Build the settlement records a frame at a time

collect_ftd extended one list of dicts across all 411 fails-to-deliver archives -- 22.9 million records, some fifteen gigabytes of Python objects, and the job was OOM-killed at that line on 16 GB. Each archive now becomes a frame as it arrives and they are concatenated once; the same records as Arrow are under two gigabytes. Same rows, same order.

recipe/build.py

@@ -45,27 +45,48 @@ def _write(data_dir: Path, table: str, frame: pl.DataFrame) -> int:
     return frame.height
 
 
+# What one settlement record carries. Named because `collect_ftd` builds a
+# frame per archive and needs them all to agree before they are concatenated.
+FTD_SCHEMA: dict[str, pl.DataType] = {
+    "cusip": pl.String,
+    "ticker": pl.String,
+    "issuer_name": pl.String,
+    "observed_on": pl.Date,
+    "source_ref": pl.String,
+}
+
+
 async def collect_ftd(client, *, limit: int | None = None) -> pl.DataFrame:
-    """Every settlement record SEC currently publishes, as CUSIP-ticker pairs."""
+    """Every settlement record SEC currently publishes, as CUSIP-ticker pairs.
+
+    Each archive becomes a frame as it arrives, rather than extending one list
+    of dicts across all four hundred of them. Twenty-three million records held
+    as Python dicts is some fifteen gigabytes and was getting this job
+    OOM-killed; the same records as Arrow are under two, because a dict of five
+    short strings costs an order of magnitude more than the strings do.
+    """
+
     urls = await ftd_archives(client)
     if limit:
         urls = urls[-limit:]
     LOGGER.info("fails-to-deliver archives: %d", len(urls))
-    rows: list[dict] = []
+    frames: list[pl.DataFrame] = []
+    records = 0
     for index, url in enumerate(urls, 1):
         try:
             payload = await client.get_bytes(url, timeout=180.0)
         except Exception as exc:  # a withdrawn file is not a reason to stop
             LOGGER.warning("skipping %s (%s)", url.rsplit("/", 1)[-1], type(exc).__name__)
             continue
-        rows.extend(parse_ftd(payload, source_ref=url.rsplit("/", 1)[-1]))
+        rows = list(parse_ftd(payload, source_ref=url.rsplit("/", 1)[-1]))
+        if rows:
+            frames.append(pl.DataFrame(rows, schema=FTD_SCHEMA, strict=False))
+            records += len(rows)
         if index % 40 == 0:
-            LOGGER.info("  %d/%d archives, %d records", index, len(urls), len(rows))
-    if not rows:
-        return pl.DataFrame(schema={"cusip": pl.String, "ticker": pl.String,
-                                    "issuer_name": pl.String, "observed_on": pl.Date,
-                                    "source_ref": pl.String})
-    return pl.DataFrame(rows, strict=False)
+            LOGGER.info("  %d/%d archives, %d records", index, len(urls), records)
+    if not frames:
+        return pl.DataFrame(schema=FTD_SCHEMA)
+    return pl.concat(frames, how="vertical_relaxed")
 
 
 async def run_build(