Add decision-time rolling financial features and source-level replay

.github/workflows/ci.yml

@@ -23,8 +23,12 @@ jobs:
       - name: Counterexamples and contracts
         run: python -m unittest discover -s tests -v
       - name: Replay committed evidence
-        run: pitbridge verify --out demo
+        run: |
+          pitbridge verify --out demo
+          pitbridge verify-rolling --out demo/rolling
       - name: Generate and replay a fresh report
         run: |
           pitbridge demo --out outputs
           pitbridge verify --out outputs
+          pitbridge rolling-demo --out outputs/rolling
+          pitbridge verify-rolling --out outputs/rolling

.github/workflows/pages.yml

@@ -20,11 +20,13 @@ jobs:
         run: |
           python -m pip install -e .
           pitbridge verify --out demo
+          pitbridge verify-rolling --out demo/rolling
       - name: Prepare the standalone report
         run: |
           mkdir _site
-          cp demo/* _site/
+          cp -R demo/. _site/
           cp demo/report.html _site/index.html
+          cp demo/rolling/report.html _site/rolling/index.html
           touch _site/.nojekyll
       - uses: actions/configure-pages@v5
       - uses: actions/upload-pages-artifact@v4

README.md

@@ -63,8 +63,25 @@ The production path is a SQLite window-function join. A separate Python enumerat
 
 Verification checks hashes **and** reruns both algorithms, rejecting a fabricated summary even if its hash was updated. Hashes are not signatures and cannot establish that an external source is truthful.
 
+## Availability-aware rolling features
+
+Rolling sums, observation means and counts resolve availability, revisions
+and tombstones before aggregating an inclusive event-time window. Every result
+retains all contributing records; a separate Python temporal enumerator checks
+membership and values.
+
+```bash
+pitbridge rolling-demo --out outputs/rolling
+pitbridge verify-rolling --out outputs/rolling
+pitbridge aggregate --inputs demo/rolling/inputs.json --out outputs/custom
+```
+
+[Online rolling case](https://dev-belly.github.io/PITBridge/rolling/) ·
+[Contract and worked example](docs/ROLLING.md) ·
+[Feature rows](demo/rolling/features.csv) · [Membership](demo/rolling/members.csv)
+
 ## Scope
 
-This is a reference implementation for scalar financial observations. It does not provide streaming ingestion, access control, label generation or aggregated rolling features. Version numbers and trustworthy availability timestamps must come from the upstream source contract. SQLite is intentionally inspectable; distributed-scale performance has not been benchmarked.
+This is a reference implementation for scalar financial observations and explicit rolling aggregates. It does not provide streaming ingestion, access control or label generation. Version numbers and trustworthy availability timestamps must come from the upstream source contract. SQLite is intentionally inspectable; distributed-scale performance has not been benchmarked. Rolling means are observation means, and counts do not establish complete business activity.
 
 PITBridge complements [CreditVintage](https://github.com/dev-belly/CreditVintage)'s application-time model evaluation. The repositories are separate components; no integration is claimed. MIT license.

README.zh-CN.md

@@ -27,6 +27,14 @@ python -m unittest discover -s tests -v
 - **显式缺失：** 区分没有历史、尚未可用、已撤销和已过期，保留申请行。
 - **逐条溯源：** 导出来源、记录 ID、版本、发生时间、公开时间与入库时间。
 - **可重放证据：** 修改报告并更新哈希，仍会被语义重放发现。
+- **时点滚动统计：** 在选择当时已知版本后，计算指定窗口的加总、观察均值和计数，并保留每条贡献记录；SQL 与 Python 分别重放成员与数值。
+
+[在线滚动特征案例](https://dev-belly.github.io/PITBridge/rolling/) · [窗口合同与手算案例](docs/ROLLING.md)
+
+```bash
+pitbridge rolling-demo --out outputs/rolling
+pitbridge verify-rolling --out outputs/rolling
+```
 
