feat(featuresets): implement time-safe feature engineering layer by w7-mgfcode · Pull Request #24 · w7-mgfcode/ForecastLabAI

w7-mgfcode · 2026-01-31T23:12:19Z

Summary

Implement complete feature engineering module (PRP-4) with time-safe feature computation
Add FeatureEngineeringService with CRITICAL leakage prevention patterns
Create FastAPI endpoints for feature computation and preview
Comprehensive test suite with 55 tests including leakage prevention tests

Features

Lag features: Positive shift() only to prevent future data access
Rolling features: shift(1) BEFORE rolling to exclude current observation
Calendar features: Cyclical encoding (sin/cos) for day of week, month
Group isolation: Entity-aware groupby prevents cross-series leakage
Imputation strategies: Zero-fill for sales, forward-fill for prices
Cutoff enforcement: Data filtered before any computation

Files Added

app/features/featuresets/ - Complete module (schemas, service, routes)
app/features/featuresets/tests/ - 55 unit tests
examples/compute_features_demo.py - Demo script
PRPs/PRP-4-feature-engineering.md - PRP document

Test plan

🤖 Generated with Claude Code

- Add scikit-learn, mlforecast, and sktime documentation links - Add considerations for imputation logic, agent tooling, and computation overhead - Add model persistence documentation references Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>

Add complete feature engineering module with: - Pydantic schemas for feature configuration (lag, rolling, calendar, exogenous, imputation) - FeatureEngineeringService with CRITICAL leakage prevention: - Lag features use positive shift() only - Rolling features use shift(1) BEFORE rolling to exclude current observation - Group-aware operations prevent cross-series leakage - Cutoff date filtering before any computation - FastAPI endpoints: POST /featuresets/compute and /featuresets/preview - Comprehensive test suite (55 tests) including leakage prevention tests - Example demo script Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>

sourcery-ai

Sorry @w7-mgfcode, you have reached your weekly rate limit of 500000 diff characters.

Please try again later or upgrade to continue using Sourcery

coderabbitai · 2026-01-31T23:12:25Z

Important

Review skipped

Auto reviews are disabled on base/target branches other than the default branch.

Please check the settings in the CodeRabbit UI or the .coderabbit.yaml file in this repository. To trigger a single review, invoke the @coderabbitai review command.

You can disable this status message by setting the reviews.review_status to false in the CodeRabbit configuration file.

🔍 Trigger a full review

✨ Finishing touches

🧪 Generate unit tests (beta)

Create PR with unit tests
Post copyable unit tests in a comment
Commit unit tests in branch feat/prp-4-feature-engineering

Thanks for using CodeRabbit! It's free for OSS, and your support helps us grow. If you like it, consider giving us a shout-out.

❤️ Share

_{Comment @coderabbitai help to get the list of available commands and usage tips.}

socket-security · 2026-01-31T23:12:32Z

Review the following changes in direct dependencies. Learn more about Socket for GitHub.

Diff	Package	Supply Chain Security	Vulnerability	Quality	Maintenance	License
	numpy@2.4.1
	pandas@3.0.0

View full report

- README.md: Add featuresets module to project structure and API endpoints - docs/ARCHITECTURE.md: Add Feature Engineering section (section 6) - docs/PHASE-index.md: Mark Phase 3 as completed with summary - docs/PHASE/3-FEATURE_ENGINEERING.md: Create detailed phase documentation Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>

Routes: - Validate store_id/product_id presence (no silent defaults to 0) - Convert ValueError for unsupported date types to HTTP 400 Service: - Add expanding_mean imputation strategy (time-safe alternative) - Add warnings when bfill/mean strategies are used (leakage risk) - Fix price_pct_change_7d to use shift(1) before pct_change Schemas: - Add expanding_mean to ImputationConfig Literal type - Document time-safety of each imputation strategy - Fix PreviewFeaturesRequest docstring: GET → POST Documentation: - Convert bare URLs to markdown links in INITIAL-4.md, INITIAL-5.md - Fix PRP-4 to show POST for preview endpoint Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>

Service: - Fix min_periods falsy check to explicit None check (preserves 0) Tests: - Add expanding_mean to test_valid_strategies, expect 6 strategies Documentation: - Update PR reference from #24 to #25 - Fix all GET /featuresets/preview to POST in PRP-4 Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>

