parsimony-boc 0.4.0__tar.gz
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.
- parsimony_boc-0.4.0/.gitignore +40 -0
- parsimony_boc-0.4.0/CHANGELOG.md +21 -0
- parsimony_boc-0.4.0/LICENSE +190 -0
- parsimony_boc-0.4.0/PKG-INFO +101 -0
- parsimony_boc-0.4.0/README.md +66 -0
- parsimony_boc-0.4.0/parsimony_boc/__init__.py +408 -0
- parsimony_boc-0.4.0/parsimony_boc/py.typed +0 -0
- parsimony_boc-0.4.0/parsimony_boc/search.py +99 -0
- parsimony_boc-0.4.0/pyproject.toml +76 -0
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outputs/
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# Recorded HTTP cassettes must never be committed — respx mocks are hand-authored
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# from upstream API documentation. A pre-commit / CI regex scan is the belt; this
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# ignore is the braces. Override per-file via `!` if you need a hand-authored
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# fixture checked in.
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packages/*/tests/fixtures/**
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# Changelog — parsimony-boc
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All notable changes to `parsimony-boc` will be documented in this file. The
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format is based on [Keep a Changelog](https://keepachangelog.com/) and
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this project adheres to [Semantic Versioning](https://semver.org/).
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## [Unreleased]
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## [0.4.0] — 2026-04-24
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Part of the first coordinated release of the
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[`parsimony-connectors`](https://github.com/ockham-sh/parsimony-connectors)
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monorepo under `parsimony-core==0.4`.
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### Changed
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- Connector rewritten against the kernel's `parsimony.discover` surface
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(`iter_providers`, `load`, `load_all`) and the `@connector(env=...)`
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decorator-level env-var declaration that replaced module-level
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`ENV_VARS`.
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- Pin bumped to `parsimony-core>=0.4,<0.5`.
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Apache License
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Version 2.0, January 2004
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Copyright 2026 Ockham.sh
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Licensed under the Apache License, Version 2.0 (the "License");
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Metadata-Version: 2.4
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Name: parsimony-boc
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Version: 0.4.0
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Summary: Bank of Canada connector for the parsimony framework
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Project-URL: Homepage, https://www.bankofcanada.ca
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Project-URL: Repository, https://github.com/ockham-sh/parsimony-connectors
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Project-URL: Issues, https://github.com/ockham-sh/parsimony-connectors/issues
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Author-email: "Ockham.sh" <team@ockham.sh>
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License-Expression: Apache-2.0
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License-File: LICENSE
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Keywords: boc,connectors,data,finance,parsimony
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Classifier: Development Status :: 4 - Beta
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Classifier: Intended Audience :: Developers
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Classifier: Intended Audience :: Financial and Insurance Industry
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Classifier: License :: OSI Approved :: Apache Software License
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Classifier: Programming Language :: Python :: 3
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Classifier: Programming Language :: Python :: 3.11
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Classifier: Programming Language :: Python :: 3.12
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Classifier: Programming Language :: Python :: 3.13
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Classifier: Topic :: Office/Business :: Financial
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Classifier: Topic :: Software Development :: Libraries :: Python Modules
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Classifier: Typing :: Typed
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Requires-Python: >=3.11
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Requires-Dist: pandas<3,>=2.3.0
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Requires-Dist: parsimony-core<0.5,>=0.4.0
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Requires-Dist: pydantic<3,>=2.11.1
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Provides-Extra: dev
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Requires-Dist: mypy>=1.10; extra == 'dev'
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Requires-Dist: pytest-asyncio>=1.3.0; extra == 'dev'
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Requires-Dist: pytest-cov>=5.0; extra == 'dev'
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Requires-Dist: pytest>=9.0.3; extra == 'dev'
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Requires-Dist: respx>=0.22.0; extra == 'dev'
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Requires-Dist: ruff>=0.15.10; extra == 'dev'
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Description-Content-Type: text/markdown
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# parsimony-boc
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Bank of Canada connector — Canadian exchange rates, interest rates, and macroeconomic time series via the Valet API.
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Part of the [parsimony-connectors](https://github.com/ockham-sh/parsimony-connectors) monorepo. Distributed standalone on PyPI as `parsimony-boc`.
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## Connectors
|
|
43
|
+
|
|
44
|
+
| Name | Kind | Description |
|
|
45
|
+
|---|---|---|
|
|
46
|
+
| `boc_fetch` | fetch | Fetch one or more BoC time series by name (e.g. `FXUSDCAD,FXEURCAD`) or by group (e.g. `group:FX_RATES_DAILY`). |
|
|
47
|
+
| `enumerate_boc` | enumerator | Enumerate all BoC series (15,000+) via `/lists/series/json`. |
|
|
48
|
+
|
|
49
|
+
## Install
|
|
50
|
+
|
|
51
|
+
```bash
|
|
52
|
+
pip install parsimony-boc
|
|
53
|
+
```
|
|
54
|
+
|
|
55
|
+
Pulls in `parsimony-core>=0.4,<0.5` automatically. Verify discovery:
|
|
56
|
+
|
|
57
|
+
```bash
|
|
58
|
+
python -c "from parsimony import discover; print([p.name for p in discover.iter_providers()])"
|
|
59
|
+
```
|
|
60
|
+
|
|
61
|
+
## Configuration
|
|
62
|
+
|
|
63
|
+
No configuration required — the Bank of Canada Valet API is open and unauthenticated.
