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Add Treasury rates for the United States

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This commit is contained in:
Jeroen Bouma
2022-03-10 13:59:11 +01:00
parent ca326fa8b9
commit 4e9b9ab867
3 changed files with 262 additions and 12 deletions
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101
gamestonk_terminal/economy/econdb_model.py
View File

@@ -2,9 +2,11 @@
__docformat__ = "numpy"
import logging
from typing import Dict, Any
from urllib.error import HTTPError
import pandas as pd
import pandas_datareader.data as web
import yfinance as yf
from gamestonk_terminal.decorators import log_start_end
@@ -225,9 +227,35 @@ PARAMETERS = {
"POP": "Population",
}
TREASURIES = {
"nominal": {
"1m": "1-month",
"3m": "3-month",
"6m": "6-month",
"1y": "1-year",
"2y": "2-year",
"3y": "3-year",
"5y": "5-year",
"7y": "7-year",
"10y": "10-year",
"20y": "20-year",
"30y": "30-year",
},
"inflation": {
"5y": "5-year",
"7y": "7-year",
"10y": "10-year",
"20y": "20-year",
"30y": "30-year",
},
"secondary": {"4w": "4-week", "3m": "3-month", "6m": "6-month", "1y": "1-year"},
}
@log_start_end(log=logger)
def get_data(parameter: str, country: str, convert_currency: str = "USD") -> pd.Series:
def get_macro_data(
parameter: str, country: str, convert_currency: str = "USD"
) -> pd.Series:
"""Query the EconDB database to find specific macro data about a company [Source: EconDB]
Parameters
@@ -280,3 +308,74 @@ def get_data(parameter: str, country: str, convert_currency: str = "USD") -> pd.
)
return df
@log_start_end(log=logger)
def get_treasuries(
types: list, maturities: list, start_date: str = None, end_date: str = None
) -> Dict[Any, Dict[Any, pd.Series]]:
"""Obtain U.S. Treasury Rates [Source: EconDB]
Parameters
----------
types: list
The type(s) of treasuries, nominal, inflation-adjusted or secondary market.
maturities : list
the maturities you wish to view.
start_date : str
The starting date, format "YEAR-MONTH-DAY", i.e. 2010-12-31.
end_date : str
The end date, format "YEAR-MONTH-DAY", i.e. 2020-06-05.
Returns
----------
treasury_data: dict
Holds data of the selected types and maturities
"""
treasury_data: Dict[Any, Dict[Any, pd.Series]] = {}
df = web.DataReader(
"&".join(
[
"dataset=FRB_H15",
"v=Instrument",
"h=TIME",
f"from={start_date}",
f"to={end_date}",
"UNIT=[PERCENT:_PER_YEAR]",
]
),
"econdb",
)
for treasury in types:
if treasury not in TREASURIES:
console.print(
f"{treasury} is not an option. Please choose between: {', '.join(TREASURIES.keys())}"
)
else:
type_string = treasury.capitalize()
treasury_data[type_string] = {}
for maturity in maturities:
if maturity not in TREASURIES[treasury]:
console.print(
f"The maturity {maturity} is not an option for {treasury}. "
f"Please choose between {', '.join(TREASURIES[treasury].keys())}"
)
else:
maturity_string = TREASURIES[treasury][maturity]
for column in df.columns:
# check if type inside the name and maturity inside the maturity string
if type_string in column[2] and maturity_string in column[3]:
treasury_data[type_string][maturity_string] = df[
column
].dropna()
break
if maturity_string not in treasury_data[type_string]:
console.print(
f"No data found for the combination {treasury} and {maturity}."
)
return treasury_data

