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Clean up unused static dicts

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This commit is contained in:
james
2023-02-22 17:26:59 -05:00
parent 272a10d45d
commit 71a8f078eb
3 changed files with 50 additions and 511 deletions
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44
openbb_terminal/fixedincome/fixedincome_controller.py
View File

@@ -81,11 +81,11 @@ class FixedIncomeController(BaseController):
}
self.choices["spot"]["--maturity"] = {
c: None for c in fred_view.SPOT_TO_OPTIONS["Maturity"]
c: None for c in fred_model.SPOT_TO_OPTIONS["Maturity"]
}
self.choices["spot"]["-m"] = "--maturity"
self.choices["spot"]["--category"] = {
c: None for c in fred_view.SPOT_TO_OPTIONS["Category"]
c: None for c in fred_model.SPOT_TO_OPTIONS["Category"]
}
self.choices["spot"]["-c"] = "--category"
self.completer = NestedCompleter.from_nested_dict(self.choices) # type: ignore
@@ -261,7 +261,7 @@ class FixedIncomeController(BaseController):
type=str,
help="Specific SONIA data to retrieve",
default="rate",
choices=fred_view.SONIA_PARAMETER_TO_FRED_ID.keys(),
choices=fred_model.SONIA_PARAMETER_TO_FRED_ID.keys(),
)
parser.add_argument(
"-s",
@@ -312,7 +312,7 @@ class FixedIncomeController(BaseController):
type=str,
help="Specific AMERIBOR data to retrieve",
default="overnight",
choices=fred_view.AMERIBOR_PARAMETER_TO_FRED_ID.keys(),
choices=fred_model.AMERIBOR_PARAMETER_TO_FRED_ID.keys(),
)
parser.add_argument(
"-s",
@@ -363,7 +363,7 @@ class FixedIncomeController(BaseController):
type=str,
help="Specific Effective Federal Funds Rate data to retrieve",
default="monthly",
choices=fred_view.FED_PARAMETER_TO_FRED_ID.keys(),
choices=fred_model.FED_PARAMETER_TO_FRED_ID.keys(),
)
parser.add_argument(
"-s",
@@ -520,7 +520,7 @@ class FixedIncomeController(BaseController):
type=str,
help="Specific Discount Window Primary Credit Rate data to retrieve",
default="daily_excl_weekend",
choices=fred_view.DWPCR_PARAMETER_TO_FRED_ID.keys(),
choices=fred_model.DWPCR_PARAMETER_TO_FRED_ID.keys(),
)
parser.add_argument(
"-s",
@@ -706,7 +706,7 @@ class FixedIncomeController(BaseController):
type=str,
help="Selected treasury constant maturity to subtract",
default="3_month",
choices=fred_view.TMC_PARAMETER_TO_FRED_ID.keys(),
choices=fred_model.TMC_PARAMETER_TO_FRED_ID.keys(),
)
parser.add_argument(
"-s",
@@ -942,7 +942,7 @@ class FixedIncomeController(BaseController):
type=str,
help="Specific Treasury Bill Secondary Market Rate data to plot",
default="3_month",
choices=list(fred_view.USARATES_TO_FRED_ID.keys()),
choices=list(fred_model.USARATES_TO_FRED_ID.keys()),
)
parser.add_argument(
"-p",
@@ -985,13 +985,15 @@ class FixedIncomeController(BaseController):
if ns_parser:
if ns_parser.options:
print_rich_table(