 合成示例有 11 条源记录、15 次决策、45 次特征查询。错误的“只按发生时间关联”基线有 11 次使用未来信息；完整规则共改变 16 次选择。后者还包括撤销和过期影响，不能把两个数字混为一谈。
 

demo/manifest.json

@@ -3,7 +3,7 @@
   "files": {
     "comparison.csv": "0eb458eceec7477682417da3bcfc24c1746021c52ad83b24c7a4a7e5fc4f734e",
     "inputs.json": "d55c44483897bd3ed838376b3e7a11f7d56ee41ef5cf8e6e22c99d060d701a98",
-    "report.html": "39b0dbcc2bd7c13447127990d4cece668fdbc1e15a180c969100dac8fa6d0f4c",
+    "report.html": "2d09d39b3e4034683a50c1fd566c27100aca20c891ec5b1124ad6713945cdf05",
     "snapshots.csv": "777f54dea6c8067cccb9a9e5ec375038a99dd2e44c9ab1df52cfae029a31e6f0",
     "summary.json": "fe3d30c39e8eb5244636e150f2da884e898456a1b5f52c2c42f0a65cf54e496b"
   },

demo/report.html

@@ -5,6 +5,7 @@
 *{box-sizing:border-box}body{margin:0;background:#0c1422;color:#e6edf7;font:16px/1.6 system-ui,sans-serif}main{max-width:1200px;margin:auto;padding:48px 24px}h1{font-size:clamp(32px,6vw,64px);line-height:1.1;margin:16px 0}h2{margin-top:44px}p{color:#a9b9cf}.tag{color:#64e5c4;letter-spacing:.14em;font-size:12px}.cards{display:grid;grid-template-columns:repeat(auto-fit,minmax(200px,1fr));gap:16px;margin:32px 0}.card{border:1px solid #293952;border-radius:14px;padding:22px;background:#111e31}.value{display:block;font-size:38px;font-weight:700}.scroll{overflow-x:auto;border:1px solid #293952;border-radius:12px}table{width:100%;border-collapse:collapse;font-size:13px}th,td{text-align:left;padding:12px;white-space:nowrap;border-bottom:1px solid #22314a}th{background:#17263b;color:#9fefd9}code{color:#9fefd9}a{color:#9fefd9}label{display:block;margin:16px 0;cursor:pointer}footer{margin-top:48px;color:#8ca1bc}.hidden{display:none}
 </style><main><div class="tag">PITBRIDGE / SYNTHETIC FINANCIAL DATA</div>
 <h1>What was known<br>when the decision was made?</h1>
+<p><a href="https://dev-belly.github.io/PITBridge/rolling/">Explore rolling-window features and their source membership</a></p>
 <p>Availability-aware SQL snapshots with publication, ingestion, revision and record-level lineage.</p>
 <div class="cards"><div class="card"><span class="value">15</span>Decisions</div><div class="card"><span class="value">45</span>Feature lookups</div><div class="card"><span class="value">11</span>Unsafe future-data selections</div><div class="card"><span class="value">16</span>Selections changed</div></div>
 <p><b>Independent replay:</b> SQLite output matches the Python enumeration oracle. deleted: 3 · no_history: 17 · not_available: 4 · selected: 16 · stale: 5</p>

demo/rolling/features.csv

@@ -0,0 +1,13 @@
+decision_id,entity_id,decision_at,name,source,feature,window_days,aggregation,value,observation_count,status
+SME-A-10,SME-A,2026-02-10T18:00:00.000000+00:00,mean_inflow_7d,bank,net_inflow,7.0,mean,150.0,2,selected
+SME-A-10,SME-A,2026-02-10T18:00:00.000000+00:00,net_inflow_30d,bank,net_inflow,30.0,sum,1500.0,4,selected
+SME-A-10,SME-A,2026-02-10T18:00:00.000000+00:00,observations_30d,bank,net_inflow,30.0,count,4,4,selected
+SME-A-11,SME-A,2026-02-11T18:00:00.000000+00:00,mean_inflow_7d,bank,net_inflow,7.0,mean,150.0,2,selected
+SME-A-11,SME-A,2026-02-11T18:00:00.000000+00:00,net_inflow_30d,bank,net_inflow,30.0,sum,4300.0,3,selected
+SME-A-11,SME-A,2026-02-11T18:00:00.000000+00:00,observations_30d,bank,net_inflow,30.0,count,3,3,selected
+SME-A-12,SME-A,2026-02-12T18:00:00.000000+00:00,mean_inflow_7d,bank,net_inflow,7.0,mean,1250.0,2,selected
+SME-A-12,SME-A,2026-02-12T18:00:00.000000+00:00,net_inflow_30d,bank,net_inflow,30.0,sum,6300.0,4,selected
+SME-A-12,SME-A,2026-02-12T18:00:00.000000+00:00,observations_30d,bank,net_inflow,30.0,count,4,4,selected
+SME-B-12,SME-B,2026-02-12T18:00:00.000000+00:00,mean_inflow_7d,bank,net_inflow,7.0,mean,,0,no_history
+SME-B-12,SME-B,2026-02-12T18:00:00.000000+00:00,net_inflow_30d,bank,net_inflow,30.0,sum,,0,no_history
+SME-B-12,SME-B,2026-02-12T18:00:00.000000+00:00,observations_30d,bank,net_inflow,30.0,count,,0,no_history

