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

services/mcp-macro/src/mcp_macro/cot.py

@@ -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")),
+    }

services/mcp-macro/tests/test_cot.py

@@ -42,3 +42,74 @@ def test_classify_extreme_neutral():
 
 def test_classify_extreme_none_input():
     assert classify_extreme(None) == "neutral"
+
+
+from mcp_macro.cot import parse_disagg_row, parse_tff_row
+
+
+# Payload Socrata reale (subset campi rilevanti, valori arbitrari per test)
+TFF_SOCRATA_ROW = {
+    "report_date_as_yyyy_mm_dd": "2026-04-22T00:00:00.000",
+    "dealer_positions_long_all": "12345",
+    "dealer_positions_short_all": "23456",
+    "asset_mgr_positions_long": "654321",
+    "asset_mgr_positions_short": "200000",
+    "lev_money_positions_long": "100000",
+    "lev_money_positions_short": "350000",
+    "other_rept_positions_long": "50000",
+    "other_rept_positions_short": "50000",
+    "open_interest_all": "2500000",
+}
+
+DISAGG_SOCRATA_ROW = {
+    "report_date_as_yyyy_mm_dd": "2026-04-22T00:00:00.000",
+    "prod_merc_positions_long_all": "100000",
+    "prod_merc_positions_short_all": "300000",
+    "swap_positions_long_all": "50000",
+    "swap_positions_short_all": "60000",
+    "m_money_positions_long_all": "200000",
+    "m_money_positions_short_all": "80000",
+    "other_rept_positions_long_all": "10000",
+    "other_rept_positions_short_all": "10000",
+    "open_interest_all": "1500000",
+}
+
+
+def test_parse_tff_row_extracts_all_fields():
+    row = parse_tff_row(TFF_SOCRATA_ROW)
+    assert row["report_date"] == "2026-04-22"
+    assert row["dealer_long"] == 12345
+    assert row["dealer_short"] == 23456
+    assert row["dealer_net"] == 12345 - 23456
+    assert row["asset_mgr_long"] == 654321
+    assert row["asset_mgr_net"] == 654321 - 200000
+    assert row["lev_funds_long"] == 100000
+    assert row["lev_funds_short"] == 350000
+    assert row["lev_funds_net"] == 100000 - 350000
+    assert row["other_long"] == 50000
+    assert row["other_net"] == 0
+    assert row["open_interest"] == 2500000
+
+
+def test_parse_tff_row_handles_missing_field():
+    payload = {"report_date_as_yyyy_mm_dd": "2026-04-22T00:00:00.000"}
+    row = parse_tff_row(payload)
+    assert row["report_date"] == "2026-04-22"
+    assert row["dealer_long"] == 0
+    assert row["dealer_net"] == 0
+
+
+def test_parse_disagg_row_extracts_all_fields():
+    row = parse_disagg_row(DISAGG_SOCRATA_ROW)
+    assert row["report_date"] == "2026-04-22"
+    assert row["producer_long"] == 100000
+    assert row["producer_short"] == 300000
+    assert row["producer_net"] == -200000
+    assert row["swap_long"] == 50000
+    assert row["swap_net"] == -10000
+    assert row["managed_money_long"] == 200000
+    assert row["managed_money_short"] == 80000
+    assert row["managed_money_net"] == 120000
+    assert row["other_long"] == 10000
+    assert row["other_net"] == 0
+    assert row["open_interest"] == 1500000