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122 lines (107 loc) · 3.98 KB
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version: 2
models:
- name: agent_market_performance
description: >
Union of market summary models (us_sector, major_indicies, sp500, nasdaq)
with standardized column names for agent consumption.
columns:
- name: symbol
tests:
- not_null
- name: time_period
tests:
- not_null
- accepted_values:
arguments:
values: ['12_weeks', '6_months', '1_year', '5_years']
- name: market_category
tests:
- not_null
- accepted_values:
arguments:
values: ['sector', 'major_index']
- name: agent_commodity_performance
description: >
Union of commodity summary models (energy, agriculture, input)
with standardized column names for agent consumption.
columns:
- name: commodity_name
tests:
- not_null
- name: time_period
tests:
- not_null
- accepted_values:
arguments:
values: ['12_weeks', '6_months', '1_year', '5_years']
- name: commodity_category
tests:
- not_null
- accepted_values:
arguments:
values: ['energy', 'agriculture', 'input']
- name: agent_fred_series_latest_aggregates
description: "Passthrough of fred_series_latest_aggregates for agent consumption"
columns:
- name: series_code
tests:
- not_null
- name: agent_leading_econ_return_indicator
description: "Passthrough of leading_econ_return_indicator for agent consumption"
columns:
- name: symbol
tests:
- not_null
- name: agent_financial_conditions_index
description: "Financial conditions index data for agent consumption"
- name: agent_fred_monthly_diff
description: "FRED monthly differences for agent consumption"
- name: agent_housing_inventory_latest_aggregates
description: "Housing inventory aggregates for agent consumption"
- name: agent_housing_mortgage_rates
description: "Housing mortgage rates for agent consumption"
- name: agent_reddit_posts_daily
description: "Daily Reddit post aggregates for agent consumption"
- name: agent_reddit_sentiment_trends
description: "Reddit sentiment trends for agent consumption"
- name: agent_fred_series_latest_aggregates_snapshot
description: "Snapshot view of FRED aggregates for agent consumption"
- name: agent_leading_econ_return_indicator_snapshot
description: "Snapshot view of leading economic return indicator for agent consumption"
- name: agent_market_performance_snapshot
description: "Incremental snapshot of market performance for agent consumption"
- name: agent_commodity_performance_snapshot
description: "Incremental snapshot of commodity performance for agent consumption"
- name: agent_treasury_yield_curve_spreads
description: "Incremental treasury yield curve spreads for agent consumption"
tests:
- unique_combination:
arguments:
combination_of_columns: ['date']
columns:
- name: date
description: Treasury yield observation date.
tests:
- not_null
- name: yield_3m
description: Three-month Treasury yield.
- name: yield_2y
description: Two-year Treasury yield.
- name: yield_10y
description: Ten-year Treasury yield.
- name: spread_10y_2y
description: Ten-year minus two-year Treasury yield spread.
- name: spread_10y_3m
description: Ten-year minus three-month Treasury yield spread.
- name: curve_shape
description: Yield curve shape classification.
tests:
- accepted_values:
arguments:
values: ['Steep', 'Normal', 'Flat', 'Inverted']
- name: inversion_status
description: Yield curve inversion status.
tests:
- accepted_values:
arguments:
values: ['Normal', 'Inverted', 'Inverted (10Y-3M)']