deemanone/beanflows
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

feat(extract): add OpenWeatherMap daily weather extractor

Browse Source 
Adds extract/openweathermap package with daily weather extraction for 8
coffee-growing regions (Brazil, Vietnam, Colombia, Ethiopia, Honduras,
Guatemala, Indonesia). Feeds crop stress signal for commodity sentiment score.

Extractor:
- OWM One Call API 3.0 / Day Summary — one JSON.gz per (location, date)
- extract_weather: daily, fetches yesterday + today (16 calls max)
- extract_weather_backfill: fills 2020-01-01 to yesterday, capped at 500
  calls/run with resume cursor '{location_id}:{date}' for crash safety
- Full idempotency via file existence check; state tracking via extract_core

SQLMesh:
- seeds.weather_locations (8 regions with lat/lon/variety)
- foundation.fct_weather_daily: INCREMENTAL_BY_TIME_RANGE, grain
  (location_id, observation_date), dedup via hash key, crop stress flags:
  is_frost (<2°C), is_heat_stress (>35°C), is_drought (<1mm), in_growing_season

Landing path: LANDING_DIR/weather/{location_id}/{year}/{date}.json.gz

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
Deeman
2026-02-25 22:40:27 +01:00
parent c3c8333407
commit 08e74665bb
31 changed files with 1377 additions and 915 deletions
Download Patch File Download Diff File Expand all files Collapse all files

246
transform/sqlmesh_materia/models/foundation/fct_cot_positioning.sql
View File