|
|
64
|
+
|
|
65
|
+
## Quick start
|
|
66
|
+
|
|
67
|
+
```python
|
|
68
|
+
import asyncio
|
|
69
|
+
from parsimony_boc import CONNECTORS
|
|
70
|
+
|
|
71
|
+
async def main():
|
|
72
|
+
connectors = CONNECTORS.bind_env()
|
|
73
|
+
result = await connectors["boc_fetch"](series_name="FXUSDCAD")
|
|
74
|
+
print(result.data.head())
|
|
75
|
+
|
|
76
|
+
asyncio.run(main())
|
|
77
|
+
```
|
|
78
|
+
|
|
79
|
+
For multi-plugin composition (autoloads everything installed):
|
|
80
|
+
|
|
81
|
+
```python
|
|
82
|
+
from parsimony import discover
|
|
83
|
+
connectors = discover.load_all().bind_env()
|
|
84
|
+
```
|
|
85
|
+
|
|
86
|
+
## Catalog publishing
|
|
87
|
+
|
|
88
|
+
This plugin publishes catalogs under the `boc` namespace. Build and push:
|
|
89
|
+
|
|
90
|
+
```bash
|
|
91
|
+
parsimony publish --provider boc --target "hf://<your-org>/parsimony-boc"
|
|
92
|
+
```
|
|
93
|
+
|
|
94
|
+
## Provider
|
|
95
|
+
|
|
96
|
+
- Homepage: https://www.bankofcanada.ca
|
|
97
|
+
- API docs: https://www.bankofcanada.ca/valet/docs
|
|
98
|
+
|
|
99
|
+
## License
|
|
100
|
+
|
|
101
|
+
See [LICENSE](./LICENSE).
|
|
@@ -0,0 +1,66 @@
|
|
|
1
|
+
# parsimony-boc
|
|
2
|
+
|
|
3
|
+
Bank of Canada connector — Canadian exchange rates, interest rates, and macroeconomic time series via the Valet API.
|
|
4
|
+
|
|
5
|
+
Part of the [parsimony-connectors](https://github.com/ockham-sh/parsimony-connectors) monorepo. Distributed standalone on PyPI as `parsimony-boc`.
|
|
6
|
+
|
|
7
|
+
## Connectors
|
|
8
|
+
|
|
9
|
+
| Name | Kind | Description |
|
|
10
|
+
|---|---|---|
|
|
11
|
+
| `boc_fetch` | fetch | Fetch one or more BoC time series by name (e.g. `FXUSDCAD,FXEURCAD`) or by group (e.g. `group:FX_RATES_DAILY`). |
|
|
12
|
+
| `enumerate_boc` | enumerator | Enumerate all BoC series (15,000+) via `/lists/series/json`. |
|
|
13
|
+
|
|
14
|
+
## Install
|
|
15
|
+
|
|
16
|
+
```bash
|
|
17
|
+
pip install parsimony-boc
|
|
18
|
+
```
|
|
19
|
+
|
|
20
|
+
Pulls in `parsimony-core>=0.4,<0.5` automatically. Verify discovery:
|
|
21
|
+
|
|
22
|
+
```bash
|
|
23
|
+
python -c "from parsimony import discover; print([p.name for p in discover.iter_providers()])"
|
|
24
|
+
```
|
|
25
|
+
|
|
26
|
+
## Configuration
|
|
27
|
+
|
|
28
|
+
No configuration required — the Bank of Canada Valet API is open and unauthenticated.
|
|
29
|
+
|
|
30
|
+
## Quick start
|
|
31
|
+
|
|
32
|
+
```python
|
|
33
|
+
import asyncio
|
|
34
|
+
from parsimony_boc import CONNECTORS
|
|
35
|
+
|
|
36
|
+
async def main():
|
|
37
|
+
connectors = CONNECTORS.bind_env()
|
|
38
|
+
result = await connectors["boc_fetch"](series_name="FXUSDCAD")
|
|
39
|
+
print(result.data.head())
|
|
40
|
+
|
|
41
|
+
asyncio.run(main())
|
|
42
|
+
```
|
|
43
|
+
|
|
44
|
+
For multi-plugin composition (autoloads everything installed):
|
|
45
|
+
|
|
46
|
+
```python
|
|
47
|
+
from parsimony import discover
|
|
48
|
+
connectors = discover.load_all().bind_env()
|
|
49
|
+
```
|
|
50
|
+
|
|
51
|
+
## Catalog publishing
|
|
52
|
+
|
|
53
|
+
This plugin publishes catalogs under the `boc` namespace. Build and push:
|
|
54
|
+
|
|
55
|
+
```bash
|
|
56
|
+
parsimony publish --provider boc --target "hf://<your-org>/parsimony-boc"
|
|
57
|
+
```
|
|
58
|
+
|
|
59
|
+
## Provider
|
|
60
|
+
|
|
61
|
+
- Homepage: https://www.bankofcanada.ca
|
|
62
|
+
- API docs: https://www.bankofcanada.ca/valet/docs
|
|
63
|
+
|
|
64
|
+
## License
|
|
65
|
+
|
|
66
|
+
See [LICENSE](./LICENSE).
|
|
@@ -0,0 +1,408 @@
|
|
|
1
|
+
"""Bank of Canada (BoC): fetch + catalog enumeration.
