Initial commit for fred-economic-data

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dfty
2026-01-28 12:43:41 +08:00
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"""
FRED API Examples
Demonstrates common use cases for querying FRED economic data.
Run with: uv run python scripts/fred_examples.py
"""
import os
import json
from datetime import datetime, timedelta
# Import the FREDQuery class
from fred_query import FREDQuery
def example_basic_series():
"""Example: Get basic series data."""
print("\n" + "=" * 60)
print("Example 1: Basic Series Data")
print("=" * 60)
fred = FREDQuery()
# Get GDP series metadata
print("\n1a. GDP Series Metadata:")
gdp_info = fred.get_series("GDP")
if "seriess" in gdp_info:
series = gdp_info["seriess"][0]
print(f" Title: {series['title']}")
print(f" Frequency: {series['frequency']}")
print(f" Units: {series['units']}")
print(f" Last Updated: {series['last_updated']}")
# Get recent observations
print("\n1b. Recent GDP Observations:")
gdp_data = fred.get_observations("GDP", limit=5, sort_order="desc")
if "observations" in gdp_data:
for obs in gdp_data["observations"]:
print(f" {obs['date']}: ${obs['value']} billion")
def example_transformations():
"""Example: Data transformations."""
print("\n" + "=" * 60)
print("Example 2: Data Transformations")
print("=" * 60)
fred = FREDQuery()
# Get GDP with different transformations
print("\n2a. GDP - Percent Change from Year Ago:")
gdp_pch = fred.get_observations(
"GDP",
units="pc1", # Percent change from year ago
limit=4,
sort_order="desc"
)
if "observations" in gdp_pch:
for obs in gdp_pch["observations"]:
if obs["value"] != ".":
print(f" {obs['date']}: {obs['value']}%")
print("\n2b. CPI - Change from Previous Month:")
cpi_chg = fred.get_observations(
"CPIAUCSL",
units="chg", # Change
limit=6,
sort_order="desc"
)
if "observations" in cpi_chg:
for obs in cpi_chg["observations"]:
if obs["value"] != ".":
print(f" {obs['date']}: {obs['value']}")
def example_search():
"""Example: Searching for series."""
print("\n" + "=" * 60)
print("Example 3: Searching for Series")
print("=" * 60)
fred = FREDQuery()
# Search for inflation-related series
print("\n3a. Search for 'inflation' series (monthly, USA):")
results = fred.search_series(
"inflation",
limit=5,
filter_variable="frequency",
filter_value="Monthly"
)
if "seriess" in results:
for s in results["seriess"]:
print(f" {s['id']}: {s['title'][:60]}...")
# Search using tags
print("\n3b. Search using tags (gdp, quarterly, usa):")
tagged = fred.get_series_by_tags(
["gdp", "quarterly", "usa"],
limit=5
)
if "seriess" in tagged:
for s in tagged["seriess"]:
print(f" {s['id']}: {s['title'][:60]}...")
def example_categories():
"""Example: Browsing categories."""
print("\n" + "=" * 60)
print("Example 4: Category Browsing")
print("=" * 60)
fred = FREDQuery()
# Get root categories
print("\n4a. Top-Level Categories:")
root = fred.get_category_children(0)
if "categories" in root:
for cat in root["categories"][:8]:
print(f" [{cat['id']}] {cat['name']}")
# Get series from a specific category
print("\n4b. Popular Series in GDP Category (53):")
series = fred.get_category_series(
53,
limit=5,
order_by="popularity",
sort_order="desc"
)
if "seriess" in series:
for s in series["seriess"]:
print(f" {s['id']}: {s['title'][:50]}...")
def example_releases():
"""Example: Working with releases."""
print("\n" + "=" * 60)
print("Example 5: Releases and Calendar")
print("=" * 60)
fred = FREDQuery()
# Get upcoming release dates
today = datetime.now().strftime("%Y-%m-%d")
next_week = (datetime.now() + timedelta(days=7)).strftime("%Y-%m-%d")
print(f"\n5a. Upcoming Releases (next 7 days):")
dates = fred.get_release_dates(
realtime_start=today,
realtime_end=next_week,
limit=10,
sort_order="asc",
include_release_dates_with_no_data="true"
)
if "release_dates" in dates:
for r in dates["release_dates"][:10]:
print(f" {r['date']}: {r.get('release_name', 'Unknown')}")
else:
print(" No upcoming releases found")
# Get series from GDP release
print("\n5b. Top Series in GDP Release (53):")
release_series = fred.get_release_series(
53,
limit=5,
order_by="popularity",
sort_order="desc"
)
if "seriess" in release_series:
for s in release_series["seriess"]:
print(f" {s['id']}: {s['title'][:50]}...")