@@ -1,14 +1,4 @@
-- Foundation fact: CFTC COT positioning, weekly grain, all commodities.
--
-- Reads directly from the landing zone, casts varchar columns to proper types,
-- cleans column names, computes net positions (long - short) per trader category,
-- and deduplicates via hash key. Covers all commodities — filtering to
-- a specific commodity happens in the serving layer.
--
-- Grain: one row per (cftc_commodity_code, report_date, cftc_contract_market_code)
-- History: revisions appear as new rows with a later ingest_date.
-- Serving layer picks max(ingest_date) per grain for latest view.
/* Foundation fact: CFTC COT positioning, weekly grain, all commodities. */ /* Reads directly from the landing zone, casts varchar columns to proper types, */ /* cleans column names, computes net positions (long - short) per trader category, */ /* and deduplicates via hash key. Covers all commodities — filtering to */ /* a specific commodity happens in the serving layer. */ /* Grain: one row per (cftc_commodity_code, report_date, cftc_contract_market_code) */ /* History: revisions appear as new rows with a later ingest_date. */ /* Serving layer picks max(ingest_date) per grain for latest view. */
MODEL (
name foundation.fct_cot_positioning,
kind INCREMENTAL_BY_TIME_RANGE (
@@ -20,92 +10,59 @@ MODEL (
);
WITH src AS (
SELECT * FROM read_csv(
SELECT
*
FROM READ_CSV(
@cot_glob(),
compression = 'gzip',
header = true,
union_by_name = true,
filename = true,
all_varchar = true,
compression = 'gzip',
header = TRUE,
union_by_name = TRUE,
filename = TRUE,
all_varchar = TRUE,
max_line_size = 10000000
)
),
cast_and_clean AS (
), cast_and_clean AS (
SELECT
-- Identifiers
trim(market_and_exchange_names) AS market_and_exchange_name,
report_date_as_yyyy_mm_dd::date AS report_date,
trim(cftc_commodity_code) AS cftc_commodity_code,
trim(cftc_contract_market_code) AS cftc_contract_market_code,
trim(contract_units) AS contract_units,
-- Open interest
-- CFTC uses '.' as null for any field — use TRY_CAST throughout
TRY_CAST(open_interest_all AS int) AS open_interest,
-- Producer / Merchant (commercial hedgers: exporters, processors)
TRY_CAST(prod_merc_positions_long_all AS int) AS prod_merc_long,
TRY_CAST(prod_merc_positions_short_all AS int) AS prod_merc_short,
-- Swap dealers
TRY_CAST(swap_positions_long_all AS int) AS swap_long,
TRY_CAST(swap_positions_short_all AS int) AS swap_short,
TRY_CAST(swap_positions_spread_all AS int) AS swap_spread,
-- Managed money (hedge funds, CTAs — the primary speculative signal)
TRY_CAST(m_money_positions_long_all AS int) AS managed_money_long,
TRY_CAST(m_money_positions_short_all AS int) AS managed_money_short,
TRY_CAST(m_money_positions_spread_all AS int) AS managed_money_spread,
-- Other reportables
TRY_CAST(other_rept_positions_long_all AS int) AS other_reportable_long,
TRY_CAST(other_rept_positions_short_all AS int) AS other_reportable_short,
TRY_CAST(other_rept_positions_spread_all AS int) AS other_reportable_spread,
-- Non-reportable (small speculators, below reporting threshold)
TRY_CAST(nonrept_positions_long_all AS int) AS nonreportable_long,
TRY_CAST(nonrept_positions_short_all AS int) AS nonreportable_short,
-- Net positions (long minus short per category)
TRY_CAST(prod_merc_positions_long_all AS int)
- TRY_CAST(prod_merc_positions_short_all AS int) AS prod_merc_net,
TRY_CAST(m_money_positions_long_all AS int)
- TRY_CAST(m_money_positions_short_all AS int) AS managed_money_net,
TRY_CAST(swap_positions_long_all AS int)
- TRY_CAST(swap_positions_short_all AS int) AS swap_net,
TRY_CAST(other_rept_positions_long_all AS int)
- TRY_CAST(other_rept_positions_short_all AS int) AS other_reportable_net,
TRY_CAST(nonrept_positions_long_all AS int)
- TRY_CAST(nonrept_positions_short_all AS int) AS nonreportable_net,
-- Week-over-week changes
TRY_CAST(change_in_open_interest_all AS int) AS change_open_interest,
TRY_CAST(change_in_m_money_long_all AS int) AS change_managed_money_long,
TRY_CAST(change_in_m_money_short_all AS int) AS change_managed_money_short,
TRY_CAST(change_in_m_money_long_all AS int)
- TRY_CAST(change_in_m_money_short_all AS int) AS change_managed_money_net,
TRY_CAST(change_in_prod_merc_long_all AS int) AS change_prod_merc_long,
TRY_CAST(change_in_prod_merc_short_all AS int) AS change_prod_merc_short,
-- Concentration ratios (% of OI held by top 4 / top 8 traders)
TRY_CAST(conc_gross_le_4_tdr_long_all AS float) AS concentration_top4_long_pct,
TRY_CAST(conc_gross_le_4_tdr_short_all AS float) AS concentration_top4_short_pct,
TRY_CAST(conc_gross_le_8_tdr_long_all AS float) AS concentration_top8_long_pct,
TRY_CAST(conc_gross_le_8_tdr_short_all AS float) AS concentration_top8_short_pct,
