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[Feature] Add Fred Release Tables (#6595)

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* add fred release tables

* docstring

* pylint

* description

* improve EmptyDataError message

* even better message
This commit is contained in:
Danglewood
2024-07-21 04:28:40 -07:00
committed by GitHub
parent b588309406
commit 938e0ae4af
11 changed files with 933 additions and 0 deletions
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73
openbb_platform/core/openbb_core/provider/standard_models/fred_release_table.py Normal file
View File

@@ -0,0 +1,73 @@
"""FRED Release Table Standard Model."""
from datetime import date as dateType
from typing import Optional, Union
from pydantic import Field
from openbb_core.provider.abstract.data import Data
from openbb_core.provider.abstract.query_params import QueryParams
from openbb_core.provider.utils.descriptions import (
DATA_DESCRIPTIONS,
QUERY_DESCRIPTIONS,
)
class ReleaseTableQueryParams(QueryParams):
"""FRED Release Table Query."""
release_id: str = Field(
description="The ID of the release." + " Use `fred_search` to find releases.",
)
element_id: Optional[str] = Field(
default=None,
description="The element ID of a specific table in the release.",
)
date: Optional[Union[dateType, str]] = Field(
default=None,
description=QUERY_DESCRIPTIONS.get("date", ""),
)
class ReleaseTableData(Data):
"""FRED Release Table Data."""
date: Optional[dateType] = Field(
default=None, description=DATA_DESCRIPTIONS.get("date", "")
)
level: Optional[int] = Field(
default=None,
description="The indentation level of the element.",
)
element_type: Optional[str] = Field(
default=None,
description="The type of the element.",
)
line: Optional[int] = Field(
default=None,
description="The line number of the element.",
)
element_id: Optional[str] = Field(
default=None,
description="The element id in the parent/child relationship.",
)
parent_id: Optional[str] = Field(
default=None,
description="The parent id in the parent/child relationship.",
)
children: Optional[str] = Field(
default=None,
description="The element_id of each child, as a comma-separated string.",
)
symbol: Optional[str] = Field(
default=None,
description=DATA_DESCRIPTIONS.get("symbol", ""),
)
name: Optional[str] = Field(
default=None,
description="The name of the series.",
)
value: Optional[float] = Field(
default=None,
description="The reported value of the series.",
)

33
openbb_platform/extensions/economy/integration/test_economy_api.py
View File

@@ -993,3 +993,36 @@ def test_economy_pce(params, headers):
result = requests.get(url, headers=headers, timeout=10)
assert isinstance(result, requests.Response)
assert result.status_code == 200
@parametrize(
"params",
[
(
{
"provider": "fred",
"date": None,
"release_id": "14",
"element_id": "7930",
}
),
(
{
"provider": "fred",
"date": None,
"release_id": "14",
"element_id": None,
}
),
],
)
@pytest.mark.integration
def test_economy_fred_release_table(params, headers):
"""Test the economy fred release table"""
params = {p: v for p, v in params.items() if v}
query_str = get_querystring(params, [])
url = f"http://0.0.0.0:8000/api/v1/economy/fred_release_table?{query_str}"
result = requests.get(url, headers=headers, timeout=10)
assert isinstance(result, requests.Response)
assert result.status_code == 200

32
openbb_platform/extensions/economy/integration/test_economy_python.py
View File

@@ -955,3 +955,35 @@ def test_economy_pce(params, obb):
assert result
assert isinstance(result, OBBject)
assert len(result.results) > 0
@parametrize(
"params",
[
(
{
"provider": "fred",
"date": None,
"release_id": "14",
"element_id": "7930",
}
),
(
{
"provider": "fred",
"date": None,
"release_id": "14",
"element_id": None,
}
),
],
)
@pytest.mark.integration
def test_economy_fred_release_table(params, obb):
"""Test the economy fred release table endpoint"""
params = {p: v for p, v in params.items() if v}
result = obb.economy.fred_release_table(**params)
assert result
assert isinstance(result, OBBject)
assert len(result.results) > 0

27
openbb_platform/extensions/economy/openbb_economy/economy_router.py
View File

@@ -155,6 +155,33 @@ async def fred_series(
return await OBBject.from_query(Query(**locals()))
@router.command(
model="FredReleaseTable",
examples=[
APIEx(
description="Get the top-level elements of a release by not supplying an element ID.",
parameters={"release_id": "50", "provider": "fred"},
),
APIEx(
description="Drill down on a specific section of the release.",
parameters={"release_id": "50", "element_id": "4880", "provider": "fred"},
),
APIEx(
description="Drill down on a specific table of the release.",
parameters={"release_id": "50", "element_id": "4881", "provider": "fred"},
),
],
)
async def fred_release_table(
cc: CommandContext,
provider_choices: ProviderChoices,
standard_params: StandardParams,
extra_params: ExtraParams,
) -> OBBject:
"""Get economic release data by ID and/or element from FRED."""
return await OBBject.from_query(Query(**locals()))
@router.command(
model="MoneyMeasures",
examples=[

