✖ VALUE_MISMATCH Temporal & Time-Series task_023_Q23_trimmed_mean_rolling_window Scaled: 1M+ Records Ordered: Yes

Outlier-Resistant Rolling Window (Trimmed Mean Aggregation)

Candidate Latency (1M Rows)
1203.97 ms
(6.9x slower than golden)
Golden Latency (1M Rows)
173.47 ms
DuckDB in-memory engine
Underlying Data Volume
1,000,000 rows
11.4 MiB across 1 table
Evaluated Model
gemini-3.8-flash-low
Gen Latency: 4.9s
⚠️ Failure Analysis (VALUE_MISMATCH)

Reason: Data discrepancy: DataFrame.iloc[:, 2] (column name="trimmed_mean_5d") are different

  • Diverged Column: trimmed_mean_5d at row index 0
  • Expected: 52.0 | Actual: nan
  • Arithmetic Delta: +nan (nanx skew)

1. Analytical Significance & What It Means

Scenario & Frontier Trap
Business Scenario & Problem

Financial risk models compute a 7-day rolling average excluding the highest and lowest single observations in each 7-day window to eliminate transient flash crashes.

⚡ The Frontier Trap (Why LLMs Fail)

Writing self-joins with sub-aggregations to filter min/max results in huge query execution trees.

Prompt / User Request Given to Model
Financial risk models compute a 7-day rolling average excluding the highest and lowest single observations in each 7-day window to eliminate transient flash crashes.

Execute the required analytical SQL calculation in DuckDB.
Expected output columns: trade_date, settlement_amount, trimmed_mean_5d.
Results should be ordered as specified.

2. Underlying Tables, Row Counts & Data Volume

1 Tables (1,000,000 rows • 11.4 MiB)

Production-scale fixtures loaded into the isolated DuckDB sandbox with at least 1,000,000 records per table:

📊 daily_settlement 1,000,000 rows 11.4 MiB Data Volume
trade_date (DATE) settlement_amount (DOUBLE)
Data Preview (showing sample rows from 1,000,000 total rows):
# trade_date settlement_amount
1 2026-03-01 00:00:00 50
2 2026-03-02 00:00:00 52
3 2026-03-03 00:00:00 500
4 2026-03-04 00:00:00 51
5 2026-03-05 00:00:00 49
6 2026-01-01 00:00:00 172.41
7 2026-01-02 00:00:00 0.01
8 2026-01-03 00:00:00 9.8
9 2026-01-04 00:00:00 4.06
10 2026-01-05 00:00:00 345.76
11 2026-01-06 00:00:00 0.01
12 2026-01-07 00:00:00 70.07
13 2026-01-08 00:00:00 0.01
14 2026-01-09 00:00:00 227.37
15 2026-01-10 00:00:00 347.32

3. Graphical Query Execution Plan & Cost Bottlenecks

Physical Operator Tree (DuckDB 2.0 Profiler)

Visual flowchart of the physical execution pipeline. Operators with high relative costs (≥ 20% of query runtime or heavy latency) are visually highlighted:

Pipeline Latency Distribution (Total Plan Time: 4189.68 ms) Nodes consuming ≥ 20% of query runtime are highlighted with glowing borders
⏳ ORDER_BY 1.2%
Latency: 48.86 ms
Rows In/Out: 1,000,000
Data Vol: 19.07 MB
📐 PROJECTION 0.4%
Latency: 16.04 ms
Rows In/Out: 1,000,000
Data Vol: 19.07 MB
📁 Projections: ['trade_date', 'set...
📐 PROJECTION 0.0%
Latency: 0.44 ms
Rows In/Out: 1,000,000
Data Vol: 41.96 MB
📁 Projections: ['#0', '#1', '#2', ...
🪟 WINDOW 🔥 98.4% Cost
Latency: 4123.07 ms
Rows In/Out: 1,000,000
Data Vol: 41.96 MB
📁 Projections: ["sum(settlement_am...
⚠️ Heavy Execution Bottleneck (98.4% of query runtime)
🔍 TABLE_SCAN 0.0%
Latency: 1.26 ms
Rows In/Out: 1,000,000
Data Vol: 11.44 MB
📁 memory.main.daily_settlement
Operator Cost % Latency Processed Rows Data Volume Details / Table Status
WINDOW 98.4% 4123.07 ms 1,000,000 41.96 MB Projections: ["sum(settlement_amount) OVER (ORDE 🔥 BOTTLENECK
ORDER_BY 1.2% 48.86 ms 1,000,000 19.07 MB - Normal
PROJECTION 0.4% 16.04 ms 1,000,000 19.07 MB Projections: ['trade_date', 'settlement_amount', Normal
TABLE_SCAN 0.0% 1.26 ms 1,000,000 11.44 MB memory.main.daily_settlement Normal
PROJECTION 0.0% 0.44 ms 1,000,000 41.96 MB Projections: ['#0', '#1', '#2', '#3', '#4', '#5' Normal

