Publish relational Parquet v1
Browse filesTask 3.5: publish validated documents, instruments and events; expand companies to full normalized history; preserve current screener semantics; update schema precision and validation reports.
- data/v1/companies/date=2026-07-17/{part-d4dff5d049a394fe89a7599529e4c3568fa4dacb6cd24334ae3db29585b8453b.parquet → part-366a8712b5ad737cd169ffe19c39c75ccc00ac0b599e971cd29bd21aaa533c20.parquet} +2 -2
- data/v1/documents/date=2026-07-17/part-0ca424a02adfbebb819568808b261d7039244632321adf6e32a314092142f1ad.parquet +3 -0
- data/v1/documents/date=2026-07-17/part-129c985140a8f88a879b6418fb33e245ee92f7088ae89ec0c103c35468c0efbf.parquet +3 -0
- data/v1/documents/date=2026-07-17/part-21d080f3d33d08b05912858832e727d422eed2f8993f9946eb3e7cc492cbe118.parquet +3 -0
- data/v1/documents/date=2026-07-17/part-249d352fe99559e07a34025bb2faab5aafee7da21197ca73f9619997f7fc3d71.parquet +3 -0
- data/v1/documents/date=2026-07-17/part-33455432ec87c667816d26f76e863c6456cb43e5683d5f5a0c82a85ee96f6036.parquet +3 -0
- data/v1/documents/date=2026-07-17/part-47d875e2bc9cc1f42e398d5b2ce8c214f812b1195a3d849446fa54581d582dc4.parquet +3 -0
- data/v1/documents/date=2026-07-17/part-73032d2db032a007f663e3ec7a193b7f11984c042469009d64f8dca841aca6b9.parquet +3 -0
- data/v1/documents/date=2026-07-17/part-75e6a749057d08593f093d6bb7c38d864437b28b9737c7f950f40dfd64a4b58d.parquet +3 -0
- data/v1/documents/date=2026-07-17/part-a5e5c6634da6b56faa241063d5748a799d8dac67956855816d9e121fad792fe2.parquet +3 -0
- data/v1/documents/date=2026-07-17/part-c8b794999d237ea8ad4a0264d8e2d4ba95f279f4cccd8f2978f1000896449ab5.parquet +3 -0
- data/v1/documents/date=2026-07-17/part-d48726c7dc3ca15c84b9a7f6adbce6ccb225587203976e503540bb0e7d6d0461.parquet +3 -0
- data/v1/events/date=2026-07-17/part-0b68fcb37e8d136c0d05b8aff5be5b3aeba6661fecaade6a56f22deaea43bd57.parquet +3 -0
- data/v1/events/date=2026-07-17/part-0e8809f6ada09cf536c13e50b7141321e85bc3bd92a1b5d00742b8e1c43c089b.parquet +3 -0
- data/v1/events/date=2026-07-17/part-314da4a14e04796acada2c43bfcddd7b40b00d47e07d0b5795aa7fa357665298.parquet +3 -0
- data/v1/events/date=2026-07-17/part-3ef89148b4a789043433853d6153ef56070f38456a59ab51f4104866560efafa.parquet +3 -0
- data/v1/events/date=2026-07-17/part-4bec58b684c7822ac7be00127dc79dde052a4567cefa668fc582488f3f1b66b8.parquet +3 -0
- data/v1/events/date=2026-07-17/part-85b7845778c156b858af610c1b7e5e07dab37d7ef7feb21d0b89dc06f8e34928.parquet +3 -0
- data/v1/events/date=2026-07-17/part-9aaa6fe7510a4633c9885360ee3c4519dc37252d4bb06d6fff0f02cf8d1c9d19.parquet +3 -0
- data/v1/events/date=2026-07-17/part-bcdf1dbc619ff39613689a1f981dbbf04be2e693f4b8bc0d7e1b0a56fad64537.parquet +3 -0
- data/v1/events/date=2026-07-17/part-e48a2fa22c6c43dc8feb60c4fde327db63d0fe80e04f21e00929c319f08ce279.parquet +3 -0
- data/v1/events/date=2026-07-17/part-e61c5e4e7e2d827b4a2c1bb8d4dff8bc4171ce01b8cde6d49bb4e31442a0de5b.parquet +3 -0
- data/v1/instruments/date=2026-07-17/part-80c35af58eeb95b083a2c33716eb417196dfa79965612b96cd6c9e44cd2f502b.parquet +3 -0
- reports/v1/ee9f6ea859af22f448b6b8257c657c2e63e42cefb00a487e639c405a10d79377/company-screener-build.json +4 -4
- reports/v1/ee9f6ea859af22f448b6b8257c657c2e63e42cefb00a487e639c405a10d79377/company-screener-validation.json +5 -5
- reports/v1/ee9f6ea859af22f448b6b8257c657c2e63e42cefb00a487e639c405a10d79377/relational-build.json +211 -0
- reports/v1/ee9f6ea859af22f448b6b8257c657c2e63e42cefb00a487e639c405a10d79377/relational-validation.json +54 -0
- schema/dataset/v1/COMPANY_SCREENER.md +11 -7
- schema/dataset/v1/COMPATIBILITY.md +1 -1
- schema/dataset/v1/RELATIONAL.md +48 -0
- schema/dataset/v1/catalog.json +1 -1
data/v1/companies/date=2026-07-17/{part-d4dff5d049a394fe89a7599529e4c3568fa4dacb6cd24334ae3db29585b8453b.parquet → part-366a8712b5ad737cd169ffe19c39c75ccc00ac0b599e971cd29bd21aaa533c20.parquet}
RENAMED
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data/v1/documents/date=2026-07-17/part-47d875e2bc9cc1f42e398d5b2ce8c214f812b1195a3d849446fa54581d582dc4.parquet