159
openbb_platform/openbb/assets/reference.json vendored
View File

@@ -5738,6 +5738,165 @@
},
"model": "FredSeries"
},
"/economy/fred_release_table": {
"deprecated": {
"flag": null,
"message": null
},
"description": "Get economic release data by ID and/or element from FRED.",
"examples": "\nExamples\n--------\n\n```python\nfrom openbb import obb\n# Get the top-level elements of a release by not supplying an element ID.\nobb.economy.fred_release_table(release_id='50', provider='fred')\n# Drill down on a specific section of the release.\nobb.economy.fred_release_table(release_id='50', element_id='4880', provider='fred')\n# Drill down on a specific table of the release.\nobb.economy.fred_release_table(release_id='50', element_id='4881', provider='fred')\n```\n\n",
"parameters": {
"standard": [
{
"name": "release_id",
"type": "str",
"description": "The ID of the release. Use `fred_search` to find releases.",
"default": "",
"optional": false,
"choices": null
},
{
"name": "element_id",
"type": "str",
"description": "The element ID of a specific table in the release.",
"default": null,
"optional": true,
"choices": null
},
{
"name": "date",
"type": "Union[Union[Union[str, date], str], List[Union[Union[str, date], str]]]",
"description": "A specific date to get data for. Multiple items allowed for provider(s): fred.",
"default": null,
"optional": true,
"choices": null
},
{
"name": "provider",
"type": "Literal['fred']",
"description": "The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.",
"default": null,
"optional": true
}
],
"fred": []
},
"returns": {
"OBBject": [
{
"name": "results",
"type": "List[FredReleaseTable]",
"description": "Serializable results."
},
{
"name": "provider",
"type": "Optional[Literal['fred']]",
"description": "Provider name."
},
{
"name": "warnings",
"type": "Optional[List[Warning_]]",
"description": "List of warnings."
},
{
"name": "chart",
"type": "Optional[Chart]",
"description": "Chart object."
},
{
"name": "extra",
"type": "Dict[str, Any]",
"description": "Extra info."
}
]
},
"data": {
"standard": [
{
"name": "date",
"type": "date",
"description": "The date of the data.",
"default": null,
"optional": true,
"choices": null
},
{
"name": "level",
"type": "int",
"description": "The indentation level of the element.",
"default": null,
"optional": true,
"choices": null
},
{
"name": "element_type",
"type": "str",
"description": "The type of the element.",
"default": null,
"optional": true,
"choices": null
},
{
"name": "line",
"type": "int",
"description": "The line number of the element.",
"default": null,
"optional": true,
"choices": null
},
{
"name": "element_id",
"type": "str",
"description": "The element id in the parent/child relationship.",
"default": null,
"optional": true,
"choices": null
},
{
"name": "parent_id",
"type": "str",
"description": "The parent id in the parent/child relationship.",
"default": null,
"optional": true,
"choices": null
},
{
"name": "children",
"type": "str",
"description": "The element_id of each child, as a comma-separated string.",
"default": null,
"optional": true,
"choices": null
},
{
"name": "symbol",
"type": "str",
"description": "The date of the data.",
"default": null,
"optional": true,
"choices": null
},
{
"name": "name",
"type": "str",
"description": "The name of the series.",
"default": null,
"optional": true,
"choices": null
},
{
"name": "value",
"type": "float",
"description": "The reported value of the series.",
"default": null,
"optional": true,
"choices": null
}
],
"fred": []
},
"model": "FredReleaseTable"
},
"/economy/money_measures": {
"deprecated": {
"flag": null,

