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C00ldudeNoonanC00ldudeNoonan
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fix: restore semantic models after rebase
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Lines changed: 478 additions & 3 deletions

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‎dbt_project/models/commodities/semantic_models.yml‎

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version: 2
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semantic_models:
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- name: commodity_daily_prices
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description: >
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Daily spot prices and rolling returns for industrial/input commodities
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(e.g. crude oil, natural gas, copper, aluminum).
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Grain: one row per commodity per unit per trading day.
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model: ref('input_commodities_analysis_return')
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defaults:
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agg_time_dimension: trade_date
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entities:
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- name: commodity
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type: primary
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expr: "commodity_name || '|' || commodity_unit"
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dimensions:
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- name: trade_date
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type: time
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type_params:
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time_granularity: day
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expr: date
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- name: commodity_name
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type: categorical
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- name: commodity_unit
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type: categorical
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measures:
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- name: spot_price
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agg: max
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expr: current_price
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description: Daily spot price in commodity_unit terms
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- name: commodity_return_1mo
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agg: average
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expr: pct_change_1mo
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- name: commodity_return_3mo
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agg: average
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expr: pct_change_3mo
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- name: commodity_return_6mo
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agg: average
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expr: pct_change_6mo
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- name: commodity_return_1yr
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agg: average
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expr: pct_change_1yr
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- name: commodity_price_std_1yr
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agg: average
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expr: std_diff_1yr
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description: 1-year standard deviation of daily price changes
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- name: energy_commodity_prices
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description: >
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Daily spot prices and rolling returns for energy commodities
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(crude oil, natural gas, gasoline, heating oil).
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Grain: one row per commodity per unit per trading day.
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model: ref('energy_commodities_analysis_return')
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defaults:
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agg_time_dimension: trade_date
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entities:
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- name: energy_commodity
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type: primary
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expr: "commodity_name || '|' || commodity_unit"
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dimensions:
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- name: trade_date
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type: time
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type_params:
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time_granularity: day
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expr: date
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- name: commodity_name
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type: categorical
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- name: commodity_unit
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type: categorical
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measures:
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- name: energy_spot_price
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agg: max
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expr: current_price
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- name: energy_return_1mo
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agg: average
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expr: pct_change_1mo
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- name: energy_return_1yr
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agg: average
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expr: pct_change_1yr
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- name: agriculture_commodity_prices
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description: >
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Daily spot prices and rolling returns for agricultural commodities
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(corn, wheat, soybeans, etc.).
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Grain: one row per commodity per unit per trading day.
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model: ref('agriculture_commodities_analysis_return')
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defaults:
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agg_time_dimension: trade_date
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entities:
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- name: agri_commodity
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type: primary
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expr: "commodity_name || '|' || commodity_unit"
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dimensions:
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- name: trade_date
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type: time
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type_params:
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time_granularity: day
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expr: date
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- name: commodity_name
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type: categorical
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- name: commodity_unit
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type: categorical
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measures:
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- name: agri_spot_price
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agg: max
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expr: current_price
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- name: agri_return_1mo
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agg: average
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expr: pct_change_1mo
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- name: agri_return_1yr
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agg: average
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expr: pct_change_1yr

‎dbt_project/models/government/semantic_models.yml‎

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version: 2
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semantic_models:
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- name: economic_indicators
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description: >
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Monthly FRED economic indicator values with period-over-period change.
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Grain: one row per series_code per month.
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Covers: GDP, CPI, PCE, unemployment rate, Fed funds rate, housing starts,
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industrial production, and 100+ other macro series.
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model: ref('fred_monthly_diff')
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defaults:
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agg_time_dimension: observation_date
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entities:
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- name: fred_series
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type: primary
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expr: "series_code || '|' || CAST(date AS VARCHAR)"
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dimensions:
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- name: observation_date
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type: time
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type_params:
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time_granularity: month
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expr: date
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- name: series_code
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type: categorical
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description: FRED series identifier (e.g. UNRATE, FEDFUNDS, CPIAUCSL)
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- name: series_name
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type: categorical
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description: Human-readable series name
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- name: data_source
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type: categorical
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measures:
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- name: indicator_value
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agg: max
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expr: value
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description: Series value for the observation period
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- name: indicator_mom_change
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agg: max
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expr: period_diff
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description: Absolute month-over-month change in indicator value
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- name: series_count
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agg: count_distinct
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expr: series_code

‎dbt_project/models/markets/factor_sector_correlation.sql‎

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@@ -203,7 +203,7 @@ major_index_performance AS (
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major_indices.pct_change_3mo,
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major_indices.pct_change_1yr,
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major_indices.std_diff_1yr
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FROM {{ ref('major_indicies_analysis_return') }} AS major_indices
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FROM {{ ref('major_indices_analysis_return') }} AS major_indices
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INNER JOIN comparison_metadata
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ON major_indices.symbol = comparison_metadata.comparison_symbol
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WHERE comparison_metadata.comparison_universe != 'sector_etf'

