Add CFTC COT data integration with foundation data model layer
- New extraction package (cftc_cot): downloads yearly Disaggregated Futures ZIPs from CFTC, etag-based dedup, dynamic inner filename discovery, gzip normalization - SQLMesh 3-layer architecture: raw (technical) → foundation (business model) → serving (mart) - dim_commodity seed: conformed dimension mapping USDA ↔ CFTC codes — the commodity ontology - fct_cot_positioning: typed, deduplicated weekly positioning facts for all commodities - obt_cot_positioning: Coffee C mart with COT Index (26w/52w), WoW delta, OI ratios - Analytics functions + REST API endpoints: /commodities/<code>/positioning[/latest] - Dashboard widget: Managed Money net, COT Index card, dual-axis Chart.js chart - 23 passing tests (10 unit + 2 SQLMesh model + existing regression suite) Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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@@ -16,6 +16,10 @@ PIPELINES = {
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"command": ["uv", "run", "--package", "psdonline", "extract_psd"],
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"timeout_seconds": 1800,
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},
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"extract_cot": {
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"command": ["uv", "run", "--package", "cftc_cot", "extract_cot"],
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"timeout_seconds": 1800,
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},
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"transform": {
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"command": ["uv", "run", "--package", "sqlmesh_materia", "sqlmesh", "-p", "transform/sqlmesh_materia", "plan", "prod", "--no-prompts", "--auto-apply"],
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"timeout_seconds": 3600,
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