mirror of
https://github.com/MBombeck/HealthLog.git
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Two daily series that both follow the season (temperature and blood pressure, daylight and sleep) correlated strongly with nothing between them. In a seeded simulation of such a pair the engine surfaced a finding in 58 % of 400-day runs and 30 % of 180-day runs, and a real next-day effect under the season came back with the wrong sign. Every daily pair now goes through seasonallyAdjustedPearson: a linear trend and one annual harmonic are removed from both series (trend only under 120 paired days), the residuals are correlated, and the p-value uses the Pyper-Peterman effective sample size. Shrinkage and the phrasing tier read the effective size too. BH-FDR and the effect floor are unchanged. Pairs too short to fit the basis are not tested. The weather channels are tested once over the mean of the day before and the day itself against the same day's outcome (lagDays 0), which pairs the overnight low with the night it shaped now that sleep is keyed on the wake day. Discovered pairs carry an additive nEff, the same-day templates are wired, and the matrix skips the weather read when the environment module is off. scripts/compare-correlation-findings.ts counts findings per account before and after, read-only, for the release-candidate dry run.
339 lines
11 KiB
TypeScript
339 lines
11 KiB
TypeScript
/**
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* Read-only before/after count of correlation findings per account, for the
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* release-candidate dry run of the v1.42 statistics change.
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*
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* v1.42 changes what the discovery engine accepts: trend and season are
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* removed from both series before correlating, p-values use the effective
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* sample size, shrinkage and the phrasing tier read that effective size, and
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* the weather channels are tested once over the averaged day-before-and-same-
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* day exposure instead of a next-day lag. Every one of those can make an
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* existing finding disappear. This script answers "how many, and where",
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* on a copy of production, before the release ships.
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*
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* For each account it builds the matrix exactly as the correlations route
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* does (same assembler, same 180-day window, same module map, same tiered
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* read) and scans it twice:
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*
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* - BEFORE: the pre-v1.42 rules, restated here from the engine's own
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* exported pieces (lag join at 1 day, Pearson with df = n − 2, BH-FDR,
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* shrinkage and tier by n), over the raw daily weather values;
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* - AFTER: the engine as it now ships.
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*
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* It prints counts only. No correlation, p-value, metric value or account
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* identifier leaves the database: accounts are listed by a short hash of
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* their id, channels by their stable key family. Nothing is written — the
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* pattern store is not synced, no cache is touched.
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*
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* Run (inside the app container, which has DATABASE_URL):
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* pnpm dlx tsx scripts/compare-correlation-findings.ts [--limit N]
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*/
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import "dotenv/config";
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import { createHash } from "node:crypto";
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import { prisma } from "@/lib/db";
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import { resolveModuleMap } from "@/lib/modules/gate";
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import { assembleDiscoveryMatrix } from "@/lib/insights/discovery-matrix";
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import { MIN_PAIRED_N, pearson } from "@/lib/insights/correlations";
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import {
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benjaminiHochberg,
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confidenceTier,
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discoverCorrelations,
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discoverEmergingCorrelations,
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EARLY_FDR_Q,
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EARLY_MIN_PAIRS,
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EARLY_WINDOW_DAYS,
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FDR_Q,
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filterSeriesToWindow,
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lagJoin,
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metricFamily,
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shrinkEstimate,
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type DailySeriesPoint,
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type NamedSeries,
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} from "@/lib/insights/correlation-discovery";
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import { ENVIRONMENT_FIELDS } from "@/lib/environment/fields";
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import {
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isSurfaceVisible,
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correlationChannelSurfaceId,
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} from "@/lib/modules/surface";
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import { wallClockInTz } from "@/lib/tz/wall-clock";
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import { DEFAULT_TIMEZONE } from "@/lib/tz/format";
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const MS_PER_DAY = 86_400_000;
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/** The correlations route's window. */
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const WINDOW_DAYS = 180;
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interface Finding {
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behaviour: string;
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outcome: string;
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}
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interface LegacyFinding extends Finding {
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tier: ReturnType<typeof confidenceTier>;
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}
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/** The pre-v1.42 discovery rules, restated from the engine's parts. */
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function legacyDiscover(
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series: NamedSeries[],
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opts: { minPairs: number; fdrQ: number },
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): { found: LegacyFinding[]; pairsTested: number } {
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const behaviours = series.filter((s) => s.role === "behaviour");
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const outcomes = series.filter((s) => s.role === "outcome");
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const tested: Array<Finding & { n: number; r: number; pValue: number }> = [];
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for (const b of behaviours) {
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for (const o of outcomes) {
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if (metricFamily(b.key) === metricFamily(o.key)) continue;
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const { xs, ys } = lagJoin(b.points, o.points, 1);
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if (xs.length < opts.minPairs) continue;
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const result = pearson({ xs, ys, minPairs: opts.minPairs });
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if (result.status !== "ok") continue;
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tested.push({
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behaviour: b.key,
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outcome: o.key,
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n: result.n,
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r: result.r,