pd.DataFrame.from_dict(fred_view.USARATES_TO_FRED_ID).T.fillna("-"),
pd.DataFrame.from_dict(fred_model.USARATES_TO_FRED_ID).T.fillna(
"-"
),
show_index=True,
title="Available options including FRED Series name",
)
elif (
ns_parser.parameter
not in fred_view.USARATES_TO_FRED_ID[ns_parser.maturity]
not in fred_model.USARATES_TO_FRED_ID[ns_parser.maturity]
):
console.print(
f"[red]Maturity {ns_parser.maturity.replace('_', ' ')} is not "
@@ -1028,7 +1030,7 @@ class FixedIncomeController(BaseController):
type=str,
help="What type you'd like to collect data for",
default="yield",
choices=fred_view.ICE_BOFA_TO_OPTIONS["Type"],
choices=fred_model.ICE_BOFA_TO_OPTIONS["Type"],
)
parser.add_argument(
@@ -1038,7 +1040,7 @@ class FixedIncomeController(BaseController):
type=str,
help="What category you'd like to collect data for",
default="all",
choices=fred_view.ICE_BOFA_TO_OPTIONS["Category"],
choices=fred_model.ICE_BOFA_TO_OPTIONS["Category"],
)
parser.add_argument(
@@ -1048,7 +1050,7 @@ class FixedIncomeController(BaseController):
type=str,
help="What region you'd like to collect data for",
default="us",
choices=fred_view.ICE_BOFA_TO_OPTIONS["Area"],
choices=fred_model.ICE_BOFA_TO_OPTIONS["Area"],
)
parser.add_argument(
@@ -1058,7 +1060,7 @@ class FixedIncomeController(BaseController):
type=str,
help="What grade you'd like to collect data for",
default="non_sovereign",
choices=fred_view.ICE_BOFA_TO_OPTIONS["Grade"],
choices=fred_model.ICE_BOFA_TO_OPTIONS["Grade"],
)
parser.add_argument(
@@ -1199,7 +1201,7 @@ class FixedIncomeController(BaseController):
type=str,
help="What type you'd like to collect data for",
default="30d",
choices=fred_view.CP_TO_OPTIONS["Maturity"],
choices=fred_model.CP_TO_OPTIONS["Maturity"],
)
parser.add_argument(
@@ -1209,7 +1211,7 @@ class FixedIncomeController(BaseController):
type=str,
help="What category you'd like to collect data for",
default="financial",
choices=fred_view.CP_TO_OPTIONS["Category"],
choices=fred_model.CP_TO_OPTIONS["Category"],
)
parser.add_argument(
@@ -1219,7 +1221,7 @@ class FixedIncomeController(BaseController):
type=str,
help="What grade you'd like to collect data for",
default="aa",
choices=fred_view.CP_TO_OPTIONS["Grade"],
choices=fred_model.CP_TO_OPTIONS["Grade"],
)
parser.add_argument(
@@ -1414,7 +1416,7 @@ class FixedIncomeController(BaseController):
type=str,
help="What category you'd like to collect data for",
default="all",
choices=fred_view.ICE_BOFA_TO_OPTIONS["Category"],
choices=fred_model.ICE_BOFA_TO_OPTIONS["Category"],
)
parser.add_argument(
@@ -1424,7 +1426,7 @@ class FixedIncomeController(BaseController):
type=str,
help="What region you'd like to collect data for",
default="us",
choices=fred_view.ICE_BOFA_TO_OPTIONS["Area"],
choices=fred_model.ICE_BOFA_TO_OPTIONS["Area"],
)
parser.add_argument(
