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C00ldudeNoonanC00ldudeNoonan
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chore: apply dbt project evaluator improvements
1 parent b074897 commit d83ca90

35 files changed

Lines changed: 1189 additions & 907 deletions

‎dbt_project/dbt_project.yml‎

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@@ -20,14 +20,24 @@ clean-targets:
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# Schema values map to BigQuery datasets. generate_schema_name macro must
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# return the custom schema as-is (see macros/generate_schema_name.sql).
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models:
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dbt_project_evaluator:
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+enabled: "{{ var('enable_dbt_project_evaluator', false) }}"
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dbt_project:
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+materialized: table
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staging:
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+schema: economics_staging
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+materialized: view
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corporate_actions:
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+enabled: "{{ var('enable_legacy_staging_alias_models', false) }}"
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split_adjusted_prices:
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+enabled: "{{ var('enable_legacy_staging_alias_models', false) }}"
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markets:
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+schema: economics_marts
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+materialized: table
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major_indicies_summary:
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+enabled: "{{ var('enable_legacy_misspelled_market_models', false) }}"
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major_indicies_analysis_return:
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+enabled: "{{ var('enable_legacy_misspelled_market_models', false) }}"
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commodities:
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+schema: economics_marts
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+materialized: table

‎dbt_project/models/agents_preprocess/agent_market_performance.sql‎

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@@ -64,4 +64,4 @@ select
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period_end_price,
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'major_index' as market_category,
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cast(null as date) as snapshot_date
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from {{ ref('major_indicies_summary') }}
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from {{ ref('major_indices_summary') }}

‎dbt_project/models/agents_preprocess/agent_market_performance_snapshot.sql‎

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@@ -74,7 +74,7 @@ major_index_snapshot as (
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period_end_price,
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'major_index' as market_category,
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DATE_TRUNC(period_end_date, MONTH) as snapshot_date
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from {{ ref('major_indicies_summary') }}
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from {{ ref('major_indices_summary') }}
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{% if is_incremental() %}
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where DATE_TRUNC(period_end_date, MONTH) >= COALESCE(
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(select max(snapshot_date) from {{ this }}),

‎dbt_project/models/agents_preprocess/schema.yml‎

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@@ -3,7 +3,7 @@ version: 2
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models:
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- name: agent_market_performance
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description: >
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Union of market summary models (us_sector, major_indicies, sp500, nasdaq)
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Union of market summary models (us_sector, major_indices, sp500, nasdaq)
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with standardized column names for agent consumption.
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columns:
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- name: symbol
@@ -58,34 +58,155 @@ models:
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- not_null
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- name: agent_financial_conditions_index
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description: "Financial conditions index data for agent consumption"
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description: >
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Financial conditions index and component scores from the raw transformation output,
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filtered to populated FCI observations for agent consumption.
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columns:
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- name: date
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tests:
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- not_null
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- unique
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- name: fci
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tests:
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- not_null
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- name: agent_fred_monthly_diff
64-
description: "FRED monthly differences for agent consumption"
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description: >
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Monthly FRED series observations and period-over-period differences for agent consumption.
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tests:
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- unique_combination:
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arguments:
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combination_of_columns: [series_code, date]
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columns:
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- name: series_code
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tests:
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- not_null
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- name: date
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tests:
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- not_null
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- name: agent_housing_inventory_latest_aggregates
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description: "Housing inventory aggregates for agent consumption"
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description: >
90+
Latest housing inventory aggregate values and change metrics for agent consumption.
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tests:
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- unique_combination:
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arguments:
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combination_of_columns: [series_code, month, date_grain]
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config:
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severity: warn
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columns:
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- name: series_code
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tests:
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- not_null
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- name: month
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tests:
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- not_null
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- name: current_value
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tests:
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- not_null
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- name: agent_housing_mortgage_rates
70-
description: "Housing mortgage rates for agent consumption"
109+
description: >
110+
Mortgage rate and estimated monthly payment series for agent consumption.
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columns:
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- name: date
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tests:
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- not_null
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- unique
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- name: agent_reddit_posts_daily
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description: "Daily Reddit post aggregates for agent consumption"
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description: >
119+
Raw daily Reddit post records exposed for agent consumption.
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tests:
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- unique_combination:
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arguments:
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combination_of_columns: [title, subreddit, partition_date]
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config:
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severity: warn
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columns:
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- name: title
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tests:
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- not_null
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- name: subreddit
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tests:
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- not_null
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- name: partition_date
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tests:
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- not_null
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- name: agent_reddit_sentiment_trends
76-
description: "Reddit sentiment trends for agent consumption"
138+
description: >
139+
Daily Reddit sentiment trend metrics by subreddit for agent consumption.
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tests:
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- unique_combination:
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arguments:
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combination_of_columns: [date, subreddit]
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columns:
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- name: date
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tests:
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- not_null
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- name: subreddit
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tests:
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- not_null
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- name: agent_fred_series_latest_aggregates_snapshot
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description: "Snapshot view of FRED aggregates for agent consumption"
154+
tests:
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- unique_combination:
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arguments:
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combination_of_columns: [snapshot_date, series_code, month, date_grain]
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columns:
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- name: snapshot_date
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tests:
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- not_null
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- name: series_code
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tests:
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- not_null
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- name: agent_leading_econ_return_indicator_snapshot
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description: "Snapshot view of leading economic return indicator for agent consumption"
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columns:
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- name: snapshot_date
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tests:
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- not_null
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- name: symbol
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tests:
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- not_null
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- name: agent_market_performance_snapshot
85177
description: "Incremental snapshot of market performance for agent consumption"
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tests:
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- unique_combination:
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arguments:
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combination_of_columns: [snapshot_date, market_category, symbol, asset_type, time_period]
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config:
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severity: warn
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columns:
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- name: snapshot_date
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tests:
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- not_null
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- name: symbol
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tests:
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- not_null
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- name: agent_commodity_performance_snapshot
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description: "Incremental snapshot of commodity performance for agent consumption"
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tests:
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- unique_combination:
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arguments:
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combination_of_columns: [snapshot_date, commodity_category, commodity_name, commodity_unit, time_period]
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columns:
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- name: snapshot_date
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tests:
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- not_null
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- name: commodity_name
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tests:
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- not_null
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90206
- name: agent_treasury_yield_curve_spreads
91207
description: "Incremental treasury yield curve spreads for agent consumption"
208+
columns:
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- name: date
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tests:
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- not_null
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- unique