|
|
2
|
+
|
|
3
|
+
API docs: https://www.bankofcanada.ca/valet/docs
|
|
4
|
+
No authentication required.
|
|
5
|
+
|
|
6
|
+
"""
|
|
7
|
+
|
|
8
|
+
from __future__ import annotations
|
|
9
|
+
|
|
10
|
+
import asyncio
|
|
11
|
+
import logging
|
|
12
|
+
from typing import Annotated, Any
|
|
13
|
+
|
|
14
|
+
import httpx
|
|
15
|
+
import pandas as pd
|
|
16
|
+
from parsimony.connector import Connectors, connector, enumerator
|
|
17
|
+
from parsimony.errors import EmptyDataError
|
|
18
|
+
from parsimony.result import (
|
|
19
|
+
Column,
|
|
20
|
+
ColumnRole,
|
|
21
|
+
OutputConfig,
|
|
22
|
+
Provenance,
|
|
23
|
+
Result,
|
|
24
|
+
)
|
|
25
|
+
from parsimony.transport import map_http_error
|
|
26
|
+
from pydantic import BaseModel, Field, field_validator
|
|
27
|
+
|
|
28
|
+
logger = logging.getLogger(__name__)
|
|
29
|
+
|
|
30
|
+
|
|
31
|
+
_BASE_URL = "https://www.bankofcanada.ca/valet"
|
|
32
|
+
|
|
33
|
+
#: Concurrency cap for the per-group fan-out used to build the
|
|
34
|
+
#: series→group map. BoC's Valet endpoint is unauthenticated and
|
|
35
|
+
#: tolerates moderate concurrency; 16 keeps total enumeration time at
|
|
36
|
+
#: ~1 minute for the ~2,350 groups while staying well under any sensible
|
|
37
|
+
#: rate limit.
|
|
38
|
+
_GROUP_FETCH_CONCURRENCY = 16
|
|
39
|
+
|
|
40
|
+
|
|
41
|
+
# ---------------------------------------------------------------------------
|
|
42
|
+
# Parameter models
|
|
43
|
+
# ---------------------------------------------------------------------------
|
|
44
|
+
|
|
45
|
+
|
|
46
|
+
class BocFetchParams(BaseModel):
|
|
47
|
+
"""Parameters for fetching Bank of Canada time series."""
|
|
48
|
+
|
|
49
|
+
series_name: Annotated[str, "ns:boc"] = Field(
|
|
50
|
+
...,
|
|
51
|
+
description=(
|
|
52
|
+
"Comma-separated BoC series names (e.g. FXUSDCAD,FXEURCAD) "
|
|
53
|
+
"or a group name prefixed with 'group:' (e.g. group:FX_RATES_DAILY)"
|
|
54
|
+
),
|
|
55
|
+
)
|
|
56
|
+
start_date: str | None = Field(default=None, description="Start date (YYYY-MM-DD)")
|
|
57
|
+
end_date: str | None = Field(default=None, description="End date (YYYY-MM-DD)")
|
|
58
|
+
|
|
59
|
+
@field_validator("series_name")
|
|
60
|
+
@classmethod
|
|
61
|
+
def _non_empty(cls, v: str) -> str:
|
|
62
|
+
v = v.strip()
|
|
63
|
+
if not v:
|
|
64
|
+
raise ValueError("series_name must be non-empty")
|
|
65
|
+
return v
|
|
66
|
+
|
|
67
|
+
|
|
68
|
+
class BocEnumerateParams(BaseModel):
|
|
69
|
+
"""No parameters needed — enumerates all BoC series."""