75
gamestonk_terminal/economy/econdb_view.py
View File

@@ -10,14 +10,14 @@ from matplotlib import pyplot as plt
from gamestonk_terminal.config_plot import PLOT_DPI
from gamestonk_terminal.config_terminal import theme
from gamestonk_terminal.decorators import log_start_end
from gamestonk_terminal.economy.econdb_model import get_data, PARAMETERS
from gamestonk_terminal.economy import econdb_model
from gamestonk_terminal.helper_funcs import plot_autoscale, print_rich_table
logger = logging.getLogger(__name__)
@log_start_end(log=logger)
def show_data(
def show_macro_data(
parameters: list,
countries: list,
start_date: int = None,
@@ -62,7 +62,7 @@ def show_data(
for country in countries:
country_data[country] = {}
for parameter in parameters:
country_data[country][parameter] = get_data(
country_data[country][parameter] = econdb_model.get_macro_data(
parameter, country, convert_currency
)
@@ -91,7 +91,7 @@ def show_data(
for column in df_rounded.columns:
country_label = column[0].replace("_", " ")
parameter_label = PARAMETERS[column[1]]
parameter_label = econdb_model.PARAMETERS[column[1]]
if len(parameters) > 1 and len(countries) > 1:
ax.plot(df_rounded[column], label=f"{country_label} [{parameter_label}]")
ax.set_title(f"Macro data {denomination}")
@@ -123,3 +123,70 @@ def show_data(
if external_axes is None:
theme.visualize_output()
@log_start_end(log=logger)
def show_treasuries(
types: list,
maturities: list,
start_date: str = None,
end_date: str = None,
raw: bool = False,
external_axes: Optional[List[plt.axes]] = None,
export: str = "",
):
"""Obtain U.S. Treasury Rates [Source: EconDB]
Parameters
----------
types: list
The type(s) of treasuries, nominal, inflation-adjusted or secondary market.
maturities : list
the maturities you wish to view.
start_date : str
The starting date, format "YEAR-MONTH-DAY", i.e. 2010-12-31.
end_date : str
The end date, format "YEAR-MONTH-DAY", i.e. 2020-06-05.
raw : bool
Whether to display the raw output.
external_axes: Optional[List[plt.axes]]
External axes to plot on
export : str
Export data to csv,json,xlsx or png,jpg,pdf,svg file
Returns
----------
Plots the Treasury Series.
"""
if external_axes is None:
_, ax = plt.subplots(figsize=plot_autoscale(), dpi=PLOT_DPI)
else:
ax = external_axes[0]
treasury_data = econdb_model.get_treasuries(types, maturities, start_date, end_date)
for treasury, maturities_data in treasury_data.items():
for maturity in maturities_data:
ax.plot(maturities_data[maturity], label=f"{treasury} ({maturity}]")
ax.set_title("U.S. Treasuries")
ax.legend()
if raw:
df = pd.DataFrame.from_dict(treasury_data, orient="index").stack().to_frame()
df = pd.DataFrame(df[0].values.tolist(), index=df.index).T
print_rich_table(
df.iloc[-10:],
headers=list(df.columns),
show_index=True,
title="U.S. Treasuries",
)
if export:
print("Doing nothing!")
theme.style_primary_axis(ax)
if external_axes is None:
theme.visualize_output()