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data/v1/documents/date=2026-07-17/part-73032d2db032a007f663e3ec7a193b7f11984c042469009d64f8dca841aca6b9.parquet
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data/v1/documents/date=2026-07-17/part-a5e5c6634da6b56faa241063d5748a799d8dac67956855816d9e121fad792fe2.parquet
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data/v1/documents/date=2026-07-17/part-d48726c7dc3ca15c84b9a7f6adbce6ccb225587203976e503540bb0e7d6d0461.parquet
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data/v1/events/date=2026-07-17/part-0b68fcb37e8d136c0d05b8aff5be5b3aeba6661fecaade6a56f22deaea43bd57.parquet
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data/v1/events/date=2026-07-17/part-0e8809f6ada09cf536c13e50b7141321e85bc3bd92a1b5d00742b8e1c43c089b.parquet
ADDED
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data/v1/events/date=2026-07-17/part-314da4a14e04796acada2c43bfcddd7b40b00d47e07d0b5795aa7fa357665298.parquet
ADDED
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ADDED
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data/v1/events/date=2026-07-17/part-4bec58b684c7822ac7be00127dc79dde052a4567cefa668fc582488f3f1b66b8.parquet
ADDED
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version https://git-lfs.github.com/spec/v1
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data/v1/events/date=2026-07-17/part-85b7845778c156b858af610c1b7e5e07dab37d7ef7feb21d0b89dc06f8e34928.parquet
ADDED
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version https://git-lfs.github.com/spec/v1
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data/v1/events/date=2026-07-17/part-9aaa6fe7510a4633c9885360ee3c4519dc37252d4bb06d6fff0f02cf8d1c9d19.parquet
ADDED
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data/v1/events/date=2026-07-17/part-bcdf1dbc619ff39613689a1f981dbbf04be2e693f4b8bc0d7e1b0a56fad64537.parquet
ADDED
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version https://git-lfs.github.com/spec/v1
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data/v1/events/date=2026-07-17/part-e48a2fa22c6c43dc8feb60c4fde327db63d0fe80e04f21e00929c319f08ce279.parquet
ADDED
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version https://git-lfs.github.com/spec/v1
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ADDED
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version https://git-lfs.github.com/spec/v1
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data/v1/instruments/date=2026-07-17/part-80c35af58eeb95b083a2c33716eb417196dfa79965612b96cd6c9e44cd2f502b.parquet
ADDED
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version https://git-lfs.github.com/spec/v1
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reports/v1/ee9f6ea859af22f448b6b8257c657c2e63e42cefb00a487e639c405a10d79377/company-screener-build.json
CHANGED
|
@@ -7,10 +7,10 @@
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| 7 |
"artifacts": [
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{
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| 9 |
"table": "companies",
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"rows":
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| 16 |
"table": "screener",
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"table": "companies",
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"file": "part-366a8712b5ad737cd169ffe19c39c75ccc00ac0b599e971cd29bd21aaa533c20.parquet",
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{
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| 16 |
"table": "screener",
|
reports/v1/ee9f6ea859af22f448b6b8257c657c2e63e42cefb00a487e639c405a10d79377/company-screener-validation.json
CHANGED
|
@@ -95,15 +95,15 @@
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|
| 95 |
"AA2"
|
| 96 |
]
|
| 97 |
},
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| 98 |
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"total_parquet_bytes":
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"artifacts": [
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| 101 |
{
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"table": "companies",
