-- 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.

MODEL (
  name serving.cot_positioning,
  kind INCREMENTAL_BY_TIME_RANGE (
    time_column report_date
  ),
  grain (report_date),
  start '2006-06-13',
  cron '@daily'
);

WITH latest_revision AS (
  -- Pick the most recently ingested row when CFTC issues corrections
  SELECT f.*
  FROM foundation.fct_cot_positioning f
  INNER JOIN foundation.dim_commodity d
    ON f.cftc_commodity_code = d.cftc_commodity_code
  WHERE d.commodity_name = 'Coffee, Green'
    AND f.report_date BETWEEN @start_ds AND @end_ds
  QUALIFY ROW_NUMBER() OVER (
    PARTITION BY f.report_date, f.cftc_contract_market_code
    ORDER BY f.ingest_date DESC
  ) = 1
),

with_derived AS (
  SELECT
    report_date,
    market_and_exchange_name,
    cftc_commodity_code,
    cftc_contract_market_code,
    contract_units,
    ingest_date,

    -- Absolute positions (contracts)
    open_interest,
    managed_money_long,
    managed_money_short,
    managed_money_spread,
    managed_money_net,
    prod_merc_long,
    prod_merc_short,
    prod_merc_net,
    swap_long,
    swap_short,
    swap_spread,
    swap_net,
    other_reportable_long,
    other_reportable_short,
    other_reportable_spread,
    other_reportable_net,
    nonreportable_long,
    nonreportable_short,
    nonreportable_net,

    -- Normalized: managed money net as % of open interest
    -- Removes size effects and makes cross-period comparison meaningful
    round(
      managed_money_net::float / NULLIF(open_interest, 0) * 100,
      2
    )                                                       AS managed_money_net_pct_of_oi,

    -- Long/short ratio: >1 = more bulls than bears in managed money
    round(
      managed_money_long::float / NULLIF(managed_money_short, 0),
      3
    )                                                       AS managed_money_long_short_ratio,

    -- Weekly changes
    change_open_interest,
    change_managed_money_long,
    change_managed_money_short,
    change_managed_money_net,
    change_prod_merc_long,
    change_prod_merc_short,

    -- Week-over-week momentum in managed money net (via LAG)
    managed_money_net - LAG(managed_money_net, 1) OVER (
      ORDER BY report_date
    )                                                       AS managed_money_net_wow,

    -- Concentration
    concentration_top4_long_pct,
    concentration_top4_short_pct,
    concentration_top8_long_pct,
    concentration_top8_short_pct,

    -- Trader counts
    traders_total,
    traders_managed_money_long,
    traders_managed_money_short,
    traders_managed_money_spread,

    -- 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)
    CASE
      WHEN MAX(managed_money_net) OVER w26 = MIN(managed_money_net) OVER w26
        THEN 50.0
      ELSE round(
        (managed_money_net - MIN(managed_money_net) OVER w26)::float
        / (MAX(managed_money_net) OVER w26 - MIN(managed_money_net) OVER w26)
        * 100,
        1
      )
    END                                                     AS cot_index_26w,

    -- COT Index (52-week): longer-term positioning context
    CASE
      WHEN MAX(managed_money_net) OVER w52 = MIN(managed_money_net) OVER w52
        THEN 50.0
      ELSE round(
        (managed_money_net - MIN(managed_money_net) OVER w52)::float
        / (MAX(managed_money_net) OVER w52 - MIN(managed_money_net) OVER w52)
        * 100,
        1
      )
    END                                                     AS cot_index_52w

  FROM latest_revision
  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)
)

SELECT *
FROM with_derived
ORDER BY report_date