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Merge pull request #199 from jmaslek/fred

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Fred #167
This commit is contained in:
DidierRLopes
2021-03-17 19:22:15 +00:00
committed by GitHub
parent 5e9952309f 6974567260
commit 9fe3fcec8f
11 changed files with 446 additions and 1 deletions
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3
gamestonk_terminal/config_terminal.py
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@@ -25,3 +25,6 @@ API_POLYGON_KEY = os.getenv("GT_API_POLYGON_KEY") or "REPLACE_ME"
API_TWITTER_KEY = os.getenv("GT_API_TWITTER_KEY") or "REPLACE_ME"
API_TWITTER_SECRET_KEY = os.getenv("GT_API_TWITTER_SECRET_KEY") or "REPLACE_ME"
API_TWITTER_BEARER_TOKEN = os.getenv("GT_API_TWITTER_BEARER_TOKEN") or "REPLACE_ME"
# https://fred.stlouisfed.org/docs/api/api_key.html
API_FRED_KEY = os.getenv("GT_FRED_API_KEY") or "REPLACE_ME"

124
gamestonk_terminal/fred/README.md Normal file
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@@ -0,0 +1,124 @@
# FRED
https://fred.stlouisfed.org
The purpose of fred is to have the ability to look at economic data. This page offers 2 options:
* [predefined](#gdp)
* Get predefined data
* [cust](#cust)
* Get custom fred data
The current predefined options are
* GDP
* 1,5,10,30 Year Treasury Rates
* 30 Year Mortgage Rates
* Unemployment Rate
* Effective Federal Funds rate
* Moody's AAA Corporate Bond
* CAD to USD Conversion.
## predefined <a name="predefined"></a>
```text
usage: selected [-n N_TO_GET] [-s START_DATE] [--noplot] [--hidedata]
```
Gets predefined data. Arguments
* selected : Key from the predefined list.
* -s : Start Date. Format YYYY-mm-dd. First point to get. Defaults to Jan 1 2019
* --noplot : Flag to hide plot
* --hidedata : Flag to suppress printing output. Useful for data released daily/weekly.
To plot the 30-Year Mortgage rates since 2018-01-01 suppressing the output.
````
mort30 -s 2018-01-01 --hidedata
````
![mort30](https://user-images.githubusercontent.com/18151143/111521185-3d80dc80-872f-11eb-989d-c2bb256aa213.png)
To show all GDP data since 1/1/2016, with no plot.
````
gdp -s 2016-01-01 --noplot
````
Output:
````
GDP
Date
2016-01-01 18470.156
2016-04-01 18656.207
2016-07-01 18821.359
2016-10-01 19032.580
2017-01-01 19237.435
2017-04-01 19379.232
2017-07-01 19617.288
2017-10-01 19937.963
2018-01-01 20242.215
2018-04-01 20552.653
2018-07-01 20742.723
2018-10-01 20909.853
2019-01-01 21115.309
2019-04-01 21329.877
2019-07-01 21540.325
2019-10-01 21747.394
2020-01-01 21561.139
2020-04-01 19520.114
2020-07-01 21170.252
2020-10-01 21487.896
````
## cust <a name="cust"></a>
The fred database has many different datasets freely available. They each have their own custom SERIES_ID which can be obtained through the website.
````
usage: cust [-i --id] [-s START_DATE] [--noplot] [--hidedata]
````
* -i/--id : Series ID for FRED data. Required argument
* -s : Start Date. Format YYYY-mm-dd. First point to get. Defaults to Jan 1 2015.
* --noplot : Flag to suppress output plot.
* --hidedata : Flag to suppress data output
An example of custom data could be the USD/EURO exchange rate.
According to https://fred.stlouisfed.org/series/DEXUSEU , the series ID is DEXUSEU. So to plot this from the start of February 2021 to now (3/17)
````
cust --id DEXUSEU -s 2021-02-01
````
This will plot and display:
![cust](https://user-images.githubusercontent.com/18151143/111521481-92bcee00-872f-11eb-8a02-e7346e56e462.png)
````
DEXUSEU
Date
2021-02-01 1.2070
2021-02-02 1.2020
2021-02-03 1.2025
2021-02-04 1.1974
2021-02-05 1.2035
2021-02-08 1.2045
2021-02-09 1.2106
2021-02-10 1.2132
2021-02-11 1.2127
2021-02-12 1.2126
2021-02-15 NaN
2021-02-16 1.2107
2021-02-17 1.2042
2021-02-18 1.2078
2021-02-19 1.2136
2021-02-22 1.2155
2021-02-23 1.2142
2021-02-24 1.2143
2021-02-25 1.2229
2021-02-26 1.2093
2021-03-01 1.2054
2021-03-02 1.2079
2021-03-03 1.2073
2021-03-04 1.2045
2021-03-05 1.1914
2021-03-08 1.1849
2021-03-09 1.1885
2021-03-10 1.1900
2021-03-11 1.1978
````
Note the NaN on 2-15, which corresponds to President's Day.

