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>
63 lines
1.8 KiB
SQL
63 lines
1.8 KiB
SQL
/* Serving mart: KC=F Coffee C futures prices, analytics-ready. */ /* Adds moving averages (20-day, 50-day SMA) and 52-week high/low range. */ /* Filtered to trading days only (NULL close rows excluded upstream). */ /* Grain: one row per trade_date. */
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MODEL (
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name serving.coffee_prices,
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kind INCREMENTAL_BY_TIME_RANGE (
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time_column trade_date
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),
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grain (
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trade_date
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),
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start '1971-08-16',
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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.trade_date,
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f.open,
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f.high,
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f.low,
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f.close,
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f.adj_close,
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f.volume,
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ROUND(
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(
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f.close - LAG(f.close, 1) OVER (ORDER BY f.trade_date)
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) / NULLIF(LAG(f.close, 1) OVER (ORDER BY f.trade_date), 0) * 100,
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4
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) AS daily_return_pct, /* Daily return: (close - prev_close) / prev_close * 100 */
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ROUND(
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AVG(f.close) OVER (ORDER BY f.trade_date ROWS BETWEEN 19 PRECEDING AND CURRENT ROW),
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4
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) AS sma_20d, /* 20-day simple moving average (1 trading month) */
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ROUND(
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AVG(f.close) OVER (ORDER BY f.trade_date ROWS BETWEEN 49 PRECEDING AND CURRENT ROW),
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4
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) AS sma_50d, /* 50-day simple moving average (2.5 trading months) */
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MAX(f.high) OVER (ORDER BY f.trade_date ROWS BETWEEN 251 PRECEDING AND CURRENT ROW) AS high_52w, /* 52-week high (approximately 252 trading days) */
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MIN(f.low) OVER (ORDER BY f.trade_date ROWS BETWEEN 251 PRECEDING AND CURRENT ROW) AS low_52w /* 52-week low */
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FROM foundation.fct_coffee_prices AS f
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WHERE
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f.trade_date BETWEEN @start_ds AND @end_ds
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)
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SELECT
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b.trade_date,
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d.commodity_name,
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d.ticker,
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b.open,
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b.high,
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b.low,
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b.close,
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b.adj_close,
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b.volume,
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b.daily_return_pct,
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b.sma_20d,
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b.sma_50d,
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b.high_52w,
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b.low_52w
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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.ticker = 'KC=F'
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ORDER BY
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b.trade_date |