-- Trader counts
TRY_CAST(traders_tot_all AS int) AS traders_total,
TRY_CAST(traders_m_money_long_all AS int) AS traders_managed_money_long,
TRY_CAST(traders_m_money_short_all AS int) AS traders_managed_money_short,
TRY_CAST(traders_m_money_spread_all AS int) AS traders_managed_money_spread,
-- Ingest date: derived from landing path year directory
-- Path: .../cot/{year}/{etag}.csv.gzip → extract year from [-2]
make_date(split(filename, '/')[-2]::int, 1, 1) AS ingest_date,
-- Dedup key: hash of business grain + key metrics
hash(
TRIM(market_and_exchange_names) AS market_and_exchange_name, /* Identifiers */
report_date_as_yyyy_mm_dd::DATE AS report_date,
TRIM(cftc_commodity_code) AS cftc_commodity_code,
TRIM(cftc_contract_market_code) AS cftc_contract_market_code,
TRIM(contract_units) AS contract_units,
TRY_CAST(open_interest_all AS INT) AS open_interest, /* Open interest */ /* CFTC uses '.' as null for any field — use TRY_CAST throughout */
TRY_CAST(prod_merc_positions_long_all AS INT) AS prod_merc_long, /* Producer / Merchant (commercial hedgers: exporters, processors) */
TRY_CAST(prod_merc_positions_short_all AS INT) AS prod_merc_short,
TRY_CAST(swap_positions_long_all AS INT) AS swap_long, /* Swap dealers */
TRY_CAST(swap_positions_short_all AS INT) AS swap_short,
TRY_CAST(swap_positions_spread_all AS INT) AS swap_spread,
TRY_CAST(m_money_positions_long_all AS INT) AS managed_money_long, /* Managed money (hedge funds, CTAs — the primary speculative signal) */
TRY_CAST(m_money_positions_short_all AS INT) AS managed_money_short,
TRY_CAST(m_money_positions_spread_all AS INT) AS managed_money_spread,
TRY_CAST(other_rept_positions_long_all AS INT) AS other_reportable_long, /* Other reportables */
TRY_CAST(other_rept_positions_short_all AS INT) AS other_reportable_short,
TRY_CAST(other_rept_positions_spread_all AS INT) AS other_reportable_spread,
TRY_CAST(nonrept_positions_long_all AS INT) AS nonreportable_long, /* Non-reportable (small speculators, below reporting threshold) */
TRY_CAST(nonrept_positions_short_all AS INT) AS nonreportable_short,
TRY_CAST(prod_merc_positions_long_all AS INT) /* Net positions (long minus short per category) */ - TRY_CAST(prod_merc_positions_short_all AS INT) AS prod_merc_net,
TRY_CAST(m_money_positions_long_all AS INT) - TRY_CAST(m_money_positions_short_all AS INT) AS managed_money_net,
TRY_CAST(swap_positions_long_all AS INT) - TRY_CAST(swap_positions_short_all AS INT) AS swap_net,
TRY_CAST(other_rept_positions_long_all AS INT) - TRY_CAST(other_rept_positions_short_all AS INT) AS other_reportable_net,
TRY_CAST(nonrept_positions_long_all AS INT) - TRY_CAST(nonrept_positions_short_all AS INT) AS nonreportable_net,
TRY_CAST(change_in_open_interest_all AS INT) AS change_open_interest, /* Week-over-week changes */
TRY_CAST(change_in_m_money_long_all AS INT) AS change_managed_money_long,
TRY_CAST(change_in_m_money_short_all AS INT) AS change_managed_money_short,
TRY_CAST(change_in_m_money_long_all AS INT) - TRY_CAST(change_in_m_money_short_all AS INT) AS change_managed_money_net,
TRY_CAST(change_in_prod_merc_long_all AS INT) AS change_prod_merc_long,
TRY_CAST(change_in_prod_merc_short_all AS INT) AS change_prod_merc_short,
TRY_CAST(conc_gross_le_4_tdr_long_all AS REAL) AS concentration_top4_long_pct, /* Concentration ratios (% of OI held by top 4 / top 8 traders) */
TRY_CAST(conc_gross_le_4_tdr_short_all AS REAL) AS concentration_top4_short_pct,
TRY_CAST(conc_gross_le_8_tdr_long_all AS REAL) AS concentration_top8_long_pct,
TRY_CAST(conc_gross_le_8_tdr_short_all AS REAL) AS concentration_top8_short_pct,
TRY_CAST(traders_tot_all AS INT) AS traders_total, /* Trader counts */
TRY_CAST(traders_m_money_long_all AS INT) AS traders_managed_money_long,
TRY_CAST(traders_m_money_short_all AS INT) AS traders_managed_money_short,
TRY_CAST(traders_m_money_spread_all AS INT) AS traders_managed_money_spread,
MAKE_DATE(STR_SPLIT(filename, '/')[-2]::INT, 1, 1) AS ingest_date, /* Ingest date: derived from landing path year directory */ /* Path: .../cot/{year}/{etag}.csv.gzip → extract year from [-2] */
HASH(
cftc_commodity_code,
report_date_as_yyyy_mm_dd,
cftc_contract_market_code,
@@ -114,60 +71,61 @@ cast_and_clean AS (
m_money_positions_short_all,
prod_merc_positions_long_all,
prod_merc_positions_short_all
) AS hkey
) AS hkey /* Dedup key: hash of business grain + key metrics */
FROM src
-- Reject rows with null commodity code or malformed date
WHERE trim(cftc_commodity_code) IS NOT NULL
AND len(trim(cftc_commodity_code)) > 0
AND report_date_as_yyyy_mm_dd::date IS NOT NULL
),
deduplicated AS (
/* Reject rows with null commodity code or malformed date */
WHERE
