economic-data-project/dbt_project/models/analysis/technical_schema.yml at 0aac7061e16748d1aececcb952bcea06c6038e34 · C00ldudeNoonan/economic-data-project · GitHub

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version: 2

models:
  - name: technical_signal_instances
    description: >
      Historical evaluation of every triggered technical signal (issue
      #109 phase 1). One row per source_universe, symbol, exchange,
      signal_name, entry_date. Forward returns at 1/5/10/21/63/126 trading
      days, SPY benchmark and relative returns, max favorable/adverse
      excursion over 21 bars, and benchmark-relative worked_* labels.
      Forward-looking data exists ONLY here — never in events/setups.
      Recent triggers keep NULL forward fields until enough bars elapse.
    tests:
      - unique_combination:
          arguments:
            combination_of_columns:
              ['source_universe', 'symbol', 'exchange', 'signal_name', 'entry_date']
    columns:
      - name: entry_date
        tests:
          - not_null
      - name: entry_price
        tests:
          - not_null
          - value_in_range:
              arguments:
                min_value: 0
      - name: signal_side
        tests:
          - not_null
          - accepted_values:
              arguments:
                values: ['bullish', 'bearish']
      - name: max_adverse_excursion_21d
        description: >
          Lowest forward low vs entry over the next 21 bars. Usually
          negative, but can be positive if price never trades below entry.
      - name: max_favorable_excursion_21d
        description: >
          Highest forward high vs entry over the next 21 bars. Usually
          positive, but can be negative if price gaps down and stays there.