112
openbb_platform/openbb/package/economy.py
View File

@@ -21,6 +21,7 @@ class ROUTER_economy(Container):
country_profile
cpi
fred_regional
fred_release_table
fred_search
fred_series
/gdp
@@ -997,6 +998,117 @@ class ROUTER_economy(Container):
)
)
@exception_handler
@validate
def fred_release_table(
self,
release_id: Annotated[
str,
OpenBBField(
description="The ID of the release. Use `fred_search` to find releases."
),
],
element_id: Annotated[
Optional[str],
OpenBBField(
description="The element ID of a specific table in the release."
),
] = None,
date: Annotated[
Union[str, datetime.date, None, List[Union[str, datetime.date, None]]],
OpenBBField(
description="A specific date to get data for. Multiple comma separated items allowed for provider(s): fred."
),
] = None,
provider: Annotated[
Optional[Literal["fred"]],
OpenBBField(
description="The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred."
),
] = None,
**kwargs
) -> OBBject:
"""Get economic release data by ID and/or element from FRED.
Parameters
----------
release_id : str
The ID of the release. Use `fred_search` to find releases.
element_id : Optional[str]
The element ID of a specific table in the release.
date : Union[str, datetime.date, None, List[Union[str, datetime.d...
A specific date to get data for. Multiple comma separated items allowed for provider(s): fred.
provider : Optional[Literal['fred']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
Returns
-------
OBBject
results : List[FredReleaseTable]
Serializable results.
provider : Optional[Literal['fred']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
Extra info.
FredReleaseTable
----------------
date : Optional[date]
The date of the data.
level : Optional[int]
The indentation level of the element.
element_type : Optional[str]
The type of the element.
line : Optional[int]
The line number of the element.
element_id : Optional[str]
The element id in the parent/child relationship.
parent_id : Optional[str]
The parent id in the parent/child relationship.
children : Optional[str]
The element_id of each child, as a comma-separated string.
symbol : Optional[str]
The date of the data.
name : Optional[str]
The name of the series.
value : Optional[float]
The reported value of the series.
Examples
--------
>>> from openbb import obb
>>> # Get the top-level elements of a release by not supplying an element ID.
>>> obb.economy.fred_release_table(release_id='50', provider='fred')
>>> # Drill down on a specific section of the release.
>>> obb.economy.fred_release_table(release_id='50', element_id='4880', provider='fred')
>>> # Drill down on a specific table of the release.
>>> obb.economy.fred_release_table(release_id='50', element_id='4881', provider='fred')
""" # noqa: E501
return self._run(
"/economy/fred_release_table",
**filter_inputs(
provider_choices={
"provider": self._get_provider(
provider,
"economy.fred_release_table",
("fred",),
)
},
standard_params={
"release_id": release_id,
"element_id": element_id,
"date": date,
},
extra_params=kwargs,
info={"date": {"fred": {"multiple_items_allowed": True}}},
)
)
@exception_handler
@validate
def fred_search(

2
openbb_platform/providers/fred/openbb_fred/__init__.py
View File

@@ -32,6 +32,7 @@ from openbb_fred.models.personal_consumption_expenditures import (
FredPersonalConsumptionExpendituresFetcher,
)
from openbb_fred.models.regional import FredRegionalDataFetcher
from openbb_fred.models.release_table import FredReleaseTableFetcher
from openbb_fred.models.retail_prices import FredRetailPricesFetcher
from openbb_fred.models.search import (
FredSearchFetcher,
@@ -83,6 +84,7 @@ Research division of the Federal Reserve Bank of St. Louis that has more than
"OvernightBankFundingRate": FredOvernightBankFundingRateFetcher,
"PersonalConsumptionExpenditures": FredPersonalConsumptionExpendituresFetcher,
"CommercialPaper": FREDCommercialPaperFetcher,
"FredReleaseTable": FredReleaseTableFetcher,
"FredSearch": FredSearchFetcher,
"FredSeries": FredSeriesFetcher,
"FredRegional": FredRegionalDataFetcher,

263
openbb_platform/providers/fred/openbb_fred/models/release_table.py Normal file
View File