@@ -1434,7 +1436,7 @@ class FixedIncomeController(BaseController):
type=str,
help="What grade you'd like to collect data for",
default="non_sovereign",
choices=fred_view.ICE_BOFA_TO_OPTIONS["Grade"],
choices=fred_model.ICE_BOFA_TO_OPTIONS["Grade"],
)
parser.add_argument(
@@ -1507,7 +1509,7 @@ class FixedIncomeController(BaseController):
type=str,
help="Selected Treasury Bill",
default="3_month",
choices=fred_view.TBFFR_PARAMETER_TO_FRED_ID.keys(),
choices=fred_model.TBFFR_PARAMETER_TO_FRED_ID.keys(),
)
parser.add_argument(
"-s",

140
openbb_terminal/fixedincome/fred_model.py
View File

@@ -72,97 +72,6 @@ commercial_paper_path = pathlib.Path(__file__).parent / "commercial_paper.xlsx"
spot_rates_path = pathlib.Path(__file__).parent / "corporate_spot_rates.xlsx"
ID_TO_NAME_SOFR = {
"SOFR": "Secured Overnight Financing Rate (SOFR)",
"SOFR30DAYAVG": "30-Day Average SOFR",
"SOFR90DAYAVG": "90-Day Average SOFR",
"SOFR180DAYAVG": "180-Day Average SOFR",
"SOFRINDEX": "SOFR Index",
}
ID_TO_NAME_SONIA = {
"IUDSOIA": "Daily Sterling Overnight Index Average (SONIA) Rate",
"IUDZOS2": "SONIA Compounded Index",
"IUDZLS6": "SONIA Rate: 10th percentile",
"IUDZLS7": "SONIA Rate: 25th percentile",
"IUDZLS8": "SONIA Rate: 75th percentile",
"IUDZLS9": "SONIA Rate: 90th percentile",
"IUDZLT2": "SONIA Rate Total Nominal Value",
}
ID_TO_NAME_AMERIBOR = {
"AMERIBOR": "Overnight Unsecured AMERIBOR Benchmark Interest Rate",
"AMBOR30T": "AMERIBOR Term-30 Derived Interest Rate Index",
"AMBOR90T": "AMERIBOR Term-90 Derived Interest Rate Index",
"AMBOR1W": "1-Week AMERIBOR Term Structure of Interest Rates",
"AMBOR1M": "1-Month AMERIBOR Term Structure of Interest Rates",
"AMBOR3M": "3-Month AMERIBOR Term Structure of Interest Rates",
"AMBOR6M": "6-Month AMERIBOR Term Structure of Interest Rates",
"AMBOR1Y": "1-Year AMERIBOR Term Structure of Interest Rates",
"AMBOR2Y": "2-Year AMERIBOR Term Structure of Interest Rates",
"AMBOR30": "30-Day Moving Average AMERIBOR Benchmark Interest Rate",
"AMBOR90": "90-Day Moving Average AMERIBOR Benchmark Interest Rate",
}
ID_TO_NAME_FED = {
"FEDFUNDS": "Monthly Effective Federal Funds Rate",
"EFFR": "Daily Effective Federal Funds Rate",
"DFF": "Daily Effective Federal Funds Rate",
"OBFR": "Daily Overnight Bank Funding Rate",
"FF": "Weekly Effective Federal Funds Rate",
"RIFSPFFNB": "Daily (Excl. Weekends) Effective Federal Funds Rate",
"RIFSPFFNA": "Annual Effective Federal Funds Rate",
"RIFSPFFNBWAW": "Biweekly Effective Federal Funds Rate",
"EFFRVOL": "Effective Federal Funds Volume",
"OBFRVOL": "Overnight Bank Funding Volume",
}
ID_TO_NAME_DWPCR = {
"MPCREDIT": "Monthly",
"RIFSRPF02ND": "Daily (incl. Weekends)",
"WPCREDIT": "Weekly",
"DPCREDIT": "Daily (excl. Weekends)",
"RIFSRPF02NA": "Annual",
}
ID_TO_NAME_TMC = {
"T10Y3M": "3-Month",
"T10Y2Y": "2-Year",