def example_economic_indicators():
"""Example: Building an economic dashboard."""
print("\n" + "=" * 60)
print("Example 6: Economic Indicators Dashboard")
print("=" * 60)
fred = FREDQuery()
indicators = [
("GDP", "Gross Domestic Product"),
("UNRATE", "Unemployment Rate"),
("CPIAUCSL", "Consumer Price Index"),
("FEDFUNDS", "Federal Funds Rate"),
("DGS10", "10-Year Treasury Rate"),
("HOUST", "Housing Starts")
]
print("\nLatest Economic Indicators:")
print("-" * 50)
for series_id, name in indicators:
data = fred.get_observations(series_id, limit=1, sort_order="desc")
if "observations" in data and data["observations"]:
obs = data["observations"][0]
value = obs["value"]
date = obs["date"]
print(f" {name:30} {value:>12} ({date})")
def example_time_series_analysis():
"""Example: Time series analysis."""
print("\n" + "=" * 60)
print("Example 7: Time Series Analysis")
print("=" * 60)
fred = FREDQuery()
# Get unemployment rate for past 2 years
start_date = (datetime.now() - timedelta(days=730)).strftime("%Y-%m-%d")
print(f"\nUnemployment Rate Trend (since {start_date}):")
data = fred.get_observations(
"UNRATE",
observation_start=start_date,
sort_order="asc"
)
if "observations" in data:
obs = data["observations"]
values = [float(o["value"]) for o in obs if o["value"] != "."]
if values:
print(f" Data points: {len(values)}")
print(f" Min: {min(values):.1f}%")
print(f" Max: {max(values):.1f}%")
print(f" Average: {sum(values)/len(values):.1f}%")
print(f" Latest: {values[-1]:.1f}%")
# Simple trend
if len(values) >= 12:
recent_avg = sum(values[-6:]) / 6
older_avg = sum(values[-12:-6]) / 6
trend = "increasing" if recent_avg > older_avg else "decreasing"
print(f" 6-month trend: {trend}")
def example_vintage_data():
"""Example: Accessing vintage (historical) data."""
print("\n" + "=" * 60)
print("Example 8: Vintage Data (ALFRED)")
print("=" * 60)
fred = FREDQuery()
# Get vintage dates for GDP
print("\nGDP Revision History (recent vintage dates):")
vintages = fred.get_vintage_dates("GDP")
if "vintage_dates" in vintages:
dates = vintages["vintage_dates"][-10:] # Last 10
for vd in dates:
print(f" {vd}")
# Compare current vs historical data
print("\nComparing current vs historical GDP view:")
current = fred.get_observations("GDP", limit=1, sort_order="desc")
if "observations" in current and current["observations"]:
obs = current["observations"][0]
print(f" Current value for {obs['date']}: ${obs['value']} billion")
def example_sources():
"""Example: Working with data sources."""
print("\n" + "=" * 60)
print("Example 9: Data Sources")
print("=" * 60)
fred = FREDQuery()
# Get sources
print("\nMajor Data Sources:")
sources = fred.get_sources(limit=10, order_by="name")
if "sources" in sources:
for s in sources["sources"]:
print(f" [{s['id']:3}] {s['name'][:50]}...")