@@ -0,0 +1,263 @@
"""FRED Release Table Table Model."""
# pylint: disable=unused-argument
from datetime import (
date as dateType,
datetime,
)
from typing import Any, Dict, List, Optional
from openbb_core.app.model.abstract.error import OpenBBError
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.fred_release_table import (
ReleaseTableData,
ReleaseTableQueryParams,
)
from openbb_core.provider.utils.errors import EmptyDataError
from pydantic import field_validator
class FredReleaseTableQueryParams(ReleaseTableQueryParams):
"""FRED Release Table Query Params."""
__json_schema_extra__ = {"date": {"multiple_items_allowed": True}}
@field_validator("date", mode="before", check_fields=False)
@classmethod
def validate_date(cls, v):
"""Validate the dates entered."""
if v is None:
return None
if isinstance(v, (list, dateType)):
return v
new_dates: List = []
date_param = v
if isinstance(date_param, str):
new_dates = date_param.split(",")
elif isinstance(date_param, dateType):
new_dates.append(date_param.strftime("%Y-%m-%d"))
elif isinstance(date_param, list) and isinstance(date_param[0], dateType):
new_dates = [d.strftime("%Y-%m-%d") for d in new_dates]
else:
new_dates = date_param
return ",".join(new_dates) if len(new_dates) > 1 else new_dates[0]
class FredReleaseTableData(ReleaseTableData):
"""FRED Release Table Data."""
__alias_dict__ = {
"date": "observation_date",
"value": "observation_value",
"symbol": "series_id",
"element_type": "type",
}
class FredReleaseTableFetcher(
Fetcher[
FredReleaseTableQueryParams,
List[FredReleaseTableData],
]
):
"""FRED Release Table Fetcher."""
@staticmethod
def transform_query(params: Dict[str, Any]) -> FredReleaseTableQueryParams:
"""Transform query."""
return FredReleaseTableQueryParams(**params)
@staticmethod
async def aextract_data(
query: FredReleaseTableQueryParams,
credentials: Optional[Dict[str, str]],
**kwargs: Any,
) -> List[Dict]:
"""Extract data."""
# pylint: disable=import-outside-toplevel
import asyncio # noqa
from openbb_core.provider.utils.helpers import amake_request
from openbb_fred.models.search import FredSearchFetcher
from numpy import nan
from pandas import DataFrame, to_datetime
api_key = credentials.get("fred_api_key") if credentials else ""
dates: List = [""]
# We'll verify that the release_id is valid and check the frequency for monthly/quarterly data.
release_info = await FredSearchFetcher.fetch_data(
{"release_id": query.release_id}, credentials
)
if not release_info:
raise OpenBBError(f"No release information found for, {query.release_id}.")
release_freq = list(set([d.model_dump().get("frequency_short") for d in release_info]))[0] # type: ignore # pylint: disable=R1718
if query.date is not None:
if isinstance(query.date, dateType):
query.date = query.date.strftime("%Y-%m-%d") # type: ignore
dates = query.date.split(",") # type: ignore
# Set the date to the first of the observation frequency for each date.
# Daily observations should automatically fetch the closest date.
if release_freq == "M":
dates = [d.replace(d[-2:], "01") if len(d) == 10 else d for d in dates]
elif release_freq == "Q":
def to_quarter_start(d):
date_obj = datetime.strptime(d, "%Y-%m-%d")
quarter = (date_obj.month - 1) // 3 + 1
start_month = (quarter - 1) * 3 + 1
return date_obj.replace(month=start_month, day=1).strftime(
"%Y-%m-%d"
)
dates = [to_quarter_start(d) for d in dates if len(d) == 10]
dates = list(set(dates))
dates = (
[f"&observation_date={date}" for date in dates if date] if dates else "" # type: ignore
)
element_id = (
f"&element_id={query.element_id}" if query.element_id is not None else ""
)
URLS = [
f"https://api.stlouisfed.org/fred/release/tables?release_id={query.release_id}"
+ f"{element_id}{date}&include_observation_values=true&api_key={api_key}"
+ "&file_type=json"
for date in dates
]
results: List = []
async def get_one(URL):
"""Get the observations for a single date."""
response = await amake_request(URL)
# If the response has no elements we return empty and try the next URL.
# If all URLs return empty, it will raise in `transform_data`.
if "elements" not in response:
return
res: List = []
data: List = []
# We use `res` to store the table and section elements
# and to identify if observation values are returned.
# We use `data` to store the observation values.
# Only one scenario should unfold.
for v in response.get("elements", {}).values(): # type: ignore
if v and (v.get("type") == "section" or v.get("type") == "table"):
v["element_id"] = str(v["element_id"])
v["parent_id"] = str(v["parent_id"]) if v.get("parent_id") else None
v.pop("children", None)
v.pop("release_id", None)
res.append(v)
elif (
"observation_value" in v
and v.get("observation_value") != "."
and v.get("type") != "header"
):
v["element_id"] = str(v["element_id"])
data.append(v)
# When observation values are returned, we parse and collect the parent elements while flattening the data.
if data:
index_cols = ["line", "element_id", "parent_id"]
df = DataFrame(data).dropna(how="all", axis=1)
for index_col in index_cols.copy():
if index_col not in df.columns:
index_cols.remove(index_col)
df = (
df.set_index(index_cols)
.sort_index()[
[
"level",
"series_id",
"name",
"observation_date",
"observation_value",
]
]
.reset_index()
)
df["parent_id"] = df.parent_id.astype(str)
df["element_id"] = df.element_id.astype(str)
df["observation_value"] = df.observation_value.str.replace(
",", ""
).astype(float)
if "line" in df.columns:
df["line"] = df.line.astype(int)
# Some dates are in the format 'Jan 2021' and others are '2021-01-01'.
try:
df["observation_date"] = to_datetime(
df["observation_date"], format="%b %Y"
).dt.date
except ValueError:
df["observation_date"] = to_datetime(
df["observation_date"], format="%Y-%m-%d"
).dt.date
children = (
df.groupby("parent_id")["element_id"]
.apply(lambda x: x.sort_values().unique().tolist())
.to_dict()
)
children = {k: ",".join(v) for k, v in children.items()}
df["children"] = df.element_id.map(children)
new_index_cols = [
"line",
"element_id",
"children",
"parent_id",
"level",
]
for index_col in new_index_cols.copy():
if index_col not in df.columns:
new_index_cols.remove(index_col)
df = (
df.set_index(new_index_cols)
.sort_index()
.reset_index()
.replace({nan: None})
)
results.extend(df.to_dict("records"))
# If no observation values are returned, we collect the unique element IDs for the user.
elif res:
for item in res:
if not any(r["element_id"] == item["element_id"] for r in results):
results.append(item)
await asyncio.gather(*[get_one(URL) for URL in URLS])
return results
@staticmethod
def transform_data(
query: FredReleaseTableQueryParams,
data: List[Dict],
**kwargs: Any,
) -> List[FredReleaseTableData]:
"""Transform data."""
if not data:
raise EmptyDataError(
f"No tables were found for the release, {query.release_id}."
+ " Use `fred_search()` to list all release IDs."
+ "\n\nReleases without tables will not return data,"
+ " nor will this endpoint return individual line items."
+ "\n\nTry a different 'element_id' and/or 'date'."
+ "\n\nExclude 'date' for the most recent observations."
+ "\n\nExclude 'element_id' to reveal the top-level element IDs."
+ "\n\nUse `fred_series` for single series data."
)
return [
FredReleaseTableData.model_validate(d)
for d in sorted(
data,
key=lambda x: (
x.get("observation_date", float("inf")),
x.get("line", float("inf")),
),
)
]