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pValue: result.pValue,
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});
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}
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}
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const q = benjaminiHochberg(tested.map((t) => t.pValue));
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const found = tested
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.filter((t, i) => t.pValue < 0.05 && q[i] <= opts.fdrQ)
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.map((t) => ({
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behaviour: t.behaviour,
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outcome: t.outcome,
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tier: confidenceTier(shrinkEstimate(t.r, t.n), t.n),
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}))
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.filter((t) => t.tier !== null);
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return { found, pairsTested: tested.length };
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}
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/** The pre-v1.42 emerging pass: same rules, trailing window, no faint tier. */
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function legacyEmerging(
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series: NamedSeries[],
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retrospective: Finding[],
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recentFromDayKey: string,
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): Finding[] {
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const recent = legacyDiscover(
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filterSeriesToWindow(series, recentFromDayKey),
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{ minPairs: EARLY_MIN_PAIRS, fdrQ: EARLY_FDR_Q },
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);
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const established = new Set(retrospective.map(key));
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return recent.found
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.filter((f) => f.tier !== "faint")
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.filter((f) => !established.has(key(f)));
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}
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function key(f: Finding): string {
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return `${f.behaviour}␟${f.outcome}`;
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}
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function tzDayKey(at: Date, tz: string): string {
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const { year, month, day } = wallClockInTz(at, tz);
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return `${year}-${String(month).padStart(2, "0")}-${String(day).padStart(2, "0")}`;
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}
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/**
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* The weather channels as the engine read them before v1.42: one raw daily
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* value per field, no averaging. Read here directly because the shipped
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* series now carries the averaged window.
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*/
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async function legacyEnvironmentSeries(
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userId: string,
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since: Date,
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): Promise<Map<string, DailySeriesPoint[]>> {
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// Same UTC lower bound the engine's own environment read uses.
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const sinceKey = since.toISOString().slice(0, 10);
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const rows = await prisma.environmentContext.findMany({
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where: { userId, date: { gte: sinceKey } },
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orderBy: { date: "asc" },
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take: 1000,
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});
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const out = new Map<string, DailySeriesPoint[]>();
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for (const field of ENVIRONMENT_FIELDS) {
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const points: DailySeriesPoint[] = [];
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for (const row of rows) {
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const raw = row[field.column];
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if (raw == null || !Number.isFinite(raw)) continue;
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const value =
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field.column === "sunshineSec" || field.column === "daylightSec"
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? raw / 3600
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: raw;
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points.push({ day: row.date, value });
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}
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out.set(field.key, points);
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}
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return out;
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}
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/** Channel family label for the aggregate table (no user data). */
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function familyLabel(channel: string): string {
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if (channel.startsWith("ENV_")) return "ENVIRONMENT";
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if (channel.startsWith("CUSTOM_METRIC:")) return "CUSTOM_METRIC";
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if (channel.startsWith("SYMPTOM:")) return "SYMPTOM_EVENT";
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if (channel.startsWith("FACTOR:")) return "MOOD_FACTOR";
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return channel;
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}
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interface Tally {
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before: number;
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after: number;
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}
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function bump(map: Map<string, Tally>, k: string, side: keyof Tally) {
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const t = map.get(k) ?? { before: 0, after: 0 };
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t[side]++;
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map.set(k, t);
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}
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function parseLimit(argv: string[]): number | undefined {
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const i = argv.indexOf("--limit");
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if (i === -1) return undefined;
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const n = Number(argv[i + 1]);
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return Number.isInteger(n) && n > 0 ? n : undefined;
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}
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async function main(): Promise<void> {
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const limit = parseLimit(process.argv.slice(2));
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const users = await prisma.user.findMany({
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select: { id: true, timezone: true },
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orderBy: { createdAt: "asc" },
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...(limit ? { take: limit } : {}),
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});
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const now = new Date();
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const since = new Date(now.getTime() - WINDOW_DAYS * MS_PER_DAY);
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const byBehaviour = new Map<string, Tally>();
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const byOutcome = new Map<string, Tally>();
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const totals = {
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accounts: 0,
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scanned: 0,
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retroBefore: 0,
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retroAfter: 0,
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recentBefore: 0,
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recentAfter: 0,
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kept: 0,
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lost: 0,
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gained: 0,