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| 103 |
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"file": "part-
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| 104 |
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"rows":
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| 105 |
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"bytes":
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| 106 |
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"sha256": "
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| 107 |
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|
| 108 |
{
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| 109 |
"table": "screener",
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| 95 |
"AA2"
|
| 96 |
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|
| 97 |
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| 100 |
"artifacts": [
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| 101 |
{
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| 102 |
"table": "companies",
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"file": "part-366a8712b5ad737cd169ffe19c39c75ccc00ac0b599e971cd29bd21aaa533c20.parquet",
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"rows": 4160,
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| 108 |
{
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| 109 |
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|
reports/v1/ee9f6ea859af22f448b6b8257c657c2e63e42cefb00a487e639c405a10d79377/relational-build.json
ADDED
|
@@ -0,0 +1,211 @@
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| 1 |
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|
reports/v1/ee9f6ea859af22f448b6b8257c657c2e63e42cefb00a487e639c405a10d79377/relational-validation.json
ADDED
|
@@ -0,0 +1,54 @@
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
{
|
| 2 |
+
"status": "valid",
|
| 3 |
+
"source_revision": "ee9f6ea859af22f448b6b8257c657c2e63e42cefb00a487e639c405a10d79377",
|
| 4 |
+
"source_read_time": "2026-07-17T12:00:02Z",
|
| 5 |
+
"table_rows": {
|
| 6 |
+
"documents": 76362,
|
| 7 |
+
"instruments": 10895,
|
| 8 |
+
"events": 31050
|
| 9 |
+
},
|
| 10 |
+
"partition_counts": {
|
| 11 |
+
"documents": {
|
| 12 |
+
"2016": 52,
|
| 13 |
+
"2017": 112,
|
| 14 |
+
"2018": 107,
|
| 15 |
+
"2019": 39,
|
| 16 |
+
"2020": 35,
|
| 17 |
+
"2021": 73,
|
| 18 |
+
"2022": 91,
|
| 19 |
+
"2023": 91,
|
| 20 |
+
"2024": 65,
|
| 21 |
+
"2025": 50941,
|
| 22 |
+
"2026": 24756
|
| 23 |
+
},
|
| 24 |
+
"instruments": {
|
| 25 |
+
"2026": 10895
|
| 26 |
+
},
|
| 27 |
+
"events": {
|
| 28 |
+
"2017": 62,
|
| 29 |
+
"2018": 271,
|
| 30 |
+
"2019": 16,
|
| 31 |
+
"2020": 13,
|
| 32 |
+
"2021": 17,
|
| 33 |
+
"2022": 44,
|
| 34 |
+
"2023": 51,
|
| 35 |
+
"2024": 52,
|
| 36 |
+
"2025": 26406,
|
| 37 |
+
"2026": 4118
|
| 38 |
+
}
|
| 39 |
+
},
|
| 40 |
+
"foreign_key_errors": 0,
|
| 41 |
+
"rejection_tests": {
|
| 42 |
+
"duplicate_document": true,
|
| 43 |
+
"orphan_event_document": true,
|
| 44 |
+
"orphan_event_instrument": true
|
| 45 |
+
},
|
| 46 |
+
"goldens": {
|
| 47 |
+
"bhp_company": true,
|
| 48 |
+
"bhp_instrument": true,
|
| 49 |
+
"atm_document": true,
|
| 50 |
+
"a11_pagination": true
|
| 51 |
+
},
|
| 52 |
+
"partition_files": 22,
|
| 53 |
+
"total_parquet_bytes": 7461427
|
| 54 |
+
}
|
schema/dataset/v1/COMPANY_SCREENER.md
CHANGED
|
@@ -1,16 +1,19 @@
|
|
| 1 |
-
#
|
| 2 |
|
| 3 |
Status: complete and validated
|
| 4 |
Date: 17 July 2026
|
| 5 |
Odoo task: 3.4, `project.task` 583
|
| 6 |
|
| 7 |
-
The
|
|
|
|
|
|
|
| 8 |
watermark rather than using a different wall clock on every request. A baseline
|
| 9 |
is generated by the existing `computeScreenerRow` and `hasDataQualityIssues`
|
| 10 |
functions directly from all 737 current Firestore company rows. The Parquet
|
| 11 |
build then joins those metrics to the schema-valid normalized company rows.
|
| 12 |
|
| 13 |
-
|
|
|
|
| 14 |
encoding, statistics and content-addressed filenames. Embedded metadata records
|
| 15 |
schema version, source revision, source watermark and builder version.
