RealEstate/reports/replication_protocol.md

# Replication Protocol

<!-- GENERATED by `make report` (lockin.reporting.render). DO NOT HAND-EDIT. -->

*How to reproduce every number, and what cannot be reproduced without registered data.*

| | |
|---|---|
| Generated | `2026-08-13T17:12:55+00:00` |
| Git commit | `2dbe7119f97f-dirty` |
| Config | `sample` (digest `9fb71e2454f98608`) |
| Data class | **SYNTHETIC** |
| Data period | `2021-01..2024-12` |
| Artifacts used | 1 |

> ⚠️ **SYNTHETIC DATA.** The loan-level numbers in this report were computed from
> synthetic fixtures generated for engineering tests (`lockin.fixtures`, seed
> recorded in the manifest). They are **not** empirical findings about U.S.
> mortgages — they recover the parameters of this repository's own
> data-generating process. The public aggregate series in this report (Freddie Mac
> PMMS, FHFA HPI, HMDA, Census Building Permits Survey) **are** real.
>
> To produce empirical loan-level results, complete the registration in
> `data/DATA_ACCESS.md` §R1 and re-run. See `AGENTS.md` §1 and
> `data/LICENSE_AND_REDISTRIBUTION.md` §4.
## 1. Reproducing this run exactly

```bash
make setup
make fetch-public-data
make reproduce-sample
make test
```

`make reproduce-sample` executes, in order: `prepare-sample-data`, `ingest-mortgages`, `build-loan-events`, `build-lockin`, `build-local-panel`, `validate-data`, `estimate-hazards`, `estimate-local-effects`, `benchmark`, `simulate-policy`, `report`.

Determinism:

- Synthetic fixtures are generated from `mortgage.synthetic_seed` (recorded in the fixture manifest).
- Model seeds come from `survival.seed`.
- Every artifact records `git_commit`, `config_digest`, `data_period`, `source_versions` (schema@retrieved#checksum per dataset), and a UTC timestamp.
- Every dataset on disk has a manifest with a SHA-256 checksum; `make validate-data` re-checksums and fails on mismatch.

The one non-deterministic input is the **public data vintage**. PMMS, FHFA HPI, and Census BPS are revised; HMDA is re-released. A rerun weeks later will fetch newer vintages. The manifests record exactly which vintage was used, so a difference is diagnosable rather than mysterious.

## 2. What cannot be reproduced without registered data

Loan-level results in this run were computed from **synthetic fixtures** unless the artifact's `data_class` says `REGISTERED`. To reproduce them empirically:

1. Register at the Freddie Mac Single-Family Loan-Level Dataset page and accept the terms of use **yourself**. This repository does not and will not bypass that wall, and the terms prohibit redistributing the records.
2. Place the archives unmodified in `data/raw/freddie/`.
3. Set `mortgage.mode: registered_sample` (or `registered_full`) and rerun.

The adapter discovers `historical_data_YYYYQn.zip` / `sample_YYYY.zip` automatically, reads members without full extraction, and the `SYNTHETIC` stamps and report banners disappear on their own. **No code changes are needed** — that is the point of the mode switch.

Public aggregate results (PMMS path, FHFA HPI growth, HMDA origination counts, Census permits) are **fully reproducible now**, because those sources need no registration.

## 3. Artifact-to-claim traceability

Every number in every generated report comes from a JSON artifact under `outputs/`. To trace one:

```bash
uv run lockin dump-artifact hazards dt_logit_prepayment
```

Each artifact carries `evidence_tier`, `population`, `geography`, `outcome_definition`, `weight`, `caveats`, and full `provenance`. A report sentence with no artifact behind it is a defect.

Reports are regenerated by `make report` and begin with a `GENERATED` header. Hand-editing them is a defect: the edit is destroyed on the next run and breaks traceability in the meantime.

## 4. Verification checklist for a reviewer

| check | command |
|---|---|
| schema matches the official layout | `uv run lockin verify-schema` |
| all manifests checksum-clean | `make validate-data` |
| market rates have no look-ahead | `make validate-data` (rates section) |
| payment and rate-gap math | `make test` (`tests/test_amortization.py`, `tests/test_lockin_measures.py`) |
| prepayment is not called mobility | `make test` (`tests/test_governance.py::test_no_mobility_language`) |
| no restricted data is tracked by git | `make validate-data` (governance section) |
| pipeline stage status | `uv run lockin status` |

## 5. Known non-reproducible or fragile steps

- The FRED cross-check on PMMS is an optional network call and may time out; its failure is recorded and does not stop the pipeline.
- Census BPS monthly files are fetched at the `c` (preliminary) vintage by default. Passing `vintages_to_try=("r", "c")` prefers revised where it exists, at the cost of one failed request per missing month.
- The HMDA aggregations API is rate-sensitive; the adapter caches every cell and records which cells failed, so a partial fetch is visible rather than silently filled with zeros.


### Artifacts this report was built from

| artifact | tier | population | weight |
|---|---|---|---|
| `validation/validation_report` | `descriptive` | all ingested tables and cached public series… | n/a |

### Source versions

| dataset | schema@retrieved#checksum |
|---|---|
| `active_mortgage_stock` | `active-stock-v1@2026-08-13T09:32:43+00:00#f36e659e2b57` |
| `bls_laus` | `bls-api-v2-laus-state-v1@2026-08-11T17:41:19+00:00#8cd9335cc5ae` |
| `census_bps` | `census-bps-state-monthly-v1@2026-08-13T09:27:18+00:00#d3e4a46f74a5` |
| `fhfa_hpi` | `fhfa-hpi-master-v1@2026-08-13T09:25:46+00:00#8ab042e042ff` |
| `freddie_llds_synthetic_fixtures` | `freddie-llds-2026-08-10@2026-08-13T09:29:56+00:00#68da95265c31` |
| `hmda` | `cfpb-data-browser-aggregations-v2@2026-08-13T09:27:18+00:00#6946b46cf136` |
| `loan_episodes` | `loan-episodes-v1@2026-08-13T09:32:34+00:00#5e658b4c1b59` |
| `loan_events` | `loan-events-v1@2026-08-13T09:30:24+00:00#aada815c333d` |
| `local_market_panel_annual` | `local-panel-v1@2026-08-13T09:32:43+00:00#d56df8b8380b` |
| `local_market_panel_monthly` | `local-panel-v1@2026-08-13T09:32:43+00:00#c6946b128163` |
| `omb_cbsa_crosswalk` | `census-list1-v1@2026-08-13T09:27:19+00:00#222ea05e6b27` |
| `omb_cbsa_stability` | `census-list1-v1@2026-08-13T09:27:19+00:00#30514ffa77ff` |
| `pmms` | `pmms-history-v1@2026-08-13T09:25:46+00:00#c74cccece4a6` |
| `teleworkable_msa` | `dingel-neiman-2020-v1@2026-08-13T09:27:18+00:00#e19e017515e6` |
| `teleworkable_state` | `dingel-neiman-2020-v1@2026-08-13T09:27:18+00:00#f663415361e4` |

---

**Data sources.** Freddie Mac Single-Family Loan-Level Dataset (registered; subject
to Freddie Mac terms of use; not redistributed here) — or labeled synthetic fixtures
where indicated. Freddie Mac Primary Mortgage Market Survey. Federal Housing Finance
Agency House Price Index. Home Mortgage Disclosure Act data via the Consumer
Financial Protection Bureau Data Browser. U.S. Census Bureau Building Permits Survey.
Retrieval timestamps and file checksums are recorded in the manifests accompanying
each result artifact.