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>
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Deeman
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transform/sqlmesh_materia/models/serving/coffee_prices.sql
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transform/sqlmesh_materia/models/serving/coffee_prices.sql
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-- Serving mart: KC=F Coffee C futures prices, analytics-ready.
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--
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-- Adds moving averages (20-day, 50-day SMA) and 52-week high/low range.
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-- Filtered to trading days only (NULL close rows excluded upstream).
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--
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-- Grain: one row per trade_date.
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MODEL (
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name serving.coffee_prices,
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kind INCREMENTAL_BY_TIME_RANGE (
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time_column trade_date
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),
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grain (trade_date),
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start '1971-08-16',
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cron '@daily'
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);
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WITH base AS (
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SELECT
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f.trade_date,
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f.open,
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f.high,
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f.low,
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f.close,
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f.adj_close,
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f.volume,
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-- Daily return: (close - prev_close) / prev_close * 100
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round(
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(f.close - LAG(f.close, 1) OVER (ORDER BY f.trade_date))
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/ NULLIF(LAG(f.close, 1) OVER (ORDER BY f.trade_date), 0) * 100,
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4
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) AS daily_return_pct,
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-- 20-day simple moving average (1 trading month)
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round(
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AVG(f.close) OVER (ORDER BY f.trade_date ROWS BETWEEN 19 PRECEDING AND CURRENT ROW),
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4
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) AS sma_20d,
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-- 50-day simple moving average (2.5 trading months)
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round(
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AVG(f.close) OVER (ORDER BY f.trade_date ROWS BETWEEN 49 PRECEDING AND CURRENT ROW),
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4
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) AS sma_50d,
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-- 52-week high (approximately 252 trading days)
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MAX(f.high) OVER (ORDER BY f.trade_date ROWS BETWEEN 251 PRECEDING AND CURRENT ROW)
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AS high_52w,
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-- 52-week low
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MIN(f.low) OVER (ORDER BY f.trade_date ROWS BETWEEN 251 PRECEDING AND CURRENT ROW)
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AS low_52w
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FROM foundation.fct_coffee_prices f
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WHERE f.trade_date BETWEEN @start_ds AND @end_ds
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)
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SELECT
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b.trade_date,
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d.commodity_name,
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d.ticker,
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b.open,
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b.high,
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b.low,
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b.close,
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b.adj_close,
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b.volume,
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b.daily_return_pct,
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b.sma_20d,
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b.sma_50d,
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b.high_52w,
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b.low_52w
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FROM base b
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CROSS JOIN foundation.dim_commodity d
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WHERE d.ticker = 'KC=F'
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ORDER BY b.trade_date
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-- Serving mart: ICE certified Coffee C warehouse stocks, analytics-ready.
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--
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-- Adds 30-day rolling average, week-over-week change, and drawdown from
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-- 52-week high. Physical supply indicator used alongside S/D and positioning.
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--
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-- "Certified stocks" = coffee graded and stamped as eligible for delivery
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-- against ICE Coffee C futures — traders watch this as a squeeze indicator.
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--
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-- Grain: one row per report_date.
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MODEL (
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name serving.ice_warehouse_stocks,
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kind INCREMENTAL_BY_TIME_RANGE (
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time_column report_date
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),
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grain (report_date),
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start '2000-01-01',
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cron '@daily'
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);
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WITH base AS (
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SELECT
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f.report_date,
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f.total_certified_bags,
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f.pending_grading_bags,
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-- Week-over-week change (compare to 7 calendar days ago via LAG over ordered rows)
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-- Using LAG(1) since data is daily: compares to previous trading/reporting day
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f.total_certified_bags
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- LAG(f.total_certified_bags, 1) OVER (ORDER BY f.report_date) AS wow_change_bags,
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-- 30-day rolling average (smooths daily noise)
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round(
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AVG(f.total_certified_bags::double) OVER (
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ORDER BY f.report_date ROWS BETWEEN 29 PRECEDING AND CURRENT ROW
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),
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0
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) AS avg_30d_bags,
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-- 52-week high (365 calendar days ≈ 252 trading days; use 365-row window as proxy)
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MAX(f.total_certified_bags) OVER (
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ORDER BY f.report_date ROWS BETWEEN 364 PRECEDING AND CURRENT ROW
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) AS high_52w_bags,
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-- Drawdown from 52-week high (pct below peak — squeeze indicator)
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round(
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(f.total_certified_bags::double
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- MAX(f.total_certified_bags) OVER (
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ORDER BY f.report_date ROWS BETWEEN 364 PRECEDING AND CURRENT ROW
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)::double
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)
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/ NULLIF(
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MAX(f.total_certified_bags) OVER (
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ORDER BY f.report_date ROWS BETWEEN 364 PRECEDING AND CURRENT ROW
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)::double,
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0
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) * 100,
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2
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) AS drawdown_from_52w_high_pct
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FROM foundation.fct_ice_warehouse_stocks f
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WHERE f.report_date BETWEEN @start_ds AND @end_ds
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)
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SELECT
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b.report_date,
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d.commodity_name,
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d.ice_stock_report_code,
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b.total_certified_bags,
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b.pending_grading_bags,
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b.wow_change_bags,
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b.avg_30d_bags,
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b.high_52w_bags,
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b.drawdown_from_52w_high_pct
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FROM base b
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CROSS JOIN foundation.dim_commodity d
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WHERE d.ice_stock_report_code = 'COFFEE-C'
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ORDER BY b.report_date
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