[Feature] Add FRED Release Calendar to economy.calendar Endpoint (#7366)

* add fred release calendar to economy.calendar endpoint * fix deribit test fixture
2026-10-27 04:31:13 +00:00 · 2026-03-03 08:44:51 -08:00
parent 616c54d79e
commit a9edacd3aa
7 changed files with 454 additions and 0 deletions
--- a/openbb_platform/extensions/economy/integration/test_economy_api.py
+++ b/openbb_platform/extensions/economy/integration/test_economy_api.py
@@ -52,6 +52,14 @@ def headers():
                "end_date": "2023-11-03",
            }
        ),
+        (
+            {
+                "provider": "fred",
+                "start_date": "2025-07-01",
+                "end_date": "2025-07-02",
+                "release_id": None,
+            }
+        ),
    ],
 )
@pytest.mark.integration
--- a/openbb_platform/extensions/economy/integration/test_economy_python.py
+++ b/openbb_platform/extensions/economy/integration/test_economy_python.py
@@ -46,6 +46,14 @@ def obb(pytestconfig):  # pylint: disable=inconsistent-return-statements
                "end_date": "2023-11-03",
            }
        ),
+        (
+            {
+                "provider": "fred",
+                "start_date": "2025-07-01",
+                "end_date": "2025-07-02",
+                "release_id": None,
+            }
+        ),
    ],
 )
@pytest.mark.integration
--- a/openbb_platform/providers/deribit/tests/test_deribit_fetchers.py
+++ b/openbb_platform/providers/deribit/tests/test_deribit_fetchers.py
@@ -14,6 +14,7 @@ from openbb_deribit.models.options_chains import (
    DeribitOptionsChainsData,
    DeribitOptionsChainsFetcher,
 )
+from openbb_deribit.utils.helpers import get_instruments

 test_credentials = UserService().default_user_settings.credentials.model_dump(
    mode="json"
@@ -62,6 +63,22 @@ MOCK_OPTIONS_DATA = DeribitOptionsChainsData.model_validate(
 )