0
gamestonk_terminal/fred/__init__.py Normal file
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191
gamestonk_terminal/fred/fred_api.py Normal file
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@@ -0,0 +1,191 @@
import argparse
import pandas as pd
from pandas.plotting import register_matplotlib_converters
import matplotlib.pyplot as plt
from fredapi import Fred
from gamestonk_terminal.helper_funcs import (
parse_known_args_and_warn,
valid_date,
plot_autoscale,
)
from gamestonk_terminal.config_plot import PLOT_DPI
from gamestonk_terminal.config_terminal import API_FRED_KEY
from gamestonk_terminal import feature_flags as gtff
register_matplotlib_converters()
api_map = {
"gdp": "GDP",
"t10": "DGS10",
"t1": "DGS1",
"t5": "DGS5",
"t30": "DGS30",
"mort30": "MORTGAGE30US",
"fedrate": "FEDFUNDS",
"moodAAA": "AAA",
"usdcad": "DEXCAUS",
"unemp": "UNRATE",
}
title_map = {
"gdp": "Gross Domestic Product",
"t10": "10-Year Treasury Constant Maturity Rate",
"t1": "1-Year Treasury Constant Maturity Rate",
"t5": "5-Year Treasury Constant Maturity Rate",
"t30": "30-Year Treasury Constant Maturity Rate",
"mort30": "30-Year Mortgage Rate",
"fedrate": "Effective Federal Funds Rate",
"moodAAA": "Moody's Seasoned AAA Corporate Bond Yield",
"usdcad": "Canada / U.S. Foreign Exchange Rate",
"unemp": "Unemployment Rate",
}
def get_fred_data(l_args, choice):
fred = Fred(api_key=API_FRED_KEY)
parser = argparse.ArgumentParser(
add_help=False,
prog="Custom",
description="""
Custom Data
""",
)
parser.add_argument(
"-s",
dest="start_date",
type=valid_date,
default="2019-01-01",
required=False,
help="Starting date (YYYY-MM-DD) of data",
)
parser.add_argument(
"--noplot",
action="store_false",
default=True,
dest="noplot",
help="Suppress output plot",
)
parser.add_argument(
"--hidedata",
action="store_false",
default=True,
dest="hidedata",
help="Suppress data display plot",
)
try:
ns_parser = parse_known_args_and_warn(parser, l_args)
if not ns_parser:
return
string_to_get = api_map[choice]
title = title_map[choice]
data = fred.get_series(string_to_get, ns_parser.start_date)
data = pd.DataFrame(data, columns=[f"{string_to_get}"])
data.index.name = "Date"
if ns_parser.hidedata:
print(data)
print("")
if ns_parser.noplot:
plt.figure(figsize=plot_autoscale(), dpi=PLOT_DPI)
plt.plot(data.index, data.iloc[:, 0], "-ok")
plt.xlabel("Time")
plt.xlim(data.index[0], data.index[-1])
plt.ylabel(f"{string_to_get}")
plt.grid(b=True, which="major", color="#666666", linestyle="-")
plt.minorticks_on()
plt.grid(b=True, which="minor", color="#999999", linestyle="-", alpha=0.2)
plt.title(title)
plt.show()
print("")
if gtff.USE_ION:
plt.ion()
except SystemExit:
print("")
except Exception as e:
print(e)
print("")
return
def custom_data(l_args):
fred = Fred(api_key=API_FRED_KEY)
parser = argparse.ArgumentParser(
add_help=False,
prog="Custom",
description="""
Custom Data
""",
)
parser.add_argument(
"-i", "--id", dest="series_id", required=True, type=str, help="FRED Series ID"
)
parser.add_argument(
"-s",
dest="start_date",
type=valid_date,
default="2019-01-01",
required=False,
help="Starting date (YYYY-MM-DD) of data",
)
parser.add_argument(
"--noplot",
action="store_false",
default=True,
dest="noplot",
help="Suppress output plot",
)
parser.add_argument(
"--hidedata",
action="store_false",
default=True,
dest="hidedata",
help="Suppress data display plot",
)
try:
ns_parser = parse_known_args_and_warn(parser, l_args)
if not ns_parser:
return
data = fred.get_series(ns_parser.series_id, ns_parser.start_date)
data = pd.DataFrame(data, columns=[f"{ns_parser.series_id}"])
data.index.name = "Date"
if ns_parser.hidedata:
print(data)
print("")
if ns_parser.noplot:
plt.figure(figsize=plot_autoscale(), dpi=PLOT_DPI)
plt.plot(data.index, data.iloc[:, 0], "-ok")
plt.xlabel("Time")
plt.xlim(data.index[0], data.index[-1])
plt.ylabel(f"{ns_parser.series_id}")
plt.grid(b=True, which="major", color="#666666", linestyle="-")
plt.minorticks_on()
plt.grid(b=True, which="minor", color="#999999", linestyle="-", alpha=0.2)
plt.title(f"FRED {ns_parser.series_id} Series")
plt.show()
print("")
if gtff.USE_ION:
plt.ion()
except SystemExit:
print("")
except Exception as e:
print(e)
print("")
return

