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fix: replace DuckDB-style quoted INTERVAL literals with BigQuery syntax #142

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Merged
C00ldudeNoonan merged 1 commit into from
Jul 11, 2026
Merged

fix: replace DuckDB-style quoted INTERVAL literals with BigQuery syntax #142

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8 changes: 4 additions & 4 deletions macro_agents/src/macro_agents/defs/analysis/economy_state/data_access.py
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Original file line number Diff line number Diff line change
Expand Up @@ -17,7 +17,7 @@ def get_economic_data(
month_filter = f"AND month = (SELECT MAX(month) FROM agent_fred_series_latest_aggregates_snapshot WHERE snapshot_date = '{cutoff_date}')"
limit_clause = f"LIMIT {max_series}" if max_series else ""
else:
month_filter = f"AND month >= (SELECT MAX(month) - INTERVAL '{months_per_series - 1} months' FROM agent_fred_series_latest_aggregates_snapshot WHERE snapshot_date = '{cutoff_date}')"
month_filter = f"AND month >= (SELECT MAX(month) - INTERVAL {months_per_series - 1} MONTH FROM agent_fred_series_latest_aggregates_snapshot WHERE snapshot_date = '{cutoff_date}')"
limit_clause = (
f"LIMIT {max_series * months_per_series}" if max_series else ""
)
Expand All @@ -43,7 +43,7 @@ def get_economic_data(
month_filter = "AND month = (SELECT MAX(month) FROM agent_fred_series_latest_aggregates)"
limit_clause = f"LIMIT {max_series}" if max_series else ""
else:
month_filter = f"AND month >= (SELECT MAX(month) - INTERVAL '{months_per_series - 1} months' FROM agent_fred_series_latest_aggregates)"
month_filter = f"AND month >= (SELECT MAX(month) - INTERVAL {months_per_series - 1} MONTH FROM agent_fred_series_latest_aggregates)"
limit_clause = (
f"LIMIT {max_series * months_per_series}" if max_series else ""
)
Expand Down Expand Up @@ -370,12 +370,12 @@ def get_housing_data(
if latest_month_only:
month_filter = f"AND month = (SELECT MAX(month) FROM agent_housing_inventory_latest_aggregates WHERE month <= '{cutoff_date}')"
else:
month_filter = f"AND month >= (SELECT MAX(month) - INTERVAL '{months_limit - 1} months' FROM agent_housing_inventory_latest_aggregates WHERE month <= '{cutoff_date}')"
month_filter = f"AND month >= (SELECT MAX(month) - INTERVAL {months_limit - 1} MONTH FROM agent_housing_inventory_latest_aggregates WHERE month <= '{cutoff_date}')"
else:
if latest_month_only:
month_filter = "AND month = (SELECT MAX(month) FROM agent_housing_inventory_latest_aggregates)"
else:
month_filter = f"AND month >= (SELECT MAX(month) - INTERVAL '{months_limit - 1} months' FROM agent_housing_inventory_latest_aggregates)"
month_filter = f"AND month >= (SELECT MAX(month) - INTERVAL {months_limit - 1} MONTH FROM agent_housing_inventory_latest_aggregates)"

inventory_query = f"""
SELECT
Expand Down
8 changes: 4 additions & 4 deletions macro_agents/src/macro_agents/defs/analysis/economy_state/domain_data_fetchers.py
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Original file line number Diff line number Diff line change
Expand Up @@ -73,7 +73,7 @@ def get_labor_market_data(
AND series_code IN ('{series_list}')
AND current_value IS NOT NULL
AND month >= (
SELECT MAX(month) - INTERVAL '{max_months - 1} months'
SELECT MAX(month) - INTERVAL {max_months - 1} MONTH
FROM agent_fred_series_latest_aggregates_snapshot
WHERE snapshot_date = '{cutoff_date}'
)
Expand All @@ -94,7 +94,7 @@ def get_labor_market_data(
WHERE series_code IN ('{series_list}')
AND current_value IS NOT NULL
AND month >= (
SELECT MAX(month) - INTERVAL '{max_months - 1} months'
SELECT MAX(month) - INTERVAL {max_months - 1} MONTH
FROM agent_fred_series_latest_aggregates
)
ORDER BY series_name, month DESC
Expand Down Expand Up @@ -271,7 +271,7 @@ def get_credit_data(
AND series_code IN ('{series_list}')
AND current_value IS NOT NULL
AND month >= (
SELECT MAX(month) - INTERVAL '{max_months - 1} months'
SELECT MAX(month) - INTERVAL {max_months - 1} MONTH
FROM agent_fred_series_latest_aggregates_snapshot
WHERE snapshot_date = '{cutoff_date}'
)
Expand All @@ -291,7 +291,7 @@ def get_credit_data(
WHERE series_code IN ('{series_list}')
AND current_value IS NOT NULL
AND month >= (
SELECT MAX(month) - INTERVAL '{max_months - 1} months'
SELECT MAX(month) - INTERVAL {max_months - 1} MONTH
FROM agent_fred_series_latest_aggregates
)
ORDER BY series_name, month DESC
Expand Down
2 changes: 1 addition & 1 deletion macro_agents/src/macro_agents/defs/domains/sec/cik_history.py
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Original file line number Diff line number Diff line change
Expand Up @@ -160,7 +160,7 @@ def sec_company_cik_history(
SELECT current_symbol, MAX(created_at) as last_updated
FROM sec_company_cik_history
GROUP BY current_symbol
HAVING MAX(created_at) > CURRENT_TIMESTAMP - INTERVAL '90 days'
HAVING MAX(created_at) > CURRENT_TIMESTAMP - INTERVAL 90 DAY
""")
recent_symbols = set(existing_df["current_symbol"].to_list())
except Exception:
Expand Down
2 changes: 1 addition & 1 deletion macro_agents/src/macro_agents/defs/signals/absorption_ratio.py
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Original file line number Diff line number Diff line change
Expand Up @@ -36,7 +36,7 @@ def absorption_ratio_signals(
SELECT date, symbol, adj_close
FROM sp500_companies_prices_raw
WHERE adj_close IS NOT NULL
AND CAST(date AS DATE) >= CURRENT_DATE - INTERVAL '3 years'
AND CAST(date AS DATE) >= CURRENT_DATE - INTERVAL 3 YEAR
ORDER BY date, symbol
""",
read_only=True,
Expand Down
2 changes: 1 addition & 1 deletion macro_agents/src/macro_agents/defs/signals/entropy_complexity.py
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Original file line number Diff line number Diff line change
Expand Up @@ -72,7 +72,7 @@ def entropy_complexity_signals(
FROM stg_major_indices
WHERE symbol IN ('SPY', 'QQQ')
AND adj_close IS NOT NULL
AND date >= CURRENT_DATE - INTERVAL '3 years'
AND date >= CURRENT_DATE - INTERVAL 3 YEAR
ORDER BY date
""",
read_only=True,
Expand Down
16 changes: 9 additions & 7 deletions macro_agents/src/macro_agents/defs/signals/fear_greed_composite.py
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Original file line number Diff line number Diff line change
Expand Up @@ -52,7 +52,9 @@ def fear_greed_signals(
context: dg.AssetExecutionContext,
bq: BigQueryWarehouseResource,
) -> dg.MaterializeResult:
lookback = "3 years"
# BigQuery INTERVAL literals must be unquoted (`INTERVAL 3 YEAR`), unlike
# the DuckDB/Postgres quoted-string form (`INTERVAL '3 years'`).
lookback_years = 3

