Initial commit for fred-economic-data
This commit is contained in:
dfty
590
scripts/fred_query.py
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590
scripts/fred_query.py
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@@ -0,0 +1,590 @@
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"""
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FRED API Query Module
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Provides a unified interface to query the Federal Reserve Economic Data (FRED) API.
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"""
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import os
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import time
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import requests
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from typing import Optional, Dict, Any, List
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from functools import lru_cache
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class FREDQuery:
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"""
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Client for querying the FRED API.
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Example:
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>>> fred = FREDQuery(api_key="your_key")
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>>> gdp = fred.get_observations("GDP")
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>>> print(gdp["observations"][-1])
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"""
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BASE_URL = "https://api.stlouisfed.org/fred"
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GEOFRED_URL = "https://api.stlouisfed.org/geofred"
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def __init__(
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self,
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api_key: Optional[str] = None,
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cache_ttl: int = 3600,
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max_retries: int = 3,
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retry_delay: float = 1.0
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):
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"""
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Initialize FRED API client.
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Args:
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api_key: FRED API key. If not provided, uses FRED_API_KEY env var.
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cache_ttl: Cache time-to-live in seconds (default: 1 hour).
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max_retries: Maximum number of retries for failed requests.
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retry_delay: Base delay between retries in seconds.
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"""
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self.api_key = api_key or os.environ.get("FRED_API_KEY")
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if not self.api_key:
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raise ValueError(
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"API key required. Set FRED_API_KEY environment variable or pass api_key parameter."
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)
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self.cache_ttl = cache_ttl
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self.max_retries = max_retries
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self.retry_delay = retry_delay
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self._cache: Dict[str, tuple] = {} # (timestamp, data)
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def _make_request(
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self,
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endpoint: str,
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params: Dict[str, Any],
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base_url: Optional[str] = None
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) -> Dict[str, Any]:
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"""Make API request with retry logic."""
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url = f"{base_url or self.BASE_URL}/{endpoint}"
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params["api_key"] = self.api_key
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params["file_type"] = "json"
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# Check cache
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cache_key = f"{url}:{str(sorted(params.items()))}"
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if cache_key in self._cache:
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timestamp, data = self._cache[cache_key]
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if time.time() - timestamp < self.cache_ttl:
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return data
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# Make request with retry
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for attempt in range(self.max_retries):
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try:
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response = requests.get(url, params=params, timeout=30)
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if response.status_code == 429:
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# Rate limited - wait and retry
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wait_time = self.retry_delay * (2 ** attempt)
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time.sleep(wait_time)
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continue
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response.raise_for_status()
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data = response.json()
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# Cache successful response
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self._cache[cache_key] = (time.time(), data)
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return data
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except requests.exceptions.RequestException as e:
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if attempt == self.max_retries - 1:
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return {"error": {"code": 500, "message": str(e)}}
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time.sleep(self.retry_delay * (2 ** attempt))
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return {"error": {"code": 500, "message": "Max retries exceeded"}}
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# ========== Series Endpoints ==========
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def get_series(self, series_id: str, **kwargs) -> Dict[str, Any]:
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"""
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Get metadata for an economic data series.
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Args:
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series_id: The FRED series ID (e.g., "GDP", "UNRATE").
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**kwargs: Additional parameters (realtime_start, realtime_end).
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Returns:
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Series metadata including title, units, frequency, etc.
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"""
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params = {"series_id": series_id, **kwargs}
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return self._make_request("series", params)
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def get_observations(
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self,
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series_id: str,
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observation_start: Optional[str] = None,
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observation_end: Optional[str] = None,
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units: str = "lin",
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frequency: Optional[str] = None,
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aggregation_method: str = "avg",
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limit: int = 100000,
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offset: int = 0,
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sort_order: str = "asc",
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**kwargs
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) -> Dict[str, Any]:
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"""
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Get observations (data values) for an economic data series.
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Args:
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series_id: The FRED series ID.
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observation_start: Start date (YYYY-MM-DD).
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observation_end: End date (YYYY-MM-DD).
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units: Data transformation (lin, chg, ch1, pch, pc1, pca, cch, cca, log).
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frequency: Frequency aggregation (d, w, m, q, a, etc.).
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aggregation_method: Aggregation method (avg, sum, eop).
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limit: Maximum observations (1-100000).
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offset: Pagination offset.
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sort_order: Sort order (asc, desc).
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**kwargs: Additional parameters.
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Returns:
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Observations with dates and values.
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"""
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params = {
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"series_id": series_id,
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"units": units,
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"aggregation_method": aggregation_method,
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"limit": limit,
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"offset": offset,
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"sort_order": sort_order,
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**kwargs
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}
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if observation_start:
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params["observation_start"] = observation_start
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if observation_end:
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params["observation_end"] = observation_end
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if frequency:
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params["frequency"] = frequency
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return self._make_request("series/observations", params)
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def search_series(
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self,
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search_text: str,
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search_type: str = "full_text",
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limit: int = 100,
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offset: int = 0,
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order_by: str = "search_rank",
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sort_order: str = "desc",
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filter_variable: Optional[str] = None,
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filter_value: Optional[str] = None,
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tag_names: Optional[str] = None,
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**kwargs
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) -> Dict[str, Any]:
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"""
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Search for economic data series by keywords.
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Args:
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search_text: Keywords to search.
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search_type: Search type (full_text, series_id).
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limit: Maximum results (1-1000).
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offset: Pagination offset.
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order_by: Sort field.
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sort_order: Sort direction.
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filter_variable: Filter by (frequency, units, seasonal_adjustment).
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filter_value: Filter value.
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tag_names: Semicolon-delimited tags.
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**kwargs: Additional parameters.
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Returns:
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Matching series with metadata.
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"""
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params = {
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"search_text": search_text,
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"search_type": search_type,
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"limit": limit,
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"offset": offset,
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"order_by": order_by,
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"sort_order": sort_order,
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**kwargs
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}
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if filter_variable:
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params["filter_variable"] = filter_variable
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if filter_value:
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params["filter_value"] = filter_value
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if tag_names:
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params["tag_names"] = tag_names
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return self._make_request("series/search", params)
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def get_series_categories(self, series_id: str, **kwargs) -> Dict[str, Any]:
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"""Get categories for a series."""
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params = {"series_id": series_id, **kwargs}
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return self._make_request("series/categories", params)
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def get_series_release(self, series_id: str, **kwargs) -> Dict[str, Any]:
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"""Get release for a series."""
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params = {"series_id": series_id, **kwargs}
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return self._make_request("series/release", params)
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def get_series_tags(self, series_id: str, **kwargs) -> Dict[str, Any]:
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"""Get tags for a series."""
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params = {"series_id": series_id, **kwargs}
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return self._make_request("series/tags", params)
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def get_series_updates(
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self,
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limit: int = 100,
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offset: int = 0,
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filter_value: str = "all",
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**kwargs
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) -> Dict[str, Any]:
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"""Get recently updated series."""
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params = {
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"limit": limit,
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"offset": offset,
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"filter_value": filter_value,
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**kwargs
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}
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return self._make_request("series/updates", params)
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def get_vintage_dates(self, series_id: str, **kwargs) -> Dict[str, Any]:
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"""Get vintage dates for a series (when data was revised)."""
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params = {"series_id": series_id, **kwargs}
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return self._make_request("series/vintagedates", params)
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# ========== Category Endpoints ==========
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def get_category(self, category_id: int = 0, **kwargs) -> Dict[str, Any]:
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"""
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Get a category.
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Args:
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category_id: Category ID (0 = root).
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"""
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params = {"category_id": category_id, **kwargs}
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return self._make_request("category", params)
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def get_category_children(self, category_id: int = 0, **kwargs) -> Dict[str, Any]:
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"""Get child categories."""
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params = {"category_id": category_id, **kwargs}
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return self._make_request("category/children", params)
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def get_category_series(
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self,
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category_id: int,
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limit: int = 100,
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offset: int = 0,
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order_by: str = "series_id",
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sort_order: str = "asc",
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**kwargs
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) -> Dict[str, Any]:
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"""Get series in a category."""
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params = {
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"category_id": category_id,
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"limit": limit,
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"offset": offset,
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"order_by": order_by,
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"sort_order": sort_order,
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**kwargs
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}
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return self._make_request("category/series", params)
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def get_category_tags(self, category_id: int, **kwargs) -> Dict[str, Any]:
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"""Get tags for a category."""
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params = {"category_id": category_id, **kwargs}
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return self._make_request("category/tags", params)
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# ========== Release Endpoints ==========
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def get_releases(
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self,
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limit: int = 100,
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offset: int = 0,
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order_by: str = "release_id",
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sort_order: str = "asc",
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**kwargs
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) -> Dict[str, Any]:
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"""Get all releases."""
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params = {
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"limit": limit,
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"offset": offset,
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"order_by": order_by,
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"sort_order": sort_order,
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**kwargs
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}
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return self._make_request("releases", params)
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def get_release_dates(
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self,
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realtime_start: Optional[str] = None,
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realtime_end: Optional[str] = None,
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limit: int = 100,
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offset: int = 0,
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order_by: str = "release_date",
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sort_order: str = "desc",
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include_release_dates_with_no_data: str = "false",
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**kwargs
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) -> Dict[str, Any]:
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"""Get release dates for all releases."""
