Add electricity price ingestion and feature pipeline.

Introduce ENTSO-E data retrieval with layered caching, robust bidding-zone and missing-data handling, and persist model-ready features with detailed architecture/developer documentation.

Made-with: Cursor

electricity_price_predictor/sql/001_electricity_price_schema.sql

@@ -0,0 +1,55 @@
+CREATE TABLE IF NOT EXISTS entsoe_api_cache (
+    cache_key TEXT PRIMARY KEY,
+    namespace TEXT NOT NULL,
+    function_name TEXT NOT NULL,
+    args_json JSONB NOT NULL,
+    payload BYTEA NOT NULL,
+    created_at TIMESTAMPTZ NOT NULL DEFAULT NOW(),
+    expires_at TIMESTAMPTZ
+);
+
+CREATE INDEX IF NOT EXISTS idx_entsoe_api_cache_namespace_fn
+    ON entsoe_api_cache(namespace, function_name);
+
+CREATE INDEX IF NOT EXISTS idx_entsoe_api_cache_expires_at
+    ON entsoe_api_cache(expires_at);
+
+CREATE TABLE IF NOT EXISTS electricity_market_observations (
+    country_code TEXT NOT NULL,
+    delivery_start TIMESTAMPTZ NOT NULL,
+    day_ahead_price DOUBLE PRECISION,
+    load_forecast DOUBLE PRECISION,
+    wind_forecast DOUBLE PRECISION,
+    solar_forecast DOUBLE PRECISION,
+    ingested_at TIMESTAMPTZ NOT NULL DEFAULT NOW(),
+    PRIMARY KEY (country_code, delivery_start)
+);
+
+CREATE INDEX IF NOT EXISTS idx_electricity_market_observations_delivery
+    ON electricity_market_observations(delivery_start);
+
+CREATE TABLE IF NOT EXISTS electricity_price_features (
+    country_code TEXT NOT NULL,
+    delivery_start TIMESTAMPTZ NOT NULL,
+    day_ahead_price DOUBLE PRECISION NOT NULL,
+    load_forecast DOUBLE PRECISION NOT NULL,
+    wind_forecast DOUBLE PRECISION NOT NULL,
+    solar_forecast DOUBLE PRECISION NOT NULL,
+    residual_load DOUBLE PRECISION NOT NULL,
+    lagged_price DOUBLE PRECISION[] NOT NULL,
+    lagged_residual_load DOUBLE PRECISION[] NOT NULL,
+    hour_of_day_sin DOUBLE PRECISION NOT NULL,
+    hour_of_day_cos DOUBLE PRECISION NOT NULL,
+    weekday_sin DOUBLE PRECISION NOT NULL,
+    weekday_cos DOUBLE PRECISION NOT NULL,
+    month_sin DOUBLE PRECISION NOT NULL,
+    month_cos DOUBLE PRECISION NOT NULL,
+    feature_version TEXT NOT NULL DEFAULT 'v1',
+    created_at TIMESTAMPTZ NOT NULL DEFAULT NOW(),
+    PRIMARY KEY (country_code, delivery_start, feature_version),
+    CONSTRAINT chk_lagged_price_len CHECK (CARDINALITY(lagged_price) = 24),
+    CONSTRAINT chk_lagged_residual_load_len CHECK (CARDINALITY(lagged_residual_load) = 24)
+);
+
+CREATE INDEX IF NOT EXISTS idx_electricity_price_features_delivery
+    ON electricity_price_features(delivery_start);