|
|
70
|
+
|
|
71
|
+
pass
|
|
72
|
+
|
|
73
|
+
|
|
74
|
+
# ---------------------------------------------------------------------------
|
|
75
|
+
# Output configs
|
|
76
|
+
# ---------------------------------------------------------------------------
|
|
77
|
+
|
|
78
|
+
BOC_ENUMERATE_OUTPUT = OutputConfig(
|
|
79
|
+
columns=[
|
|
80
|
+
# The KEY is either a series name (e.g. ``FXUSDCAD``) or a group
|
|
81
|
+
# entry prefixed with ``group:`` (e.g. ``group:FX_RATES_DAILY``).
|
|
82
|
+
# Groups are first-class addressable entities — ``boc_fetch``
|
|
83
|
+
# accepts ``series_name="group:NAME"`` and BoC's
|
|
84
|
+
# ``/observations/group/{name}/json`` returns the full panel — so
|
|
85
|
+
# they get their own catalog rows for discovery, in addition to
|
|
86
|
+
# the per-series rows. The ``group:`` prefix matches the syntax
|
|
87
|
+
# ``boc_fetch`` already expects.
|
|
88
|
+
Column(name="series_name", role=ColumnRole.KEY, namespace="boc"),
|
|
89
|
+
Column(name="title", role=ColumnRole.TITLE),
|
|
90
|
+
# ``description`` is the upstream Valet ``description`` text — the
|
|
91
|
+
# most useful semantic signal for retrieval. Routed via DESCRIPTION
|
|
92
|
+
# (not METADATA) so it lifts into ``semantic_text()`` for the
|
|
93
|
+
# embedder, mirroring how Treasury surfaces ``definition``. For
|
|
94
|
+
# group rows this carries the group's ``description`` text from
|
|
95
|
+
# ``/lists/groups/json`` (e.g. units and frequency hints like
|
|
96
|
+
# "Month-end, Millions of dollars").
|
|
97
|
+
Column(name="description", role=ColumnRole.DESCRIPTION),
|
|
98
|
+
# ``source`` tells the agent which fetch connector to call. BOC has
|
|
99
|
+
# a single Valet source today; the column is future-proofing for a
|
|
100
|
+
# parallel source so dispatch is already wired (matches Treasury's
|
|
101
|
+
# ``fiscal_data``/``treasury_rates`` split).
|
|
102
|
+
Column(name="source", role=ColumnRole.METADATA),
|
|
103
|
+
# ``entity_type`` is ``"series"`` for individual series rows and
|
|
104
|
+
# ``"group"`` for group rows — lets agents filter or weight by
|
|
105
|
+
# entity granularity.
|
|
106
|
+
Column(name="entity_type", role=ColumnRole.METADATA),
|
|
107
|
+
# ``group`` carries the upstream group ID (e.g. ``FX_RATES_DAILY``)
|
|
108
|
+
# the series belongs to — populated from /lists/groups/json plus
|
|
109
|
+
# per-group membership. Multi-group membership is rare; when it
|
|
110
|
+
# occurs we keep the first encountered group ID. Empty string when
|
|
111
|
+
# a series isn't a member of any catalogued group. For group rows
|
|
112
|
+
# this is the group's own ID.
|
|
113
|
+
Column(name="group", role=ColumnRole.METADATA),
|
|
114
|
+
Column(name="group_label", role=ColumnRole.METADATA),
|
|
115
|
+
]
|
|
116
|
+
)
|
|
117
|
+
|
|
118
|
+
BOC_FETCH_OUTPUT = OutputConfig(
|
|
119
|
+
columns=[
|
|
120
|
+
Column(name="series_name", role=ColumnRole.KEY, param_key="series_name", namespace="boc"),
|
|
121
|
+
Column(name="title", role=ColumnRole.TITLE),
|
|
122
|
+
Column(name="date", dtype="datetime", role=ColumnRole.DATA),
|
|
123
|
+
Column(name="value", dtype="numeric", role=ColumnRole.DATA),
|
|
124
|
+
]
|
|
125
|
+
)
|
|
126
|
+
|
|
127
|
+
|
|
128
|
+
# ---------------------------------------------------------------------------
|
|
129
|
+
# Helpers
|
|
130
|
+
# ---------------------------------------------------------------------------
|
|
131
|
+
|
|
132
|
+
|
|
133
|
+
def _parse_observations(
|
|
134
|
+
json_data: dict[str, Any],
|
|
135
|
+
series_details: dict[str, Any] | None = None,
|
|
136
|
+
) -> pd.DataFrame:
|
|
137
|
+
"""Parse BoC Valet API observations response into long-format DataFrame.
|
|
138
|
+
|
|
139
|
+
The observations array has entries like:
|
|
140
|
+
{"d": "2024-01-15", "FXUSDCAD": {"v": "1.3456"}, "FXEURCAD": {"v": "1.4678"}}
|
|
141
|
+
"""
|
|
142
|
+
observations = json_data.get("observations", [])
|
|
143
|
+
if not observations:
|
|
144
|
+
return pd.DataFrame(columns=["series_name", "title", "date", "value"])
|
|
145
|
+
|
|
146
|
+
# Discover series columns (everything except "d")
|
|
147
|
+
sample = observations[0]
|
|
148
|
+
series_cols = [k for k in sample if k != "d"]
|
|
149
|
+
|
|
150
|
+
rows: list[dict[str, Any]] = []
|
|
151
|
+
for obs in observations:
|
|
152
|
+
date = obs.get("d", "")
|
|
153
|
+
for col in series_cols:
|
|
154
|
+
raw = obs.get(col)
|
|
155
|
+
if raw is None:
|
|
156
|
+
continue
|
|
157
|
+
raw_value = raw.get("v") if isinstance(raw, dict) else raw
|
|
158
|
+
try:
|
|
159
|
+
value = float(raw_value) if raw_value is not None and raw_value not in ("", "NaN") else None
|
|
160
|
+
except (ValueError, TypeError):
|
|
161
|
+
value = None
|
|
162
|
+
|
|
163
|
+
# Resolve title from seriesDetail if available
|
|
164
|
+
title = col
|
|
165
|
+
if series_details and col in series_details:
|
|
166
|
+
detail = series_details[col]
|
|
167
|
+
title = detail.get("label", detail.get("description", col))
|
|
168
|
+
|
|
169
|
+
rows.append(
|
|
170
|
+
{
|
|
171
|
+
"series_name": col,
|
|
172
|
+
"title": title,
|
|
173
|
+
"date": date,
|
|
174
|
+
"value": value,
|
|
175
|
+
}
|
|
176
|
+
)
|
|
177
|
+
|
|
178
|
+
return pd.DataFrame(rows) if rows else pd.DataFrame(columns=["series_name", "title", "date", "value"])
|
|
179
|
+
|
|
180
|
+
|
|
181
|
+
async def _fetch_group_membership(
|
|
182
|
+
client: httpx.AsyncClient,
|
|
183
|
+
group_name: str,
|
|
184
|
+
semaphore: asyncio.Semaphore,
|
|
185
|
+
) -> tuple[str, list[str]]:
|
|
186
|
+
"""Fetch a single group's series-membership list.