}
ID_TO_NAME_FFRMC = {
"T10YFF": "10-Year",
"T5YFF": "5-Year",
"T1YFF": "1-Year",
"T6MFF": "6-Month",
"T3MFF": "3-Month",
}
ID_TO_NAME_SECONDARY = {
"TB3MS": "3-Month",
"DTB4WK": "4-Week",
"DTB1YR": "1-Year",
"DTB6": "6-Month",
}
ID_TO_NAME_TIPS = {
"DFII5": "5-Year",
"DFII7": "7-Year",
"DFII10": "10-Year",
"DFII20": "20-Year",
"DFII30": "30-Year",
}
ID_TO_NAME_CMN = {
"DGS1MO": "1 Month",
"DGS3MO": "3 Month",
"DGS6MO": "6 Month",
"DGS1": "1 Year",
"DGS2": "2 Year",
"DGS3": "3 Year",
"DGS5": "5 Year",
"DGS7": "7 Year",
"DGS10": "10 Year",
"DGS20": "20 Year",
"DGS30": "30 Year",
}
ID_TO_NAME_TBFFR = {
"TB3SMFFM": "3 Month",
"TB6SMFFM": "6 Month",
}
NAME_TO_ID_PROJECTION = {
"Range High": ["FEDTARRH", "FEDTARRHLR"],
"Central tendency High": ["FEDTARCTH", "FEDTARCTHLR"],
@@ -247,13 +156,6 @@ MOODY_TO_OPTIONS: Dict[str, Dict] = {
},
"Spread": ["treasury", "fed_funds"], # type: ignore
}
CP_TO_OPTIONS = {
"Maturity": ["15d", "30d", "60d", "7d", "90d", "overnight"],
"Category": ["asset_backed", "financial", "non_financial", "spread"],
"Grade": ["a2_p2", "aa"],
}
SPOT_TO_OPTIONS = {
"Maturity": [
"1y",
@@ -459,6 +361,11 @@ SPOT_TO_OPTIONS = {
],
"Category": ["spot_rate", "par_yield"],
}
CP_TO_OPTIONS = {
"Maturity": ["15d", "30d", "60d", "7d", "90d", "overnight"],
"Category": ["asset_backed", "financial", "non_financial", "spread"],
"Grade": ["a2_p2", "aa"],
}
ESTR_PARAMETER_TO_ECB_ID = {
"volume_weighted_trimmed_mean_rate": "ECBESTRVOLWGTTRMDMNRT",
@@ -719,8 +626,9 @@ def get_estr(
) -> pd.DataFrame:
series_id = ESTR_PARAMETER_TO_ECB_ID.get(parameter, "")
df = get_series_data(series_id=series_id, start_date=start_date, end_date=end_date)
return df
return pd.DataFrame(
get_series_data(series_id=series_id, start_date=start_date, end_date=end_date)
)
@log_start_end(log=logger)
@@ -732,8 +640,9 @@ def get_sofr(
) -> pd.DataFrame:
series_id = SOFR_PARAMETER_TO_FRED_ID.get(parameter, "")
df = get_series_data(series_id=series_id, start_date=start_date, end_date=end_date)
return df
return pd.DataFrame(
get_series_data(series_id=series_id, start_date=start_date, end_date=end_date)
)
@log_start_end(log=logger)
@@ -745,8 +654,9 @@ def get_sonia(
) -> pd.DataFrame:
series_id = SONIA_PARAMETER_TO_FRED_ID.get(parameter, "")
df = get_series_data(series_id=series_id, start_date=start_date, end_date=end_date)
return df
return pd.DataFrame(
get_series_data(series_id=series_id, start_date=start_date, end_date=end_date)
)
@log_start_end(log=logger)
@@ -806,8 +716,8 @@ def get_fed(
df = df.dropna()
return df
return get_series_data(
series_id=series_id, start_date=start_date, end_date=end_date
return pd.DataFrame(
get_series_data(series_id=series_id, start_date=start_date, end_date=end_date)
)
@@ -815,7 +725,9 @@ def get_iorb(
start_date: Optional[str] = None,
