econ_data_reader 0.1.3
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +7 -0
- data/.gitignore +9 -0
- data/.ruby-gemset +1 -0
- data/.ruby-version +1 -0
- data/.travis.yml +6 -0
- data/CHANGELOG.rst +0 -0
- data/LICENSE.txt +21 -0
- data/README.md +76 -0
- data/Rakefile +2 -0
- data/bin/console +14 -0
- data/bin/setup +8 -0
- data/econ_data_reader.gemspec +34 -0
- data/lib/econ_data_reader/bank_of_canada.rb +50 -0
- data/lib/econ_data_reader/bls.rb +70 -0
- data/lib/econ_data_reader/fred.rb +64 -0
- data/lib/econ_data_reader/nasdaq.rb +67 -0
- data/lib/econ_data_reader/version.rb +3 -0
- data/lib/econ_data_reader.rb +32 -0
- metadata +91 -0
checksums.yaml
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---
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SHA256:
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metadata.gz: 7e3c9921d1d0a0274bb8be2485b205f80e11c2d32e0a68c59bcad3bb11f8a733
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data.tar.gz: 663998d1614036c876ad0a48c261f952fadbf543d61b8f26d8a3ed4b4641ef6d
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SHA512:
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metadata.gz: d11d8049c00d08a528455d05783e395055c967f28bb7e89f8951e71d1bdad32846b502c670be3e0944ffc51ee5de1f22c3537edf421e960b6f21e006a2ba033d
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data.tar.gz: 1f477e4b035be34b3c89ec87cdfae82e3362a8e78c0a93dd1609bcd14ca88944737fef07a5a672ed5889030da66c329ca2413261bb740c806825720f3cc799dc
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data/.gitignore
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data/.ruby-gemset
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econ_data_reader
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data/.ruby-version
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3.1.2
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data/.travis.yml
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data/CHANGELOG.rst
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File without changes
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The MIT License (MIT)
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Copyright (c) 2024 Bill McKinnon
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in
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all copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
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THE SOFTWARE.
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data/README.md
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# EconDataReader
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Up to date remote economic data access for ruby, using Polars dataframes.
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This package will fetch economic and financial information from several different sources.
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## Installation
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Add this line to your application's Gemfile:
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```ruby
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gem 'econ_data_reader'
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```
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And then execute:
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$ bundle install
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Or install it yourself as:
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$ gem install econ_data_reader
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### Configuration
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Some data sources will require the specification of an API key. These keys should be provided as part of a configuration file, e.g., config/econ_data_reader.rb
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```ruby
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EconDataReader::Fred.configure do |config|
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config.fred_api_key = '1234567890ABCDEF'
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OR
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config.fred_api_key = File.read(File.join('','home', 'user', '.fred_api_key.txt'), 16)
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end
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EconDataReader::Bls.configure do |config|
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config.bls_api_key = '8675309-1111-1111-ABCD'
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end
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EconDataReader::Nasdaq.configure do |config|
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config.nasdaq_api_key = 'YOUR_API_KEY_HERE'
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end
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```
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## Usage
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``` ruby
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EconDataReader::BankOfCanada.new('IEXE0102').fetch
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EconDataReader::Fred.new('GS10').fetch
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EconDataReader::Bls.new('LNS14000006')
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EconDataReader::Nasdaq.new('WIKI/AAPL').fetch
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```
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## Documentation
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TBD
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## Contributing
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Others are welcome to contribute to the project.
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The following conventions are intended for this project.
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* Different sources are intended to reside in different classes.
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* API keys (if needed) should be able to be set in the single configuration file.
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* Series should be able to be identified via a single unique string, provided in the constructor.
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* When fetched, the dataset may be filtered based on optional (hash) arguments.
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* Output should be provided in a consistent DataFrame format (currently Polars::DataFrame).
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Bug reports and pull requests are welcome on GitHub at https://github.com/bmck/econ_data_reader.
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## License
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The gem is available as open source under the terms of the [MIT License](https://opensource.org/licenses/MIT).