90
gamestonk_terminal/fred/fred_menu.py Normal file
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@@ -0,0 +1,90 @@
import argparse
from matplotlib import pyplot as plt
from prompt_toolkit.completion import NestedCompleter
from gamestonk_terminal import feature_flags as gtff
from gamestonk_terminal.helper_funcs import get_flair
from gamestonk_terminal.menu import session
from gamestonk_terminal.fred import fred_api
def print_fred():
""" Print help """
print("\nFred Economic Data:")
print(" help show this menu again")
print(" q quit this menu, and shows back to main menu")
print(" quit quit to abandon program")
print(" ")
print(" gdp GDP")
print(" unemp Unemployment Rate")
print(" t1 1-Year Treasury Constant Maturity Rate")
print(" t5 5-Year Treasury Constant Maturity Rate")
print(" t10 10-Year Treasury Constant Maturity Rate")
print(" t30 30-Year Treasury Constant Maturity Rate")
print(" mort30 30-Year Fixed Rate Mortgage Average")
print(" fedrate Effective Federal Funds Rate")
print(" moodAAA Moody's Seasoned AAA Corporate Bond Yield")
print(" usdcad Canada / U.S. Foreign Exchange Rate (CAD per 1 USD)")
print("")
print(" cust User Specified FRED Data - Please Specify --id")
print("")
return
def fred_menu():
plt.close("all")
fred_parser = argparse.ArgumentParser(prog="fred", add_help=False)
defined_choices = [
"gdp",
"unemp",
"t1",
"t5",
"t10",
"t30",
"mort30",
"fedrate",
"moodAAA",
"usdcad",
]
choices = ["help", "q", "quit", "cust"] + defined_choices
fred_parser.add_argument("cmd", choices=choices)
completer = NestedCompleter.from_nested_dict({c: None for c in choices})
should_print_help = True
while True:
if should_print_help:
print_fred()
should_print_help = False
# Get input command from user
if session and gtff.USE_PROMPT_TOOLKIT:
as_input = session.prompt(
f"{get_flair()} (fred)> ",
completer=completer,
)
else:
as_input = input(f"{get_flair()} (fred)> ")
try:
(ns_known_args, l_args) = fred_parser.parse_known_args(as_input.split())
except SystemExit:
print("The command selected doesn't exist\n")
continue
if ns_known_args.cmd == "help":
should_print_help = True
elif ns_known_args.cmd == "q":
# Leave the fred menu
return False
elif ns_known_args.cmd == "quit":
# Abandon the program
return True
elif ns_known_args.cmd in defined_choices:
fred_api.get_fred_data(l_args, ns_known_args.cmd)
elif ns_known_args.cmd == "cust":
fred_api.custom_data(l_args)

10
gamestonk_terminal/helper_funcs.py
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@@ -357,6 +357,16 @@ def get_flair() -> str:
return ""
def str_to_bool(value):
if isinstance(value, bool):
return value
if value.lower() in {"false", "f", "0", "no", "n"}:
return False
if value.lower() in {"true", "t", "1", "yes", "y"}:
return True
raise ValueError(f"{value} is not a valid boolean value")
def get_screeninfo():
screens = get_monitors() # Get all available monitors
if len(screens) - 1 < cfgPlot.MONITOR: # Check to see if chosen monitor is detected

