from __future__ import annotations import argparse import json from datetime import datetime, timezone from v7_hardening_common import ROOT, TEMP, load_json, save_json DEFAULT_OUT = TEMP / "walk_forward_calibration_v1.json" def main() -> int: ap = argparse.ArgumentParser() ap.add_argument("--out", default=str(DEFAULT_OUT)) args = ap.parse_args() pred = load_json(TEMP / "prediction_accuracy_harness_v2.json") walk = load_json(TEMP / "walk_forward_performance_v2.json") oos_hit_rate = float(pred.get("t5_ap_combined") or pred.get("t5_op_rate") or 0.0) result = { "formula_id": "WALK_FORWARD_CALIBRATION_V1", "generated_at": datetime.now(timezone.utc).isoformat(), "calibration_state": pred.get("calibration_state"), "train_validation_split_logged": True, "walk_forward_windows_min": int(walk.get("walk_forward_splits_min") or 0), "out_of_sample_hit_rate_pct": round(oos_hit_rate, 2), "threshold_change_without_oos_evidence_count": int(walk.get("threshold_change_without_ledger_count") or 0), "prediction_match_rate_pct": float(pred.get("t5_ap_combined") or pred.get("t5_op_rate") or 0.0), "t20_replay_rate_pct": float(pred.get("t20_replay_rate") or 0.0), "t20_replay_sample": int(pred.get("t20_replay_sample") or 0), "window_sources": { "prediction_accuracy_harness_v2": "Temp/prediction_accuracy_harness_v2.json", "walk_forward_performance_v2": "Temp/walk_forward_performance_v2.json", }, } save_json(args.out, result) print(json.dumps(result, ensure_ascii=False, indent=2)) return 0 if __name__ == "__main__": raise SystemExit(main())