riskOff = validation.hypotheses.find((item) => item.variableKey === 'risk_off_rotation');
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assert.equal(validation.mapped.length, 2);
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assert.equal(riskOff.validationStatus, 'mapped');
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assert.equal(riskOff.rejectionReason, '');
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});
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it('requires higher-order hypotheses to depend on lower-order items that survived validation', () => {
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const bundle = makeImpactExpansionBundle();
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bundle.extractedCandidates = [{
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candidateIndex: 0,
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candidateStateId: bundle.candidatePackets[0].candidateStateId,
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directHypotheses: [
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{
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variableKey: 'lng_export_stress',
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channel: 'gas_supply_stress',
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targetBucket: 'energy',
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region: 'Middle East',
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macroRegion: 'EMEA',
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countries: ['Qatar'],
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assetsOrSectors: ['LNG exports'],
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commodity: 'lng',
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dependsOnKey: '',
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strength: 0.95,
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confidence: 0.92,
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analogTag: 'lng_export_disruption',
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summary: 'This direct hypothesis should fail evidence validation.',
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evidenceRefs: ['E9'],
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},
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],
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secondOrderHypotheses: [
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{
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variableKey: 'inflation_pass_through',
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channel: 'inflation_impulse',
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targetBucket: 'rates_inflation',
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region: 'Middle East',
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macroRegion: 'EMEA',
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countries: ['Qatar'],
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assetsOrSectors: ['Importers'],
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commodity: 'lng',
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dependsOnKey: 'lng_export_stress',
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strength: 0.92,
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confidence: 0.9,
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analogTag: 'inflation_pass_through',
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summary: 'This should fail because its parent did not survive validation.',
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evidenceRefs: ['E1', 'E2'],
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},
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],
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thirdOrderHypotheses: [],
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}];
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bundle.extractedHypothesisCount = 2;
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const validation = validateImpactHypotheses(bundle);
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const direct = validation.hypotheses.find((item) => item.order === 'direct');
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const secondOrder = validation.hypotheses.find((item) => item.order === 'second_order');
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assert.equal(direct.rejectionReason, 'no_valid_evidence_refs');
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assert.equal(secondOrder.rejectionReason, 'missing_dependency');
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assert.equal(secondOrder.validationStatus, 'rejected');
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});
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it('threads mapped expansion signals into simulation rounds without mutating observed world signals', () => {
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const prediction = makePrediction('supply_chain', 'Red Sea', 'Shipping disruption: Strait of Hormuz', 0.68, 0.6, '7d', [
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{ type: 'shipping_cost_shock', value: 'Shipping costs are rising around Strait of Hormuz rerouting.', weight: 0.5 },
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{ type: 'energy_supply_shock', value: 'Energy transit pressure is building around Qatar LNG flows.', weight: 0.32 },
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]);
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prediction.newsContext = ['Tanker rerouting is amplifying LNG and freight pressure around the Gulf.'];
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buildForecastCase(prediction);
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populateFallbackNarratives([prediction]);
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const baseState = buildForecastRunWorldState({
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generatedAt: Date.parse('2026-03-23T10:00:00Z'),
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predictions: [prediction],
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});
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const stateUnit = baseState.stateUnits[0];
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const bundle = makeImpactExpansionBundle(stateUnit.id, stateUnit.label, {
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dominantRegion: stateUnit.dominantRegion || stateUnit.regions?.[0] || 'Red Sea',
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macroRegions: stateUnit.macroRegions || ['EMEA'],
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countries: stateUnit.regions || ['Red Sea'],
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marketBucketIds: stateUnit.marketBucketIds || ['energy', 'freight', 'rates_inflation'],
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transmissionChannels: stateUnit.transmissionChannels || ['shipping_cost_shock', 'gas_supply_stress'],
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topSignalTypes: stateUnit.signalTypes || ['shipping_cost_shock'],
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});
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const worldState = buildForecastRunWorldState({
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generatedAt: Date.parse('2026-03-23T10:05:00Z'),
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predictions: [prediction],
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inputs: { impactExpansionBundle: bundle },
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situationClusters: baseState.situationClusters,
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situationFamilies: baseState.situationFamilies,
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stateUnits: baseState.stateUnits,
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});
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assert.equal(worldState.worldSignals.signals.length, baseState.worldSignals.signals.length);
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assert.equal(worldState.impactExpansion.mappedSignalCount, 2);
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assert.ok(worldState.impactExpansion.expandedWorldSignalCount > worldState.impactExpansion.observedWorldSignalCount);
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assert.equal(worldState.simulationState.expandedSignalUsageByRound.round_1.mappedCount, 1);
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assert.equal(worldState.simulationState.expandedSignalUsageByRound.round_2.mappedCount, 2);
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assert.equal(worldState.simulationState.expandedSignalUsageByRound.round_3.mappedCount, 2);
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});
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});
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describe('critical news signal extraction', () => {
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it('extracts urgent route, LNG, sanctions, and thermal signals from structured news and intelligence', () => {
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const clusterItems = extractNewsClusterItems(
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