feat: MetricFlow semantic layer for financial and economic metrics (#85)#97
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#85) Implements phase 1 of the dbt semantic layer across four domains: - markets/semantic_models.yml: S&P 500, sector, currency, fixed income daily prices - commodities/semantic_models.yml: input, energy, and agriculture commodity prices - government/semantic_models.yml: FRED monthly economic indicators - signals/semantic_models.yml: inflation (CPI/PCE/breakeven) and labor market signals metrics.yml defines 35 metrics covering equity returns, volatility, inflation gauges (CPI YoY, core PCE, breakeven spreads), and labor market indicators (Sahm Rule, JO/unemployed ratio, quits rate). saved_queries.yml provides 6 pre-built agent queries for equity performance, sector rotation, inflation dashboard, labor market dashboard, macro series scan, and commodity prices. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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Summary
semantic_models:for 10 dbt models across markets, commodities, government, and signals domainssaved_queries:for common agent questions: equity performance ranking, sector rotation, inflation dashboard, labor market dashboard, FRED series scan, commodity overviewKey design decisions
Semantic models map to analysis/signal models (not raw/staging) — these are the final grain-clean, documented models agents should query. Entities use composite string keys (
symbol|exchange) to avoid ambiguous primary keys in multi-exchange data.Metrics focus on what agents ask — trailing returns (1mo, 3mo, 6mo, 1yr), annualized volatility ratio (std/price), inflation momentum spread, Sahm Rule, and labor tightness ratio. All cross-reference FRED literature and Fed policy frameworks.
Saved queries are agent-ready — each query maps to a natural language question an LLM agent would ask (e.g., "which sectors are outperforming?", "is inflation re-accelerating?").
Test plan
dbt parsepasses once BigQuery adapter is available in CIdbt sl list metricsto confirm all 35 metrics are registereddbt sl query --metrics cpi_yoy --group-by inflation_month__signal_dateto smoke test inflation dashboarddbt sl query --metrics sahm_rule_indicator --group-by labor_month__signal_dateto smoke test labor dashboarddbt sl query --saved-query equity_performance_by_symbolCloses #85
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