# Get releases from BLS
print("\nReleases from Bureau of Labor Statistics (ID: 22):")
bls = fred.get_source_releases(22, limit=5)
if "releases" in bls:
for r in bls["releases"]:
print(f" {r['name'][:50]}...")
def example_regional_data():
"""Example: Regional/geographic data."""
print("\n" + "=" * 60)
print("Example 10: Regional Data (GeoFRED)")
print("=" * 60)
fred = FREDQuery()
# Get state unemployment rates
print("\nState Unemployment Rates (sample):")
regional = fred.get_regional_data(
series_group="1220", # Unemployment rate
region_type="state",
date="2023-01-01",
units="Percent",
frequency="a",
season="NSA"
)
if "data" in regional:
date_key = list(regional["data"].keys())[0]
states = regional["data"][date_key][:10]
for state in states:
print(f" {state['region']:20} {state['value']:>6}%")
def main():
"""Run all examples."""
print("\n" + "=" * 60)
print("FRED API Examples")
print("=" * 60)
# Check for API key
api_key = os.environ.get("FRED_API_KEY")
if not api_key:
print("\nERROR: FRED_API_KEY environment variable not set.")
print("\nTo get an API key:")
print(" 1. Create account at https://fredaccount.stlouisfed.org")
print(" 2. Request API key from your account dashboard")
print(" 3. Set environment variable:")
print(" export FRED_API_KEY='your_key_here'")
return
try:
# Run examples
example_basic_series()
example_transformations()
example_search()
example_categories()
example_releases()
example_economic_indicators()
example_time_series_analysis()
example_vintage_data()
example_sources()
example_regional_data()
print("\n" + "=" * 60)
print("All examples completed!")
print("=" * 60 + "\n")
except Exception as e:
print(f"\nError running examples: {e}")
raise
if __name__ == "__main__":
main()

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"""
FRED API Query Module
Provides a unified interface to query the Federal Reserve Economic Data (FRED) API.
"""
import os
import time
import requests
from typing import Optional, Dict, Any, List
from functools import lru_cache
class FREDQuery:
"""
Client for querying the FRED API.
Example:
>>> fred = FREDQuery(api_key="your_key")
>>> gdp = fred.get_observations("GDP")
>>> print(gdp["observations"][-1])
"""
BASE_URL = "https://api.stlouisfed.org/fred"
GEOFRED_URL = "https://api.stlouisfed.org/geofred"
def __init__(
self,
api_key: Optional[str] = None,
cache_ttl: int = 3600,
max_retries: int = 3,
retry_delay: float = 1.0
):
"""
Initialize FRED API client.
Args:
api_key: FRED API key. If not provided, uses FRED_API_KEY env var.
cache_ttl: Cache time-to-live in seconds (default: 1 hour).
max_retries: Maximum number of retries for failed requests.
retry_delay: Base delay between retries in seconds.
"""
self.api_key = api_key or os.environ.get("FRED_API_KEY")
if not self.api_key:
raise ValueError(
"API key required. Set FRED_API_KEY environment variable or pass api_key parameter."
)
self.cache_ttl = cache_ttl
self.max_retries = max_retries
self.retry_delay = retry_delay
self._cache: Dict[str, tuple] = {} # (timestamp, data)
def _make_request(
self,
endpoint: str,
params: Dict[str, Any],
base_url: Optional[str] = None
) -> Dict[str, Any]:
"""Make API request with retry logic."""
url = f"{base_url or self.BASE_URL}/{endpoint}"
params["api_key"] = self.api_key
params["file_type"] = "json"
# Check cache
cache_key = f"{url}:{str(sorted(params.items()))}"
if cache_key in self._cache:
timestamp, data = self._cache[cache_key]
if time.time() - timestamp < self.cache_ttl:
return data
# Make request with retry
for attempt in range(self.max_retries):
try:
response = requests.get(url, params=params, timeout=30)
if response.status_code == 429:
# Rate limited - wait and retry
wait_time = self.retry_delay * (2 ** attempt)
time.sleep(wait_time)
continue
response.raise_for_status()
data = response.json()
# Cache successful response
self._cache[cache_key] = (time.time(), data)
return data
except requests.exceptions.RequestException as e:
if attempt == self.max_retries - 1:
return {"error": {"code": 500, "message": str(e)}}
time.sleep(self.retry_delay * (2 ** attempt))
return {"error": {"code": 500, "message": "Max retries exceeded"}}
# ========== Series Endpoints ==========
def get_series(self, series_id: str, **kwargs) -> Dict[str, Any]:
"""
Get metadata for an economic data series.
Args:
series_id: The FRED series ID (e.g., "GDP", "UNRATE").