98
gamestonk_terminal/economy/economy_controller.py
View File

@@ -5,7 +5,9 @@ __docformat__ = "numpy"
import argparse
import logging
import os
from datetime import date
from typing import List, Dict
import pandas as pd
from prompt_toolkit.completion import NestedCompleter
@@ -25,7 +27,6 @@ from gamestonk_terminal.economy import (
yfinance_model,
yfinance_view,
)
from gamestonk_terminal.helper_funcs import (
EXPORT_BOTH_RAW_DATA_AND_FIGURES,
EXPORT_ONLY_FIGURES_ALLOWED,
@@ -50,7 +51,8 @@ class EconomyController(BaseController):
"futures",
"macro",
"fred",
"indices",
"index",
"treasury",
"valuation",
"performance",
"spectrum",
@@ -196,7 +198,8 @@ Overview
Macro Data
macro collect macro data for a country or countries [src][Source: EconDB][/src]
fred collect macro data from FRED based on a series ID [src][Source: FRED][/src]
indices show the most important indices worldwide [src][Source: Yahoo Finance][/src]
index find and plot any (major) index on the market [src][Source: Yahoo Finance][/src]
treasury obtain U.S. treasury rates [src][Source: EconDB][/src]
Performance & Valuations
rtps real-time performance sectors [src][Source: Alpha Vantage][/src]
@@ -206,7 +209,7 @@ Performance & Valuations
Index
feargreed CNN Fear and Greed Index [src][Source: CNN][/src]
bigmac the economists Big Mac index [src][Source: NASDAQ Datalink][/src][/cmds]
bigmac The Economist Big Mac index [src][Source: NASDAQ Datalink][/src][/cmds]
[menu]
> pred Open the prediction menu to analyse FRED series[/menu]
"""
@@ -449,7 +452,7 @@ Index
headers=["Country", "Currency"],
)
elif ns_parser.parameters and ns_parser.countries:
econdb_view.show_data(
econdb_view.show_macro_data(
parameters=ns_parser.parameters,
countries=ns_parser.countries,
start_date=ns_parser.start_date,
@@ -465,7 +468,7 @@ Index
add_help=False,
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
prog="fred",
description="Print series notes when searching for series. [Source: FRED]",
description="Query the FRED database and plot data based on the Series ID. [Source: FRED]",
)
parser.add_argument(
@@ -490,7 +493,7 @@ Index
action="store",
dest="query",
type=str,
help="Query for this series search term.",
help="Query the FRED database to obtain Series IDs given the query seaarch term.",
)
parser.add_argument(
@@ -675,6 +678,87 @@ Index
export=ns_parser.export,
)
@log_start_end(log=logger)
def call_treasury(self, other_args: List[str]):
"""Process treasury command"""
parser = argparse.ArgumentParser(
add_help=False,
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
prog="treasury",
description="Obtain any set of U.S. treasuries and plot them together. These can be a range of maturities "
"for nominal, inflation-adjusted and secondary markets over a lengthy period. "
"[Source: EconDB / FED]",
)
parser.add_argument(
"-m",
"--maturity",
nargs="+",
type=str,
dest="maturity",
help="The preferred maturity which is dependent on the type of the treasury",
default="1y",
)
parser.add_argument(
"-t",
"--type",
nargs="+",
dest="type",
choices=econdb_model.TREASURIES,
help="Whether to select nominal, inflation indexed or secondary market treasury bills",
default="nominal",
)
parser.add_argument(
"-s",
"--start_date",
dest="start_date",
help="The start date of the data (format: YEAR-MONTH-DAY, i.e. 2010-12-31)",
default="2000-01-01",
)
parser.add_argument(
"-e",
"--end_date",
dest="end_date",
help="The end date of the data (format: YEAR-MONTH-DAY, i.e. 2021-06-20)",
default=date.today(),
)
parser.add_argument(
"-l",
"--limit",
type=str,
dest="limit",
help="Takes into account the amount of rows you wish to see for your query ('-q').",
default=10,
)
parser.add_argument(
"-r",
"--raw",
dest="raw",
help="Show raw data",
action="store_true",
default=False,
)
if other_args and "-" not in other_args[0][0]:
other_args.insert(0, "-m")
ns_parser = parse_known_args_and_warn(
parser, other_args, export_allowed=EXPORT_ONLY_RAW_DATA_ALLOWED
)
if ns_parser and ns_parser.maturity and ns_parser.type:
econdb_view.show_treasuries(
types=ns_parser.type,
maturities=ns_parser.maturity,
start_date=ns_parser.start_date,
end_date=ns_parser.end_date,
raw=ns_parser.raw,
)
@log_start_end(log=logger)
def call_map(self, other_args: List[str]):
"""Process map command"""