Commit Graph

13 Commits

Author SHA1 Message Date
Deeman
2962bf5e3b Fix COT pipeline: TRY_CAST nulls, dim_commodity leading zeros, correct CFTC codes
- config.yaml: remove ambiguousorinvalidcolumn linter rule (false positives on read_csv TVFs)
- fct_cot_positioning: use TRY_CAST throughout — CFTC uses '.' as null in many columns
- raw/cot_disaggregated: add columns() declaration for 33 varchar cols
- dim_commodity: switch from SEED to FULL model with SQL VALUES to preserve leading zeros
  Pandas auto-converts '083' → 83 even with varchar column declarations in SEED models
- seeds/dim_commodity.csv: correct cftc_commodity_code from '083731' (contract market code)
  to '083' (3-digit CFTC commodity code); add CSV quoting
- test_cot_foundation.yaml: fix output key name, vars for time range, partial: true,
  and correct cftc_commodity_code to '083'
- analytics.py: COFFEE_CFTC_CODE '083731' → '083' to match actual data

Result: serving.cot_positioning has 685 rows (2013-01-08 to 2026-02-17), 23/23 tests pass.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-20 23:28:10 +01:00
Deeman
0a83b2cb74 Add CFTC COT data integration with foundation data model layer
- New extraction package (cftc_cot): downloads yearly Disaggregated Futures ZIPs
  from CFTC, etag-based dedup, dynamic inner filename discovery, gzip normalization
- SQLMesh 3-layer architecture: raw (technical) → foundation (business model) → serving (mart)
- dim_commodity seed: conformed dimension mapping USDA ↔ CFTC codes — the commodity ontology
- fct_cot_positioning: typed, deduplicated weekly positioning facts for all commodities
- obt_cot_positioning: Coffee C mart with COT Index (26w/52w), WoW delta, OI ratios
- Analytics functions + REST API endpoints: /commodities/<code>/positioning[/latest]
- Dashboard widget: Managed Money net, COT Index card, dual-axis Chart.js chart
- 23 passing tests (10 unit + 2 SQLMesh model + existing regression suite)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-20 23:28:10 +01:00
Deeman
423fb8c619 Fix extract and SQLMesh pipeline to build DuckDB lakehouse
extract: wrap response.content in BytesIO before passing to
normalize_zipped_csv, and call .read() on the returned BytesIO before
write_bytes (two bugs: wrong type in, wrong type out)

sqlmesh: {{ var() }} inside SQL string literals is not substituted by
SQLMesh's Jinja (SQL parser treats them as opaque strings). Replace with
a @psd_glob() macro that evaluates LANDING_DIR at render time and returns
a quoted glob path string.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-20 17:02:59 +01:00
Deeman
c1d00dcdc4 Refactor to local-first architecture on Hetzner NVMe
Remove distributed R2/Iceberg/SSH pipeline architecture in favor of
local subprocess execution with NVMe storage. Landing data backed up
to R2 via rclone timer.

- Strip Iceberg catalog, httpfs, boto3, paramiko, prefect, pyarrow
- Pipelines run via subprocess.run() with bounded timeouts
- Extract writes to {LANDING_DIR}/psd/{year}/{month}/{etag}.csv.gzip
- SQLMesh reads LANDING_DIR variable, writes to DUCKDB_PATH
- Delete unused provider stubs (ovh, scaleway, oracle)
- Add rclone systemd timer for R2 backup every 6h
- Update supervisor to run pipelines with env vars

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-18 19:50:19 +01:00
Deeman
6d4377ccf9 cleanup and prefect service setup 2026-02-04 22:24:55 +01:00
Deeman
38897617e7 Refactor PSD extraction: simplify to latest-only + add R2 support
## Key Changes

1. **Simplified extraction logic**
   - Changed from downloading 220+ historical archives to checking only latest available month
   - Tries current month and falls back up to 3 months (handles USDA publication lag)
   - Architecture advisor insight: ETags naturally deduplicate, historical year/month structure was unnecessary

2. **Flat storage structure**
   - Old: `data/{year}/{month}/{etag}.zip`
   - New: `data/{etag}.zip` (local) or `psd/{etag}.zip` (R2)
   - Migrated 226 existing files to flat structure

3. **Dual storage modes**
   - **Local mode**: Downloads to local directory (development)
   - **R2 mode**: Uploads to Cloudflare R2 (production)
   - Mode determined by presence of R2 environment variables
   - Added boto3 dependency for S3-compatible R2 API

4. **Updated raw SQLMesh model**
   - Changed pattern from `**/*.zip` to `*.zip` to match flat structure

## Benefits

- Simpler: Single file check instead of 220+ URL attempts
- Efficient: ETag-based deduplication works naturally
- Flexible: Supports both local dev and production R2 storage
- Maintainable: Removed unnecessary complexity

## Testing

-  Local extraction works and respects ETags
-  Falls back correctly when current month unavailable
-  Linting passes

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>
2025-10-20 22:02:15 +02:00
Deeman
da89c2bf6e update staging pipeline 2025-10-07 22:20:48 +02:00
Deeman
0a409acbea update path 2025-09-10 18:56:32 +02:00
Deeman
f5f2dbc7a5 refactor 2025-08-25 20:50:25 +02:00
Deeman
641f794d61 fix seeds; update models 2025-07-27 22:49:37 +02:00
Deeman
c0d8f60d1c add reference data 2025-07-27 18:28:30 +02:00
Deeman
8b5d05b3c2 raw ingest model 2025-07-27 15:40:41 +02:00
Deeman
f5c73e32c5 testing sqlmesh 2025-07-27 00:18:14 +02:00