|
| 16 |
|
|
@@ -35,13 +38,14 @@ python3 scripts/migration/validate-company-screener-parquet-v1.py \
|
|
| 35 |
Local build:
|
| 36 |
`/Users/mazstudio/Documents/DilutionRisk/migration-work/parquet-20260717T120002Z`
|
| 37 |
|
| 38 |
-
-
|
|
|
|
| 39 |
- Frozen calculation time: `2026-07-17T12:00:02Z`
|
| 40 |
-
- Company Parquet:
|
| 41 |
-
`
|
| 42 |
- Screener Parquet: 38,139 bytes,
|
| 43 |
`5b02da7e41d2804eb601a3c8f0e8ddeb6679a98d403a51f2da52aa79bee4410e`
|
| 44 |
-
- Combined:
|
| 45 |
- BHP: 5,078,913,175 basic shares, FD ratio
|
| 46 |
`1.003087136845965`, worst-case dilution `0.30871368459650816%`
|
| 47 |
- Filter equivalence examples: 189 rows at worst-case >=25%, 64 at >=50%,
|
|
|
|
| 1 |
+
# Company history and current screener Parquet v1
|
| 2 |
|
| 3 |
Status: complete and validated
|
| 4 |
Date: 17 July 2026
|
| 5 |
Odoo task: 3.4, `project.task` 583
|
| 6 |
|
| 7 |
+
The company artifact contains every normalized issuer version so temporal
|
| 8 |
+
foreign keys from instruments can resolve. The screener snapshot freezes the
|
| 9 |
+
production clock at the consistent Firestore
|
| 10 |
watermark rather than using a different wall clock on every request. A baseline
|
| 11 |
is generated by the existing `computeScreenerRow` and `hasDataQualityIssues`
|
| 12 |
functions directly from all 737 current Firestore company rows. The Parquet
|
| 13 |
build then joins those metrics to the schema-valid normalized company rows.
|
| 14 |
|
| 15 |
+
The current-company subset still contains exactly the same 737 issuers consumed
|
| 16 |
+
by the screener. Both outputs use the public Arrow schema, Zstandard level 9, dictionary
|
| 17 |
encoding, statistics and content-addressed filenames. Embedded metadata records
|
| 18 |
schema version, source revision, source watermark and builder version.
|
| 19 |
|
|
|
|
| 38 |
Local build:
|
| 39 |
`/Users/mazstudio/Documents/DilutionRisk/migration-work/parquet-20260717T120002Z`
|
| 40 |
|
| 41 |
+
- Company history rows: 4,160 (737 current issuer identities)
|
| 42 |
+
- Production screener rows compared: 737/737
|
| 43 |
- Frozen calculation time: `2026-07-17T12:00:02Z`
|
| 44 |
+
- Company Parquet: 77,516 bytes,
|
| 45 |
+
`366a8712b5ad737cd169ffe19c39c75ccc00ac0b599e971cd29bd21aaa533c20`
|
| 46 |
- Screener Parquet: 38,139 bytes,
|
| 47 |
`5b02da7e41d2804eb601a3c8f0e8ddeb6679a98d403a51f2da52aa79bee4410e`
|
| 48 |
+
- Combined: 115,655 bytes, 22.1% of the 512 KiB browser-cache budget
|
| 49 |
- BHP: 5,078,913,175 basic shares, FD ratio
|
| 50 |
`1.003087136845965`, worst-case dilution `0.30871368459650816%`
|
| 51 |
- Filter equivalence examples: 189 rows at worst-case >=25%, 64 at >=50%,
|
schema/dataset/v1/COMPATIBILITY.md
CHANGED
|
@@ -17,7 +17,7 @@ where relevant, units, bounds, enum values and identity patterns.
|
|
| 17 |
`date32`, not midnight timestamps.
|
| 18 |
- Share quantities and deltas are signed `int64`. Positions cannot be negative;
|
| 19 |
event deltas may be negative for cessations.
|
| 20 |
-
- AUD amounts use decimal types. Exercise prices use
|
| 21 |
balance/market-cap values use two. Binary floating point is not used for
|
| 22 |
money.
|
| 23 |
- Ratios and percentages use `float64` and state their units. A value of `0`
|
|
|
|
| 17 |
`date32`, not midnight timestamps.
|
| 18 |
- Share quantities and deltas are signed `int64`. Positions cannot be negative;
|
| 19 |
event deltas may be negative for cessations.
|
| 20 |
+
- AUD amounts use decimal types. Exercise prices use twelve decimal places;
|
| 21 |
balance/market-cap values use two. Binary floating point is not used for
|
| 22 |
money.