4
gamestonk_terminal/main_helper.py
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@@ -53,6 +53,10 @@ def print_help(s_ticker, s_start, s_interval, b_is_market_open):
print(
" sen sentiment of the market, \t from: reddit, stocktwits, twitter"
)
print(
" fred economic data, \t\t\t from: Federal Reserve Bank of St. Louis "
)
if s_ticker:
print(
" res research web page, \t e.g.: macroaxis, yahoo finance, fool"

18
poetry.lock generated
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@@ -476,6 +476,17 @@ category = "main"
optional = true
python-versions = "*"
[[package]]
name = "fredapi"
version = "0.4.3"
description = "Python API for Federal Reserve Economic Data (FRED) from St. Louis Fed"
category = "main"
optional = false
python-versions = "*"
[package.dependencies]
pandas = "*"
[[package]]
name = "ftfy"
version = "5.9"
@@ -2506,7 +2517,8 @@ prediction = ["fbprophet", "tensorflow", "pmdarima", "transformers", "flair", "t
[metadata]
lock-version = "1.1"
python-versions = "^3.6.8"
content-hash = "c4a363cd8824c8ccab409ccfc74956db82f9cf9800cd46539b14c7ea927f36de"
content-hash = "184502c6b8d4b7db5baa4323e7f70b2585c6140c304583f0678e24681b8f9c9b"
[metadata.files]
absl-py = [
@@ -2810,6 +2822,10 @@ flatbuffers = [
{file = "flatbuffers-1.12-py2.py3-none-any.whl", hash = "sha256:9e9ef47fa92625c4721036e7c4124182668dc6021d9e7c73704edd395648deb9"},
{file = "flatbuffers-1.12.tar.gz", hash = "sha256:63bb9a722d5e373701913e226135b28a6f6ac200d5cc7b4d919fa38d73b44610"},
]
fredapi = [
{file = "fredapi-0.4.3-py3-none-any.whl", hash = "sha256:e06075592eabddadfe0635f3c59e9072c9f48647430328b4582171ea10f7df2f"},
{file = "fredapi-0.4.3.tar.gz", hash = "sha256:d9b3194fb60541991bd33f019c710d4a9580ecfb5e47efbf2d2571888a2aac02"},
]
ftfy = [
{file = "ftfy-5.9.tar.gz", hash = "sha256:8c4fb2863c0b82eae2ab3cf353d9ade268dfbde863d322f78d6a9fd5cefb31e9"},
]

1
pyproject.toml
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@@ -38,6 +38,7 @@ jupyter = "^1.0.0"
mplfinance = "^0.12.7-alpha.7"
seaborn = "^0.11.0"
scipy = "1.5.4"
fredapi = "^0.4.3"
screeninfo = "^0.6.7"
[tool.poetry.dev-dependencies]

1
requirements.txt
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@@ -25,6 +25,7 @@ decorator==4.4.2; python_full_version >= "3.6.1" and python_version >= "3.6" and
defusedxml==0.7.1; python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.5.0" and python_version >= "3.6"
entrypoints==0.3; python_version >= "3.6"
finviz==1.3.4
fredapi==0.4.3
fundamentalanalysis==0.2.6
hijri-converter==2.1.1; python_version >= "3.6"
holidays==0.10.5.2

5
terminal.py
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@@ -22,6 +22,7 @@ from gamestonk_terminal.papermill import papermill_controller as mill
from gamestonk_terminal.sentiment import sen_menu as sm
from gamestonk_terminal.technical_analysis import ta_menu as tam
from gamestonk_terminal.comparison_analysis import ca_menu as cam
from gamestonk_terminal.fred import fred_menu as fm
# import warnings
# warnings.simplefilter("always")
@@ -71,6 +72,7 @@ def main():
"dd",
"pred",
"ca",
"fred",
]
menu_parser.add_argument("opt", choices=choices)
completer = NestedCompleter.from_nested_dict({c: None for c in choices})
@@ -178,6 +180,9 @@ def main():
elif ns_known_args.opt == "dd":
b_quit = ddm.dd_menu(df_stock, s_ticker, s_start, s_interval)
elif ns_known_args.opt == "fred":
b_quit = fm.fred_menu()
elif ns_known_args.opt == "pred":
if not gtff.ENABLE_PREDICT: