Greg
90c2ae3f35
The disagg dataset (2019–2026, 468 markets) was in the DB but invisible.
This wires it into every layer of the app:
Backend:
- models.py: add has_disagg to CommodityMeta; add DisaggPositionPoint,
DisaggHistoryResponse, DisaggScreenerRow models
- commodities.py: join disagg_reports to populate has_disagg flag and
correct first/last dates; HAVING filter removes markets with no data
- disagg.py (new): /api/disagg/{code}/history, /api/disagg/screener,
/api/disagg/{code}/net-position-percentile, /api/disagg/compare
- main.py: register disagg router
Frontend:
- Metric selector shows Disaggregated optgroup (Managed Money, Prod/Merchant,
Swap Dealer, Other Rept) when market has has_disagg=true, hides Legacy group
- Detail view auto-switches to disagg endpoint and defaults to m_money_net
for disagg markets; shows green "Disaggregated" badge
- Screener always uses disagg endpoint (Managed Money percentile rank)
- Compare uses /api/disagg/compare for disagg metrics
- style.css: add .badge-disagg green variant
Result: wheat markets (SRW, HRW, HRSpring, Black Sea) now show 7 years of
disaggregated positioning data with Managed Money as the default metric.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
75 lines
2.9 KiB
Python
75 lines
2.9 KiB
Python
from fastapi import APIRouter, HTTPException, Query
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from typing import Optional
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from app.db import get_db
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from app.api.models import CommodityMeta, ExchangeInfo
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router = APIRouter(prefix="/api", tags=["commodities"])
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@router.get("/exchanges", response_model=list[ExchangeInfo])
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def get_exchanges():
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with get_db() as conn:
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rows = conn.execute(
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"""
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SELECT c.exchange_abbr, c.exchange,
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COUNT(DISTINCT c.id) AS commodity_count
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FROM commodities c
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WHERE EXISTS (SELECT 1 FROM reports r WHERE r.commodity_id = c.id)
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OR EXISTS (SELECT 1 FROM disagg_reports dr WHERE dr.commodity_id = c.id)
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GROUP BY c.exchange_abbr
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ORDER BY commodity_count DESC
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"""
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).fetchall()
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return [ExchangeInfo(**dict(r)) for r in rows]
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@router.get("/commodities", response_model=list[CommodityMeta])
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def get_commodities(exchange: Optional[str] = Query(None)):
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sql = """
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SELECT c.cftc_code, c.name, c.exchange, c.exchange_abbr, c.contract_unit,
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COALESCE(MIN(r.report_date), MIN(dr.report_date)) AS first_date,
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COALESCE(MAX(r.report_date), MAX(dr.report_date)) AS last_date,
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COUNT(DISTINCT r.report_date) AS week_count,
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CASE WHEN COUNT(DISTINCT dr.report_date) > 0 THEN 1 ELSE 0 END AS has_disagg
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FROM commodities c
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LEFT JOIN reports r ON r.commodity_id = c.id
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LEFT JOIN disagg_reports dr ON dr.commodity_id = c.id
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"""
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params = []
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if exchange:
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sql += " WHERE c.exchange_abbr = ?"
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params.append(exchange)
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sql += """
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GROUP BY c.id
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HAVING COUNT(DISTINCT r.report_date) > 0 OR COUNT(DISTINCT dr.report_date) > 0
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ORDER BY c.exchange_abbr, c.name
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"""
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with get_db() as conn:
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rows = conn.execute(sql, params).fetchall()
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return [CommodityMeta(**dict(r)) for r in rows]
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@router.get("/commodities/{cftc_code}", response_model=CommodityMeta)
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def get_commodity(cftc_code: str):
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with get_db() as conn:
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row = conn.execute(
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"""
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SELECT c.cftc_code, c.name, c.exchange, c.exchange_abbr, c.contract_unit,
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COALESCE(MIN(r.report_date), MIN(dr.report_date)) AS first_date,
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COALESCE(MAX(r.report_date), MAX(dr.report_date)) AS last_date,
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COUNT(DISTINCT r.report_date) AS week_count,
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CASE WHEN COUNT(DISTINCT dr.report_date) > 0 THEN 1 ELSE 0 END AS has_disagg
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FROM commodities c
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LEFT JOIN reports r ON r.commodity_id = c.id
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LEFT JOIN disagg_reports dr ON dr.commodity_id = c.id
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WHERE c.cftc_code = ?
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GROUP BY c.id
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""",
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(cftc_code,),
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).fetchone()
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if not row:
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raise HTTPException(status_code=404, detail=f"Commodity {cftc_code} not found")
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return CommodityMeta(**dict(row))
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