Aggregations & Sliding Windows (Part 1)
Overview
This skill explains how aggregations over sliding windows work in the context of compliance and risk evaluation.
This is the core technical challenge of Part 1.
Key Concepts
- •Transactions are immutable events
- •Aggregations are computed at evaluation time
- •Windows are based on event timestamps, not system time
Examples of aggregations:
- •Count of transactions in the last 24h
- •Sum of amounts in the last 7d
- •Unique countries used in the last 30d
Sliding Windows
A sliding window:
- •Is defined by a duration (e.g. 24h, 7d)
- •Is anchored to the transaction being evaluated
- •Includes only past transactions
Never use wall-clock now() for evaluation logic.
Design Rules
- •Aggregations MUST be deterministic
- •Aggregations MUST be reproducible
- •Aggregations MUST NOT be stored as rolling state
Each evaluation recomputes what it needs.
Anti-Patterns
Avoid:
- •Precomputing counters on accounts
- •Background jobs to maintain aggregates
- •Storing derived metrics as source of truth
Expected Outcome
After applying this skill:
- •Aggregations are correct and explainable
- •Time-based logic is predictable
- •Historical evaluations remain valid