Pipeline run #1
Status: Success ·
Triggered by: Manual ·
Started: 8 Aug 2026, 10:49 p.m. ·
Finished: 8 Aug 2026, 10:50 p.m.
Bronze: source extractions
| Source | Status | Rows | File |
|---|
| boc_valet |
OK |
8977 |
/app/pipeline/bronze/boc_valet/20260809T024953616992Z.json |
| fred |
OK |
11016 |
/app/pipeline/bronze/fred/20260809T024954111858Z.json |
| statcan |
OK |
210 |
/app/pipeline/bronze/statcan/20260809T024954635155Z.json |
Silver: transformations
| Step | In | Out | Rows affected | What happened |
|---|
| align_dates |
11006 |
6427 |
0 |
Combined Bank of Canada (4580 rows) and FRED (6426 rows) series onto a unified daily date index (6427 rows). |
| forward_fill_missing |
6427 |
6427 |
18110 |
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). |
| merge_asof_cpi |
6427 |
6427 |
6377 |
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. |
Gold: feature engineering
| Step | In | Out | Rows affected | What happened |
|---|
| compute_spreads |
6427 |
6427 |
6427 |
Computed spread_10y_2y (10Y minus 2Y yield) and spread_ca_us_10y (Canadian minus US 10Y yield). |
| compute_rolling_stats |
6427 |
6427 |
6427 |
Computed 20-day and 60-day rolling mean/standard deviation for the 10Y yield and USD/CAD. |
| flag_policy_shocks |
6427 |
6427 |
35 |
Flagged 35 dates where the overnight rate changed from the prior trading day, with the direction of the change. |
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