Sessions 5-7a: 955 tests, deployment ready

src/services/processing/CorrelationEngine.js

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+/**
+ * Correlation engine.
+ *
+ * Pearson correlation between two stat streams. Caller feeds in pairs of
+ * arrays (same player or same team) and we return the coefficient plus
+ * the implied SGP adjustment for value flagging.
+ */
+
+function pearson(xs, ys) {
+  if (!Array.isArray(xs) || !Array.isArray(ys) || xs.length !== ys.length || xs.length < 3) return null;
+  let sx = 0, sy = 0;
+  for (let i = 0; i < xs.length; i++) { sx += xs[i]; sy += ys[i]; }
+  const mx = sx / xs.length, my = sy / ys.length;
+  let num = 0, dx = 0, dy = 0;
+  for (let i = 0; i < xs.length; i++) {
+    const a = xs[i] - mx;
+    const b = ys[i] - my;
+    num += a * b; dx += a * a; dy += b * b;
+  }
+  const den = Math.sqrt(dx * dy);
+  if (den === 0) return 0;
+  return num / den;
+}
+
+/**
+ * Compare measured correlation to the book's implicit SGP adjustment.
+ * `bookAdjustment` is the multiplier the book applies to the joint price
+ * vs the independent-events price. >1 means the book over-prices the
+ * correlation; <1 means under-priced (VALUE).
+ */
+function flagValue(measuredR, bookAdjustment) {
+  if (measuredR == null || bookAdjustment == null) return null;
+  if (bookAdjustment < 1 && measuredR > 0.15) return 'VALUE';
+  if (bookAdjustment > 1.2 && measuredR < 0.1) return 'OVERPRICED';
+  return null;
+}
+
+module.exports = { pearson, flagValue };