Data Pipeline

1. Bronze

Raw data pulled from the Bank of Canada, FRED, and Statistics Canada.

Source	Status	Rows
boc_valet	OK	8977
fred	OK	11016
statcan	OK	210

2. Silver

Dates aligned, gaps forward-filled, CPI merged in without look-ahead.

align_dates: Combined Bank of Canada (4580 rows) and FRED (6426 rows) series onto a unified daily date index (6427 rows). (0 rows affected)

forward_fill_missing: Reindexed to a full daily calendar (6427 -> 6427 rows) and forward-filled gaps from weekends, statutory holidays, and CA/US market calendar mismatches (18110 values filled). (18110 rows affected)

merge_asof_cpi: Merged monthly CPI onto the daily index using merge-as-of keyed on the CPI figure's publication date (not its reference month), so no trading day is paired with inflation data that was not yet public. 6377 of 6427 rows received a CPI value. (6377 rows affected)

3. Gold

Spreads, rolling stats, and policy-shock flags computed and stored.

compute_spreads: Computed spread_10y_2y (10Y minus 2Y yield) and spread_ca_us_10y (Canadian minus US 10Y yield). (6427 rows affected)

compute_rolling_stats: Computed 20-day and 60-day rolling mean/standard deviation for the 10Y yield and USD/CAD. (6427 rows affected)

flag_policy_shocks: Flagged 35 dates where the overnight rate changed from the prior trading day, with the direction of the change. (35 rows affected)