economic-data-project/dbt_project/models/markets/technical/schema.yml at a732e7a4d70ccdbc7317acf5a87ea104d7400fee · C00ldudeNoonan/economic-data-project · GitHub

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version: 2

models:
  - name: technical_price_universe
    description: >
      Unified daily OHLCV universe for the technical-analysis framework
      (issue #109). One row per source_universe, symbol, exchange, date.
      S&P 500 stocks use split-adjusted prices; ETF/index sources prefer
      MarketStack-adjusted fields with raw fallback. bars_available counts
      trading bars per instrument for downstream warmup gating.
    tests:
      - unique_combination:
          arguments:
            combination_of_columns: ['source_universe', 'symbol', 'exchange', 'date']
    columns:
      - name: source_universe
        description: Which ingested universe the row came from
        tests:
          - not_null
          - accepted_values:
              arguments:
                values:
                  - sp500_stock
                  - us_sector_etf
                  - major_index
                  - fixed_income_etf
                  - currency_etf
                  - commodity_etf
                  - factor_etf
                  - global_market
      - name: symbol
        tests:
          - not_null
      - name: date
        tests:
          - not_null
      - name: close
        description: Adjusted close (split-adjusted for sp500_stock)
        tests:
          - not_null
          - value_in_range:
              arguments:
                min_value: 0
      - name: bars_available
        description: 1-based trading-bar counter per instrument, ordered by date
        tests:
          - not_null
          - value_in_range:
              arguments:
                min_value: 1

  - name: technical_indicator_daily
    description: >
      Wide daily technical-indicator feature table (issue #109 phase 1).
      One row per source_universe, symbol, exchange, date. Indicators are
      NULL until enough lookback bars exist (warmup gating). EMA-family
      indicators use the finite-window exponentially weighted mean
      documented in macros/technical_analysis/ta_primitives.sql. Donchian
      levels exclude the current bar. bb_percent_b can exceed the 0-1
      range by design when price closes outside the bands.
    tests:
      - unique_combination:
          arguments:
            combination_of_columns: ['source_universe', 'symbol', 'exchange', 'date']
    columns:
      - name: source_universe
        tests:
          - not_null
      - name: symbol
        tests:
          - not_null
      - name: date
        tests:
          - not_null
      - name: rsi_14
        description: Wilder RSI(14); NULL during warmup
        tests:
          - value_in_range:
              arguments:
                min_value: 0
                max_value: 100
      - name: stoch_k_14
        description: Stochastic %K(14)
        tests:
          - value_in_range:
              arguments:
                min_value: 0
                max_value: 100
      - name: stoch_d_3
        description: Stochastic %D — 3-bar SMA of %K
        tests:
          - value_in_range:
              arguments:
                min_value: 0
                max_value: 100
      - name: williams_r_14
        description: Williams %R(14), bounded -100 to 0
        tests:
          - value_in_range:
              arguments:
                min_value: -100
                max_value: 0
      - name: mfi_14
        description: Money Flow Index(14)
        tests:
          - value_in_range:
              arguments:
                min_value: 0
                max_value: 100
      - name: adx_14
        description: Average Directional Index(14), Wilder smoothing
        tests:
          - value_in_range:
              arguments:
                min_value: 0
                max_value: 100
      - name: atr_14
        description: Average True Range(14), Wilder smoothing
        tests:
          - value_in_range:
              arguments:
                min_value: 0
      - name: natr_14
        description: ATR normalized by close, percent
        tests:
          - value_in_range:
              arguments:
                min_value: 0
      - name: bb_bandwidth
        description: Bollinger bandwidth, percent of middle band
        tests:
          - value_in_range:
              arguments:
                min_value: 0
      - name: bb_bandwidth_pctile_126
        description: Position of bandwidth within its trailing 126-bar range
        tests:
          - value_in_range:
              arguments:
                min_value: 0
                max_value: 1
      - name: relative_volume
        description: Volume vs its 20-bar average
        tests:
          - value_in_range:
              arguments:
                min_value: 0