sahm_as_dataframe 0.1.0

checksums.yaml

@@ -0,0 +1,7 @@
+---
+SHA256:
+  metadata.gz: 529b67c1458210458ced19c9cddfd31f6923c9e63ac4618f4e0afb7988be8186
+  data.tar.gz: 8cc6890f65f3b9bb4941ff30e944b17eeb00014c965b3084b1777d6a1ae0e76e
+SHA512:
+  metadata.gz: 23002c91231e76df43a3947ebbf5fd9a07c8148ab7285a5e4e7bfed285dec6ddb57af631641e3f7106b250aa54821e7d215a46145133afa3d49fd1b9493086b7
+  data.tar.gz: 2203947f92ec02601b80d8b1948513b7b0866c0755526b84e550759b74de23a219fe4200511720afa6dc1b5f4f9e50381e424d98debe7d27ca8df1b50cdb7456

data/.gitignore

@@ -0,0 +1,8 @@
+/.bundle/
+/.yardoc
+/_yardoc/
+/coverage/
+/doc/
+/pkg/
+/spec/reports/
+/tmp/

data/.travis.yml

@@ -0,0 +1,6 @@
+---
+language: ruby
+cache: bundler
+rvm:
+  - 2.7.7
+before_install: gem install bundler -v 2.1.4

data/Gemfile

@@ -0,0 +1,7 @@
+source "https://rubygems.org"
+
+# Specify your gem's dependencies in sahm_as_dataframe.gemspec
+gemspec
+
+gem "rake", "~> 12.0"
+gem "none", "~> "

data/LICENSE.txt

@@ -0,0 +1,21 @@
+The MIT License (MIT)
+
+Copyright (c) 2024 Bill McKinnon
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in
+all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
+THE SOFTWARE.

data/README.md

@@ -0,0 +1,54 @@
+# EconDataReader
+
+Up to date remote economic data access for ruby, using Polars dataframes. 
+
+This package will fetch economic and financial information from several different sources.
+
+## Installation
+
+Add this line to your application's Gemfile:
+
+```ruby
+gem 'sahm_as_dataframe'
+```
+
+And then execute:
+
+    $ bundle install
+
+Or install it yourself as:
+
+    $ gem install sahm_as_dataframe
+
+
+### Configuration
+
+This gem does not require configuration on its own, but it does require the fred_as_dataframe gem, which does require an API key from the Federal Reserve Economic Database.  See that gem's homepage for details on its configuration.
+
+## Usage
+
+``` ruby
+SahmAsDataframe::Client.new.fetch
+```
+
+## Documentation
+
+TBD
+
+## Contributing
+
+Others are welcome to contribute to the project.
+
+The following conventions are intended for this project.
+ * Different sources are intended to reside in different classes.  
+ * API keys (if needed) should be able to be set in the single configuration file.  
+ * Series should be able to be identified via a single unique string, provided in the constructor.
+ * When fetched, the dataset may be filtered based on optional (hash) arguments.
+ * Output should be provided in a consistent DataFrame format (currently Polars::DataFrame).
+
+Bug reports and pull requests are welcome on GitHub at https://github.com/bmck/sahm_as_dataframe.
+
+
+## License
+
+The gem is available as open source under the terms of the [MIT License](https://opensource.org/licenses/MIT).

data/Rakefile

@@ -0,0 +1,2 @@
+require "bundler/gem_tasks"
+task :default => :spec

data/bin/console

@@ -0,0 +1,14 @@
+#!/usr/bin/env ruby
+
+require "bundler/setup"
+require "sahm_as_dataframe"
+
+# You can add fixtures and/or initialization code here to make experimenting
+# with your gem easier. You can also use a different console, if you like.
+
+# (If you use this, don't forget to add pry to your Gemfile!)
+# require "pry"
+# Pry.start
+
+require "irb"
+IRB.start(__FILE__)

data/bin/setup

@@ -0,0 +1,8 @@
+#!/usr/bin/env bash
+set -euo pipefail
+IFS=$'\n\t'
+set -vx
+
+bundle install
+
+# Do any other automated setup that you need to do here