|
|
187
|
+
|
|
188
|
+
Returns ``(group_name, list_of_series_names)``. On any HTTP error the
|
|
189
|
+
group is treated as empty — enumeration continues. We don't surface
|
|
190
|
+
individual group failures because cataloguing is a best-effort sweep
|
|
191
|
+
and BoC does occasionally retire group endpoints while leaving them
|
|
192
|
+
in the index.
|
|
193
|
+
"""
|
|
194
|
+
async with semaphore:
|
|
195
|
+
try:
|
|
196
|
+
resp = await client.get(f"/groups/{group_name}/json")
|
|
197
|
+
resp.raise_for_status()
|
|
198
|
+
except httpx.HTTPError as exc:
|
|
199
|
+
logger.warning("BoC group fetch failed for %r: %s", group_name, exc)
|
|
200
|
+
return group_name, []
|
|
201
|
+
body = resp.json()
|
|
202
|
+
|
|
203
|
+
details = body.get("groupDetails") or {}
|
|
204
|
+
members = details.get("groupSeries") or {}
|
|
205
|
+
if not isinstance(members, dict):
|
|
206
|
+
return group_name, []
|
|
207
|
+
return group_name, [s for s in members if s]
|
|
208
|
+
|
|
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async def _build_series_to_group_map(
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client: httpx.AsyncClient,
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groups_index: dict[str, dict[str, Any]],
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) -> dict[str, tuple[str, str]]:
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"""For each series, resolve ``(group_id, group_label)``.
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+
|
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+
Multi-group membership is rare in BoC's catalog (groups partition
|
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+
series by economic theme); when it occurs the first encountered
|
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group wins. Iteration order is the order BoC returns groups in
|
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+
``/lists/groups/json``, which is stable across requests.
|
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+
"""
|
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semaphore = asyncio.Semaphore(_GROUP_FETCH_CONCURRENCY)
|
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tasks = [
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_fetch_group_membership(client, group_name, semaphore)
|
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+
for group_name in groups_index
|
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+
]
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results = await asyncio.gather(*tasks)
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+
|
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series_to_group: dict[str, tuple[str, str]] = {}
|
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for group_name, members in results:
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info = groups_index.get(group_name) or {}
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label = info.get("label") if isinstance(info, dict) else ""
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label = label or ""
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for series_name in members:
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if series_name not in series_to_group:
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series_to_group[series_name] = (group_name, label)
|
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return series_to_group
|
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+
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+
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+
# ---------------------------------------------------------------------------
|
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# Connectors
|
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+
# ---------------------------------------------------------------------------
|
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+
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+
|
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@connector(output=BOC_FETCH_OUTPUT, tags=["macro", "ca"])
|
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|
+
async def boc_fetch(params: BocFetchParams) -> Result:
|
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|
+
"""Fetch Bank of Canada time series by series name(s) or group name.
|
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|
+
|
|
248
|
+
Use 'group:GROUP_NAME' syntax for group queries (e.g. group:FX_RATES_DAILY).
|
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Otherwise, pass comma-separated series names (e.g. FXUSDCAD,FXEURCAD).
|
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+
"""
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+
async with httpx.AsyncClient(base_url=_BASE_URL, timeout=60.0) as client:
|
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req_params: dict[str, str] = {}
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if params.start_date:
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req_params["start_date"] = params.start_date
|
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if params.end_date:
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req_params["end_date"] = params.end_date
|
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+
|
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|
+
if params.series_name.startswith("group:"):
|
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group_name = params.series_name[6:].strip()
|
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|
+
url = f"/observations/group/{group_name}/json"
|
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else:
|
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|
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url = f"/observations/{params.series_name}/json"
|
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|
+
|
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+
response = await client.get(url, params=req_params)
|
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+
try:
|
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|
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response.raise_for_status()
|
|
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|
+
except httpx.HTTPStatusError as exc:
|
|
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|
+
map_http_error(exc, provider="boc", op_name="observations")
|
|
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|
+
json_data = response.json()
|
|
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|
+
|
|
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|
+
series_details = json_data.get("seriesDetail")
|
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|
+
df = _parse_observations(json_data, series_details)
|
|
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|
+
if df.empty:
|
|
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|
+
raise EmptyDataError(provider="boc", message=f"No observations returned for: {params.series_name}")
|
|
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|
+
|
|
276
|
+
return Result.from_dataframe(
|
|
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|
+
df,
|
|
278
|
+
Provenance(
|
|
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|
+
source="boc",
|
|
280
|
+
params={"series_name": params.series_name},
|
|
281
|
+
properties={"source_url": "https://www.bankofcanada.ca/valet/docs"},
|
|
282
|
+
),
|
|
283
|
+
)
|
|
284
|
+
|
|
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|
+
|
|
286
|
+
@enumerator(
|
|
287
|
+
output=BOC_ENUMERATE_OUTPUT,
|
|
288
|
+
tags=["macro", "ca"],
|
|
289
|
+
)
|
|
290
|
+
async def enumerate_boc(params: BocEnumerateParams) -> pd.DataFrame:
|
|
291
|
+
"""Enumerate every Bank of Canada series via Valet's three list endpoints.
|
|
292
|
+
|
|
293
|
+
Granularity is one row per series — Valet addresses observations per
|
|
294
|
+
series, so series-level keys are the right unit (~15k rows).