‎dbt_project/models/markets/semantic_models.yml‎

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version: 2
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semantic_models:
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- name: market_daily_prices
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description: >
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Daily OHLCV price data and rolling returns for S&P 500 companies.
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Grain: one row per symbol per exchange per trading day.
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model: ref('sp500_companies_analysis_return')
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defaults:
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agg_time_dimension: trade_date
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entities:
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- name: stock
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type: primary
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expr: "symbol || '|' || exchange"
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dimensions:
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- name: trade_date
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type: time
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type_params:
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time_granularity: day
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expr: date
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- name: symbol
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type: categorical
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- name: exchange
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type: categorical
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measures:
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- name: close_price
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agg: max
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expr: current_price
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description: Daily closing price
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- name: high_price
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agg: max
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expr: current_high
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- name: low_price
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agg: min
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expr: current_low
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- name: share_volume
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agg: sum
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expr: current_volume
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- name: daily_price_change
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agg: average
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expr: daily_diff
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description: Dollar change from prior close
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- name: return_1mo
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agg: average
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expr: pct_change_1mo
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description: 1-month percent price return
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- name: return_3mo
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agg: average
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expr: pct_change_3mo
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- name: return_6mo
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agg: average
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expr: pct_change_6mo
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- name: return_9mo
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agg: average
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expr: pct_change_9mo
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- name: return_1yr
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agg: average
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expr: pct_change_1yr
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description: 1-year percent price return
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- name: price_std_1yr
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agg: average
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expr: std_diff_1yr
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description: >
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1-year standard deviation of daily dollar price changes.
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Divide by close_price to get a dimensionless volatility estimate.
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- name: symbol_count
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agg: count_distinct
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expr: symbol
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- name: sector_daily_performance
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description: >
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Daily OHLCV price data and rolling returns for US sector ETFs.
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Grain: one row per sector symbol per exchange per trading day.
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model: ref('us_sector_analysis_return')
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defaults:
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agg_time_dimension: trade_date
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entities:
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- name: sector_etf
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type: primary
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expr: "symbol || '|' || exchange"
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dimensions:
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- name: trade_date
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type: time
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type_params:
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time_granularity: day
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expr: date
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- name: symbol
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type: categorical
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- name: exchange
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type: categorical
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measures:
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- name: sector_close_price
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agg: max
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expr: current_price
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- name: sector_volume
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agg: sum
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expr: current_volume
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- name: sector_return_1mo
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agg: average
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expr: pct_change_1mo
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- name: sector_return_3mo
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agg: average
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expr: pct_change_3mo
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- name: sector_return_1yr
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agg: average
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expr: pct_change_1yr
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- name: sector_price_std_1yr
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agg: average
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expr: std_diff_1yr
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- name: currency_daily_rates
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description: >
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Daily forex exchange rates and rolling returns.
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Grain: one row per currency pair per trading day.
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model: ref('currency_analysis_return')
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defaults:
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agg_time_dimension: trade_date
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entities:
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- name: currency_pair
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type: primary
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expr: "symbol || '|' || exchange"
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dimensions:
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- name: trade_date
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type: time
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type_params:
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time_granularity: day
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expr: date
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- name: symbol
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type: categorical
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- name: exchange
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type: categorical
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measures:
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- name: fx_rate
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agg: max
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expr: current_price
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- name: fx_return_1mo
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agg: average
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expr: pct_change_1mo
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- name: fx_return_1yr
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agg: average
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expr: pct_change_1yr
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- name: fixed_income_daily_prices
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description: >
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Daily price data and rolling returns for fixed income instruments (bonds, Treasuries).
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Grain: one row per symbol per exchange per trading day.
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model: ref('fixed_income_analysis_return')
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defaults:
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agg_time_dimension: trade_date
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entities:
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- name: bond_instrument
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type: primary
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expr: "symbol || '|' || exchange"
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dimensions:
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- name: trade_date
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type: time
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type_params:
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time_granularity: day
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expr: date
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- name: symbol
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type: categorical
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- name: exchange
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type: categorical
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measures:
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- name: bond_price
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agg: max
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expr: current_price
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- name: bond_return_1mo
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agg: average
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expr: pct_change_1mo
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- name: bond_return_1yr
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agg: average
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expr: pct_change_1yr
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- name: bond_price_std_1yr
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agg: average
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expr: std_diff_1yr

‎dbt_project/models/markets/technical/technical_price_universe.sql‎

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Normalizes adjusted OHLCV columns from existing market staging models
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into a single spine that downstream indicator/signal models consume.
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- S&P 500 stocks use split-adjusted prices (split_adjusted_prices) so
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- S&P 500 stocks use split-adjusted prices (stg_split_adjusted_prices) so
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indicators are not distorted by splits.
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- ETF/index sources prefer MarketStack-adjusted fields, falling back
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to raw values when the adjusted column is NULL.
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split_adj_low AS low,
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split_adj_close AS close,
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split_adj_volume AS volume
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FROM {{ ref('split_adjusted_prices') }}
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FROM {{ ref('stg_split_adjusted_prices') }}
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{% for entry in etf_universes %}
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UNION ALL

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