4. Queries Executed (Candidate vs Golden Ground Truth)

Beautified & Syntax Highlighted
Candidate SQL Executed by gemini-3.8-flash-low (Runtime on 1M Rows: 1203.97 ms)
WITH rolling_data AS
  (SELECT trade_date,
          settlement_amount,
          sum(settlement_amount) OVER w AS window_sum,
          min(settlement_amount) OVER w AS window_min,
          max(settlement_amount) OVER w AS window_max,
          count(*) OVER w AS window_count
   FROM daily_settlement WINDOW w AS (
                                      ORDER BY trade_date RANGE BETWEEN INTERVAL 6 DAY PRECEDING AND CURRENT ROW))
SELECT trade_date,
       settlement_amount,
       CASE
           WHEN window_count > 2 THEN (window_sum - window_min - window_max) / (window_count - 2)
           ELSE NULL
       END AS trimmed_mean_5d
FROM rolling_data
ORDER BY trade_date;
Golden Reference Ground Truth SQL (Runtime on 1M Rows: 173.47 ms)
-- Calculate trimmed rolling mean excluding min and max values within a 5-day window
 WITH windowed_stats AS
  (SELECT trade_date,
          settlement_amount,
          count(*) OVER w AS win_count,
          sum(settlement_amount) OVER w AS win_sum,
          min(settlement_amount) OVER w AS win_min,
          max(settlement_amount) OVER w AS win_max
   FROM daily_settlement WINDOW w AS (
                                      ORDER BY trade_date ROWS BETWEEN 2 PRECEDING AND 2 FOLLOWING))
SELECT trade_date,
       settlement_amount, -- Subtract min and max from sum and divide by (count - 2)
 CASE
     WHEN win_count > 2 THEN round((win_sum - win_min - win_max) / (win_count - 2), 2)
     ELSE settlement_amount
 END AS trimmed_mean_5d
FROM windowed_stats
ORDER BY trade_date;
DuckDB Fixture Setup DDL & Data Population
CREATE TABLE daily_settlement (trade_date DATE, settlement_amount DOUBLE);


INSERT INTO daily_settlement
VALUES ('2026-03-01', 50.0),
       ('2026-03-02', 52.0),
       ('2026-03-03', 500.0),
       -- Flash spike outlier
 ('2026-03-04', 51.0),
 ('2026-03-05', 49.0);

5. Query Results & Expected Ground Truth

Tabular Comparison
Actual Candidate Output (1,000,000 rows × 3 cols)
# trade_date settlement_amount trimmed_mean_5d
1 2026-01-01 00:00:00 172.41 168.2876
2 2026-01-01 00:00:00 0.01 168.2876
3 2026-01-01 00:00:00 254.02 168.2876
4 2026-01-01 00:00:00 395.34 168.2876
5 2026-01-01 00:00:00 129.5 168.2876
6 2026-01-01 00:00:00 399.58 168.2876
7 2026-01-01 00:00:00 0.01 168.2876
8 2026-01-01 00:00:00 300.57 168.2876
9 2026-01-01 00:00:00 369.3 168.2876
10 2026-01-01 00:00:00 0.01 168.2876
11 2026-01-01 00:00:00 145.94 168.2876
12 2026-01-01 00:00:00 277.6 168.2876
13 2026-01-01 00:00:00 0.01 168.2876
14 2026-01-01 00:00:00 223.4 168.2876
15 2026-01-01 00:00:00 370.14 168.2876
16 2026-01-01 00:00:00 0.01 168.2876
17 2026-01-01 00:00:00 112.76 168.2876
18 2026-01-01 00:00:00 455.85 168.2876
19 2026-01-01 00:00:00 6.34 168.2876
20 2026-01-01 00:00:00 122.33 168.2876
21 2026-01-01 00:00:00 37.88 168.2876
22 2026-01-01 00:00:00 315.91 168.2876
23 2026-01-01 00:00:00 39.4 168.2876
24 2026-01-01 00:00:00 0.01 168.2876
25 2026-01-01 00:00:00 204.08 168.2876
Showing first 25 of 1,000,000 total rows.
Expected Golden Output (1,000,000 rows × 3 cols)
# trade_date settlement_amount trimmed_mean_5d
1 2026-01-01 00:00:00 109.4 177.33
2 2026-01-01 00:00:00 197.34 143.37
3 2026-01-01 00:00:00 177.33 161.36
4 2026-01-01 00:00:00 0.01 157.57
5 2026-01-01 00:00:00 289.06 121.18
6 2026-01-01 00:00:00 98.03 158.42
7 2026-01-01 00:00:00 88.18 191.85
8 2026-01-01 00:00:00 400.29 124.89
9 2026-01-01 00:00:00 188.47 121.47
10 2026-01-01 00:00:00 87.76 186.29
11 2026-01-01 00:00:00 0.01 102.37
12 2026-01-01 00:00:00 282.63 117.67
13 2026-01-01 00:00:00 30.88 182.62
14 2026-01-01 00:00:00 234.36 302.32
15 2026-01-01 00:00:00 462.37 262.02
16 2026-01-01 00:00:00 389.96 353.68
17 2026-01-01 00:00:00 161.73 429.68
18 2026-01-01 00:00:00 436.71 331.2
19 2026-01-01 00:00:00 515.18 255.13
20 2026-01-01 00:00:00 166.94 221
21 2026-01-01 00:00:00 59.36 127.18
22 2026-01-01 00:00:00 0.01 127.18
23 2026-01-01 00:00:00 155.24 71.54
24 2026-01-01 00:00:00 202.3 65.91
25 2026-01-01 00:00:00 0.01 65.91
Showing first 25 of 1,000,000 total rows.
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