end_date: Optional[str] = None,
) -> pd.DataFrame:
return get_series_data(series_id="IORB", start_date=start_date, end_date=end_date)
return pd.DataFrame(
get_series_data(series_id="IORB", start_date=start_date, end_date=end_date)
)
def get_projection(long_run: bool = False):
@@ -836,8 +748,8 @@ def get_dwpcr(
end_date: Optional[str] = None,
) -> pd.DataFrame:
series_id = DWPCR_PARAMETER_TO_FRED_ID[parameter]
return get_series_data(
series_id=series_id, start_date=start_date, end_date=end_date
return pd.DataFrame(
get_series_data(series_id=series_id, start_date=start_date, end_date=end_date)
)
@@ -877,8 +789,8 @@ def get_usrates(
end_date: Optional[str] = None,
):
series_id = USARATES_TO_FRED_ID[maturity][parameter]
return get_series_data(
series_id=series_id, start_date=start_date, end_date=end_date
return pd.DataFrame(
get_series_data(series_id=series_id, start_date=start_date, end_date=end_date)
)
@@ -1032,7 +944,7 @@ def get_tbffr(
) -> pd.DataFrame:
series_id = TBFFR_PARAMETER_TO_FRED_ID[parameter]
return get_series_data(series_id, start_date, end_date)
return pd.DataFrame(get_series_data(series_id, start_date, end_date))
def get_icespread(
@@ -1049,7 +961,7 @@ def get_ffrmc(
end_date: Optional[str] = None,
) -> pd.DataFrame:
series_id = FFRMC_PARAMETER_TO_FRED_ID[parameter]
return get_series_data(series_id, start_date, end_date)
return pd.DataFrame(get_series_data(series_id, start_date, end_date))
def get_tmc(
@@ -1058,4 +970,4 @@ def get_tmc(
end_date: Optional[str] = None,
) -> pd.DataFrame:
series_id = TMC_PARAMETER_TO_FRED_ID[parameter]
return get_series_data(series_id, start_date, end_date)
return pd.DataFrame(get_series_data(series_id, start_date, end_date))

377
openbb_terminal/fixedincome/fred_view.py
View File

@@ -26,53 +26,6 @@ logger = logging.getLogger(__name__)
# pylint: disable=too-many-lines
YIELD_CURVE_SERIES_NOMINAL = {
"1Month": "DGS1MO",
"3Month": "DGS3MO",
"6Month": "DGS6MO",
"1Year": "DGS1",
"2Year": "DGS2",
"3Year": "DGS3",
"5Year": "DGS5",
"7Year": "DGS7",
"10Year": "DGS10",
"20Year": "DGS20",
"30Year": "DGS30",
}
YIELD_CURVE_SERIES_REAL = {
"5Year": "DFII5",
"7Year": "DFII7",
"10Year": "DFII10",
"20Year": "DFII20",
"30Year": "DFII30",
}
YIELD_CURVE_SERIES_CORPORATE_SPOT = {
"6Month": "HQMCB6MT",
"1Year": "HQMCB1YR",
"2Year": "HQMCB2YR",
"3Year": "HQMCB3YR",
"5Year": "HQMCB5YR",
"7Year": "HQMCB7YR",
"10Year": "HQMCB10YR",
"20Year": "HQMCB20YR",
"30Year": "HQMCB30YR",
"50Year": "HQMCB50YR",
"75Year": "HQMCB75YR",
"100Year": "HQMCB100YR",
}
YIELD_CURVE_SERIES_CORPORATE_PAR = {
"2Year": "HQMCB2YRP",
"5Year": "HQMCB5YRP",
"10Year": "HQMCB10YRP",
"30Year": "HQMCB30YRP",
}
YIELD_CURVE_NOMINAL_RATES = [1 / 12, 0.25, 0.5, 1, 2, 3, 5, 7, 10, 20, 30]
YIELD_CURVE_SPOT_RATES = [0.5, 1, 2, 3, 5, 7, 10, 20, 30, 50, 75, 100]