|
|
295
|
+
|
|
296
|
+
Pipeline:
|
|
297
|
+
|
|
298
|
+
1. ``/lists/series/json`` — single call returning all ~15k series with
|
|
299
|
+
upstream ``label`` and ``description``. ``description`` lands in a
|
|
300
|
+
ColumnRole.DESCRIPTION column so the embedder indexes it.
|
|
301
|
+
2. ``/lists/groups/json`` — single call returning all ~2.3k groups
|
|
302
|
+
with their labels.
|
|
303
|
+
3. ``/groups/{name}/json`` — fanned out concurrently for every group
|
|
304
|
+
to discover series membership; a series→group map is built and
|
|
305
|
+
attached to every row. Groups exist purely for discovery; missing
|
|
306
|
+
membership leaves the ``group`` field empty.
|
|
307
|
+
"""
|
|
308
|
+
async with httpx.AsyncClient(base_url=_BASE_URL, timeout=60.0) as client:
|
|
309
|
+
series_resp = await client.get("/lists/series/json")
|
|
310
|
+
try:
|
|
311
|
+
series_resp.raise_for_status()
|
|
312
|
+
except httpx.HTTPStatusError as exc:
|
|
313
|
+
map_http_error(exc, provider="boc", op_name="series/list")
|
|
314
|
+
series_payload = series_resp.json()
|
|
315
|
+
|
|
316
|
+
groups_resp = await client.get("/lists/groups/json")
|
|
317
|
+
try:
|
|
318
|
+
groups_resp.raise_for_status()
|
|
319
|
+
except httpx.HTTPStatusError as exc:
|
|
320
|
+
map_http_error(exc, provider="boc", op_name="groups/list")
|
|
321
|
+
groups_payload = groups_resp.json()
|
|
322
|
+
|
|
323
|
+
groups_index = groups_payload.get("groups") or {}
|
|
324
|
+
if not isinstance(groups_index, dict):
|
|
325
|
+
groups_index = {}
|
|
326
|
+
series_to_group = await _build_series_to_group_map(client, groups_index)
|
|
327
|
+
|
|
328
|
+
series = series_payload.get("series") or {}
|
|
329
|
+
rows: list[dict[str, str]] = []
|
|
330
|
+
for series_name, info in series.items():
|
|
331
|
+
if not series_name:
|
|
332
|
+
continue
|
|
333
|
+
if isinstance(info, dict):
|
|
334
|
+
label = info.get("label") or series_name
|
|
335
|
+
desc = info.get("description") or ""
|
|
336
|
+
else:
|
|
337
|
+
label = str(info)
|
|
338
|
+
desc = ""
|
|
339
|
+
|
|
340
|
+
group_id, group_label = series_to_group.get(series_name, ("", ""))
|
|
341
|
+
|
|
342
|
+
rows.append(
|
|
343
|
+
{
|
|
344
|
+
"series_name": series_name,
|
|
345
|
+
"title": label,
|
|
346
|
+
"description": desc,
|
|
347
|
+
"source": "valet",
|
|
348
|
+
"entity_type": "series",
|
|
349
|
+
"group": group_id,
|
|
350
|
+
"group_label": group_label,
|
|
351
|
+
}
|
|
352
|
+
)
|
|
353
|
+
|
|
354
|
+
# Emit one row per group as a discoverable catalog entity. Groups are
|
|
355
|
+
# addressable via ``boc_fetch(series_name="group:NAME")`` (BoC's
|
|
356
|
+
# ``/observations/group/{name}/json``), so cataloguing them lets
|
|
357
|
+
# agents search by group description (e.g. "Month-end, Millions of
|
|
358
|
+
# dollars" — uniquely a group-level signal) and fetch a whole panel
|
|
359
|
+
# in one shot. ~2.3k groups; 2.2k carry non-empty descriptions in
|
|
360
|
+
# practice. Group rows use the ``group:`` prefix in their KEY,
|
|
361
|
+
# matching the syntax ``boc_fetch`` already accepts.
|
|
362
|
+
for group_name, group_info in groups_index.items():
|
|
363
|
+
if not group_name:
|
|
364
|
+
continue
|
|
365
|
+
if isinstance(group_info, dict):
|
|
366
|
+
g_label = group_info.get("label") or group_name
|
|
367
|
+
g_desc = group_info.get("description") or ""
|
|
368
|
+
else:
|
|
369
|
+
g_label = str(group_info)
|
|
370
|
+
g_desc = ""
|
|
371
|
+
rows.append(
|
|
372
|
+
{
|
|
373
|
+
"series_name": f"group:{group_name}",
|
|
374
|
+
"title": g_label,
|
|
375
|
+
"description": g_desc,
|
|
376
|
+
"source": "valet",
|
|
377
|
+
"entity_type": "group",
|
|
378
|
+
"group": group_name,
|
|
379
|
+
"group_label": g_label,
|
|
380
|
+
}
|
|
381
|
+
)
|
|
382
|
+
|
|
383
|
+
columns = [
|
|
384
|
+
"series_name",
|
|
385
|
+
"title",
|
|
386
|
+
"description",
|
|
387
|
+
"source",
|
|
388
|
+
"entity_type",
|
|
389
|
+
"group",
|
|
390
|
+
"group_label",
|
|
391
|
+
]
|
|
392
|
+
return pd.DataFrame(rows, columns=columns) if rows else pd.DataFrame(columns=columns)
|
|
393
|
+
|
|
394
|
+
|
|
395
|
+
# ---------------------------------------------------------------------------
|
|
396
|
+
# Exports
|
|
397
|
+
# ---------------------------------------------------------------------------
|
|
398
|
+
|
|
399
|
+
from parsimony_boc.search import ( # noqa: E402, F401 (after public decorators; re-exported)
|
|
400
|
+
BOC_SEARCH_OUTPUT,
|
|
401
|
+
PARSIMONY_BOC_CATALOG_URL_ENV,
|
|
402
|
+
BocSearchParams,
|
|
403
|
+
boc_search,
|
|
404
|
+
)
|
|
405
|
+
|
|
406
|
+
CATALOGS: list[tuple[str, object]] = [("boc", enumerate_boc)]
|
|
407
|
+
|
|
408
|
+
CONNECTORS = Connectors([boc_fetch, enumerate_boc, boc_search])
|
|
File without changes
|
|
@@ -0,0 +1,99 @@
|
|
|
1
|
+
"""Semantic search over the published Bank of Canada (BoC) catalog.
