feat(mcp-macro): add parse_tff_row + parse_disagg_row Socrata mappers

2026-04-29 00:00:04 +02:00
parent bf152d90fd
commit e206df49e4
2 changed files with 125 additions and 0 deletions
@@ -35,3 +35,57 @@ def classify_extreme(percentile: float | None, threshold: float = 5.0) -> Extrem
    if percentile >= 100.0 - threshold:
        return "extreme_long"
    return "neutral"
+
+
+def _to_int(v) -> int:
+    try:
+        return int(float(v))
+    except (TypeError, ValueError):
+        return 0
+
+
+def _date_only(s: str) -> str:
+    """Estrae 'YYYY-MM-DD' da una data ISO con o senza timestamp."""
+    if not s:
+        return ""
+    return s.split("T", 1)[0]
+
+
+def parse_tff_row(raw: dict) -> dict:
+    """Mappa una row Socrata TFF al formato API output."""
+    dl = _to_int(raw.get("dealer_positions_long_all"))
+    ds = _to_int(raw.get("dealer_positions_short_all"))
+    al = _to_int(raw.get("asset_mgr_positions_long"))
+    as_ = _to_int(raw.get("asset_mgr_positions_short"))
+    ll = _to_int(raw.get("lev_money_positions_long"))
+    ls = _to_int(raw.get("lev_money_positions_short"))
+    ol = _to_int(raw.get("other_rept_positions_long"))
+    os_ = _to_int(raw.get("other_rept_positions_short"))
+    return {
+        "report_date": _date_only(raw.get("report_date_as_yyyy_mm_dd", "")),
+        "dealer_long": dl, "dealer_short": ds, "dealer_net": dl - ds,
+        "asset_mgr_long": al, "asset_mgr_short": as_, "asset_mgr_net": al - as_,
+        "lev_funds_long": ll, "lev_funds_short": ls, "lev_funds_net": ll - ls,
+        "other_long": ol, "other_short": os_, "other_net": ol - os_,
+        "open_interest": _to_int(raw.get("open_interest_all")),
+    }
+
+
+def parse_disagg_row(raw: dict) -> dict:
+    """Mappa una row Socrata Disaggregated F&O combined al formato API output."""
+    pl = _to_int(raw.get("prod_merc_positions_long_all"))
+    ps = _to_int(raw.get("prod_merc_positions_short_all"))
+    sl = _to_int(raw.get("swap_positions_long_all"))
+    ss = _to_int(raw.get("swap_positions_short_all"))
+    ml = _to_int(raw.get("m_money_positions_long_all"))
+    ms = _to_int(raw.get("m_money_positions_short_all"))
+    ol = _to_int(raw.get("other_rept_positions_long_all"))
+    os_ = _to_int(raw.get("other_rept_positions_short_all"))
+    return {
+        "report_date": _date_only(raw.get("report_date_as_yyyy_mm_dd", "")),
+        "producer_long": pl, "producer_short": ps, "producer_net": pl - ps,
+        "swap_long": sl, "swap_short": ss, "swap_net": sl - ss,
+        "managed_money_long": ml, "managed_money_short": ms, "managed_money_net": ml - ms,
+        "other_long": ol, "other_short": os_, "other_net": ol - os_,
+        "open_interest": _to_int(raw.get("open_interest_all")),
+    }