roc registry metadata reports zero lookback despite period-dependent warmup

[admin-cxcoast]

Summary

At commit e3fcf1d9adc656b722e1f358241fa3bd7df4dfbd, the public feature catalog reports no parameters and a zero lookback for roc. Computing the registered feature with period=20, however, produces 20 leading nulls and its first value at index 20.

This makes registry-driven warmup planning understate the history required by ROC.

Environment

• ml4t-engineer commit: e3fcf1d9adc656b722e1f358241fa3bd7df4dfbd
• installed package: ml4t-engineer==0.1.0b10.dev6+ge3fcf1d9a
• Python: 3.12.3
• Polars: 1.42.1
• Network: not required

Minimal reproduction

This self-contained example uses public APIs and a 21-row OHLCV Polars frame, the minimum needed to observe the first output for period=20:

import polars as pl
from ml4t.engineer import compute_features
from ml4t.engineer.discovery import features

period = 20
close = [float(100 + index) for index in range(period + 1)]
frame = pl.DataFrame(
    {
        "open": close,
        "high": [value + 1.0 for value in close],
        "low": [value - 1.0 for value in close],
        "close": close,
        "volume": [1.0] * len(close),
    }
)

metadata = features.describe("roc")
values = compute_features(
    frame, [{"name": "roc", "params": {"period": period}}]
).get_column("roc").to_list()
first_valid_index = next(
    (index for index, value in enumerate(values) if value is not None), None
)

print(metadata["parameters"], metadata["lookback_period"], first_valid_index)
assert metadata["lookback_period"] == first_valid_index

The complete offline reproduction in the reporting project was run with:

.venvs/engineer/bin/python reproductions/ml4t-engineer-registry-lookback.py

Output (exit status 1 is intentional while the issue is present):

environment: commit=e3fcf1d9adc656b722e1f358241fa3bd7df4dfbd package=0.1.0b10.dev6+ge3fcf1d9a python=3.12.3
expected: roc(period=20) registry_lookback=20
actual: parameters={} metadata_lookback=0 leading_nulls=20 first_valid_index=20
defect: registry lookback understates observed ROC warmup

Expected behavior

ROC's registry metadata should expose its default period and model lookback as parameter-dependent. A registry consumer planning roc(period=20) should obtain a lookback of 20, matching the 20 leading nulls emitted by the computation.

Actual behavior

features.describe("roc") returns:

{"parameters": {}, "lookback_period": 0, ...}

The registered decorator currently declares lookback=0 and does not declare parameter metadata, while the implementation accepts period (default 10) and shifts by that period.

Focused suggested fix

Declare ROC with the decorator's existing parameter-dependent metadata support, equivalent to:

lookback="period"
parameters={"period": 10}

A regression test could check both the default catalog description and lookback(period=20) == 20, plus agreement with the first non-null computed value.

Verified sibling scope

At the same pinned commit, public catalog descriptions for rocr and mom also report parameters == {} and lookback_period == 0; their decorators likewise declare lookback=0 while accepting a period. They may merit the same narrow metadata correction, but this reproduction intentionally remains scoped to ROC.