**kwargs: Additional parameters (realtime_start, realtime_end).
Returns:
Series metadata including title, units, frequency, etc.
"""
params = {"series_id": series_id, **kwargs}
return self._make_request("series", params)
def get_observations(
self,
series_id: str,
observation_start: Optional[str] = None,
observation_end: Optional[str] = None,
units: str = "lin",
frequency: Optional[str] = None,
aggregation_method: str = "avg",
limit: int = 100000,
offset: int = 0,
sort_order: str = "asc",
**kwargs
) -> Dict[str, Any]:
"""
Get observations (data values) for an economic data series.
Args:
series_id: The FRED series ID.
observation_start: Start date (YYYY-MM-DD).
observation_end: End date (YYYY-MM-DD).
units: Data transformation (lin, chg, ch1, pch, pc1, pca, cch, cca, log).
frequency: Frequency aggregation (d, w, m, q, a, etc.).
aggregation_method: Aggregation method (avg, sum, eop).
limit: Maximum observations (1-100000).
offset: Pagination offset.
sort_order: Sort order (asc, desc).
**kwargs: Additional parameters.
Returns:
Observations with dates and values.
"""
params = {
"series_id": series_id,
"units": units,
"aggregation_method": aggregation_method,
"limit": limit,
"offset": offset,
"sort_order": sort_order,
**kwargs
}
if observation_start:
params["observation_start"] = observation_start
if observation_end:
params["observation_end"] = observation_end
if frequency:
params["frequency"] = frequency
return self._make_request("series/observations", params)
def search_series(
self,
search_text: str,
search_type: str = "full_text",
limit: int = 100,
offset: int = 0,
order_by: str = "search_rank",
sort_order: str = "desc",
filter_variable: Optional[str] = None,
filter_value: Optional[str] = None,
tag_names: Optional[str] = None,
**kwargs
) -> Dict[str, Any]:
"""
Search for economic data series by keywords.
Args:
search_text: Keywords to search.
search_type: Search type (full_text, series_id).
limit: Maximum results (1-1000).
offset: Pagination offset.
order_by: Sort field.
sort_order: Sort direction.
filter_variable: Filter by (frequency, units, seasonal_adjustment).
filter_value: Filter value.
tag_names: Semicolon-delimited tags.
**kwargs: Additional parameters.
Returns:
Matching series with metadata.
"""
params = {
"search_text": search_text,
"search_type": search_type,
"limit": limit,
"offset": offset,
"order_by": order_by,
"sort_order": sort_order,
**kwargs
}
if filter_variable:
params["filter_variable"] = filter_variable
if filter_value:
params["filter_value"] = filter_value
if tag_names:
params["tag_names"] = tag_names
return self._make_request("series/search", params)
def get_series_categories(self, series_id: str, **kwargs) -> Dict[str, Any]:
"""Get categories for a series."""
params = {"series_id": series_id, **kwargs}
return self._make_request("series/categories", params)
def get_series_release(self, series_id: str, **kwargs) -> Dict[str, Any]:
"""Get release for a series."""
params = {"series_id": series_id, **kwargs}
return self._make_request("series/release", params)
def get_series_tags(self, series_id: str, **kwargs) -> Dict[str, Any]:
"""Get tags for a series."""
params = {"series_id": series_id, **kwargs}
return self._make_request("series/tags", params)
def get_series_updates(
self,
limit: int = 100,
offset: int = 0,
filter_value: str = "all",
**kwargs
) -> Dict[str, Any]:
"""Get recently updated series."""
params = {
"limit": limit,
"offset": offset,
"filter_value": filter_value,
**kwargs
}
return self._make_request("series/updates", params)
def get_vintage_dates(self, series_id: str, **kwargs) -> Dict[str, Any]:
"""Get vintage dates for a series (when data was revised)."""
params = {"series_id": series_id, **kwargs}
return self._make_request("series/vintagedates", params)
# ========== Category Endpoints ==========
def get_category(self, category_id: int = 0, **kwargs) -> Dict[str, Any]:
"""
Get a category.
Args:
category_id: Category ID (0 = root).