demo/rolling/inputs.json

@@ -0,0 +1,170 @@
+{
+  "data_kind": "synthetic",
+  "decisions": [
+    {
+      "decision_at": "2026-02-10T18:00:00.000000+00:00",
+      "decision_id": "SME-A-10",
+      "entity_id": "SME-A"
+    },
+    {
+      "decision_at": "2026-02-11T18:00:00.000000+00:00",
+      "decision_id": "SME-A-11",
+      "entity_id": "SME-A"
+    },
+    {
+      "decision_at": "2026-02-12T18:00:00.000000+00:00",
+      "decision_id": "SME-A-12",
+      "entity_id": "SME-A"
+    },
+    {
+      "decision_at": "2026-02-12T18:00:00.000000+00:00",
+      "decision_id": "SME-B-12",
+      "entity_id": "SME-B"
+    }
+  ],
+  "observations": [
+    {
+      "deleted": false,
+      "entity_id": "SME-A",
+      "event_at": "2026-01-11T18:00:00.000000+00:00",
+      "feature": "net_inflow",
+      "ingested_at": "2026-01-11T18:00:00.000000+00:00",
+      "published_at": "2026-01-11T18:00:00.000000+00:00",
+      "record_id": "boundary",
+      "revision": 1,
+      "source": "bank",
+      "value": 200
+    },
+    {
+      "deleted": false,
+      "entity_id": "SME-A",
+      "event_at": "2026-02-07T00:00:00.000000+00:00",
+      "feature": "net_inflow",
+      "ingested_at": "2026-02-07T00:00:00.000000+00:00",
+      "published_at": "2026-02-07T00:00:00.000000+00:00",
+      "record_id": "cancel-v1",
+      "revision": 1,
+      "source": "bank",
+      "value": 800
+    },
+    {
+      "deleted": true,
+      "entity_id": "SME-A",
+      "event_at": "2026-02-07T00:00:00.000000+00:00",
+      "feature": "net_inflow",
+      "ingested_at": "2026-02-09T00:00:00.000000+00:00",
+      "published_at": "2026-02-09T00:00:00.000000+00:00",
+      "record_id": "cancel-v2",
+      "revision": 2,
+      "source": "bank",
+      "value": null
+    },
+    {
+      "deleted": false,
+      "entity_id": "SME-A",
+      "event_at": "2026-02-01T00:00:00.000000+00:00",
+      "feature": "net_inflow",
+      "ingested_at": "2026-02-01T00:00:00.000000+00:00",
+      "published_at": "2026-02-01T00:00:00.000000+00:00",
+      "record_id": "cash-v1",
+      "revision": 1,
+      "source": "bank",
+      "value": 1000
+    },
+    {
+      "deleted": false,
+      "entity_id": "SME-A",
+      "event_at": "2026-02-01T00:00:00.000000+00:00",
+      "feature": "net_inflow",
+      "ingested_at": "2026-02-11T00:00:00.000000+00:00",
+      "published_at": "2026-02-11T00:00:00.000000+00:00",
+      "record_id": "cash-v2",
+      "revision": 2,
+      "source": "bank",
+      "value": 4000
+    },
+    {
+      "deleted": false,
+      "entity_id": "SME-A",
+      "event_at": "2026-02-14T00:00:00.000000+00:00",
+      "feature": "net_inflow",
+      "ingested_at": "2026-02-14T00:00:00.000000+00:00",
+      "published_at": "2026-02-14T00:00:00.000000+00:00",
+      "record_id": "future-event",
+      "revision": 1,
+      "source": "bank",
+      "value": 300
+    },
+    {
+      "deleted": false,
+      "entity_id": "SME-A",
+      "event_at": "2026-02-09T00:00:00.000000+00:00",
+      "feature": "net_inflow",
+      "ingested_at": "2026-02-12T00:00:00.000000+00:00",
+      "published_at": "2026-02-12T00:00:00.000000+00:00",
+      "record_id": "late",
+      "revision": 1,
+      "source": "bank",
+      "value": 2000
+    },
+    {
+      "deleted": false,
+      "entity_id": "SME-A",
+      "event_at": "2026-01-11T17:59:59.000000+00:00",
+      "feature": "net_inflow",
+      "ingested_at": "2026-01-11T17:59:59.000000+00:00",
+      "published_at": "2026-01-11T17:59:59.000000+00:00",
+      "record_id": "outside",
+      "revision": 1,
+      "source": "bank",
+      "value": 10000
+    },
+    {
+      "deleted": false,
+      "entity_id": "SME-A",
+      "event_at": "2026-02-08T00:00:00.000000+00:00",
+      "feature": "net_inflow",
+      "ingested_at": "2026-02-09T00:00:00.000000+00:00",
+      "published_at": "2026-02-09T00:00:00.000000+00:00",
+      "record_id": "recent",
+      "revision": 1,
+      "source": "bank",
+      "value": 500
+    },
+    {
+      "deleted": false,
+      "entity_id": "SME-A",
+      "event_at": "2026-02-05T00:00:00.000000+00:00",
+      "feature": "net_inflow",
+      "ingested_at": "2026-02-05T00:00:00.000000+00:00",
+      "published_at": "2026-02-05T00:00:00.000000+00:00",
+      "record_id": "refund",
+      "revision": 1,
+      "source": "bank",
+      "value": -200
+    }
+  ],
+  "rolling_specs": [
+    {
+      "aggregation": "mean",
+      "feature": "net_inflow",
+      "name": "mean_inflow_7d",
+      "source": "bank",
+      "window_days": 7
+    },
+    {
+      "aggregation": "sum",
+      "feature": "net_inflow",
+      "name": "net_inflow_30d",
+      "source": "bank",
+      "window_days": 30
+    },
+    {
+      "aggregation": "count",
+      "feature": "net_inflow",
+      "name": "observations_30d",
+      "source": "bank",
+      "window_days": 30
+    }
+  ]
+}

