us-treasury-events / recipe /manifest.py
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"""The bundle descriptor, rebuilt from what is actually on disk."""
from __future__ import annotations
import hashlib
import json
import os
import tempfile
from datetime import UTC, datetime
from pathlib import Path
from typing import Any
import polars as pl
from . import __version__
from .config import RELEASE_TIMEZONE
from .pipeline import PIT_DELTA_NAME
from .schema import BUILD_VERSION, CONFIG_SCHEMAS, PARSER_VERSION
from .store import read_table
RECIPE_ROOT = Path(__file__).resolve().parent.parent
CONFIG_DESCRIPTIONS: dict[str, dict[str, str]] = {
"auction_calendar": {
"path": "data/auction_calendar/**/*.parquet",
"grain": "one auctioned or announced security, dated from its announcement",
},
"auction_announcements": {
"path": "data/auction_announcements/**/*.parquet",
"grain": "one official announcement of an auction, with its closing times",
},
"auction_results": {
"path": "data/auction_results/**/*.parquet",
"grain": "one completed auction, at the minute its result was released",
},
"nominal_yield_curve": {
"path": "data/nominal_yield_curve/**/*.parquet",
"grain": "one maturity of one day's official par yield curve",
},
"real_yield_curve": {
"path": "data/real_yield_curve/**/*.parquet",
"grain": "one maturity of one day's official TIPS par real yield curve",
},
"bill_rates": {
"path": "data/bill_rates/**/*.parquet",
"grain": "one bill maturity of one day, on both quote conventions",
},
"curve_features": {
"path": "data/curve_features/**/*.parquet",
"grain": "derived slopes and one spread, from curves published for the same day",
},
"pit": {
"path": "data/pit/**/*.parquet",
"delta_path": f"data/pit/{PIT_DELTA_NAME}",
"grain": "one point-in-time Treasury number: an entity, a date, an instant, a value",
},
}
def recipe_hash(project_root: Path | None = None) -> str:
"""Hash of the code that produced a build."""
root = (project_root or RECIPE_ROOT).resolve()
digest = hashlib.sha256()
files = sorted(
{
path
for pattern in (
"recipe/**/*.py", "jobs/**/*.py", "tests/**/*.py",
"config/*.yaml", "pyproject.toml",
)
for path in root.glob(pattern)
if path.is_file()
}
)
if not files:
raise FileNotFoundError(f"no recipe sources under {root}")
for path in files:
digest.update(str(path.relative_to(root)).encode())
digest.update(b"\0")
digest.update(path.read_bytes())
digest.update(b"\0")
return f"sha256:{digest.hexdigest()}"
def _coverage(data_dir: Path) -> dict[str, str | None]:
bounds = (
read_table(data_dir, "pit")
.select(
pl.col("event_date").min().alias("min_event"),
pl.col("event_date").max().alias("max_event"),
pl.col("knowledge_date").min().alias("min_knowledge"),
pl.col("knowledge_date").max().alias("max_knowledge"),
)
.collect()
)
if bounds.is_empty():
return {}
row = bounds.row(0, named=True)
return {key: (value.isoformat() if value is not None else None) for key, value in row.items()}
def build_manifest(
*, data_dir: Path, row_counts: dict[str, int], quality_ok: bool
) -> dict[str, Any]:
data_dir = Path(data_dir)
project_root = data_dir.resolve().parent
path = project_root / "manifest.json"
manifest: dict[str, Any] = json.loads(path.read_text()) if path.exists() else {}
manifest["generated_at"] = datetime.now(UTC).isoformat()
manifest["rows"] = row_counts.get("pit", 0)
manifest["config_rows"] = row_counts
manifest["configs"] = CONFIG_DESCRIPTIONS
manifest["coverage"] = _coverage(data_dir)
manifest["quality_ok"] = quality_ok
manifest["config_schemas"] = {
name: {column: str(dtype) for column, dtype in schema.items()}
for name, schema in CONFIG_SCHEMAS.items()
}
subsets = (
read_table(data_dir, "pit")
.group_by("subset")
.agg(pl.len().alias("rows"), pl.col("entity_id").n_unique().alias("entities"))
.sort("subset")
.collect()
)
manifest["pit_subsets"] = [
{"subset": row["subset"], "rows": row["rows"], "entities": row["entities"]}
for row in subsets.iter_rows(named=True)
]
source = dict(manifest.get("source") or {})
source["recipe_hash"] = recipe_hash()
source["build_version"] = BUILD_VERSION
source["parser_version"] = PARSER_VERSION
source["package_version"] = __version__
manifest["source"] = source
manifest["release_timezone"] = RELEASE_TIMEZONE
descriptor, temporary = tempfile.mkstemp(prefix=".manifest-", suffix=".json", dir=project_root)
try:
with os.fdopen(descriptor, "w", encoding="utf-8") as handle:
json.dump(manifest, handle, indent=2, sort_keys=True, ensure_ascii=False)
handle.write("\n")
handle.flush()
os.fsync(handle.fileno())
os.replace(temporary, path)
finally:
if os.path.exists(temporary):
os.unlink(temporary)
return manifest
__all__ = ["CONFIG_DESCRIPTIONS", "build_manifest", "recipe_hash"]