Add Phase 1A-C + ICE warehouse stocks: prices, methodology, pipeline automation

Phase 1A — KC=F Coffee Futures Prices:
- New extract/coffee_prices/ package (yfinance): downloads KC=F daily OHLCV,
  stores as gzip CSV with SHA256-based idempotency
- SQLMesh models: raw/coffee_prices → foundation/fct_coffee_prices →
  serving/coffee_prices (with 20d/50d SMA, 52-week high/low, daily return %)
- Dashboard: 4 metric cards + dual-line chart (close, 20d MA, 50d MA)
- API: GET /commodities/<ticker>/prices

Phase 1B — Data Methodology Page:
- New /methodology route with full-page template (base.html)
- 6 anchored sections: USDA PSD, CFTC COT, KC=F price, ICE warehouse stocks,
  data quality model, update schedule table
- "Methodology" link added to marketing footer

Phase 1C — Automated Pipeline:
- supervisor.sh updated: runs extract_cot, extract_prices, extract_ice in
  sequence before transform
- Webhook failure alerting via ALERT_WEBHOOK_URL env var (ntfy/Slack/Telegram)

ICE Warehouse Stocks:
- New extract/ice_stocks/ package (niquests): normalizes ICE Report Center CSV
  to canonical schema, hash-based idempotency, soft-fail on 404 with guidance
- SQLMesh models: raw/ice_warehouse_stocks → foundation/fct_ice_warehouse_stocks
  → serving/ice_warehouse_stocks (30d avg, WoW change, 52w drawdown)
- Dashboard: 4 metric cards + line chart (certified bags + 30d avg)
- API: GET /commodities/<code>/stocks

Foundation:
- dim_commodity: added ticker (KC=F) and ice_stock_report_code (COFFEE-C) columns
- macros/__init__.py: added prices_glob() and ice_stocks_glob()
- pipelines.py: added extract_prices and extract_ice entries

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
Deeman
2026-02-21 11:41:43 +01:00
parent 2962bf5e3b
commit 67c048485b
25 changed files with 1350 additions and 6 deletions

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@@ -17,7 +17,7 @@ MODEL (
kind FULL
);
SELECT usda_commodity_code, cftc_commodity_code, commodity_name, commodity_group
SELECT usda_commodity_code, cftc_commodity_code, ticker, ice_stock_report_code, commodity_name, commodity_group
FROM (VALUES
('0711100', '083', 'Coffee, Green', 'Softs')
) AS t(usda_commodity_code, cftc_commodity_code, commodity_name, commodity_group)
('0711100', '083', 'KC=F', 'COFFEE-C', 'Coffee, Green', 'Softs')
) AS t(usda_commodity_code, cftc_commodity_code, ticker, ice_stock_report_code, commodity_name, commodity_group)

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@@ -0,0 +1,57 @@
-- Foundation fact: daily KC=F Coffee C futures prices.
--
-- Casts raw varchar columns to proper types and deduplicates via hash key.
-- Covers all available history from the landing directory.
--
-- Grain: one row per trade_date.
-- Dedup: hash of (trade_date, close) — if Yahoo Finance corrects a price,
-- the new hash triggers a re-ingest on the next incremental run.
MODEL (
name foundation.fct_coffee_prices,
kind INCREMENTAL_BY_TIME_RANGE (
time_column trade_date
),
grain (trade_date),
start '1971-08-16',
cron '@daily'
);
WITH cast_and_clean AS (
SELECT
TRY_CAST(Date AS date) AS trade_date,
TRY_CAST(Open AS double) AS open,
TRY_CAST(High AS double) AS high,
TRY_CAST(Low AS double) AS low,
TRY_CAST(Close AS double) AS close,
TRY_CAST(Adj_Close AS double) AS adj_close,
TRY_CAST(Volume AS bigint) AS volume,
-- Filename encodes the content hash — use as ingest identifier
filename AS source_file,
-- Dedup key: trade date + close price
hash(Date, Close) AS hkey
FROM raw.coffee_prices
WHERE TRY_CAST(Date AS date) IS NOT NULL
AND TRY_CAST(Close AS double) IS NOT NULL
),
deduplicated AS (
SELECT
any_value(trade_date) AS trade_date,
any_value(open) AS open,
any_value(high) AS high,
any_value(low) AS low,
any_value(close) AS close,
any_value(adj_close) AS adj_close,
any_value(volume) AS volume,
any_value(source_file) AS source_file,
hkey
FROM cast_and_clean
GROUP BY hkey
)
SELECT *
FROM deduplicated
WHERE trade_date BETWEEN @start_ds AND @end_ds

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@@ -0,0 +1,47 @@
-- Foundation fact: ICE certified Coffee C (Arabica) warehouse stocks.
--
-- Casts raw varchar columns to proper types and deduplicates via hash key.
-- "Certified" means Coffee C graded and stamped as delivery-eligible
-- against ICE futures contracts — a key physical supply indicator.
--
-- Grain: one row per report_date.
MODEL (
name foundation.fct_ice_warehouse_stocks,
kind INCREMENTAL_BY_TIME_RANGE (
time_column report_date
),
grain (report_date),
start '2000-01-01',
cron '@daily'
);
WITH cast_and_clean AS (
SELECT
TRY_CAST(report_date AS date) AS report_date,
TRY_CAST(total_certified_bags AS bigint) AS total_certified_bags,
TRY_CAST(pending_grading_bags AS bigint) AS pending_grading_bags,
filename AS source_file,
-- Dedup key: report date + total bags
hash(report_date, total_certified_bags) AS hkey
FROM raw.ice_warehouse_stocks
WHERE TRY_CAST(report_date AS date) IS NOT NULL
AND TRY_CAST(total_certified_bags AS bigint) IS NOT NULL
),
deduplicated AS (
SELECT
any_value(report_date) AS report_date,
any_value(total_certified_bags) AS total_certified_bags,
any_value(pending_grading_bags) AS pending_grading_bags,
any_value(source_file) AS source_file,
hkey
FROM cast_and_clean
GROUP BY hkey
)
SELECT *
FROM deduplicated
WHERE report_date BETWEEN @start_ds AND @end_ds