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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-- Serving mart: KC=F Coffee C futures prices, analytics-ready.
--
-- Adds moving averages (20-day, 50-day SMA) and 52-week high/low range.
-- Filtered to trading days only (NULL close rows excluded upstream).
--
-- Grain: one row per trade_date.
MODEL (
name serving.coffee_prices,
kind INCREMENTAL_BY_TIME_RANGE (
time_column trade_date
),
grain (trade_date),
start '1971-08-16',
cron '@daily'
);
WITH base AS (
SELECT
f.trade_date,
f.open,
f.high,
f.low,
f.close,
f.adj_close,
f.volume,
-- Daily return: (close - prev_close) / prev_close * 100
round(
(f.close - LAG(f.close, 1) OVER (ORDER BY f.trade_date))
/ NULLIF(LAG(f.close, 1) OVER (ORDER BY f.trade_date), 0) * 100,
4
) AS daily_return_pct,
-- 20-day simple moving average (1 trading month)
round(
AVG(f.close) OVER (ORDER BY f.trade_date ROWS BETWEEN 19 PRECEDING AND CURRENT ROW),
4
) AS sma_20d,
-- 50-day simple moving average (2.5 trading months)
round(
AVG(f.close) OVER (ORDER BY f.trade_date ROWS BETWEEN 49 PRECEDING AND CURRENT ROW),
4
) AS sma_50d,
-- 52-week high (approximately 252 trading days)
MAX(f.high) OVER (ORDER BY f.trade_date ROWS BETWEEN 251 PRECEDING AND CURRENT ROW)
AS high_52w,
-- 52-week low
MIN(f.low) OVER (ORDER BY f.trade_date ROWS BETWEEN 251 PRECEDING AND CURRENT ROW)
AS low_52w
FROM foundation.fct_coffee_prices f
WHERE f.trade_date BETWEEN @start_ds AND @end_ds
)
SELECT
b.trade_date,
d.commodity_name,
d.ticker,
b.open,
b.high,
b.low,
b.close,
b.adj_close,
b.volume,
b.daily_return_pct,
b.sma_20d,
b.sma_50d,
b.high_52w,
b.low_52w
FROM base b
CROSS JOIN foundation.dim_commodity d
WHERE d.ticker = 'KC=F'
ORDER BY b.trade_date