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};
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console.log(
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"account tested(b/a) retro b→a recent b→a kept lost new env b→a",
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);
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for (const user of users) {
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totals.accounts++;
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const tz = user.timezone ?? DEFAULT_TIMEZONE;
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const modules = await resolveModuleMap(user.id);
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const { series } = await assembleDiscoveryMatrix(user.id, {
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tz,
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since,
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fetchMode: "tiered",
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modules,
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});
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const envVisible = isSurfaceVisible(
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correlationChannelSurfaceId(ENVIRONMENT_FIELDS[0].key),
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modules,
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);
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const rawEnv = envVisible
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? await legacyEnvironmentSeries(user.id, since)
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: new Map<string, DailySeriesPoint[]>();
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const legacySeries: NamedSeries[] = series.map((s) =>
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s.key.startsWith("ENV_")
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? { key: s.key, role: s.role, points: rawEnv.get(s.key) ?? [] }
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: { key: s.key, role: s.role, label: s.label, points: s.points },
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);
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const recentFromDayKey = tzDayKey(
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new Date(now.getTime() - EARLY_WINDOW_DAYS * MS_PER_DAY),
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tz,
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);
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const legacy = legacyDiscover(legacySeries, {
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minPairs: MIN_PAIRED_N,
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fdrQ: FDR_Q,
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});
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const before = legacy.found;
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const beforeRecent = legacyEmerging(legacySeries, before, recentFromDayKey);
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const after = discoverCorrelations(series, { locale: "en" });
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const afterRecent = discoverEmergingCorrelations(series, after, {
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recentFromDayKey,
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locale: "en",
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});
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if (legacy.pairsTested === 0 && after.pairsTested === 0) continue;
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totals.scanned++;
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const beforeKeys = new Set(before.map(key));
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const afterKeys = new Set(after.discovered.map(key));
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const kept = [...afterKeys].filter((k) => beforeKeys.has(k)).length;
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const lost = beforeKeys.size - kept;
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const gained = afterKeys.size - kept;
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const envBefore = before.filter((f) => f.behaviour.startsWith("ENV_"));
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const envAfter = after.discovered.filter((f) =>
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f.behaviour.startsWith("ENV_"),
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);
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for (const f of before) {
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bump(byBehaviour, familyLabel(f.behaviour), "before");
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bump(byOutcome, familyLabel(f.outcome), "before");
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}
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for (const f of after.discovered) {
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bump(byBehaviour, familyLabel(f.behaviour), "after");
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bump(byOutcome, familyLabel(f.outcome), "after");
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}
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totals.retroBefore += before.length;
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totals.retroAfter += after.discovered.length;
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totals.recentBefore += beforeRecent.length;
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totals.recentAfter += afterRecent.emerging.length;
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totals.kept += kept;
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totals.lost += lost;
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totals.gained += gained;
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const tag = createHash("sha256").update(user.id).digest("hex").slice(0, 8);
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console.log(
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[
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tag.padEnd(9),
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`${legacy.pairsTested}/${after.pairsTested}`.padEnd(12),
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`${before.length}→${after.discovered.length}`.padEnd(10),
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`${beforeRecent.length}→${afterRecent.emerging.length}`.padEnd(11),
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String(kept).padStart(4),
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String(lost).padStart(4),
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String(gained).padStart(3),
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` ${envBefore.length}→${envAfter.length}`,
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].join(" "),
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);
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}
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console.log("");
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console.log(
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`accounts ${totals.accounts}, with a testable matrix ${totals.scanned}`,
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);
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console.log(
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`retrospective findings ${totals.retroBefore} → ${totals.retroAfter} (kept ${totals.kept}, lost ${totals.lost}, new ${totals.gained})`,
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);
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console.log(
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`emerging findings ${totals.recentBefore} → ${totals.recentAfter}`,
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);
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const table = (title: string, map: Map<string, Tally>) => {
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console.log("");
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console.log(`${title}: before → after`);
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for (const [k, t] of [...map.entries()].sort((a, b) =>
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a[0].localeCompare(b[0]),
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)) {
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console.log(` ${k.padEnd(24)} ${t.before} → ${t.after}`);
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}
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};
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table("by behaviour family", byBehaviour);
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table("by outcome family", byOutcome);
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}
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main()
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.catch((err: unknown) => {
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console.error(err);
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process.exitCode = 1;
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})
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.finally(() => {
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void prisma.$disconnect();
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});
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