* feat(featuresets): implement time-safe feature engineering layer (#24) * docs: update INITIAL-4 and INITIAL-5 with additional references - Add scikit-learn, mlforecast, and sktime documentation links - Add considerations for imputation logic, agent tooling, and computation overhead - Add model persistence documentation references Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com> * feat(featuresets): implement time-safe feature engineering layer Add complete feature engineering module with: - Pydantic schemas for feature configuration (lag, rolling, calendar, exogenous, imputation) - FeatureEngineeringService with CRITICAL leakage prevention: - Lag features use positive shift() only - Rolling features use shift(1) BEFORE rolling to exclude current observation - Group-aware operations prevent cross-series leakage - Cutoff date filtering before any computation - FastAPI endpoints: POST /featuresets/compute and /featuresets/preview - Comprehensive test suite (55 tests) including leakage prevention tests - Example demo script Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com> * docs: update INITIAL-5.md * docs: update documentation for Phase 3 Feature Engineering - README.md: Add featuresets module to project structure and API endpoints - docs/ARCHITECTURE.md: Add Feature Engineering section (section 6) - docs/PHASE-index.md: Mark Phase 3 as completed with summary - docs/PHASE/3-FEATURE_ENGINEERING.md: Create detailed phase documentation Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com> * fix(featuresets): address code review feedback and prevent data leakage Routes: - Validate store_id/product_id presence (no silent defaults to 0) - Convert ValueError for unsupported date types to HTTP 400 Service: - Add expanding_mean imputation strategy (time-safe alternative) - Add warnings when bfill/mean strategies are used (leakage risk) - Fix price_pct_change_7d to use shift(1) before pct_change Schemas: - Add expanding_mean to ImputationConfig Literal type - Document time-safety of each imputation strategy - Fix PreviewFeaturesRequest docstring: GET → POST Documentation: - Convert bare URLs to markdown links in INITIAL-4.md, INITIAL-5.md - Fix PRP-4 to show POST for preview endpoint Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com> * style: format schemas.py Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com> --------- Co-authored-by: Gabe@w7dev <gabor@w7-7.net> Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com> * fix: address code review feedback Service: - Fix min_periods falsy check to explicit None check (preserves 0) Tests: - Add expanding_mean to test_valid_strategies, expect 6 strategies Documentation: - Update PR reference from #24 to #25 - Fix all GET /featuresets/preview to POST in PRP-4 Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com> --------- Co-authored-by: Gabe@w7dev <gabor@w7-7.net> Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com>

