2962bf5e3b
- config.yaml: remove ambiguousorinvalidcolumn linter rule (false positives on read_csv TVFs) - fct_cot_positioning: use TRY_CAST throughout — CFTC uses '.' as null in many columns - raw/cot_disaggregated: add columns() declaration for 33 varchar cols - dim_commodity: switch from SEED to FULL model with SQL VALUES to preserve leading zeros Pandas auto-converts '083' → 83 even with varchar column declarations in SEED models - seeds/dim_commodity.csv: correct cftc_commodity_code from '083731' (contract market code) to '083' (3-digit CFTC commodity code); add CSV quoting - test_cot_foundation.yaml: fix output key name, vars for time range, partial: true, and correct cftc_commodity_code to '083' - analytics.py: COFFEE_CFTC_CODE '083731' → '083' to match actual data Result: serving.cot_positioning has 685 rows (2013-01-08 to 2026-02-17), 23/23 tests pass. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
109 lines
4.0 KiB
YAML
109 lines
4.0 KiB
YAML
test_fct_cot_positioning_types_and_net_positions:
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model: foundation.fct_cot_positioning
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vars:
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start: "2024-01-01"
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end: "2024-01-31"
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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: "083"
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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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outputs:
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partial: true
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query:
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rows:
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- report_date: "2024-01-02"
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cftc_commodity_code: "083"
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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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vars:
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start: "2024-01-01"
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end: "2024-01-31"
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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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outputs:
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query:
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rows: []
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