# 1. Market Momentum: SPY vs 125-day MA
context.log.info("Computing market momentum component...")
Expand All @@ -62,7 +64,7 @@ def fear_greed_signals(
AVG(adj_close) OVER (ORDER BY date ROWS BETWEEN 124 PRECEDING AND CURRENT ROW) AS sma_125
FROM stg_major_indices
WHERE symbol = 'SPY' AND adj_close IS NOT NULL
AND date >= CURRENT_DATE - INTERVAL '{lookback}'
AND date >= CURRENT_DATE - INTERVAL {lookback_years} YEAR
ORDER BY date
""",
read_only=True,
Expand All @@ -81,7 +83,7 @@ def fear_greed_signals(
MIN(adj_close) OVER (PARTITION BY symbol ORDER BY date ROWS BETWEEN 251 PRECEDING AND CURRENT ROW) AS low_52w
FROM stg_sp500_companies_prices
WHERE adj_close IS NOT NULL
AND date >= CURRENT_DATE - INTERVAL '{lookback}' - INTERVAL '1 year'
AND date >= CURRENT_DATE - INTERVAL {lookback_years} YEAR - INTERVAL 1 YEAR
),
daily_stats AS (
SELECT
Expand All @@ -93,7 +95,7 @@ def fear_greed_signals(
)
SELECT date, new_highs, new_lows, new_highs - new_lows AS net_new_highs
FROM daily_stats
WHERE date >= CURRENT_DATE - INTERVAL '{lookback}'
WHERE date >= CURRENT_DATE - INTERVAL {lookback_years} YEAR
ORDER BY date
""",
read_only=True,
Expand All @@ -107,7 +109,7 @@ def fear_greed_signals(
AVG(literal) OVER (ORDER BY date ROWS BETWEEN 49 PRECEDING AND CURRENT ROW) AS vix_sma_50
FROM stg_fred_series
WHERE series_code = 'VIXCLS' AND literal IS NOT NULL
AND date >= CURRENT_DATE - INTERVAL '{lookback}'
AND date >= CURRENT_DATE - INTERVAL {lookback_years} YEAR
ORDER BY date
""",
read_only=True,
Expand All @@ -129,7 +131,7 @@ def fear_greed_signals(
s.spy_20d_ret - g.govt_20d_ret AS stock_bond_diff
FROM spy_ret s
INNER JOIN govt_ret g ON s.date = g.date
WHERE s.date >= CURRENT_DATE - INTERVAL '{lookback}'
WHERE s.date >= CURRENT_DATE - INTERVAL {lookback_years} YEAR
AND s.spy_20d_ret IS NOT NULL AND g.govt_20d_ret IS NOT NULL
ORDER BY s.date
""",
Expand All @@ -150,7 +152,7 @@ def fear_greed_signals(
)
SELECT h.date, h.hy_spread, i.ig_spread, h.hy_spread - i.ig_spread AS hy_ig_diff
FROM hy h INNER JOIN ig i ON h.date = i.date
WHERE h.date >= CURRENT_DATE - INTERVAL '{lookback}'
WHERE h.date >= CURRENT_DATE - INTERVAL {lookback_years} YEAR
ORDER BY h.date
""",
read_only=True,
Expand Down
2 changes: 1 addition & 1 deletion macro_agents/src/macro_agents/defs/signals/network_correlation.py
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Original file line number Diff line number Diff line change
Expand Up @@ -38,7 +38,7 @@ def network_correlation_signals(
SELECT date, symbol, adj_close
FROM sp500_companies_prices_raw
WHERE adj_close IS NOT NULL
AND CAST(date AS DATE) >= CURRENT_DATE - INTERVAL '2 years'
AND CAST(date AS DATE) >= CURRENT_DATE - INTERVAL 2 YEAR
ORDER BY date, symbol
""",
read_only=True,
Expand Down
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