Fix COT pipeline: TRY_CAST nulls, dim_commodity leading zeros, correct CFTC codes

- config.yaml: remove ambiguousorinvalidcolumn linter rule (false positives on read_csv TVFs)
- fct_cot_positioning: use TRY_CAST throughout — CFTC uses '.' as null in many columns
- raw/cot_disaggregated: add columns() declaration for 33 varchar cols
- dim_commodity: switch from SEED to FULL model with SQL VALUES to preserve leading zeros
  Pandas auto-converts '083' → 83 even with varchar column declarations in SEED models
- seeds/dim_commodity.csv: correct cftc_commodity_code from '083731' (contract market code)
  to '083' (3-digit CFTC commodity code); add CSV quoting
- test_cot_foundation.yaml: fix output key name, vars for time range, partial: true,
  and correct cftc_commodity_code to '083'
- analytics.py: COFFEE_CFTC_CODE '083731' → '083' to match actual data

Result: serving.cot_positioning has 685 rows (2013-01-08 to 2026-02-17), 23/23 tests pass.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
Deeman
2026-02-20 23:22:46 +01:00
parent 0a83b2cb74
commit 2962bf5e3b
7 changed files with 126 additions and 80 deletions

View File

@@ -13,7 +13,42 @@ MODEL (
kind FULL,
grain (cftc_commodity_code, report_date_as_yyyy_mm_dd, cftc_contract_market_code),
start '2006-06-13',
cron '@daily'
cron '@daily',
columns (
market_and_exchange_names varchar,
report_date_as_yyyy_mm_dd varchar,
cftc_commodity_code varchar,
cftc_contract_market_code varchar,
contract_units varchar,
open_interest_all varchar,
prod_merc_positions_long_all varchar,
prod_merc_positions_short_all varchar,
swap_positions_long_all varchar,
swap_positions_short_all varchar,
swap_positions_spread_all varchar,
m_money_positions_long_all varchar,
m_money_positions_short_all varchar,
m_money_positions_spread_all varchar,
other_rept_positions_long_all varchar,
other_rept_positions_short_all varchar,
other_rept_positions_spread_all varchar,
nonrept_positions_long_all varchar,
nonrept_positions_short_all varchar,
change_in_open_interest_all varchar,
change_in_m_money_long_all varchar,
change_in_m_money_short_all varchar,
change_in_prod_merc_long_all varchar,
change_in_prod_merc_short_all varchar,
conc_gross_le_4_tdr_long_all varchar,
conc_gross_le_4_tdr_short_all varchar,
conc_gross_le_8_tdr_long_all varchar,
conc_gross_le_8_tdr_short_all varchar,
traders_tot_all varchar,
traders_m_money_long_all varchar,
traders_m_money_short_all varchar,
traders_m_money_spread_all varchar,
filename varchar
)
);
SELECT