refactor: rename materia → beanflows throughout codebase
- Rename src/materia/ → src/beanflows/ (Python package)
- Rename transform/sqlmesh_materia/ → transform/sqlmesh_beanflows/
- Rename infra/supervisor/materia-supervisor.service → beanflows-supervisor.service
- Rename infra/backup/materia-backup.{service,timer} → beanflows-backup.{service,timer}
- Update all path strings: /opt/materia → /opt/beanflows, /data/materia → /data/beanflows
- Update pyproject.toml: project name, CLI entrypoint, workspace source key
- Update all internal imports from materia.* → beanflows.*
- Update infra scripts: REPO_DIR, service names, systemctl references
- Fix docker-compose.prod.yml: /data/materia → /data/beanflows (bind mount path)
Intentionally left unchanged: Pulumi stack name (materia-infrastructure) and
Hetzner resource names ("materia-key", "managed_by: materia") — these reference
live cloud infrastructure and require separate cloud-side renames.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
Deeman
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/* Serving mart: COT positioning for Coffee C futures, analytics-ready. */ /* Joins foundation.fct_cot_positioning with foundation.dim_commodity so */ /* the coffee filter is driven by the dimension (not a hardcoded CFTC code). */ /* Adds derived analytics used by the dashboard and API: */ /* - Normalized positioning (% of open interest) */ /* - Long/short ratio */ /* - Week-over-week momentum */ /* - COT Index over 26-week and 52-week trailing windows (0=bearish, 100=bullish) */ /* Grain: one row per report_date for Coffee C futures. */ /* Latest revision per date: MAX(ingest_date) used to deduplicate CFTC corrections. */
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MODEL (
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name serving.cot_positioning,
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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 (
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report_date
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),
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start '2006-06-13',
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cron '@daily'
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);
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WITH latest_revision AS (
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/* Pick the most recently ingested row when CFTC issues corrections */
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SELECT
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f.*
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FROM foundation.fct_cot_positioning AS f
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INNER JOIN foundation.dim_commodity AS d
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ON f.cftc_commodity_code = d.cftc_commodity_code
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WHERE
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d.commodity_name = 'Coffee, Green'
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AND f.report_type = 'FutOnly'
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AND f.report_date BETWEEN @start_ds AND @end_ds
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QUALIFY
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ROW_NUMBER() OVER (
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PARTITION BY f.report_date, f.cftc_contract_market_code
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ORDER BY f.ingest_date DESC
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) = 1
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), with_derived AS (
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SELECT
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report_date,
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market_and_exchange_name,
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cftc_commodity_code,
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cftc_contract_market_code,
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contract_units,
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ingest_date,
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open_interest, /* Absolute positions (contracts) */
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managed_money_long,
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managed_money_short,
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managed_money_spread,
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managed_money_net,
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prod_merc_long,
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prod_merc_short,
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prod_merc_net,
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swap_long,
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swap_short,
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swap_spread,
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swap_net,
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other_reportable_long,
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other_reportable_short,
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other_reportable_spread,
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other_reportable_net,
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nonreportable_long,
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nonreportable_short,
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nonreportable_net,
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ROUND(managed_money_net::REAL / NULLIF(open_interest, 0) * 100, 2) AS managed_money_net_pct_of_oi, /* Normalized: managed money net as % of open interest */ /* Removes size effects and makes cross-period comparison meaningful */
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ROUND(managed_money_long::REAL / NULLIF(managed_money_short, 0), 3) AS managed_money_long_short_ratio, /* Long/short ratio: >1 = more bulls than bears in managed money */
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change_open_interest, /* Weekly changes */
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change_managed_money_long,
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change_managed_money_short,
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change_managed_money_net,
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change_prod_merc_long,
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change_prod_merc_short,
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managed_money_net /* Week-over-week momentum in managed money net (via LAG) */ - LAG(managed_money_net, 1) OVER (ORDER BY report_date) AS managed_money_net_wow,
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concentration_top4_long_pct, /* Concentration */
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concentration_top4_short_pct,
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concentration_top8_long_pct,
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concentration_top8_short_pct,
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traders_total, /* Trader counts */
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traders_managed_money_long,
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traders_managed_money_short,
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traders_managed_money_spread,
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CASE
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WHEN MAX(managed_money_net) OVER w26 = MIN(managed_money_net) OVER w26
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THEN 50.0
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ELSE ROUND(
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(
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managed_money_net - MIN(managed_money_net) OVER w26
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)::REAL / (
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MAX(managed_money_net) OVER w26 - MIN(managed_money_net) OVER w26
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) * 100,
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1
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)
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END AS cot_index_26w, /* COT Index (26-week): where is current net vs. trailing 26 weeks? */ /* 0 = most bearish extreme, 100 = most bullish extreme */ /* Industry-standard sentiment gauge (equivalent to RSI for positioning) */
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CASE
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WHEN MAX(managed_money_net) OVER w52 = MIN(managed_money_net) OVER w52
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THEN 50.0
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ELSE ROUND(
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(
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managed_money_net - MIN(managed_money_net) OVER w52
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)::REAL / (
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MAX(managed_money_net) OVER w52 - MIN(managed_money_net) OVER w52
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) * 100,
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1
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)
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END AS cot_index_52w /* COT Index (52-week): longer-term positioning context */
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FROM latest_revision
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WINDOW w26 AS (ORDER BY report_date ROWS BETWEEN 25 PRECEDING AND CURRENT ROW), w52 AS (ORDER BY report_date ROWS BETWEEN 51 PRECEDING AND CURRENT ROW)
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)
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SELECT
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report_date,
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market_and_exchange_name,
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cftc_commodity_code,
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cftc_contract_market_code,
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contract_units,
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ingest_date,
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open_interest,
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managed_money_long,
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managed_money_short,
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managed_money_spread,
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managed_money_net,
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prod_merc_long,
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prod_merc_short,
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prod_merc_net,
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swap_long,
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swap_short,
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swap_spread,
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swap_net,
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other_reportable_long,
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other_reportable_short,
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other_reportable_spread,
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other_reportable_net,
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nonreportable_long,
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nonreportable_short,
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nonreportable_net,
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managed_money_net_pct_of_oi,
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managed_money_long_short_ratio,
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change_open_interest,
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change_managed_money_long,
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change_managed_money_short,
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change_managed_money_net,
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change_prod_merc_long,
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change_prod_merc_short,
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managed_money_net_wow,
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concentration_top4_long_pct,
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concentration_top4_short_pct,
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concentration_top8_long_pct,
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concentration_top8_short_pct,
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traders_total,
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traders_managed_money_long,
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traders_managed_money_short,
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traders_managed_money_spread,
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cot_index_26w,
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cot_index_52w
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FROM with_derived
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ORDER BY
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report_date
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