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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-- Raw KC=F Coffee C futures prices — technical ingestion layer.
--
-- Reads daily OHLCV gzip CSVs from the landing directory. All values are
-- varchar; casting happens in foundation.fct_coffee_prices.
--
-- Source: Yahoo Finance via yfinance (KC=F ticker)
-- Coverage: 1971-present (historical futures data)
-- Frequency: daily (trading days only)
MODEL (
name raw.coffee_prices,
kind FULL,
grain (Date),
cron '@daily',
columns (
Date varchar,
Open varchar,
High varchar,
Low varchar,
Close varchar,
Adj_Close varchar,
Volume varchar,
filename varchar
)
);
SELECT
"Date" AS Date,
"Open" AS Open,
"High" AS High,
"Low" AS Low,
"Close" AS Close,
"Adj Close" AS Adj_Close,
"Volume" AS Volume,
filename
FROM read_csv(
@prices_glob(),
delim = ',',
encoding = 'utf-8',
compression = 'gzip',
header = true,
union_by_name = true,
filename = true,
all_varchar = true,
ignore_errors = true
)

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-- Raw ICE certified warehouse stocks — technical ingestion layer.
--
-- Reads daily stock report gzip CSVs from the landing directory.
-- All values are varchar; casting happens in foundation.fct_ice_warehouse_stocks.
--
-- Source: ICE Report Center (Coffee C certified warehouse stocks)
-- Coverage: varies by download history
-- Frequency: daily (ICE updates after market close)
MODEL (
name raw.ice_warehouse_stocks,
kind FULL,
cron '@daily',
columns (
report_date varchar,
total_certified_bags varchar,
pending_grading_bags varchar,
filename varchar
)
);
SELECT
report_date,
total_certified_bags,
pending_grading_bags,
filename
FROM read_csv(
@ice_stocks_glob(),
delim = ',',
encoding = 'utf-8',
compression = 'gzip',
header = true,
union_by_name = true,
filename = true,
all_varchar = true,
ignore_errors = true
)