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data/Rakefile
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data/bin/console
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#!/usr/bin/env ruby
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require "bundler/setup"
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require "econ_data_reader"
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# You can add fixtures and/or initialization code here to make experimenting
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# with your gem easier. You can also use a different console, if you like.
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# (If you use this, don't forget to add pry to your Gemfile!)
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# require "pry"
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# Pry.start
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require "irb"
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IRB.start(__FILE__)
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data/bin/setup
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require_relative 'lib/econ_data_reader/version'
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Gem::Specification.new do |spec|
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spec.name = "econ_data_reader"
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spec.version = EconDataReader::VERSION
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spec.authors = ["Bill McKinnon"]
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spec.email = ["bill.mckinnon@bmck.org"]
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spec.summary = "Integrated economic and financial data"
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spec.description = "Integrated economic and financial data"
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spec.homepage = "https://github.com/bmck/econ_data_reader"
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spec.license = "MIT"
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spec.required_ruby_version = Gem::Requirement.new(">= 2.3.0")
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# spec.metadata["allowed_push_host"] = "TODO: Set to 'http://mygemserver.com'"
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spec.metadata["homepage_uri"] = spec.homepage
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spec.metadata["source_code_uri"] = "https://github.com/bmck/econ_data_reader"
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spec.metadata["changelog_uri"] = "https://github.com/bmck/econ_data_reader/CHANGELOG.md"
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# Specify which files should be added to the gem when it is released.
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# The `git ls-files -z` loads the files in the RubyGem that have been added into git.
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spec.files = Dir.chdir(File.expand_path('..', __FILE__)) do
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`git ls-files -z`.split("\x0").reject { |f| f.match(%r{^(test|spec|features)/}) }
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end
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spec.bindir = "exe"
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spec.executables = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
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spec.require_paths = ["lib"]
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# Uncomment to register a new dependency of your gem
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# spec.add_dependency "typhoeus-gem", "~> 0.6.9"
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spec.add_dependency 'polars-df'
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spec.add_dependency 'httparty'
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end
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require 'httparty'
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module EconDataReader
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class BankOfCanada
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# Get data for the given name from the Bank of Canada.
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include ::HTTParty
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base_uri "https://www.bankofcanada.ca/valet"
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format :json
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attr_reader :tag
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def initialize(series, options={})
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@tag = series
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end
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def fetch(start: nil, fin: nil)
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dta = observations({}).parsed_response['observations']
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dta = dta.select{|d| start.nil? ? true : d['d'].to_date >= start.to_date }.select{|d| fin.nil? ? true : d['d'].to_date <= fin.to_date }
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dates = dta.map{|d| d['d'].to_date }
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vals = dta.map{|d| d[tag]['v'].to_f }
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Polars::DataFrame.new({Timestamps: dates, Values: vals})
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end
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def self.list_series
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dta = (get('/lists/series/json').parsed_response)['series']
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series = dta.keys
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desc = series.map{|s| [dta[s]['label'], dta[s]['description']].join('; ') }
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Polars::Config.set_tbl_rows(-1)
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Polars::DataFrame.new({Series: series, Description: desc})
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end
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protected
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def default_options
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{ }
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end
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private
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def observations(options={})
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self.class.get("/observations/#{tag}/json", :query => options.merge(self.default_options))
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end
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end
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end
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require 'httparty'
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module EconDataReader
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class Bls
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# Get data for the given name from the Bank of Canada.
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include ::HTTParty
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base_uri "https://api.bls.gov/publicAPI/v2/timeseries/data"
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format :json
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# debug_output $stdout
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attr_reader :tag
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def self.configure
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yield self
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true
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end
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class << self
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attr_accessor :bls_api_key
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end
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def initialize(series, options={})
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@api_key = options[:bls_api_key] || EconDataReader::Bls.bls_api_key
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@tag = series
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end
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def fetch(start: nil, fin: nil)
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dta = observations({ seriesid: ["\"#{tag}\""] })
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# Rails.logger.info { "#{__FILE__}:#{__LINE__} dta = #{dta.inspect}" }
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dta = dta.parsed_response['Results']['series'].first['data']
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Rails.logger.info { "#{__FILE__}:#{__LINE__} dta = #{dta.inspect}" }
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dates = []
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dta.each do |d|
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if d['period'][0] == 'M'
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dates << "#{d['year']}-#{d['period'][1..-1]}-01".to_date.end_of_month
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elsif d['period'][0] == 'Q'
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dates << "#{d['year']}-#{d['period'][1..-1]*3}-01".to_date.end_of_month
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end
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end
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dates = dates.map{|d| d.to_date }
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vals = dta.map{|d| d['value'].to_f }
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(0..dates.length-1).to_a.reverse.each do |d|
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if (start.present? && dates[d] <= start.to_date) || (fin.present? && dates[d] >= fin.to_date)
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dates.delete_at(d)
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vals.delete_at(d)
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end
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end
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Polars::DataFrame.new({Timestamps: dates.reverse, Values: vals.reverse})
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end
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protected
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def self.default_options
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{ registrationkey: bls_api_key }
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end
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delegate :default_options, to: :class
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private
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def observations(options={})
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# self.class.debug_output $stdout
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self.class.post("https://api.bls.gov/publicAPI/v2/timeseries/data/#{tag}", body: self.default_options.merge(options).merge({ 'Content-Type' => 'application/json' }))
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end
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end
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end
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require 'httparty'
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require 'csv'
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module EconDataReader
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class Fred
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# Get data for the given name from the St. Louis FED (FRED).
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extend ActiveSupport::Concern
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include ::HTTParty
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attr_reader :tag
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def self.configure
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yield self
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true
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end
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class << self
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attr_accessor :fred_api_key
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end
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def initialize(series, options={})
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@api_key = options[:fred_api_key] || EconDataReader::Fred.fred_api_key
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@tag = series
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end
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def fetch(start: nil, fin: nil)
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data = _read(tag)
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begin
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data = data.select{ |date, _| (start.nil? || date >= start) && (fin.nil? || date <= fin) }
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rescue KeyError => e
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if data.keys[3].to_s[7, 5] == "Error"
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raise IOError, "Failed to get the data. Check that '#{nm}' is a valid FRED series."
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else
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raise e
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end
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end
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Polars::DataFrame.new({Timestamps: data.keys, tag.to_sym => data.values})
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end
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private
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def _url; "https://fred.stlouisfed.org/graph/fredgraph.csv"; end
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def _read(symbols)
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names = Array(symbols)
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urls = names.map { |n| "#{_url}?id=#{n}" }
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data_frames = urls.zip(names).map { |url, nm| _fetch_data(url, nm) }
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df = data_frames.reduce({}) { |acc, df| acc.merge(df) { |_, old_val, new_val| old_val || new_val } }
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df
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end
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def _fetch_data(url, nm)
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# Utility to fetch data
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resp = self.class.get(url).parsed_response.map{|a| a.join(',')}.join("\n")
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data = CSV.parse(resp, headers: true, header_converters: :symbol, converters: [:date, :float])
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data = data.map { |row| [Date.parse(row[:date].to_s), row[data.headers.last].to_f] }.to_h
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data
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end
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end
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end
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@@ -0,0 +1,67 @@
|
|
1
|
+
require 'httparty'
|
2
|
+
|
3
|
+
module EconDataReader
|
4
|
+
class Nasdaq
|
5
|
+
# Get data for the given name from the Bank of Canada.
|
6
|
+
|
7
|
+
include HTTParty
|
8
|
+
base_uri 'https://data.nasdaq.com/api/v3'
|
9
|
+
format :json
|
10
|
+
# debug_output $stdout
|
11
|
+
|
12
|
+
attr_reader :tag
|
13
|
+
attr_reader :api_key
|
14
|
+
|
15
|
+
def self.configure
|
16
|
+
yield self
|
17
|
+
true
|
18
|
+
end
|
19
|
+
|
20
|
+
class << self
|
21
|
+
attr_accessor :nasdaq_api_key
|
22
|
+
end
|
23
|
+
|
24
|
+
def initialize(series, options={})
|
25
|
+
@api_key = options[:nasdaq_api_key] || EconDataReader::Nasdaq.nasdaq_api_key
|
26
|
+
@tag = series
|
27
|
+
end
|
28
|
+
|
29
|
+
def fetch(start: nil, fin: nil)
|
30
|
+
dta = observations({ }).parsed_response
|
31
|
+
trans_dta = dta.transpose
|
32
|
+
df = Polars::DataFrame.new({})
|
33
|
+
|
34
|
+
s = trans_dta[0][1..-1].dup
|
35
|
+
s.map!{|t| t.to_date }
|
36
|
+
df['Timestamps'] = Polars::Series.new(s)
|
37
|
+
|
38
|
+
(1..trans_dta.length-1).to_a.each do |i|
|
39
|
+
s = trans_dta[i][1..-1].dup
|
40
|
+
s.map!{|t| t.to_f }
|
41
|
+
df[dta[0][i]] = Polars::Series.new(s)
|
42
|
+
end
|
43
|
+
|
44
|
+
Polars::Config.set_tbl_cols(-1)
|
45
|
+
Polars::Config.set_tbl_rows(-1)
|
46
|
+
df
|
47
|
+
end
|
48
|
+
|
49
|
+
|
50
|
+
|
51
|
+
protected
|
52
|
+
|
53
|
+
def self.default_options
|
54
|
+
{ api_key: @api_key }
|
55
|
+
end
|
56
|
+
|
57
|
+
delegate :default_options, to: :class
|
58
|
+
|
59
|
+
private
|
60
|
+
|
61
|
+
def observations(options={})
|
62
|
+
# self.class.debug_output $stdout
|
63
|
+
self.class.get("https://data.nasdaq.com/api/v3/datasets/#{tag}/data.csv", body: self.default_options.merge(options).merge({ 'Content-Type' => 'application/json' }))
|
64
|
+
end
|
65
|
+
|
66
|
+
end
|
67
|
+
end
|
@@ -0,0 +1,32 @@
|
|
1
|
+
|
2
|
+
require "econ_data_reader/version"
|
3
|
+
require 'econ_data_reader/bank_of_canada'
|
4
|
+
require 'econ_data_reader/bls'
|
5
|
+
require 'econ_data_reader/fred'
|
6
|
+
require 'econ_data_reader/nasdaq'
|
7
|
+
|
8
|
+
directory = File.expand_path(File.dirname(__FILE__))
|
9
|
+
|
10
|
+
|
11
|
+
# create config/initializers/econ_data_reader.rb
|
12
|
+
#
|
13
|
+
# EconDataReader::Fred.configure do |config|
|
14
|
+
# config.fred_api_key = '1234567890ABCDEF'
|
15
|
+
# OR
|
16
|
+
# config.fred_api_key = File.read(File.join('','home', 'user', '.fred_api_key.txt'), 16)
|
17
|
+
# end
|
18
|
+
|
19
|
+
# EconDataReader::Bls.configure do |config|
|
20
|
+
# config.bls_api_key = '8675309-1111-1111-ABCD'
|
21
|
+
# end
|
22
|
+
|
23
|
+
# EconDataReader::Nasdaq.configure do |config|
|
24
|
+
# config.nasdaq_api_key = 'YOUR_API_KEY_HERE'
|
25
|
+
# end
|
26
|
+
|
27
|
+
|
28
|
+
module EconDataReader
|
29
|
+
class Error < StandardError; end
|
30
|
+
# Your code goes here...
|
31
|
+
|
32
|
+
end
|
metadata
ADDED
@@ -0,0 +1,91 @@
|
|
1
|
+
--- !ruby/object:Gem::Specification
|
2
|
+
name: econ_data_reader
|
3
|
+
version: !ruby/object:Gem::Version
|
4
|
+
version: 0.1.3
|
5
|
+
platform: ruby
|
6
|
+
authors:
|
7
|
+
- Bill McKinnon
|
8
|
+
autorequire:
|
9
|
+
bindir: exe
|
10
|
+
cert_chain: []
|
11
|
+
date: 2024-07-16 00:00:00.000000000 Z
|
12
|
+
dependencies:
|
13
|
+
- !ruby/object:Gem::Dependency
|
14
|
+
name: polars-df
|
15
|
+
requirement: !ruby/object:Gem::Requirement
|
16
|
+
requirements:
|
17
|
+
- - ">="
|
18
|
+
- !ruby/object:Gem::Version
|
19
|
+
version: '0'
|
20
|
+
type: :runtime
|
21
|
+
prerelease: false
|
22
|
+
version_requirements: !ruby/object:Gem::Requirement
|
23
|
+
requirements:
|
24
|
+
- - ">="
|
25
|
+
- !ruby/object:Gem::Version
|
26
|
+
version: '0'
|
27
|
+
- !ruby/object:Gem::Dependency
|
28
|
+
name: httparty
|
29
|
+
requirement: !ruby/object:Gem::Requirement
|
30
|
+
requirements:
|
31
|
+
- - ">="
|
32
|
+
- !ruby/object:Gem::Version
|
33
|
+
version: '0'
|
34
|
+
type: :runtime
|
35
|
+
prerelease: false
|
36
|
+
version_requirements: !ruby/object:Gem::Requirement
|
37
|
+
requirements:
|
38
|
+
- - ">="
|
39
|
+
- !ruby/object:Gem::Version
|
40
|
+
version: '0'
|
41
|
+
description: Integrated economic and financial data
|
42
|
+
email:
|
43
|
+
- bill.mckinnon@bmck.org
|
44
|
+
executables: []
|
45
|
+
extensions: []
|
46
|
+
extra_rdoc_files: []
|
47
|
+
files:
|
48
|
+
- ".gitignore"
|
49
|
+
- ".ruby-gemset"
|
50
|
+
- ".ruby-version"
|
51
|
+
- ".travis.yml"
|
52
|
+
- CHANGELOG.rst
|
53
|
+
- LICENSE.txt
|
54
|
+
- README.md
|
55
|
+
- Rakefile
|
56
|
+
- bin/console
|
57
|
+
- bin/setup
|
58
|
+
- econ_data_reader.gemspec
|
59
|
+
- lib/econ_data_reader.rb
|
60
|
+
- lib/econ_data_reader/bank_of_canada.rb
|
61
|
+
- lib/econ_data_reader/bls.rb
|
62
|
+
- lib/econ_data_reader/fred.rb
|
63
|
+
- lib/econ_data_reader/nasdaq.rb
|
64
|
+
- lib/econ_data_reader/version.rb
|
65
|
+
homepage: https://github.com/bmck/econ_data_reader
|
66
|
+
licenses:
|
67
|
+
- MIT
|
68
|
+
metadata:
|
69
|
+
homepage_uri: https://github.com/bmck/econ_data_reader
|
70
|
+
source_code_uri: https://github.com/bmck/econ_data_reader
|
71
|
+
changelog_uri: https://github.com/bmck/econ_data_reader/CHANGELOG.md
|
72
|
+
post_install_message:
|
73
|
+
rdoc_options: []
|
74
|
+
require_paths:
|
75
|
+
- lib
|
76
|
+
required_ruby_version: !ruby/object:Gem::Requirement
|
77
|
+
requirements:
|
78
|
+
- - ">="
|
79
|
+
- !ruby/object:Gem::Version
|
80
|
+
version: 2.3.0
|
81
|
+
required_rubygems_version: !ruby/object:Gem::Requirement
|
82
|
+
requirements:
|
83
|
+
- - ">="
|
84
|
+
- !ruby/object:Gem::Version
|
85
|
+
version: '0'
|
86
|
+
requirements: []
|
87
|
+
rubygems_version: 3.3.7
|
88
|
+
signing_key:
|
89
|
+
specification_version: 4
|
90
|
+
summary: Integrated economic and financial data
|
91
|
+
test_files: []
|