
ingest.py
1import pandas as pd2from snowflake.connector.pandas_tools \3 import write_pandas4 5 6def ingest_daily_bars(source, connection):7 rows = pd.read_json(source)8 rows = rows.dropna(9 subset=["ticker", "session_date",10 "close"]11 )12 rows["ticker"] = (13 rows.ticker.str.upper()14 )15 rows["adj_close"] = (16 rows.close * rows.factor17 )18 19 bars = rows[["ticker", "session_date",20 "adj_close", "volume"]]21 write_pandas(22 connection, bars, "DAILY_BARS",23 database="RAW", schema="MARKET",24 )25 26 return {27 "table": "RAW.MARKET.DAILY_BARS",28 "rows": len(bars),29 "columns": list(bars.columns),30 }31 32 33if __name__ == "__main__":34 ingest_daily_bars(source, connection)