feat: reusable technical-analysis indicators and signal history models (#109)

[C00ldudeNoonan]

Summary

Phase 1 of the reusable technical-analysis framework from #109: symbol-level indicator macros, a unified OHLCV universe, a wide daily indicator table, a signal event log with a full state machine, historical signal evaluation with forward returns, and current-setup / reliability surfaces for agents.

Closes #109 phase-1 acceptance criteria (the full ~50-indicator surface is intentionally phased; this PR establishes the framework plus the highest-value indicator subset named in the issue).

What's included

Macros (dbt_project/macros/technical_analysis/)

• ta_primitives.sql — rolling aggregates (inclusive and prior-bar), lag/lead, z-score, range position, and the project-standard EMA/RMA implementation for BigQuery: a finite-window, weight-normalized exponentially weighted mean over window arrays (documented convergence; resolves the issue's open EMA question without a UDF).
• ta_price_transforms.sql — typical/median/weighted price, true range, daily/log returns.
• All macros take partition_by / order_by parameters; nothing hardcodes symbol/date.

Models

• markets/technical/technical_price_universe — unified adjusted OHLCV at source_universe, symbol, exchange, date grain across sp500 stocks (split-adjusted), sector / fixed-income / currency ETFs, major indices, and global markets. Clamps vendor OHLC inconsistencies so low <= close <= high always holds.
• markets/technical/technical_indicator_daily — SMA(20/50/200), EMA(12/26), RSI-14 (Wilder), MACD(12/26/9), Bollinger(20,2σ) + bandwidth percentile, ATR/NATR-14, ADX/+DI/-DI-14, Stochastic %K/%D, ROC-20, Williams %R, CCI-20, OBV, MFI-14, Donchian(20, prior-bar), relative volume, rolling z-score, 52-week distance. All indicators NULL until warmup completes.
• signals/technical_signal_events — long-format event log driven by a jinja signal registry (14 signals: golden/death cross, SMA200 crosses, RSI recovery/reversal, MACD crosses, stochastic crosses, Bollinger squeeze breakouts, Donchian breakouts) with setup / triggered / active / completed / expired states.
• analysis/technical_signal_instances — per-trigger forward returns at 1/5/10/21/63/126 bars, SPY benchmark + relative returns, MFE/MAE over 21 bars, and benchmark-relative worked_* labels. Future data exists only in this model.
• signals/technical_current_setups — latest-bar setups/triggered/active per symbol (14-day staleness cutoff).
• agents_preprocess/agent_technical_signal_setups / agent_technical_signal_history — agent-friendly current-state and reliability summaries.
• signals/technical_signals — marked deprecated (SPY-only; VIX mean-reversion columns not yet migrated, noted in the model header).

Design decisions (issue open questions)

• EMA standard: finite-window normalized EWM over window arrays (no recursive UDF). Arrays hold single-field STRUCTs because analytic ARRAY_AGG doesn't support IGNORE NULLS.
• Worked definition: benchmark-relative vs SPY (absolute returns also provided so consumers can re-label).
• Signal registry: jinja list inside technical_signal_events — thresholds editable without touching the SQL skeleton; a YAML seed registry can follow in phase 2.
• Repeat triggers inside an active window are kept as events (standard event-study convention).

Validation

• dbt build -s technical_price_universe+ in dev: 7 models + 56 tests, all passing (uniqueness at every grain, accepted values for states/sides/universes, bounds for RSI/stochastic/Williams %R/MFI/ADX/ATR/bandwidth, non-negativity checks).
• Sanity-checked reliability aggregates: ~775k evaluable sp500 instances, hit rates clustered around 50% vs SPY as expected for raw signals; all 14 signals present with correct sides.
• Rebuilt tables in dev: events 11.5M rows, instances 869k rows, indicator table 1.8M rows (45s build).

Out of scope (per issue)

• No new ingestion; broader ETF universes need a separate Dagster issue.
• Remaining indicator families (Ichimoku, SAR, Supertrend, KAMA, vortex, etc.) are phase 2+.

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