|
| 23 |
- Ratios and percentages use `float64` and state their units. A value of `0`
|
schema/dataset/v1/RELATIONAL.md
ADDED
|
@@ -0,0 +1,48 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# Relational Parquet v1
|
| 2 |
+
|
| 3 |
+
Status: complete and validated
|
| 4 |
+
Date: 17 July 2026
|
| 5 |
+
Odoo task: 3.5, `project.task` 584
|
| 6 |
+
|
| 7 |
+
Documents, dated instrument positions/reference identities and events are split
|
| 8 |
+
by their declared year partition, sorted by the v1 catalog order and written as
|
| 9 |
+
content-addressed Zstandard Parquet with 8,192-row groups. The small year files
|
| 10 |
+
allow DuckDB/Arrow readers to prune historical ranges while preserving stable
|
| 11 |
+
ticker/date/ID pagination.
|
| 12 |
+
|
| 13 |
+
The validator requires unique catalog primary keys and checks:
|
| 14 |
+
|
| 15 |
+
- every document/event issuer exists in company history;
|
| 16 |
+
- every instrument issuer has a company version at or before its as-of date;
|
| 17 |
+
- every event document ID resolves;
|
| 18 |
+
- every event instrument identity resolves, including null-quantity registry
|
| 19 |
+
reference rows; and
|
| 20 |
+
- deliberately duplicated and orphaned mutations are rejected.
|
| 21 |
+
|
| 22 |
+
Golden reconstruction covers the BHP company/instrument projection, the ATM
|
| 23 |
+
annual report and the three-record A11 same-day pagination order.
|
| 24 |
+
|
| 25 |
+
## Completed build evidence
|
| 26 |
+
|
| 27 |
+
Local build:
|
| 28 |
+
`/Users/mazstudio/Documents/DilutionRisk/migration-work/relational-20260717T120002Z`
|
| 29 |
+
|
| 30 |
+
- Documents: 76,362 rows in 11 annual partitions (2016–2026)
|
| 31 |
+
- Instruments: 10,895 rows in one 2026 partition
|
| 32 |
+
- Events: 31,050 rows in 10 annual partitions (2017–2026)
|
| 33 |
+
- Total: 118,307 rows, 22 Parquet files, 7,461,427 bytes
|
| 34 |
+
- Foreign-key errors: 0
|
| 35 |
+
- Deliberate duplicate document, orphan event-document and orphan
|
| 36 |
+
event-instrument mutations: all rejected
|
| 37 |
+
- Golden reconstructions: BHP company/instrument, ATM document and A11
|
| 38 |
+
same-day pagination all passed
|
| 39 |
+
|
| 40 |
+
Run:
|
| 41 |
+
|
| 42 |
+
```sh
|
| 43 |
+
python3 scripts/migration/build-relational-parquet-v1.py \
|
| 44 |
+
/path/to/normalization.json /path/to/output
|
| 45 |
+
python3 scripts/migration/validate-relational-parquet-v1.py \
|
| 46 |
+
/path/to/output/build.json /path/to/companies.parquet \
|
| 47 |
+
fixtures/migration/golden-v1.json
|
| 48 |
+
```
|
schema/dataset/v1/catalog.json
CHANGED
|
@@ -92,7 +92,7 @@
|
|
| 92 |
{ "name": "quantity", "type": "int64", "nullable": true, "minimum": 0, "unit": "shares" },
|
| 93 |
{ "name": "series_name", "type": "string", "nullable": true },
|
| 94 |
{ "name": "asx_code", "type": "string", "nullable": true },
|
| 95 |
-
{ "name": "exercise_price_aud", "type": "
|
| 96 |
{ "name": "expiry", "type": "date32", "nullable": true },
|
| 97 |
{ "name": "holder_type", "type": "string", "nullable": false, "enum": ["broker", "management", "placement", "strategic", "unknown"] },
|
| 98 |
{ "name": "vesting_condition", "type": "string", "nullable": false, "enum": ["price", "time", "milestone", "none"] },
|
|
|
|
| 92 |
{ "name": "quantity", "type": "int64", "nullable": true, "minimum": 0, "unit": "shares" },
|
| 93 |
{ "name": "series_name", "type": "string", "nullable": true },
|
| 94 |
{ "name": "asx_code", "type": "string", "nullable": true },
|
| 95 |
+
{ "name": "exercise_price_aud", "type": "decimal128_24_12", "nullable": true, "minimum": 0, "unit": "AUD/share" },
|
| 96 |
{ "name": "expiry", "type": "date32", "nullable": true },
|
| 97 |
{ "name": "holder_type", "type": "string", "nullable": false, "enum": ["broker", "management", "placement", "strategic", "unknown"] },
|
| 98 |
{ "name": "vesting_condition", "type": "string", "nullable": false, "enum": ["price", "time", "milestone", "none"] },
|