NOT TRIM(cftc_commodity_code) IS NULL
AND LENGTH(TRIM(cftc_commodity_code)) > 0
AND NOT report_date_as_yyyy_mm_dd::DATE IS NULL
), deduplicated AS (
SELECT
any_value(market_and_exchange_name) AS market_and_exchange_name,
any_value(report_date) AS report_date,
any_value(cftc_commodity_code) AS cftc_commodity_code,
any_value(cftc_contract_market_code) AS cftc_contract_market_code,
any_value(contract_units) AS contract_units,
any_value(open_interest) AS open_interest,
any_value(prod_merc_long) AS prod_merc_long,
any_value(prod_merc_short) AS prod_merc_short,
any_value(prod_merc_net) AS prod_merc_net,
any_value(swap_long) AS swap_long,
any_value(swap_short) AS swap_short,
any_value(swap_spread) AS swap_spread,
any_value(swap_net) AS swap_net,
any_value(managed_money_long) AS managed_money_long,
any_value(managed_money_short) AS managed_money_short,
any_value(managed_money_spread) AS managed_money_spread,
any_value(managed_money_net) AS managed_money_net,
any_value(other_reportable_long) AS other_reportable_long,
any_value(other_reportable_short) AS other_reportable_short,
any_value(other_reportable_spread) AS other_reportable_spread,
any_value(other_reportable_net) AS other_reportable_net,
any_value(nonreportable_long) AS nonreportable_long,
any_value(nonreportable_short) AS nonreportable_short,
any_value(nonreportable_net) AS nonreportable_net,
any_value(change_open_interest) AS change_open_interest,
any_value(change_managed_money_long) AS change_managed_money_long,
any_value(change_managed_money_short) AS change_managed_money_short,
any_value(change_managed_money_net) AS change_managed_money_net,
any_value(change_prod_merc_long) AS change_prod_merc_long,
any_value(change_prod_merc_short) AS change_prod_merc_short,
any_value(concentration_top4_long_pct) AS concentration_top4_long_pct,
any_value(concentration_top4_short_pct) AS concentration_top4_short_pct,
any_value(concentration_top8_long_pct) AS concentration_top8_long_pct,
any_value(concentration_top8_short_pct) AS concentration_top8_short_pct,
any_value(traders_total) AS traders_total,
any_value(traders_managed_money_long) AS traders_managed_money_long,
any_value(traders_managed_money_short) AS traders_managed_money_short,
any_value(traders_managed_money_spread) AS traders_managed_money_spread,
any_value(ingest_date) AS ingest_date,
ANY_VALUE(market_and_exchange_name) AS market_and_exchange_name,
ANY_VALUE(report_date) AS report_date,
ANY_VALUE(cftc_commodity_code) AS cftc_commodity_code,
ANY_VALUE(cftc_contract_market_code) AS cftc_contract_market_code,
ANY_VALUE(contract_units) AS contract_units,
ANY_VALUE(open_interest) AS open_interest,
ANY_VALUE(prod_merc_long) AS prod_merc_long,
ANY_VALUE(prod_merc_short) AS prod_merc_short,
ANY_VALUE(prod_merc_net) AS prod_merc_net,
ANY_VALUE(swap_long) AS swap_long,
ANY_VALUE(swap_short) AS swap_short,
ANY_VALUE(swap_spread) AS swap_spread,
ANY_VALUE(swap_net) AS swap_net,
ANY_VALUE(managed_money_long) AS managed_money_long,
ANY_VALUE(managed_money_short) AS managed_money_short,
ANY_VALUE(managed_money_spread) AS managed_money_spread,
ANY_VALUE(managed_money_net) AS managed_money_net,
ANY_VALUE(other_reportable_long) AS other_reportable_long,
ANY_VALUE(other_reportable_short) AS other_reportable_short,
ANY_VALUE(other_reportable_spread) AS other_reportable_spread,
ANY_VALUE(other_reportable_net) AS other_reportable_net,
ANY_VALUE(nonreportable_long) AS nonreportable_long,
ANY_VALUE(nonreportable_short) AS nonreportable_short,
ANY_VALUE(nonreportable_net) AS nonreportable_net,
ANY_VALUE(change_open_interest) AS change_open_interest,
ANY_VALUE(change_managed_money_long) AS change_managed_money_long,
ANY_VALUE(change_managed_money_short) AS change_managed_money_short,
ANY_VALUE(change_managed_money_net) AS change_managed_money_net,
ANY_VALUE(change_prod_merc_long) AS change_prod_merc_long,
ANY_VALUE(change_prod_merc_short) AS change_prod_merc_short,
ANY_VALUE(concentration_top4_long_pct) AS concentration_top4_long_pct,
ANY_VALUE(concentration_top4_short_pct) AS concentration_top4_short_pct,
ANY_VALUE(concentration_top8_long_pct) AS concentration_top8_long_pct,
ANY_VALUE(concentration_top8_short_pct) AS concentration_top8_short_pct,
ANY_VALUE(traders_total) AS traders_total,
ANY_VALUE(traders_managed_money_long) AS traders_managed_money_long,
ANY_VALUE(traders_managed_money_short) AS traders_managed_money_short,
ANY_VALUE(traders_managed_money_spread) AS traders_managed_money_spread,
ANY_VALUE(ingest_date) AS ingest_date,
hkey
FROM cast_and_clean
GROUP BY hkey
GROUP BY
hkey
)
SELECT *
SELECT
*
FROM deduplicated
WHERE report_date BETWEEN @start_ds AND @end_ds
WHERE
report_date BETWEEN @start_ds AND @end_ds