feat(14): Forecasting Engine — BAU Track#21
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…e .gstack/ CSO audit findings: - Pin cloudflare/wrangler-action to v3.9.0 SHA (deploy.yml) - Pin supabase/setup-cli to v1.6.0 SHA (migrations.yml, tests.yml) - Update postcss 8.5.9 → 8.5.12 (fixes GHSA-qx2v-qp2m-jg93) - Add .gstack/ to .gitignore (security reports stay local)
Decisions: y=NaN + is_open regressor for closed days, 200 sample paths with latest-run-only retention, 3-tier weather cascade (actual → forecast → climatology with 2021-01-01 Bright Sky backfill), env-var-only feature flags (feature_flags table deferred to Phase 17).
Investigates statsmodels SARIMAX/ETS, prophet 1.3, statsforecast Theta, sample-path generation patterns, exog matrix assembly, and closed-day handling strategies for the nightly forecast pipeline. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
…, cron jobs Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
D-01: zero_closed_days() forces yhat/yhat_lower/yhat_upper=0 for closed dates in exog model predictions (SARIMAX, Prophet). D-03: build_open_day_series() filters training data to open days only; map_open_predictions_to_calendar() maps predictions back to calendar dates with 0 for closed days (ETS, Theta, Naive). Also adds scripts/__init__.py to make the package importable.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
…uard - sarimax_fit.py: fit_sarimax() with configurable ARIMA + seasonal order, FCS-06 exog drift assertion, simulate() for sample paths, weather_source provenance signature - 3 smoke tests: shape validation, exog column assertion, numeric dtype check
- prophet_fit.py: fit_prophet() with C-04 yearly_seasonality=False, 9 regressor columns, NaN guard on future regressors, predictive_samples() for posterior sample paths - 2 smoke tests: shape + yearly_seasonality verification, NaN rejection
ETS(A,A,A) with weekly seasonality via statsmodels ETSModel. Returns point forecast (yhat/lower/upper) + simulated sample paths. Non-exog model: takes clean open-day-only Series.
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Summary
forecast_dailytable,forecast_qualitytable,forecast_daily_mv+forecast_with_actual_vwrapper view,weather_climatologylookup, pg_cron forecast MV refresh (03:30 UTC), weeklyyhat_samplesjanitorscripts/forecast/: 5 model fits (SARIMAX, Prophet, ETS, Theta, Naive same-DoW), shared exog builder with 3-tier weather cascade, closed-day handling, sample path bootstrap, forecast writer, last-7-day evaluator, orchestrator (run_all.py), weather history backfillforecast-refresh.ymlat 01:00 UTC withworkflow_dispatchfor manual rerunsCloses requirements FCS-01 through FCS-11.
Test plan
python -m pytest scripts/forecast/tests/ -v— all tests pass (requirespip install -r scripts/forecast/requirements.txt)tenant_id; Guard 8: no cron overlap)supabase db pushapplies all 6 migrations without errorworkflow_dispatchofforecast-refresh.ymlcompletes <15 minforecast_with_actual_vreturns rows scoped to JWTrestaurant_idforecast_qualitypopulated after first nightly run