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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@@ -8,3 +8,10 @@ def psd_glob(evaluator) -> str:
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"""Return a quoted glob path for all PSD CSV gzip files under LANDING_DIR."""
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landing_dir = evaluator.var("LANDING_DIR") or os.environ.get("LANDING_DIR", "data/landing")
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return f"'{landing_dir}/psd/**/*.csv.gzip'"
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@macro()
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def cot_glob(evaluator) -> str:
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"""Return a quoted glob path for all COT CSV gzip files under LANDING_DIR."""
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landing_dir = evaluator.var("LANDING_DIR") or os.environ.get("LANDING_DIR", "data/landing")
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return f"'{landing_dir}/cot/**/*.csv.gzip'"
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