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registry: add ZR (rough rice) and WBS (ICE Europe WTI) #99

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Merged
mspinola merged 1 commit into from
Aug 4, 2026
Merged

registry: add ZR (rough rice) and WBS (ICE Europe WTI) #99

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13 changes: 13 additions & 0 deletions src/cotdata/registry.yaml
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Original file line number Diff line number Diff line change
Expand Up @@ -50,6 +50,13 @@ Energies:
cftc_code: "022651"
NG:
cftc_code: "023651"
# Added 2026-08-04 for crowdmon's contract-spec backlog. NOT a duplicate of CL: open
# interest tracks it (0.771) but Managed Money net is negative and flow correlation is
# near zero, so it is a different holder base (crowdmon
# docs/design/amendments-2026-08-03.md §C15). Norgate carries it as &WBS.
WBS: # WTI Crude Oil (ICE Futures Europe)
cftc_code: "067411"
databento: null # ICE product — not on GLBX.MDP3

Grains:
ZC:
Expand All @@ -62,6 +69,12 @@ Grains:
cftc_code: "007601"
ZW:
cftc_code: "001602"
# Added 2026-08-04 for crowdmon's contract-spec backlog: the smallest market of the ten
# candidates and the strongest on the criterion that decides, Managed Money share 0.433
# against a covered median of 0.137 (crowdmon docs/design/amendments-2026-08-03.md §C17,
# decision in docs/handoffs/2026-08-03-spec-backlog-producer.md §9).
ZR: # Rough Rice (CBOT)
cftc_code: "039601"
# Held-out generalization grains (new symbols, never in the deploy selection).
ZO: # Oats (CBOT)
cftc_code: "004603"
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10 changes: 7 additions & 3 deletions tests/test_registry.py
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Expand Up @@ -17,7 +17,7 @@
# ── loading & basic shape ────────────────────────────────────────────────────
def test_registry_loads_all_symbols():
symbols = all_symbols()
assert len(symbols) == 49, f"Expected 49 symbols, got {len(symbols)}"
assert len(symbols) == 51, f"Expected 51 symbols, got {len(symbols)}"


def test_basic_symbol_loading():
Expand Down Expand Up @@ -80,7 +80,7 @@ def test_by_asset_class():
# ── hashability (frozen dataclass must stay hashable, incl. scaled hist_codes) ─
def test_symbols_are_hashable():
# Would raise TypeError: unhashable type 'list' if hist_codes held a list.
assert len(set(all_symbols())) == 49
assert len(set(all_symbols())) == 51
assert symbol("LBR") in {symbol("LBR")}
hash(symbol("LBR")) # scaled hist_codes — the tricky one

Expand Down Expand Up @@ -247,5 +247,9 @@ def test_golden_identity_checksum():
(registry.yaml carries FIXED identity only; unintended drift is a bug)."""
ident = sorted((s.internal, s.cftc_code, s.asset_class) for s in all_symbols())
digest = hashlib.md5(repr(ident).encode()).hexdigest()
assert digest == "e6b0b92caa0f25f68dea62024bddf899", (
# Updated 2026-08-04 for a deliberate addition: ZR (rough rice, 039601) and WBS
# (ICE Europe WTI, 067411), the two codes of crowdmon's contract-spec backlog that
# Norgate actually carries. Previous value e6b0b92caa0f25f68dea62024bddf899, over 49
# symbols.
assert digest == "3dd3df8eb26d850654107e16568cddb6", (
"registry identity facts changed; update the expected checksum if intended")
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