08e74665bb
Adds extract/openweathermap package with daily weather extraction for 8
coffee-growing regions (Brazil, Vietnam, Colombia, Ethiopia, Honduras,
Guatemala, Indonesia). Feeds crop stress signal for commodity sentiment score.
Extractor:
- OWM One Call API 3.0 / Day Summary — one JSON.gz per (location, date)
- extract_weather: daily, fetches yesterday + today (16 calls max)
- extract_weather_backfill: fills 2020-01-01 to yesterday, capped at 500
calls/run with resume cursor '{location_id}:{date}' for crash safety
- Full idempotency via file existence check; state tracking via extract_core
SQLMesh:
- seeds.weather_locations (8 regions with lat/lon/variety)
- foundation.fct_weather_daily: INCREMENTAL_BY_TIME_RANGE, grain
(location_id, observation_date), dedup via hash key, crop stress flags:
is_frost (<2°C), is_heat_stress (>35°C), is_drought (<1mm), in_growing_season
Landing path: LANDING_DIR/weather/{location_id}/{year}/{date}.json.gz
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
53 lines
2.3 KiB
SQL
53 lines
2.3 KiB
SQL
/* Serving mart: ICE certified Coffee C warehouse stocks, analytics-ready. */ /* Adds 30-day rolling average, week-over-week change, and drawdown from */ /* 52-week high. Physical supply indicator used alongside S/D and positioning. */ /* "Certified stocks" = coffee graded and stamped as eligible for delivery */ /* against ICE Coffee C futures — traders watch this as a squeeze indicator. */ /* Grain: one row per report_date. */
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MODEL (
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name serving.ice_warehouse_stocks,
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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 '2000-01-01',
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cron '@daily'
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);
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WITH base AS (
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SELECT
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f.report_date,
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f.total_certified_bags,
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f.pending_grading_bags,
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f.total_certified_bags /* Week-over-week change (compare to 7 calendar days ago via LAG over ordered rows) */ /* Using LAG(1) since data is daily: compares to previous trading/reporting day */ - LAG(f.total_certified_bags, 1) OVER (ORDER BY f.report_date) AS wow_change_bags,
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ROUND(
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AVG(f.total_certified_bags::DOUBLE) OVER (ORDER BY f.report_date ROWS BETWEEN 29 PRECEDING AND CURRENT ROW),
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0
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) AS avg_30d_bags, /* 30-day rolling average (smooths daily noise) */
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MAX(f.total_certified_bags) OVER (ORDER BY f.report_date ROWS BETWEEN 364 PRECEDING AND CURRENT ROW) AS high_52w_bags, /* 52-week high (365 calendar days ≈ 252 trading days; use 365-row window as proxy) */
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ROUND(
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(
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f.total_certified_bags::DOUBLE - MAX(f.total_certified_bags) OVER (ORDER BY f.report_date ROWS BETWEEN 364 PRECEDING AND CURRENT ROW)::DOUBLE
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) / NULLIF(
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MAX(f.total_certified_bags) OVER (ORDER BY f.report_date ROWS BETWEEN 364 PRECEDING AND CURRENT ROW)::DOUBLE,
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0
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) * 100,
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2
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) AS drawdown_from_52w_high_pct /* Drawdown from 52-week high (pct below peak — squeeze indicator) */
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FROM foundation.fct_ice_warehouse_stocks AS f
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WHERE
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f.report_date BETWEEN @start_ds AND @end_ds
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)
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SELECT
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b.report_date,
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d.commodity_name,
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d.ice_stock_report_code,
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b.total_certified_bags,
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b.pending_grading_bags,
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b.wow_change_bags,
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b.avg_30d_bags,
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b.high_52w_bags,
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b.drawdown_from_52w_high_pct
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FROM base AS b
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CROSS JOIN foundation.dim_commodity AS d
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WHERE
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d.ice_stock_report_code = 'COFFEE-C'
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ORDER BY
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b.report_date |