"""
params = {"category_id": category_id, **kwargs}
return self._make_request("category", params)
def get_category_children(self, category_id: int = 0, **kwargs) -> Dict[str, Any]:
"""Get child categories."""
params = {"category_id": category_id, **kwargs}
return self._make_request("category/children", params)
def get_category_series(
self,
category_id: int,
limit: int = 100,
offset: int = 0,
order_by: str = "series_id",
sort_order: str = "asc",
**kwargs
) -> Dict[str, Any]:
"""Get series in a category."""
params = {
"category_id": category_id,
"limit": limit,
"offset": offset,
"order_by": order_by,
"sort_order": sort_order,
**kwargs
}
return self._make_request("category/series", params)
def get_category_tags(self, category_id: int, **kwargs) -> Dict[str, Any]:
"""Get tags for a category."""
params = {"category_id": category_id, **kwargs}
return self._make_request("category/tags", params)
# ========== Release Endpoints ==========
def get_releases(
self,
limit: int = 100,
offset: int = 0,
order_by: str = "release_id",
sort_order: str = "asc",
**kwargs
) -> Dict[str, Any]:
"""Get all releases."""
params = {
"limit": limit,
"offset": offset,
"order_by": order_by,
"sort_order": sort_order,
**kwargs
}
return self._make_request("releases", params)
def get_release_dates(
self,
realtime_start: Optional[str] = None,
realtime_end: Optional[str] = None,
limit: int = 100,
offset: int = 0,
order_by: str = "release_date",
sort_order: str = "desc",
include_release_dates_with_no_data: str = "false",
**kwargs
) -> Dict[str, Any]:
"""Get release dates for all releases."""
params = {
"limit": limit,
"offset": offset,
"order_by": order_by,
"sort_order": sort_order,
"include_release_dates_with_no_data": include_release_dates_with_no_data,
**kwargs
}
if realtime_start:
params["realtime_start"] = realtime_start
if realtime_end:
params["realtime_end"] = realtime_end
return self._make_request("releases/dates", params)
def get_release(self, release_id: int, **kwargs) -> Dict[str, Any]:
"""Get a specific release."""
params = {"release_id": release_id, **kwargs}
return self._make_request("release", params)
def get_release_series(
self,
release_id: int,
limit: int = 100,
offset: int = 0,
**kwargs
) -> Dict[str, Any]:
"""Get series in a release."""
params = {
"release_id": release_id,
"limit": limit,
"offset": offset,
**kwargs
}
return self._make_request("release/series", params)
def get_release_sources(self, release_id: int, **kwargs) -> Dict[str, Any]:
"""Get sources for a release."""
params = {"release_id": release_id, **kwargs}
return self._make_request("release/sources", params)
def get_release_tables(self, release_id: int, **kwargs) -> Dict[str, Any]:
"""Get release table structure."""
params = {"release_id": release_id, **kwargs}
return self._make_request("release/tables", params)
# ========== Tag Endpoints ==========
def get_tags(
self,
tag_group_id: Optional[str] = None,
search_text: Optional[str] = None,
limit: int = 100,
offset: int = 0,
order_by: str = "series_count",
sort_order: str = "desc",
**kwargs
) -> Dict[str, Any]:
"""Get FRED tags."""
params = {
"limit": limit,
"offset": offset,
"order_by": order_by,
"sort_order": sort_order,
**kwargs
}
if tag_group_id:
params["tag_group_id"] = tag_group_id
if search_text:
params["search_text"] = search_text
return self._make_request("tags", params)
def get_related_tags(
self,
tag_names: str,
limit: int = 100,
offset: int = 0,
**kwargs
) -> Dict[str, Any]:
"""Get related tags."""
params = {
"tag_names": tag_names,
"limit": limit,
"offset": offset,
**kwargs
}
return self._make_request("related_tags", params)
def get_series_by_tags(
self,
tag_names: List[str],
exclude_tag_names: Optional[List[str]] = None,
limit: int = 100,
offset: int = 0,
order_by: str = "popularity",
sort_order: str = "desc",
**kwargs
) -> Dict[str, Any]:
"""
Get series matching all specified tags.
Args:
tag_names: List of tags (series must match all).
exclude_tag_names: Tags to exclude.
limit: Maximum results.
offset: Pagination offset.
order_by: Sort field.
sort_order: Sort direction.
