feat(extract): add OpenWeatherMap daily weather extractor

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

View File

@@ -1,16 +1,12 @@
-- Serving mart: KC=F Coffee C futures prices, analytics-ready.
--
-- Adds moving averages (20-day, 50-day SMA) and 52-week high/low range.
-- Filtered to trading days only (NULL close rows excluded upstream).
--
-- Grain: one row per trade_date.
/* Serving mart: KC=F Coffee C futures prices, analytics-ready. */ /* Adds moving averages (20-day, 50-day SMA) and 52-week high/low range. */ /* Filtered to trading days only (NULL close rows excluded upstream). */ /* Grain: one row per trade_date. */
MODEL (
name serving.coffee_prices,
kind INCREMENTAL_BY_TIME_RANGE (
time_column trade_date
),
grain (trade_date),
grain (
trade_date
),
start '1971-08-16',
cron '@daily'
);
@@ -24,38 +20,26 @@ WITH base AS (
f.close,
f.adj_close,
f.volume,
-- Daily return: (close - prev_close) / prev_close * 100
round(
(f.close - LAG(f.close, 1) OVER (ORDER BY f.trade_date))
/ NULLIF(LAG(f.close, 1) OVER (ORDER BY f.trade_date), 0) * 100,
ROUND(
(
f.close - LAG(f.close, 1) OVER (ORDER BY f.trade_date)
) / NULLIF(LAG(f.close, 1) OVER (ORDER BY f.trade_date), 0) * 100,
4
) AS daily_return_pct,
-- 20-day simple moving average (1 trading month)
round(
) AS daily_return_pct, /* Daily return: (close - prev_close) / prev_close * 100 */
ROUND(
AVG(f.close) OVER (ORDER BY f.trade_date ROWS BETWEEN 19 PRECEDING AND CURRENT ROW),
4
) AS sma_20d,
-- 50-day simple moving average (2.5 trading months)
round(
) AS sma_20d, /* 20-day simple moving average (1 trading month) */
ROUND(
AVG(f.close) OVER (ORDER BY f.trade_date ROWS BETWEEN 49 PRECEDING AND CURRENT ROW),
4
) AS sma_50d,
-- 52-week high (approximately 252 trading days)
MAX(f.high) OVER (ORDER BY f.trade_date ROWS BETWEEN 251 PRECEDING AND CURRENT ROW)
AS high_52w,
-- 52-week low
MIN(f.low) OVER (ORDER BY f.trade_date ROWS BETWEEN 251 PRECEDING AND CURRENT ROW)
AS low_52w
FROM foundation.fct_coffee_prices f
WHERE f.trade_date BETWEEN @start_ds AND @end_ds
) AS sma_50d, /* 50-day simple moving average (2.5 trading months) */
MAX(f.high) OVER (ORDER BY f.trade_date ROWS BETWEEN 251 PRECEDING AND CURRENT ROW) AS high_52w, /* 52-week high (approximately 252 trading days) */
MIN(f.low) OVER (ORDER BY f.trade_date ROWS BETWEEN 251 PRECEDING AND CURRENT ROW) AS low_52w /* 52-week low */
FROM foundation.fct_coffee_prices AS f
WHERE
f.trade_date BETWEEN @start_ds AND @end_ds
)
SELECT
b.trade_date,
d.commodity_name,
@@ -71,7 +55,9 @@ SELECT
b.sma_50d,
b.high_52w,
b.low_52w
FROM base b
CROSS JOIN foundation.dim_commodity d
WHERE d.ticker = 'KC=F'
ORDER BY b.trade_date
FROM base AS b
CROSS JOIN foundation.dim_commodity AS d
WHERE
d.ticker = 'KC=F'
ORDER BY
b.trade_date