demo/rolling/manifest.json

@@ -0,0 +1,11 @@
+{
+  "engine": "pitbridge/rolling/1",
+  "files": {
+    "features.csv": "62cbc8dfbd1cfa7567346341aa47b9067039186bd5a6a39d1e0f3f7771ad2695",
+    "inputs.json": "67480d63496734095c73eca104ddbf3843028be98238637b90facf8ee7859886",
+    "members.csv": "a5ebb522cc58139169d1655a02d6753a3f49f81f11517656c5152ebfa0251aa1",
+    "report.html": "8b7aa6e303fa6dbcceae3d630beb42d152673b2cf74aa1eca107099e7912316f",
+    "summary.json": "a2a15decb3ac74604c8a13dd1f1452695c35bfbab982d7c87ca234ba12fc8b1b"
+  },
+  "schema_version": 1
+}

demo/rolling/members.csv

@@ -0,0 +1,29 @@
+decision_id,name,record_id,revision,event_at,published_at,ingested_at,available_at,value
+SME-A-10,mean_inflow_7d,refund,1,2026-02-05T00:00:00.000000+00:00,2026-02-05T00:00:00.000000+00:00,2026-02-05T00:00:00.000000+00:00,2026-02-05T00:00:00.000000+00:00,-200.0
+SME-A-10,mean_inflow_7d,recent,1,2026-02-08T00:00:00.000000+00:00,2026-02-09T00:00:00.000000+00:00,2026-02-09T00:00:00.000000+00:00,2026-02-09T00:00:00.000000+00:00,500.0
+SME-A-10,net_inflow_30d,boundary,1,2026-01-11T18:00:00.000000+00:00,2026-01-11T18:00:00.000000+00:00,2026-01-11T18:00:00.000000+00:00,2026-01-11T18:00:00.000000+00:00,200.0
+SME-A-10,net_inflow_30d,cash-v1,1,2026-02-01T00:00:00.000000+00:00,2026-02-01T00:00:00.000000+00:00,2026-02-01T00:00:00.000000+00:00,2026-02-01T00:00:00.000000+00:00,1000.0
+SME-A-10,net_inflow_30d,refund,1,2026-02-05T00:00:00.000000+00:00,2026-02-05T00:00:00.000000+00:00,2026-02-05T00:00:00.000000+00:00,2026-02-05T00:00:00.000000+00:00,-200.0
+SME-A-10,net_inflow_30d,recent,1,2026-02-08T00:00:00.000000+00:00,2026-02-09T00:00:00.000000+00:00,2026-02-09T00:00:00.000000+00:00,2026-02-09T00:00:00.000000+00:00,500.0
+SME-A-10,observations_30d,boundary,1,2026-01-11T18:00:00.000000+00:00,2026-01-11T18:00:00.000000+00:00,2026-01-11T18:00:00.000000+00:00,2026-01-11T18:00:00.000000+00:00,200.0
+SME-A-10,observations_30d,cash-v1,1,2026-02-01T00:00:00.000000+00:00,2026-02-01T00:00:00.000000+00:00,2026-02-01T00:00:00.000000+00:00,2026-02-01T00:00:00.000000+00:00,1000.0
+SME-A-10,observations_30d,refund,1,2026-02-05T00:00:00.000000+00:00,2026-02-05T00:00:00.000000+00:00,2026-02-05T00:00:00.000000+00:00,2026-02-05T00:00:00.000000+00:00,-200.0