|
|
2
|
+
|
|
3
|
+
Wraps the parquet+FAISS catalog at ``hf://parsimony-dev/boc`` (override with
|
|
4
|
+
``PARSIMONY_BOC_CATALOG_URL`` for local testing) as an MCP tool.
|
|
5
|
+
|
|
6
|
+
Codes returned by this tool are series names (e.g. ``FXUSDCAD``) or group
|
|
7
|
+
identifiers prefixed with ``group:`` (e.g. ``group:FX_RATES_DAILY``). Pass
|
|
8
|
+
the returned ``code`` to :func:`boc_fetch` via its ``series_name`` parameter.
|
|
9
|
+
"""
|
|
10
|
+
|
|
11
|
+
from __future__ import annotations
|
|
12
|
+
|
|
13
|
+
import asyncio
|
|
14
|
+
import logging
|
|
15
|
+
import os
|
|
16
|
+
from typing import Annotated
|
|
17
|
+
|
|
18
|
+
import pandas as pd
|
|
19
|
+
from parsimony.catalog import Catalog
|
|
20
|
+
from parsimony.connector import connector
|
|
21
|
+
from parsimony.result import Column, ColumnRole, OutputConfig
|
|
22
|
+
from pydantic import BaseModel, Field
|
|
23
|
+
|
|
24
|
+
logger = logging.getLogger(__name__)
|
|
25
|
+
|
|
26
|
+
PARSIMONY_BOC_CATALOG_URL_ENV = "PARSIMONY_BOC_CATALOG_URL"
|
|
27
|
+
_DEFAULT_CATALOG_URL = "hf://parsimony-dev/boc"
|
|
28
|
+
|
|
29
|
+
_catalog: Catalog | None = None
|
|
30
|
+
_catalog_lock = asyncio.Lock()
|
|
31
|
+
|
|
32
|
+
|
|
33
|
+
async def _get_catalog() -> Catalog:
|
|
34
|
+
global _catalog
|
|
35
|
+
if _catalog is not None:
|
|
36
|
+
return _catalog
|
|
37
|
+
async with _catalog_lock:
|
|
38
|
+
if _catalog is None:
|
|
39
|
+
url = os.environ.get(PARSIMONY_BOC_CATALOG_URL_ENV, _DEFAULT_CATALOG_URL)
|
|
40
|
+
logger.info("loading BoC catalog from %s", url)
|
|
41
|
+
_catalog = await Catalog.from_url(url)
|
|
42
|
+
return _catalog
|
|
43
|
+
|
|
44
|
+
|
|
45
|
+
BOC_SEARCH_OUTPUT = OutputConfig(
|
|
46
|
+
columns=[
|
|
47
|
+
Column(name="code", role=ColumnRole.KEY, namespace="boc"),
|
|
48
|
+
Column(name="title", role=ColumnRole.TITLE),
|
|
49
|
+
Column(name="similarity", role=ColumnRole.METADATA),
|
|
50
|
+
]
|
|
51
|
+
)
|
|
52
|
+
|
|
53
|
+
|
|
54
|
+
class BocSearchParams(BaseModel):
|
|
55
|
+
"""Parameters for :func:`boc_search`."""
|
|
56
|
+
|
|
57
|
+
query: Annotated[
|
|
58
|
+
str,
|
|
59
|
+
Field(
|
|
60
|
+
min_length=1,
|
|
61
|
+
max_length=512,
|
|
62
|
+
description=(
|
|
63
|
+
"Natural-language description of the BoC series or group "
|
|
64
|
+
"you want (e.g. 'CAD USD daily exchange rate', 'Canadian "
|
|
65
|
+
"10-year bond yield', 'overnight rate'). Bilingual EN/FR "
|
|
66
|
+
"queries both work."
|
|
67
|
+
),
|
|
68
|
+
),
|
|
69
|
+
]
|
|
70
|
+
limit: int = Field(default=10, ge=1, le=50, description="Top-N results.")
|
|
71
|
+
|
|
72
|
+
|
|
73
|
+
@connector(
|
|
74
|
+
output=BOC_SEARCH_OUTPUT,
|
|
75
|
+
tags=["macro", "ca", "tool"],
|
|
76
|
+
)
|
|
77
|
+
async def boc_search(params: BocSearchParams) -> pd.DataFrame:
|
|
78
|
+
"""Semantic-search the Bank of Canada (BoC) Valet catalog.
