0a83b2cb74
- 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>
100 lines
3.8 KiB
YAML
100 lines
3.8 KiB
YAML
test_fct_cot_positioning_types_and_net_positions:
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model: foundation.fct_cot_positioning
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inputs:
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raw.cot_disaggregated:
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rows:
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- market_and_exchange_names: "COFFEE C - ICE FUTURES U.S."
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report_date_as_yyyy_mm_dd: "2024-01-02"
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cftc_commodity_code: "083731"
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cftc_contract_market_code: "083731"
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contract_units: "37,500 POUNDS"
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open_interest_all: "250000"
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prod_merc_positions_long_all: "80000"
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prod_merc_positions_short_all: "90000"
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swap_positions_long_all: "30000"
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swap_positions_short_all: "35000"
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swap_positions_spread_all: "10000"
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m_money_positions_long_all: "60000"
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m_money_positions_short_all: "40000"
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m_money_positions_spread_all: "15000"
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other_rept_positions_long_all: "20000"
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other_rept_positions_short_all: "18000"
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other_rept_positions_spread_all: "5000"
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nonrept_positions_long_all: "12000"
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nonrept_positions_short_all: "14000"
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change_in_open_interest_all: "5000"
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change_in_m_money_long_all: "2000"
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change_in_m_money_short_all: "-1000"
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change_in_prod_merc_long_all: "1000"
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change_in_prod_merc_short_all: "500"
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conc_gross_le_4_tdr_long_all: "35.5"
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conc_gross_le_4_tdr_short_all: "28.3"
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conc_gross_le_8_tdr_long_all: "52.1"
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conc_gross_le_8_tdr_short_all: "44.7"
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traders_tot_all: "450"
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traders_m_money_long_all: "85"
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traders_m_money_short_all: "62"
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traders_m_money_spread_all: "20"
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filename: "data/landing/cot/2024/abc123.csv.gzip"
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expected:
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rows:
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- report_date: "2024-01-02"
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cftc_commodity_code: "083731"
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open_interest: 250000
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managed_money_long: 60000
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managed_money_short: 40000
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managed_money_net: 20000
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prod_merc_long: 80000
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prod_merc_short: 90000
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prod_merc_net: -10000
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swap_long: 30000
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swap_short: 35000
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swap_net: -5000
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nonreportable_long: 12000
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nonreportable_short: 14000
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nonreportable_net: -2000
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change_managed_money_net: 3000
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traders_managed_money_long: 85
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traders_managed_money_short: 62
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test_fct_cot_positioning_rejects_null_commodity:
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model: foundation.fct_cot_positioning
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inputs:
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raw.cot_disaggregated:
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rows:
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- market_and_exchange_names: "SOME OTHER CONTRACT"
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report_date_as_yyyy_mm_dd: "2024-01-02"
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cftc_commodity_code: ""
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cftc_contract_market_code: "999999"
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contract_units: "N/A"
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open_interest_all: "1000"
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prod_merc_positions_long_all: "500"
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prod_merc_positions_short_all: "500"
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swap_positions_long_all: "0"
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swap_positions_short_all: "0"
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swap_positions_spread_all: "0"
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m_money_positions_long_all: "0"
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m_money_positions_short_all: "0"
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m_money_positions_spread_all: "0"
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other_rept_positions_long_all: "0"
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other_rept_positions_short_all: "0"
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other_rept_positions_spread_all: "0"
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nonrept_positions_long_all: "0"
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nonrept_positions_short_all: "0"
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change_in_open_interest_all: "0"
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change_in_m_money_long_all: "0"
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change_in_m_money_short_all: "0"
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change_in_prod_merc_long_all: "0"
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change_in_prod_merc_short_all: "0"
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conc_gross_le_4_tdr_long_all: "0"
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conc_gross_le_4_tdr_short_all: "0"
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conc_gross_le_8_tdr_long_all: "0"
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conc_gross_le_8_tdr_short_all: "0"
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traders_tot_all: "10"
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traders_m_money_long_all: "0"
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traders_m_money_short_all: "0"
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traders_m_money_spread_all: "0"
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filename: "data/landing/cot/2024/abc123.csv.gzip"
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expected:
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rows: []
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