+SME-A-10,observations_30d,recent,1,2026-02-08T00:00:00.000000+00:00,2026-02-09T00:00:00.000000+00:00,2026-02-09T00:00:00.000000+00:00,2026-02-09T00:00:00.000000+00:00,500.0
+SME-A-11,mean_inflow_7d,refund,1,2026-02-05T00:00:00.000000+00:00,2026-02-05T00:00:00.000000+00:00,2026-02-05T00:00:00.000000+00:00,2026-02-05T00:00:00.000000+00:00,-200.0
+SME-A-11,mean_inflow_7d,recent,1,2026-02-08T00:00:00.000000+00:00,2026-02-09T00:00:00.000000+00:00,2026-02-09T00:00:00.000000+00:00,2026-02-09T00:00:00.000000+00:00,500.0
+SME-A-11,net_inflow_30d,cash-v2,2,2026-02-01T00:00:00.000000+00:00,2026-02-11T00:00:00.000000+00:00,2026-02-11T00:00:00.000000+00:00,2026-02-11T00:00:00.000000+00:00,4000.0
+SME-A-11,net_inflow_30d,refund,1,2026-02-05T00:00:00.000000+00:00,2026-02-05T00:00:00.000000+00:00,2026-02-05T00:00:00.000000+00:00,2026-02-05T00:00:00.000000+00:00,-200.0
+SME-A-11,net_inflow_30d,recent,1,2026-02-08T00:00:00.000000+00:00,2026-02-09T00:00:00.000000+00:00,2026-02-09T00:00:00.000000+00:00,2026-02-09T00:00:00.000000+00:00,500.0
+SME-A-11,observations_30d,cash-v2,2,2026-02-01T00:00:00.000000+00:00,2026-02-11T00:00:00.000000+00:00,2026-02-11T00:00:00.000000+00:00,2026-02-11T00:00:00.000000+00:00,4000.0
+SME-A-11,observations_30d,refund,1,2026-02-05T00:00:00.000000+00:00,2026-02-05T00:00:00.000000+00:00,2026-02-05T00:00:00.000000+00:00,2026-02-05T00:00:00.000000+00:00,-200.0
+SME-A-11,observations_30d,recent,1,2026-02-08T00:00:00.000000+00:00,2026-02-09T00:00:00.000000+00:00,2026-02-09T00:00:00.000000+00:00,2026-02-09T00:00:00.000000+00:00,500.0
+SME-A-12,mean_inflow_7d,recent,1,2026-02-08T00:00:00.000000+00:00,2026-02-09T00:00:00.000000+00:00,2026-02-09T00:00:00.000000+00:00,2026-02-09T00:00:00.000000+00:00,500.0
+SME-A-12,mean_inflow_7d,late,1,2026-02-09T00:00:00.000000+00:00,2026-02-12T00:00:00.000000+00:00,2026-02-12T00:00:00.000000+00:00,2026-02-12T00:00:00.000000+00:00,2000.0
+SME-A-12,net_inflow_30d,cash-v2,2,2026-02-01T00:00:00.000000+00:00,2026-02-11T00:00:00.000000+00:00,2026-02-11T00:00:00.000000+00:00,2026-02-11T00:00:00.000000+00:00,4000.0
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