feat: replace regime monitor with v2 methodology

frontend/src/lib/types.ts

@@ -439,106 +439,134 @@ export type RegimeBand = 'stable' | 'watch' | 'elevated' | 'breaking';
 export interface RegimeSignal {
   id: string;
   label: string;
-  sub_score: number | null;
-  weight: number;
+  score: number | null;
   available: boolean;
-  contribution: number;
+  details?: Record<string, unknown>;
 }
 
-export interface RegimeSubScore {
+export interface RegimePillar {
+  id: string;
+  label: string;
+  score: number | null;
+  weight: number;
+  contribution: number;
+  available: boolean;
+  sensors: RegimeSignal[];
+}
+
+export interface RegimeReading {
   score: number | null;
   band: RegimeBand | null;
-  delta_7?: number | null;
-  delta_30?: number | null;
+  coverage: number;
+  minimum_coverage: number;
+  available_pillars: string[];
+  pillars: RegimePillar[];
+  trend?: { delta_7: number | null; delta_30: number | null };
 }
 
 export interface RegimeHistoryPoint {
   date: string;
-  index: number;
-  early_warning: number | null;
-  combined: number | null;
+  state: number | null;
+  warning: number | null;
+  state_coverage: number | null;
+  warning_coverage: number | null;
+  basket_hash: string | null;
 }
 
 export interface RegimeMonitor {
   available: boolean;
   reason?: string;
+  methodology?: string;
   date?: string;
-  total_score?: number;
-  band?: RegimeBand;
-  alert_threshold?: number;
-  breakdown?: RegimeSignal[];
+  state?: RegimeReading;
+  warning?: RegimeReading;
   inputs?: {
     vix: number | null;
+    vix_date: string | null;
     hy_oas: number | null;
+    hy_oas_date: string | null;
+    breadth_pct_above_200: number | null;
+    breadth_date: string | null;
     fundamentals_fetched_at: string | null;
+    fundamentals_effective_date: string | null;
+    fundamentals_age_days: number | null;
   };
-  trend?: { delta_7: number | null; delta_30: number | null };
-  // Separate, observational early-warning score (breadth divergence) + a small
-  // combined blend. Decoupled from the index above.
-  early_warning?: RegimeSubScore;
-  combined?: RegimeSubScore;
+  basket?: {
+    symbols: string[];
+    hash: string;
+    basket_asof: string;
+    members_available: number | null;
+    members_expected: number;
+    history_kind: 'forward' | 'retrospective';
+  };
+  data_quality?: {
+    minimum_coverage: number;
+    oldest_market_input_age_days: number | null;
+    stale_inputs: string[];
+    inputs_fresh: boolean;
+    snapshot_age_days?: number;
+    is_fresh?: boolean;
+  };
+  quadrant_config?: { state_divider: number; warning_divider: number; margin: number };
 }
 
 export interface RegimeFundamentals {
-  f1_score: number;
-  f3_score: number;
+  f1_score: number | null;
+  f3_score: number | null;
   locked: boolean;
   reasoning: string | null;
   fetched_at: string | null;
+  effective_date: string | null;
   source: string;
   capex?: Record<string, string>;
   good_news_stock_down?: string | null;
 }
 
 export interface RegimeConfig {
-  weights: Record<string, number>;
-  alert_threshold: number;
-  tickers: Record<string, unknown>;
-  leader_weight: number;
-  rs_lookback: number;
+  breadth_basket: string[];
+  basket_asof: string;
   fundamental_staleness_days: number;
 }
 
 // Event study — measured lead time of early-warning indicators vs. drawdowns
-export interface EventStudyLeadStats {
-  median_lead_days: number | null;
-  events_with_signal: number;
-  events_total: number;
-  warn_threshold: number;
-  mean_path: { rel_day: number; value: number }[];
-  signal: {
-    base_rate: number;
-    horizon_days: number;
-    rows: { threshold: number; precision: number | null; recall: number | null; alarms: number }[];
-  };
-}
-
-export interface EventStudyPerEvent {
-  date: string;
-  depth_pct: number;
-  breadth_lead: number | null;
-  coincident_lead: number | null;
-}
-
 export interface EventStudyReport {
   available: boolean;
   reason?: string;
+  methodology?: string;
   generated_at?: string;
+  evaluation?: 'exploratory' | 'holdout';
+  summary?: string;
   params?: {
     benchmark: string;
+    outcome: string;
     event_threshold_pct: number;
-    cooldown_days: number;
+    event_cooldown_days: number;
     horizon_days: number;
+    train_fraction: number;
     warn_percentile: number;
+    warn_threshold: number;
+    basket_hash: string;
+    basket_asof: string;
   };
-  events?: { date: string; index: number; depth_pct: number }[];
-  indicators?: {
-    breadth_divergence: EventStudyLeadStats;
-    coincident_price: EventStudyLeadStats;
+  sample?: {
+    start: string;
+    end: string;
+    train_end: string;
+    test_start: string;
+    sessions: number;
+    holdout_sessions: number;
   };
-  per_event?: EventStudyPerEvent[];
-  lead_delta_days?: number | null;
-  recent_breadth?: { date: string; breadth: number; divergence: number | null }[];
+  metrics?: {
+    events: number;
+    events_warned: number;
+    events_missed: number;
+    alarm_episodes: number;
+    false_alarms: number;
+    false_alarms_per_year: number;
+    median_lead_days: number | null;
+  };
+  events?: { date: string; warned: boolean; lead_days: number | null }[];
+  recent_breadth?: { date: string; breadth: number; warning: number | null }[];
 }
 
 export interface AlertConfig {