|
|
79
|
+
|
|
80
|
+
Returns the top matching series/group codes from BoC's Valet API
|
|
81
|
+
(~15.4k series + 2.4k groups across exchange rates, interest rates,
|
|
82
|
+
monetary aggregates, balance sheets, FMI surveys, and more).
|
|
83
|
+
|
|
84
|
+
Pass the returned ``code`` to ``boc_fetch(series_name=...)``. Codes
|
|
85
|
+
prefixed ``group:`` resolve to the full group panel; bare codes
|
|
86
|
+
resolve to a single series.
|
|
87
|
+
"""
|
|
88
|
+
catalog = await _get_catalog()
|
|
89
|
+
matches = await catalog.search(params.query, limit=params.limit)
|
|
90
|
+
return pd.DataFrame(
|
|
91
|
+
[
|
|
92
|
+
{
|
|
93
|
+
"code": m.code,
|
|
94
|
+
"title": m.title,
|
|
95
|
+
"similarity": round(m.similarity, 6),
|
|
96
|
+
}
|
|
97
|
+
for m in matches
|
|
98
|
+
]
|
|
99
|
+
)
|
|
@@ -0,0 +1,76 @@
|
|
|
1
|
+
[project]
|
|
2
|
+
name = "parsimony-boc"
|
|
3
|
+
version = "0.4.0"
|
|
4
|
+
description = "Bank of Canada connector for the parsimony framework"
|
|
5
|
+
authors = [{ name = "Ockham.sh", email = "team@ockham.sh" }]
|
|
6
|
+
license = "Apache-2.0"
|
|
7
|
+
readme = "README.md"
|
|
8
|
+
requires-python = ">=3.11"
|
|
9
|
+
keywords = ["finance", "data", "connectors", "parsimony", "boc"]
|
|
10
|
+
classifiers = [
|
|
11
|
+
"Development Status :: 4 - Beta",
|
|
12
|
+
"Intended Audience :: Developers",
|
|
13
|
+
"Intended Audience :: Financial and Insurance Industry",
|
|
14
|
+
"License :: OSI Approved :: Apache Software License",
|
|
15
|
+
"Programming Language :: Python :: 3",
|
|
16
|
+
"Programming Language :: Python :: 3.11",
|
|
17
|
+
"Programming Language :: Python :: 3.12",
|
|
18
|
+
"Programming Language :: Python :: 3.13",
|
|
19
|
+
"Topic :: Office/Business :: Financial",
|
|
20
|
+
"Topic :: Software Development :: Libraries :: Python Modules",
|
|
21
|
+
"Typing :: Typed",
|
|
22
|
+
]
|
|
23
|
+
dependencies = [
|
|
24
|
+
"parsimony-core>=0.4.0,<0.5",
|
|
25
|
+
"pydantic>=2.11.1,<3",
|
|
26
|
+
"pandas>=2.3.0,<3",
|
|
27
|
+
]
|
|
28
|
+
|
|
29
|
+
[project.optional-dependencies]
|
|
30
|
+
dev = [
|
|
31
|
+
"pytest>=9.0.3",
|
|
32
|
+
"pytest-asyncio>=1.3.0",
|
|
33
|
+
"pytest-cov>=5.0",
|
|
34
|
+
"respx>=0.22.0",
|
|
35
|
+
"ruff>=0.15.10",
|
|
36
|
+
"mypy>=1.10",
|
|
37
|
+
]
|
|
38
|
+
|
|
39
|
+
[project.urls]
|
|
40
|
+
Homepage = "https://www.bankofcanada.ca"
|
|
41
|
+
Repository = "https://github.com/ockham-sh/parsimony-connectors"
|
|
42
|
+
Issues = "https://github.com/ockham-sh/parsimony-connectors/issues"
|
|
43
|
+
|
|
44
|
+
[project.entry-points."parsimony.providers"]
|
|
45
|
+
boc = "parsimony_boc"
|
|
46
|
+
|
|
47
|
+
|
|
48
|
+
[build-system]
|
|
49
|
+
requires = ["hatchling"]
|
|
50
|
+
build-backend = "hatchling.build"
|
|
51
|
+
|
|
52
|
+
[tool.hatch.build.targets.wheel]
|
|
53
|
+
packages = ["parsimony_boc"]
|
|
54
|
+
|
|
55
|
+
[tool.hatch.build.targets.sdist]
|
|
56
|
+
include = ["parsimony_boc", "README.md", "LICENSE", "CHANGELOG.md"]
|
|
57
|
+
|
|
58
|
+
[tool.ruff]
|
|
59
|
+
target-version = "py311"
|
|
60
|
+
line-length = 120
|
|
61
|
+
|
|
62
|
+
[tool.ruff.lint]
|
|
63
|
+
select = ["E", "F", "I", "UP", "B", "SIM"]
|
|
64
|
+
|
|
65
|
+
[tool.mypy]
|
|
66
|
+
python_version = "3.11"
|
|
67
|
+
warn_return_any = true
|
|
68
|
+
warn_unused_ignores = true
|
|
69
|
+
ignore_missing_imports = true
|
|
70
|
+
|
|
71
|
+
[tool.pytest.ini_options]
|
|
72
|
+
addopts = "--import-mode=importlib -m 'not integration'"
|
|
73
|
+
asyncio_mode = "auto"
|
|
74
|
+
markers = [
|
|
75
|
+
"integration: hits live APIs (may be slow, requires env vars)",
|
|
76
|
+
]
|