"""
params = {
"tag_names": ";".join(tag_names),
"limit": limit,
"offset": offset,
"order_by": order_by,
"sort_order": sort_order,
**kwargs
}
if exclude_tag_names:
params["exclude_tag_names"] = ";".join(exclude_tag_names)
return self._make_request("tags/series", params)
# ========== Source Endpoints ==========
def get_sources(
self,
limit: int = 100,
offset: int = 0,
order_by: str = "source_id",
sort_order: str = "asc",
**kwargs
) -> Dict[str, Any]:
"""Get all data sources."""
params = {
"limit": limit,
"offset": offset,
"order_by": order_by,
"sort_order": sort_order,
**kwargs
}
return self._make_request("sources", params)
def get_source(self, source_id: int, **kwargs) -> Dict[str, Any]:
"""Get a specific source."""
params = {"source_id": source_id, **kwargs}
return self._make_request("source", params)
def get_source_releases(
self,
source_id: int,
limit: int = 100,
offset: int = 0,
**kwargs
) -> Dict[str, Any]:
"""Get releases from a source."""
params = {
"source_id": source_id,
"limit": limit,
"offset": offset,
**kwargs
}
return self._make_request("source/releases", params)
# ========== GeoFRED Endpoints ==========
def get_shapes(self, shape: str) -> Dict[str, Any]:
"""
Get GeoJSON shape files for mapping.
Args:
shape: Shape type (state, county, msa, country, frb, bea, etc.)
"""
params = {"shape": shape}
return self._make_request("shapes/file", params, base_url=self.GEOFRED_URL)
def get_series_group(self, series_id: str) -> Dict[str, Any]:
"""Get metadata for a regional series group."""
params = {"series_id": series_id}
return self._make_request("series/group", params, base_url=self.GEOFRED_URL)
def get_series_data(
self,
series_id: str,
date: Optional[str] = None,
start_date: Optional[str] = None
) -> Dict[str, Any]:
"""Get regional data for a series."""
params = {"series_id": series_id}
if date:
params["date"] = date
if start_date:
params["start_date"] = start_date
return self._make_request("series/data", params, base_url=self.GEOFRED_URL)
def get_regional_data(
self,
series_group: str,
region_type: str,
date: str,
units: str,
season: str = "NSA",
frequency: str = "a",
transformation: str = "lin",
aggregation_method: str = "avg",
start_date: Optional[str] = None
) -> Dict[str, Any]:
"""
Get regional data by series group.
Args:
series_group: Series group ID.
region_type: Region type (state, county, msa, country, etc.)
date: Target date (YYYY-MM-DD).
units: Units of measurement.
season: Seasonality (SA, NSA, SSA, SAAR, NSAAR).
frequency: Frequency (d, w, m, q, a).
transformation: Data transformation.
aggregation_method: Aggregation method.
start_date: Start date for range.
"""
params = {
"series_group": series_group,
"region_type": region_type,
"date": date,
"units": units,
"season": season,
"frequency": frequency,
"transformation": transformation,
"aggregation_method": aggregation_method
}
if start_date:
params["start_date"] = start_date
return self._make_request("regional/data", params, base_url=self.GEOFRED_URL)
# ========== Utility Methods ==========
def clear_cache(self):
"""Clear the response cache."""
self._cache.clear()
# Convenience function for quick queries
def query_fred(series_id: str, api_key: Optional[str] = None, **kwargs) -> Dict[str, Any]:
"""
Quick function to query a FRED series.
Args:
series_id: The FRED series ID.
api_key: API key (uses FRED_API_KEY env var if not provided).
**kwargs: Additional parameters for get_observations.
Returns:
Series observations.
"""
client = FREDQuery(api_key=api_key)
return client.get_observations(series_id, **kwargs)
if __name__ == "__main__":
# Quick test
import json
api_key = os.environ.get("FRED_API_KEY")
if api_key:
fred = FREDQuery(api_key=api_key)
# Get GDP data
print("Fetching GDP data...")
gdp = fred.get_observations("GDP", limit=5, sort_order="desc")
print(json.dumps(gdp, indent=2))
else:
print("Set FRED_API_KEY environment variable to test")