Commit Graph

3 Commits

Author SHA1 Message Date
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
f0de8a505b update projects to packages 2025-07-26 22:32:47 +02:00