YIELD_CURVE_REAL_RATES = [5, 7, 10, 20, 30]
YIELD_CURVE_PAR_RATES = [2, 5, 10, 30]
ice_bofa_path = pathlib.Path(__file__).parent / "ice_bofa_indices.xlsx"
commercial_paper_path = pathlib.Path(__file__).parent / "commercial_paper.xlsx"
spot_rates_path = pathlib.Path(__file__).parent / "corporate_spot_rates.xlsx"
@@ -189,43 +142,6 @@ NAME_TO_ID_PROJECTION = {
NAME_TO_ID_ECB = {"deposit": "ECBDFR", "lending": "ECBMLFR", "refinancing": "ECBMRRFR"}
USARATES_TO_FRED_ID = {
"4_week": {"tbill": "DTB4WK"},
"1_month": {"cmn": "DGS1MO"},
"3_month": {"tbill": "TB3MS", "cmn": "DGS3MO"},
"6_month": {"tbill": "DTB6", "cmn": "DGS6MO"},
"1_year": {"tbill": "DTB1YR", "cmn": "DGS1"},
"2_year": {"cmn": "DGS2"},
"3_year": {"cmn": "DGS3"},
"5_year": {"tips": "DFII5", "cmn": "DGS5"},
"7_year": {"tips": "DFII7", "cmn": "DGS7"},
"10_year": {"tips": "DFII10", "cmn": "DGS10"},
"20_year": {"tips": "DFII20", "cmn": "DGS20"},
"30_year": {"tips": "DFII30", "cmn": "DGS30"},
}
ICE_BOFA_TO_OPTIONS = {
"Type": ["total_return", "yield", "yield_to_worst"],
"Category": ["all", "duration", "eur", "usd"],
"Area": ["asia", "emea", "eu", "ex_g10", "latin_america", "us"],
"Grade": [
"a",
"aa",
"aaa",
"b",
"bb",
"bbb",
"ccc",
"crossover",
"high_grade",
"high_yield",
"non_financial",
"non_sovereign",
"private_sector",
"public_sector",
],
}
MOODY_TO_OPTIONS: Dict[str, Dict] = {
"Type": {
"aaa": {
@@ -262,297 +178,6 @@ MOODY_TO_OPTIONS: Dict[str, Dict] = {
"Spread": ["treasury", "fed_funds"], # type: ignore
}
CP_TO_OPTIONS = {
"Maturity": ["15d", "30d", "60d", "7d", "90d", "overnight"],
"Category": ["asset_backed", "financial", "non_financial", "spread"],
"Grade": ["a2_p2", "aa"],
}
SPOT_TO_OPTIONS = {
"Maturity": [
"1y",
"1.5y",
"2y",
"2.5y",
"3y",
"3.5y",
"4y",
"4.5y",
"5y",
"5.5y",
"6 y",
"6y",
"6.5y",
"7y",
"7.5y",
"8y",
"8.5y",
"9y",
"9.5y",
"10y",
"10.5y",
"11y",
"11.5y",
"12y",
"12.5y",
"13y",
"13.5y",
"14y",
"14.5y",
"15y",
"15.5y",
"16y",
"16.5y",
"17y",
"17.5y",
"18y",
"18.5y",
"19y",
"19.5y",
"20y",
"20.5y",
"21y",
"21.5y",
"22y",
"22.5y",
"23y",
"23.5y",
"24y",
"24.5y",
"25y",
"25.5y",
"26y",
"26.5y",
"27y",
"27.5y",
"28y",
"28.5y",
"29y",
"29.5y",
"30y",
"30.5y",
"31y",
"31.5y",
"32y",
"32.5y",
"33y",
"33.5y",
"34y",
"34.5y",
"35y",
"35.5y",
"36y",
"36.5y",
"37y",
"37.5y",
"38y",
"38.5y",
"39y",
"39.5y",
"40y",
"40.5y",
"41y",
"41.5y",
"42y",
"42.5y",
"43y",
"43.5y",
"44y",
"44.5y",
"45y",
"45.5y",
"46y",
"46.5y",
"47y",
"47.5y",
"48y",
"48.5y",
"49y",
"49.5y",
"50y",
"50.5y",
"51y",
"51.5y",
"52y",
"52.5y",
"53y",
"53.5y",
"54y",
"54.5y",
"55y",
"55.5y",
"56y",
"56.5y",
"57y",
"57.5y",
"58y",
"58.5y",
"59y",
"59.5y",
"60y",
"60.5y",
"61y",
"61.5y",
"62y",
"62.5y",
"63y",
"63.5y",
"64y",
"64.5y",
"65y",
"65.5y",
"66y",
"66.5y",
"67y",
"67.5y",
"68y",
"68.5y",
"69y",
"69.5y",
"70y",
"70.5y",
"71y",
