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Created currency exchange tables

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Joaquin Ossa 2024-06-19 11:52:28 +02:00
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commit f64b17a223
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11
models/reporting/general/daily_currency_exchange_rates.sql Normal file
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with daily_currency as (select * from {{ ref("int_daily_currency_exchange_rates") }})
select
id_exchange_rate as id_exchange_rate,
from_currency as from_currency,
to_currency as to_currency,
rate as rate,
rate_date_utc as rate_date_utc,
source as source,
rate_version as rate_version,
updated_at_utc as updated_at_utc
from daily_currency

134
models/reporting/general/schema.yaml
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@ -164,3 +164,137 @@ models:
- name: year_end_date
data_type: date
description: The full date for the last day of the year.
- name: daily_currency_exchange_rates
description:
This model holds a lot of data on currency exchange rates. The time
granularity is daily. Each record holds a currency pair for a specific
day, source and version.
Actual rates are sourced from xe.com data. The `guessed` and `forecast`
versions are built by simply 'pushing' the first/last exchange rate on
record. Basically, wherever we don't have data for a date, we pick the
closest actual data point that comes from xe.com. Bear in mind this means
that `forecast` version records will change on a daily basis as actual
data moves forwards, meaning you shouldn't assume your money amounts
converted in the future should always stay put.
Note that, given the dimensionality, getting a simple time series for a
currency pair will require a bit of filtering.
Reverse rates are explicit. This means that, for any given day and any
given currency pair, you will find two records with opposite from/to
positions. So, for 2024-01-01, you will find both a EUR->USD record and a
USD->EUR record with the opposite rate (1/rate).
columns:
- name: id_exchange_rate
data_type: text
description: A unique ID for the record, derived from concatenating the
currencies, date, source and version. Currency order is relevant
(EURUSD != USDEUR).
tests:
- not_null
- unique
- name: from_currency
data_type: character
description: The source currency, represented as an ISO 4217 code.
tests:
- not_null
- name: to_currency
data_type: character
description: The target currency, represented as an ISO 4217 code.
tests:
- not_null
- name: rate
data_type: numeric
description: >-
The exchange rate, represented as the units of the target currency
that one unit of source currency gets you. So, from_currency=USD to
to_currency=PLN with rate=4.2 should be read as '1 US Dollar buys me
4.2 Polish Zlotys'.
For same currency pairs (EUR to EUR, USD to USD, etc). The rate will
always be one.
The rate can be smaller than one, but can't be negative.
tests:
- not_negative_or_zero
- not_null
- name: rate_date_utc
data_type: date
description: The date in which the rate record is relevant.
tests:
- not_null
- name: source
data_type: text
description:
Where is the data coming from. Records that are composed from
making assumptions on real data will contain `_inferred`.
- name: rate_version
data_type: text
description:
The version of the rate. This can be one of `actual` (the rate is a
reality fact), `forecast` (the rate sits in the future and is a guess
in nature) or `guess` (the rate sits in the past and is a guess in
nature). Note that one currency pair can have multiple rate versions
on the same date.
tests:
- accepted_values:
values:
- guess
- actual
- forecast
- not_null
- name: updated_at_utc
data_type: timestamp with time zone
description:
For external sources, this will be the point in time when the
information was obtained from them. For stuff we make up here in the
DWH, this will be the point in time when we made the assumption.
tests:
- not_null
- name: simple_exchange_rates
description: >-
A simplified vision of exchange rates, derived from
`int_daily_currency_exchange_rates`. Come here if you don't want to
understand nuances and complexities and just want to convert rates.
The time granularity is daily. Each record holds a currency pair for a
specific day. You will only find one conversion rate per currency pair and
date.
tests:
- dbt_utils.unique_combination_of_columns:
combination_of_columns:
- from_currency
- to_currency
- rate_date_utc
columns:
- name: from_currency
data_type: character
description: The source currency, represented as an ISO 4217 code.
tests:
- not_null
- name: to_currency
data_type: character
description: The source currency, represented as an ISO 4217 code.
tests:
- not_null
- name: rate
data_type: numeric
description: The target currency, represented as an ISO 4217 code.
tests:
- not_null
- name: rate_date_utc
data_type: date
description: The date in which the rate record is relevant.
tests:
- not_null
- name: updated_at_utc
data_type: timestamp with time zone
description:
For external sources, this will be the point in time when the
information was obtained from them. For stuff we make up here in the
DWH, this will be the point in time when we made the assumption.
tests:
- not_null

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models/reporting/general/simple_exchange_rates.sql Normal file
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with simple_exchange_rates as (select * from {{ ref("int_simple_exchange_rates") }})
select
from_currency as from_currency,
to_currency as to_currency,
rate as rate,
rate_date_utc as rate_date_utc,
updated_at_utc as updated_at_utc
from simple_exchange_rates