benchmark: q8 ground truth - #105
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validate Option B as sole bootstrap path; backend endpoint + accuracy reducer + freshness fixes
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Q8 — Price anomaly IQR fence (DDSketch precision/recall/F1)
Replaces the
frac_iqr_lt_10pctmetric with a Tukey fence anomaly detection evaluation: precision, recall, and F1 score for flagging stocks with price outliers. Setsaccuracy_sla=0.0001for Q8 (tighter DDSketch bucket width).Benchmark results
Setup: Day
08-11-21,data_filtered,accuracy_sla=0.001, 4 × 15-min windowsSketch: DDSketch
[0.25, 0.75]; Tukey fencek=1.5Thresholds: precision ≥ 0.70, recall ≥ 0.80, F1 ≥ 0.75
❌ Fails — all windows fail recall threshold. Root cause: at
accuracy_sla=0.001, ≈60–70% of symbols collapse tosketch_iqr=0and are excluded; remaining symbols have overestimated IQR (2–3×), making the sketch fence too wide → borderline anomalies missed → low recall.Next step: Re-run with
accuracy_sla=0.0001(already applied inrun.py).Cumulative: Q1: 11/12⚠️ | Q3: not run | Q4: 12/12 ✅ | Q5: 3/12 ⚠️ | Q6: 12/12 ✅ | Q7: 12/12 ✅ | Q8: 0/4 ❌
See
results/benchmarking.mdfor multiplier sweep and full analysis.