* feat(featuresets): implement time-safe feature engineering layer (#24) * docs: update INITIAL-4 and INITIAL-5 with additional references - Add scikit-learn, mlforecast, and sktime documentation links - Add considerations for imputation logic, agent tooling, and computation overhead - Add model persistence documentation references Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com> * feat(featuresets): implement time-safe feature engineering layer Add complete feature engineering module with: - Pydantic schemas for feature configuration (lag, rolling, calendar, exogenous, imputation) - FeatureEngineeringService with CRITICAL leakage prevention: - Lag features use positive shift() only - Rolling features use shift(1) BEFORE rolling to exclude current observation - Group-aware operations prevent cross-series leakage - Cutoff date filtering before any computation - FastAPI endpoints: POST /featuresets/compute and /featuresets/preview - Comprehensive test suite (55 tests) including leakage prevention tests - Example demo script Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com> * docs: update INITIAL-5.md * docs: update documentation for Phase 3 Feature Engineering - README.md: Add featuresets module to project structure and API endpoints - docs/ARCHITECTURE.md: Add Feature Engineering section (section 6) - docs/PHASE-index.md: Mark Phase 3 as completed with summary - docs/PHASE/3-FEATURE_ENGINEERING.md: Create detailed phase documentation Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com> * fix(featuresets): address code review feedback and prevent data leakage Routes: - Validate store_id/product_id presence (no silent defaults to 0) - Convert ValueError for unsupported date types to HTTP 400 Service: - Add expanding_mean imputation strategy (time-safe alternative) - Add warnings when bfill/mean strategies are used (leakage risk) - Fix price_pct_change_7d to use shift(1) before pct_change Schemas: - Add expanding_mean to ImputationConfig Literal type - Document time-safety of each imputation strategy - Fix PreviewFeaturesRequest docstring: GET → POST Documentation: - Convert bare URLs to markdown links in INITIAL-4.md, INITIAL-5.md - Fix PRP-4 to show POST for preview endpoint Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com> * style: format schemas.py Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com> --------- Co-authored-by: Gabe@w7dev <gabor@w7-7.net> Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com> * fix: address code review feedback Service: - Fix min_periods falsy check to explicit None check (preserves 0) Tests: - Add expanding_mean to test_valid_strategies, expect 6 strategies Documentation: - Update PR reference from #24 to #25 - Fix all GET /featuresets/preview to POST in PRP-4 Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com> * docs: update DAILY-FLOW.md for Phase 4 Forecasting (#27) * docs: update DAILY-FLOW.md for Phase 4 Forecasting Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com> * docs: add PRP-5 for Forecasting module Comprehensive PRP including: - Model zoo (naive, seasonal naive, moving average) - Unified BaseForecaster interface (fit/predict/serialize) - ModelBundle persistence with joblib - 15 ordered implementation tasks - 40+ test cases specified - Integration with FeatureEngineeringService Confidence: 8/10 Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com> --------- Co-authored-by: Gabe@w7dev <gabor@w7-7.net> Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com> * feat(forecasting): implement baseline model zoo and unified interface (#28) * feat(forecasting): implement baseline model zoo and unified interface Add forecasting module (PRP-5) with: - BaseForecaster ABC with scikit-learn-style interface (fit/predict) - NaiveForecaster, SeasonalNaiveForecaster, MovingAverageForecaster - ModelBundle persistence with joblib serialization - POST /forecasting/train and /forecasting/predict endpoints - ForecastingService for orchestration - 81 unit tests covering schemas, models, persistence, and service - Example scripts demonstrating each baseline model - LightGBM placeholder (feature-flagged, not yet implemented) Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com> * docs: Update documentation for forecasting module (PRP-5) - Add forecasting API endpoints to README.md with examples - Update ARCHITECTURE.md with forecasting implementation details - Add scikit-learn and joblib to dependencies list - Add forecasting config variables to .env.example - Mark forecasting module as IMPLEMENTED in architecture docs Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com> * fix: address CI lint and type check failures - Add type: ignore for intentional type mismatch in frozen config test - Add S101 ignore for examples/ to allow assert statements Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com> --------- Co-authored-by: Gabe@w7dev <gabor@w7-7.net> Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com> * fix(forecasting): add security validations and fix documentation Security improvements: - Add constructor validation for season_length >= 1 in SeasonalNaiveForecaster - Add constructor validation for window_size >= 1 in MovingAverageForecaster - Add path traversal prevention in ForecastingService.predict() - Validate .joblib extension and artifacts directory containment - Log rejection reasons for security auditing Test improvements: - Fix get_settings patching to wrap ForecastingService construction - Add tests for constructor validation - Add tests for path traversal and extension validation Documentation fixes: - Fix config parameter names in ARCHITECTURE.md (season_length, window_size) - Fix README example to use season_length instead of seasonal_period - Fix markdown issues in PRP-5 (code fences, ATX headings) Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com> --------- Co-authored-by: Gabe@w7dev <gabor@w7-7.net> Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com>

w7-learn and others added 3 commits January 31, 2026 21:57

docs: update INITIAL-5.md

dcb4e7c

sourcery-ai Bot reviewed Jan 31, 2026

View reviewed changes

w7-learn and others added 3 commits January 31, 2026 23:21

style: format schemas.py

d1ec9eb

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>

w7-learn approved these changes Jan 31, 2026

View reviewed changes

w7-mgfcode merged commit 8541553 into dev Jan 31, 2026
8 checks passed

w7-mgfcode deleted the feat/prp-4-feature-engineering branch January 31, 2026 23:32

github-actions Bot mentioned this pull request Feb 1, 2026

chore(main): release 0.2.0 #39

Merged

Provide feedback

Saved searches

Use saved searches to filter your results more quickly

feat(featuresets): implement time-safe feature engineering layer#24

feat(featuresets): implement time-safe feature engineering layer#24
w7-mgfcode merged 6 commits into
devfrom
feat/prp-4-feature-engineering

w7-mgfcode commented Jan 31, 2026

Uh oh!

sourcery-ai Bot left a comment

Uh oh!

coderabbitai Bot commented Jan 31, 2026

Review skipped

Uh oh!

socket-security Bot commented Jan 31, 2026 •

edited

Loading

Uh oh!

Uh oh!

Reviewers

Assignees

Labels

Projects

Milestone

Development

Uh oh!

2 participants

Conversation

w7-mgfcode commented Jan 31, 2026

Summary

Features

Files Added

Test plan

Uh oh!

sourcery-ai Bot left a comment

Choose a reason for hiding this comment

Uh oh!

coderabbitai Bot commented Jan 31, 2026

Review skipped

Uh oh!

socket-security Bot commented Jan 31, 2026 • edited Loading Uh oh! There was an error while loading. Please reload this page.

Uh oh!

Uh oh!

Uh oh!

Reviewers

Assignees

Labels

Projects

Milestone

Development

Uh oh!

2 participants

socket-security Bot commented Jan 31, 2026 •

edited

Loading