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params = {
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"limit": limit,
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"offset": offset,
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"order_by": order_by,
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"sort_order": sort_order,
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"include_release_dates_with_no_data": include_release_dates_with_no_data,
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**kwargs
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}
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if realtime_start:
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params["realtime_start"] = realtime_start
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if realtime_end:
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params["realtime_end"] = realtime_end
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return self._make_request("releases/dates", params)
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def get_release(self, release_id: int, **kwargs) -> Dict[str, Any]:
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"""Get a specific release."""
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params = {"release_id": release_id, **kwargs}
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return self._make_request("release", params)
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def get_release_series(
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self,
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release_id: int,
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limit: int = 100,
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offset: int = 0,
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**kwargs
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) -> Dict[str, Any]:
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"""Get series in a release."""
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params = {
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"release_id": release_id,
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"limit": limit,
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"offset": offset,
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**kwargs
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}
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return self._make_request("release/series", params)
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def get_release_sources(self, release_id: int, **kwargs) -> Dict[str, Any]:
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"""Get sources for a release."""
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params = {"release_id": release_id, **kwargs}
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return self._make_request("release/sources", params)
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def get_release_tables(self, release_id: int, **kwargs) -> Dict[str, Any]:
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"""Get release table structure."""
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params = {"release_id": release_id, **kwargs}
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return self._make_request("release/tables", params)
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# ========== Tag Endpoints ==========
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def get_tags(
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self,
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tag_group_id: Optional[str] = None,
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search_text: Optional[str] = None,
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limit: int = 100,
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offset: int = 0,
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order_by: str = "series_count",
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sort_order: str = "desc",
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**kwargs
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) -> Dict[str, Any]:
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"""Get FRED tags."""
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params = {
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"limit": limit,
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"offset": offset,
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"order_by": order_by,
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"sort_order": sort_order,
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**kwargs
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}
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if tag_group_id:
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params["tag_group_id"] = tag_group_id
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if search_text:
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params["search_text"] = search_text
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return self._make_request("tags", params)
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def get_related_tags(
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self,
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tag_names: str,
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limit: int = 100,
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offset: int = 0,
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**kwargs
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) -> Dict[str, Any]:
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"""Get related tags."""
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params = {
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"tag_names": tag_names,
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"limit": limit,
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"offset": offset,
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**kwargs
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}
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return self._make_request("related_tags", params)
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def get_series_by_tags(
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self,
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tag_names: List[str],
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exclude_tag_names: Optional[List[str]] = None,
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limit: int = 100,
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offset: int = 0,
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order_by: str = "popularity",
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sort_order: str = "desc",
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**kwargs
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) -> Dict[str, Any]:
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"""
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Get series matching all specified tags.
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Args:
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tag_names: List of tags (series must match all).
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exclude_tag_names: Tags to exclude.
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limit: Maximum results.
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offset: Pagination offset.
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order_by: Sort field.
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sort_order: Sort direction.
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"""
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params = {
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"tag_names": ";".join(tag_names),
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"limit": limit,
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"offset": offset,
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"order_by": order_by,
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"sort_order": sort_order,
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**kwargs
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}
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if exclude_tag_names:
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params["exclude_tag_names"] = ";".join(exclude_tag_names)
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return self._make_request("tags/series", params)
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# ========== Source Endpoints ==========
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def get_sources(
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self,
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limit: int = 100,
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offset: int = 0,
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order_by: str = "source_id",
|
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sort_order: str = "asc",
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**kwargs
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) -> Dict[str, Any]:
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"""Get all data sources."""
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params = {
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"limit": limit,
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"offset": offset,
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"order_by": order_by,
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"sort_order": sort_order,
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**kwargs
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}
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return self._make_request("sources", params)
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def get_source(self, source_id: int, **kwargs) -> Dict[str, Any]:
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"""Get a specific source."""
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params = {"source_id": source_id, **kwargs}
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return self._make_request("source", params)
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def get_source_releases(
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self,
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source_id: int,
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limit: int = 100,
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||||
offset: int = 0,
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||||
**kwargs
|
||||
) -> Dict[str, Any]:
|
||||
"""Get releases from a source."""
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||||
params = {
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"source_id": source_id,
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||||
"limit": limit,
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"offset": offset,
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**kwargs
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}
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return self._make_request("source/releases", params)
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# ========== GeoFRED Endpoints ==========
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def get_shapes(self, shape: str) -> Dict[str, Any]:
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"""
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Get GeoJSON shape files for mapping.
|
||||
|
||||
Args:
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||||
shape: Shape type (state, county, msa, country, frb, bea, etc.)
|
||||
"""
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||||
params = {"shape": shape}
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return self._make_request("shapes/file", params, base_url=self.GEOFRED_URL)
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||||
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||||
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)
|
||||
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||||
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")
|
||||
Reference in New Issue
Block a user