Feature Design Principles
Snowtrail Features are built with research integrity as a priority.
Core Principles
1. Point-in-Time Construction
Features reflect what was knowable at the time. Every row carries the date its inputs became available, so a feature is never surfaced earlier than the source data behind it. Values reflect each source's current best figure; where a source later restates, the feature is recomputed on the next scheduled run.
2. Stable Definitions
Feature logic is consistent and documented. Every row carries a model_version, so you can tell whether a series you hold was produced under the same definition as one you pull today. See Versioning.
3. Cross-Market Consistency
Common frameworks are applied across markets where appropriate, enabling meaningful comparisons and combined analyses.
4. Research-First Design
Features are built for modelling and analysis, not just visualisation. This means attention to:
- Appropriate granularity
- Handling of missing values
- Alignment of time series
- Clear unit definitions
Transformation Standards
Features apply consistent transformations:
- Temporal alignment - Data aligned to consistent time boundaries
- Unit standardisation - Consistent units within feature families
- Missing value handling - Documented approach to gaps
- Revision handling - Source restatements flow through on the next scheduled run
Documentation
Each feature includes:
- Definition and methodology
- Data sources
- Update frequency
- Known limitations