"71.5y",
"72y",
"72.5y",
"73y",
"73.5y",
"74y",
"74.5y",
"75y",
"75.5y",
"76y",
"76.5y",
"77y",
"77.5y",
"78y",
"78.5y",
"79y",
"79.5y",
"80y",
"80.5y",
"81y",
"81.5y",
"82y",
"82.5y",
"83y",
"83.5y",
"84y",
"84.5y",
"85y",
"85.5y",
"86y",
"86.5y",
"87y",
"87.5y",
"88y",
"88.5y",
"89y",
"89.5y",
"90y",
"90.5y",
"91y",
"91.5y",
"92y",
"92.5y",
"93y",
"93.5y",
"94y",
"94.5y",
"95y",
"95.5y",
"96y",
"96.5y",
"97y",
"97.5y",
"98y",
"98.5y",
"99y",
"99.5y",
"100y",
],
"Category": ["spot_rate", "par_yield"],
}
ESTR_PARAMETER_TO_ECB_ID = {
"volume_weighted_trimmed_mean_rate": "ECBESTRVOLWGTTRMDMNRT",
"number_of_transactions": "ECBESTRNUMTRANS",
"number_of_active_banks": "ECBESTRNUMACTBANKS",
"total_volume": "ECBESTRTOTVOL",
"share_of_volume_of_the_5_largest_active_banks": "ECBESTRSHRVOL5LRGACTBNK",
"rate_at_75th_percentile_of_volume": "ECBESTRRT75THPCTVOL",
"rate_at_25th_percentile_of_volume": "ECBESTRRT25THPCTVOL",
}
SOFR_PARAMETER_TO_FRED_ID = {
"overnight": "SOFR",
"30_day_average": "SOFR30DAYAVG",
"90_day_average": "SOFR90DAYAVG",
"180_day_average": "SOFR180DAYAVG",
"index": "SOFRINDEX",
}
SONIA_PARAMETER_TO_FRED_ID = {
"rate": "IUDSOIA",
"index": "IUDZOS2",
"10th_percentile": "IUDZLS6",
"25th_percentile": "IUDZLS7",
"75th_percentile": "IUDZLS8",
"90th_percentile": "IUDZLS9",
"total_nominal_value": "IUDZLT2",
}
AMERIBOR_PARAMETER_TO_FRED_ID = {
"overnight": "AMERIBOR",
"term_30": "AMBOR30T",
"term_90": "AMBOR90T",
"1_week_term_structure": "AMBOR1W",
"1_month_term_structure": "AMBOR1M",
"3_month_term_structure": "AMBOR3M",
"6_month_term_structure": "AMBOR6M",
"1_year_term_structure": "AMBOR1Y",
"2_year_term_structure": "AMBOR2Y",
"30_day_ma": "AMBOR30",
"90_day_ma": "AMBOR90",
}
FED_PARAMETER_TO_FRED_ID = {
"monthly": "FEDFUNDS",
"daily": "DFF",
"weekly": "FF",
"daily_excl_weekend": "RIFSPFFNB",
"annual": "RIFSPFFNA",
"biweekly": "RIFSPFFNBWAW",
"volume": "EFFRVOL",
}
OBFR_PARAMETER_TO_FRED_ID = {
"daily": "OBFR",
"volume": "OBFRVOL",
}
DWPCR_PARAMETER_TO_FRED_ID = {
"daily_excl_weekend": "DPCREDIT",
"monthly": "MPCREDIT",
"weekly": "WPCREDIT",
"daily": "RIFSRPF02ND",
"annual": "RIFSRPF02NA",
}
TMC_PARAMETER_TO_FRED_ID = {
"3_month": "T10Y3M",
"2_year": "T10Y2Y",
}
FFRMC_PARAMETER_TO_FRED_ID = {
"10_year": "T10YFF",
"5_year": "T5YFF",
"1_year": "T1YFF",
"6_month": "T6MFF",
"3_month": "T3MFF",
}
TBFFR_PARAMETER_TO_FRED_ID = {
"3_month": "TB3SMFFM",
"6_month": "TB6SMFFM",
}
@log_start_end(log=logger)
@check_api_key(["API_FRED_KEY"])
@@ -729,7 +354,7 @@ def plot_sonia(
external_axes: Optional[List[plt.Axes]]
External axes (1 axis is expected in the list)
"""
series_id = SONIA_PARAMETER_TO_FRED_ID[parameter]
series_id = fred_model.SONIA_PARAMETER_TO_FRED_ID[parameter]
df = fred_model.get_sonia(
parameter=parameter, start_date=start_date, end_date=end_date