data/lib/sahm_as_dataframe/client.rb

@@ -0,0 +1,40 @@
+require 'polars-df'
+require 'csv'
+require 'fred_as_dataframe'
+
+module SahmAsDataframe
+  class Client
+    attr_reader :unrate_reader
+
+    def initialize
+      @unrate_reader = FredAsDataframe::Client.new('UNRATE')
+    end
+
+    def fetch(start: nil, fin: nil, interval: '1d')
+      unrate = @unrate_reader.fetch(start: start, fin: fin, interval: interval)
+      # Rails.logger.info { "#{__FILE__}:#{__LINE__} unrate = #{unrate.inspect}"}
+      unrate['row_num'] = 1.upto(unrate.length).to_a
+      unrate = unrate.set_sorted('row_num')
+
+      # Rails.logger.info { "#{__FILE__}:#{__LINE__} unrate = #{unrate.inspect}"}
+      unrate['3m rolling avg'] = unrate.rolling(index_column: "row_num", period: "3i").agg(
+        [
+          Polars.mean("UNRATE").alias("3m rolling avg")
+        ]
+      )['3m rolling avg']
+      unrate['12m rolling_min'] = unrate.rolling(index_column: "row_num", period: "12i").agg(
+        [
+          Polars.min("UNRATE").alias("12m rolling_min")
+        ]
+      )['12m rolling_min']
+      unrate['SAHM indicator'] = unrate['3m rolling avg'] - unrate['12m rolling_min']
+
+      unrate = unrate.drop('3m rolling avg', 'row_num', '12m rolling_min')
+      # Rails.logger.info { "#{__FILE__}:#{__LINE__} unrate = #{unrate.inspect}"}
+      # unrate = unrate.drop_nulls
+      unrate['SAHM recession'] = (unrate['SAHM indicator'] >= 0.5)
+      # Rails.logger.info { "#{__FILE__}:#{__LINE__} unrate = #{unrate.inspect}"}
+      unrate
+    end
+  end
+end

data/lib/sahm_as_dataframe/version.rb

@@ -0,0 +1,3 @@
+module SahmAsDataframe
+  VERSION = "0.1.0"
+end

data/lib/sahm_as_dataframe.rb

@@ -0,0 +1,3 @@
+require "sahm_as_dataframe/version"
+require "sahm_as_dataframe/client"
+

data/sahm_as_dataframe.gemspec

@@ -0,0 +1,34 @@
+require_relative 'lib/sahm_as_dataframe/version'
+
+Gem::Specification.new do |spec|
+  spec.name          = "sahm_as_dataframe"
+  spec.version       = SahmAsDataframe::VERSION
+  spec.authors       = ["Bill McKinnon"]
+  spec.email         = ["bill.mckinnon@bmck.org"]
+
+  spec.summary       = "Sahm economic criteria using fred_as_dataframe"
+  spec.description   = "Sahm economic indicator using fred_as_dataframe"
+  spec.homepage      = "https://github.com/bmck/sahm_as_dataframe"
+  spec.license       = "MIT"
+  spec.required_ruby_version = Gem::Requirement.new(">= 2.3.0")
+
+  # spec.metadata["allowed_push_host"] = "TODO: Set to 'http://mygemserver.com'"
+
+  spec.metadata["homepage_uri"] = spec.homepage
+  spec.metadata["source_code_uri"] = "https://github.com/bmck/sahm_as_dataframe"
+  spec.metadata["changelog_uri"] = "https://github.com/bmck/sahm_as_dataframe/CHANGELOG.md"
+
+  # Specify which files should be added to the gem when it is released.
+  # The `git ls-files -z` loads the files in the RubyGem that have been added into git.
+  spec.files         = Dir.chdir(File.expand_path('..', __FILE__)) do
+    `git ls-files -z`.split("\x0").reject { |f| f.match(%r{^(test|spec|features)/}) }
+  end
+  spec.bindir        = "exe"
+  spec.executables   = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
+  spec.require_paths = ["lib"]
+
+  # Uncomment to register a new dependency of your gem
+  # spec.add_dependency "typhoeus-gem", "~> 0.6.9"
+  spec.add_dependency 'polars-df'
+  spec.add_dependency 'fred_as_dataframe'
+end

metadata

@@ -0,0 +1,86 @@
+--- !ruby/object:Gem::Specification
+name: sahm_as_dataframe
+version: !ruby/object:Gem::Version
+  version: 0.1.0
+platform: ruby
+authors:
+- Bill McKinnon
+autorequire:
+bindir: exe
+cert_chain: []
+date: 2024-08-05 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: polars-df
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: fred_as_dataframe
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+description: Sahm economic indicator using fred_as_dataframe
+email:
+- bill.mckinnon@bmck.org
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- ".gitignore"
+- ".travis.yml"
+- Gemfile
+- LICENSE.txt
+- README.md
+- Rakefile
+- bin/console
+- bin/setup
+- lib/sahm_as_dataframe.rb
+- lib/sahm_as_dataframe/client.rb
+- lib/sahm_as_dataframe/version.rb
+- sahm_as_dataframe.gemspec
+homepage: https://github.com/bmck/sahm_as_dataframe
+licenses:
+- MIT
+metadata:
+  homepage_uri: https://github.com/bmck/sahm_as_dataframe
+  source_code_uri: https://github.com/bmck/sahm_as_dataframe
+  changelog_uri: https://github.com/bmck/sahm_as_dataframe/CHANGELOG.md
+post_install_message:
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: 2.3.0
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubygems_version: 3.1.6
+signing_key:
+specification_version: 4
+summary: Sahm economic criteria using fred_as_dataframe
+test_files: []