110
openbb_platform/providers/fred/tests/record/http/test_fred_fetchers/test_fred_release_table_fetcher_urllib3_v1.yaml vendored Normal file
View File

@@ -0,0 +1,110 @@
interactions:
- request:
body: null
headers:
Accept:
- application/json
Accept-Encoding:
- gzip, deflate
Connection:
- keep-alive
method: GET
uri: https://api.stlouisfed.org/fred/release/series?api_key=MOCK_API_KEY&file_type=json&offset=0&release_id=483
response:
body:
string: !!binary |
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rAwNDAx0oAYUK1lFVytlgmwK9ncLMrQwcHGMdAxzR3YIyc4sySzJSVWyUjK0MNB1SaxUcCxLLUpM
T1UA2aCko5SfVJxaVJZYkpmfhxQEhha6hga6BoZoCrCEQlpRamFpal4yKBhcEjNzKpV0lOBi8cUZ
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107
openbb_platform/providers/fred/tests/record/http/test_fred_fetchers/test_fred_release_table_fetcher_urllib3_v2.yaml vendored Normal file
View File

@@ -0,0 +1,107 @@
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15
openbb_platform/providers/fred/tests/test_fred_fetchers.py
View File

@@ -35,6 +35,7 @@ from openbb_fred.models.personal_consumption_expenditures import (
FredPersonalConsumptionExpendituresFetcher,
)
from openbb_fred.models.regional import FredRegionalDataFetcher
from openbb_fred.models.release_table import FredReleaseTableFetcher
from openbb_fred.models.retail_prices import FredRetailPricesFetcher
from openbb_fred.models.search import (
FredSearchFetcher,
@@ -503,3 +504,17 @@ def test_fred_personal_consumption_expenditures_fetcher(credentials=test_credent
fetcher = FredPersonalConsumptionExpendituresFetcher()
result = fetcher.test(params, credentials)
assert result is None
@pytest.mark.record_http
def test_fred_release_table_fetcher(credentials=test_credentials):
"""Test FredReleaseTableFetcher."""
params = {
"date": "2024-07-14",
"release_id": "483",
"element_id": "1217633",
}
fetcher = FredReleaseTableFetcher()
result = fetcher.test(params, credentials)
assert result is None