‎dbt_project/models/analysis/base_historical_analysis.sql‎

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@@ -76,8 +76,8 @@ WITH return_data AS (
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high_1yr,
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low_1yr,
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std_diff_1yr,
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'major_indicies' AS category
80-
FROM {{ ref('major_indicies_analysis_return') }}
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'major_indices' AS category
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FROM {{ ref('major_indices_analysis_return') }}
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8282
UNION ALL
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‎dbt_project/models/analysis/schema.yml‎

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@@ -47,12 +47,12 @@ models:
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- name: std_diff_1yr
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description: "Standard deviation difference over 1 year"
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- name: category
50-
description: "Asset category: currency, fixed_income, global_markets, major_indicies, or sector"
50+
description: "Asset category: currency, fixed_income, global_markets, major_indices, or sector"
5151
tests:
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- not_null
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- accepted_values:
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arguments:
55-
values: ['currency', 'fixed_income', 'global_markets', 'major_indicies', 'sector']
55+
values: ['currency', 'fixed_income', 'global_markets', 'major_indices', 'sector']
5656
- name: series_name
5757
description: "Name of the FRED economic series"
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- name: value
@@ -311,3 +311,53 @@ models:
311311
description: "Sector's average exposure across all macro factors"
312312
- name: factor_rank
313313
description: "Rank of this sector within the factor (1 = highest exposure)"
314+
315+
- name: commodity_market_signals
316+
description: >
317+
Daily commodity market health signals, including copper/gold, gold/SPY,
318+
and oil momentum indicators for market-regime analysis.
319+
columns:
320+
- name: date
321+
tests:
322+
- not_null
323+
- unique
324+
325+
- name: reddit_cross_subreddit_activity
326+
description: >
327+
Cross-subreddit story detection using shared URLs and repeated titles across
328+
financial and economic Reddit communities.
329+
tests:
330+
- unique_combination:
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arguments:
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combination_of_columns: [match_type, match_key, partition_date]
333+
config:
334+
severity: warn
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columns:
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- name: match_type
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tests:
338+
- not_null
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- accepted_values:
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arguments:
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values: ['url_match', 'title_match']
342+
- name: match_key
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tests:
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- not_null
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- name: partition_date
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tests:
347+
- not_null
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349+
- name: reddit_thread_structure
350+
description: >
351+
Thread-level Reddit comment structure metrics, including depth, reply ratio,
352+
controversy flags, and discussion quality by post.
353+
columns:
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- name: post_id
355+
tests:
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- not_null
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- unique
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- name: subreddit
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tests:
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- not_null
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- name: partition_date
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tests:
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- not_null

‎dbt_project/models/data_quality/dq_return_spikes.sql‎

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@@ -50,7 +50,7 @@ where
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-- Exclude known stock splits (these cause legitimate large price moves)
5151
and not exists (
5252
select 1
53-
from {{ ref('corporate_actions') }} ca
53+
from {{ ref('stg_corporate_actions') }} ca
5454
where ca.source_table = '{{ table_name }}'
5555
and ca.symbol = {{ table_name }}_returns.symbol
5656
and ca.date = {{ table_name }}_returns.date

‎dbt_project/models/data_quality/dq_zscore_anomalies.sql‎

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@@ -59,7 +59,7 @@ where
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-- Exclude dates within 2 days of a known stock split
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and not exists (
6161
select 1
62-
from {{ ref('corporate_actions') }} ca
62+
from {{ ref('stg_corporate_actions') }} ca
6363
where ca.source_table = '{{ table_name }}'
6464
and ca.symbol = {{ table_name }}_rolling.symbol
6565
and ca.action_type = 'split'

‎dbt_project/models/government/schema.yml‎

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@@ -39,6 +39,22 @@ models:
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Provides the most recent aggregated housing inventory metrics, offering a
4040
current snapshot of housing availability and market conditions. Updated
4141
daily with the latest available inventory data.
42+
tests:
43+
- unique_combination:
44+
arguments:
45+
combination_of_columns: [series_code, month, date_grain]
46+
config:
47+
severity: warn
48+
columns:
49+
- name: series_code
50+
tests:
51+
- not_null
52+
- name: month
53+
tests:
54+
- not_null
55+
- name: current_value
56+
tests:
57+
- not_null
4258

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4460
- name: housing_inventory

‎dbt_project/models/markets/major_indices_analysis_return.sql‎

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1+
{{ calculate_market_analysis_return('stg_major_indices') }}

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