+@pytest.fixture(autouse=True)
+def _disable_alru_cache_loop_check(monkeypatch):
+    """Disable the alru_cache event loop safety check during tests.
+
+    async-lru >= 2.2.0 tracks the event loop and raises RuntimeError
+    when the cache is reused across different event loops.  During tests,
+    multiple event loops are created within a single test (e.g. validators
+    calling run_async inside transform_query, then fetcher.test calling
+    run_async for extract_data), so we patch out the loop check entirely.
+    """
+    from async_lru import _LRUCacheWrapper
+
+    monkeypatch.setattr(_LRUCacheWrapper, "_check_loop", lambda self, loop: None)
+    get_instruments.cache_clear()
+
+
@pytest.fixture(scope="module")
 def vcr_config():
    """VCR configuration."""
--- a/openbb_platform/providers/fred/openbb_fred/init.py
+++ b/openbb_platform/providers/fred/openbb_fred/init.py
@@ -11,6 +11,7 @@ from openbb_fred.models.dwpcr_rates import FREDDiscountWindowPrimaryCreditRateFe
 from openbb_fred.models.ecb_interest_rates import (
    FREDEuropeanCentralBankInterestRatesFetcher,
 )
+from openbb_fred.models.economic_calendar import FredEconomicCalendarFetcher
 from openbb_fred.models.euro_short_term_rate import FredEuroShortTermRateFetcher
 from openbb_fred.models.fed_projections import FREDPROJECTIONFetcher
 from openbb_fred.models.federal_funds_rate import FredFederalFundsRateFetcher
@@ -75,6 +76,7 @@ Research division of the Federal Reserve Bank of St. Louis that has more than
        "PROJECTIONS": FREDPROJECTIONFetcher,
        "IORB": FREDIORBFetcher,
        "DiscountWindowPrimaryCreditRate": FREDDiscountWindowPrimaryCreditRateFetcher,
+        "EconomicCalendar": FredEconomicCalendarFetcher,
        "EuropeanCentralBankInterestRates": FREDEuropeanCentralBankInterestRatesFetcher,
        "ManufacturingOutlookNY": FredManufacturingOutlookNYFetcher,
        "ManufacturingOutlookTexas": FredManufacturingOutlookTexasFetcher,
--- a/openbb_platform/providers/fred/openbb_fred/models/economic_calendar.py
+++ b/openbb_platform/providers/fred/openbb_fred/models/economic_calendar.py
@@ -0,0 +1,241 @@
+"""FRED Economic Calendar Model."""
+
+# pylint: disable=unused-argument
+
+from typing import Any
+
+from openbb_core.app.model.abstract.error import OpenBBError
+from openbb_core.provider.abstract.fetcher import Fetcher
+from openbb_core.provider.standard_models.economic_calendar import (
+    EconomicCalendarData,
+    EconomicCalendarQueryParams,
+)
+from pydantic import Field
+
+
+class FredEconomicCalendarQueryParams(EconomicCalendarQueryParams):
+    """FRED Economic Calendar Query.
+
+    Source: https://fred.stlouisfed.org/releases/calendar
+    """
+
+    release_id: int | None = Field(default=None, description="Filter by release ID.")
+
+
+class FredEconomicCalendarData(EconomicCalendarData):
+    """FRED Economic Calendar Data."""
+
+    release_id: int | None = Field(
+        default=None, description="Release ID associated with the economic event."
+    )
+
+
+class FredEconomicCalendarFetcher(
+    Fetcher[FredEconomicCalendarQueryParams, list[FredEconomicCalendarData]]
+):
+    """FRED Economic Calendar Fetcher."""
+
+    require_credentials = False
+
+    @staticmethod
+    def transform_query(params: dict[str, Any]) -> FredEconomicCalendarQueryParams:
+        """Transform query parameters."""
+        return FredEconomicCalendarQueryParams(**params)
+
+    @staticmethod
+    async def aextract_data(
+        query: FredEconomicCalendarQueryParams,
+        credentials: dict[str, Any] | None = None,
+        **kwargs: Any,
+    ) -> list:
+        """Extract data from the source."""
+        # pylint: disable=import-outside-toplevel
+        import asyncio
+        import json
+        from datetime import datetime, timedelta
+        from io import StringIO
+        from math import ceil
+
+        from openbb_core.provider.utils.helpers import amake_request
+        from pandas import (
+            DataFrame,
+            concat,
+            date_range as pd_date_range,
+            read_html,
+        )
+
+        def process_pager(pager: str, date: str = "") -> DataFrame:
+            """Process a page of events HTML into a DataFrame."""
+            buf = StringIO(pager)
+            df = read_html(buf, extract_links="all")[0]
+            df.columns = ["date", "event"]
+            df["date"] = df.date.apply(lambda x: x[0].replace("N/A", "") or None)
+
+            # Extract release_id from link; rows without a link are date-header rows.
+            df["release_id"] = df.event.apply(
+                lambda x: x[1].split("rid=")[-1] if x[1] else None
+            )
+            df["event"] = df.event.apply(lambda x: x[0])
+
+            is_header = df["release_id"].isna()
+
+            if is_header.any():
+                # Header rows carry full date strings like
+                # "Wednesday February 05, 2025 Updated".
+                # Event rows carry times like "7:30 AM ET".
+                # Clean header dates.
+                df.loc[is_header, "date"] = (
+                    df.loc[is_header, "date"]
+                    .str.replace(r"\s*(Updated|Revised)\s*$", "", regex=True)
+                    .str.strip()
+                )
+                # Forward-fill header dates so each event row knows its date.
+                df["_event_date"] = (
+                    df["date"]
+                    .where(is_header)
+                    .ffill()
+                    .astype("datetime64[ns]")
+                    .dt.strftime("%Y-%m-%d")
+                )
+                # Forward-fill times among event rows (handles N/A time rows).
+                df["_time"] = df["date"].where(~is_header).ffill().fillna("")
+
+                # Build full datetime: "YYYY-MM-DD HH:MM AM ET"
+                df.loc[~is_header, "date"] = (
+                    df.loc[~is_header, "_event_date"]
+                    + " "
+                    + df.loc[~is_header, "_time"]
+                ).str.strip()
+
+                # Drop header rows and temp columns.
+                df = (
+                    df[~is_header]
+                    .drop(columns=["_event_date", "_time"])
+                    .reset_index(drop=True)
+                )
+            else:
+                # Fallback: all rows are events with time values (no headers present).
+                df["date"] = df["date"].ffill()
+                if date:
+                    df["date"] = df["date"].apply(lambda x: f"{date} {x}")
+
+            df["date"] = (
+                df["date"].astype("datetime64[ns]").dt.tz_localize("US/Central")
+            )
+
+            return df
+
+        async def response_callback(response, _):
+            """Process the response text."""
+            text = await response.text()
+            return json.loads(text)
+
+        async def fetch_date_pages(
+            start_date: str,
+            end_date: str = "",
+            rid: str = "",
+        ) -> DataFrame:
+            """Fetch all pages of the FRED releases calendar for a single date or date range."""
+            end_date = end_date or start_date
+            base_url = (
+                "https://fred.stlouisfed.org/releases/calendar"
+                f"?po=1&ptic=0&vs={start_date}&ve={end_date}&rid={rid}"
+            )
+            first_page = await amake_request(
+                base_url, response_callback=response_callback
+            )
+            n_results = first_page.get("ptic", 0)  # type: ignore
+
+            if n_results == 0:
+                return DataFrame()
+
+            records = [process_pager(first_page["pager"], date=start_date)]  # type: ignore
+
+            if len(records[0]) >= n_results:
+                return records[0]
+
+            # Build URLs for remaining pages (50 results per page).
+            total_pages = ceil(n_results / 50)
+            remaining_urls = [
+                f"{base_url}&pageID={page}" for page in range(2, total_pages + 1)
+            ]
+
+            async def _fetch_page(url: str):
+                return await amake_request(url, response_callback=response_callback)
+
+            responses = await asyncio.gather(*[_fetch_page(u) for u in remaining_urls])
+
+            for resp in responses:
+                records.append(process_pager(resp["pager"], date=start_date))  # type: ignore
+
+            result = concat(records, ignore_index=True)
+
+            return result
+
+        async def fetch_all_pages(
+            start_date: str,
+            end_date: str = "",
+            rid: str = "",
+        ) -> DataFrame:
+            """Fetch all pages of the FRED releases calendar for each date in a range.
+
+            If a release ID is supplied, the entire date range is fetched in a single
+            paginated call. Otherwise, each date is fetched individually to ensure
+            complete results.
+            """
+            end_date = end_date or start_date
+
+            if rid:
+                # A specific release ID can be fetched across the full range at once.
+                return await fetch_date_pages(start_date, end_date, rid)
+
+            # Without a release ID, fetch each date individually.
+            dates = [
+                d.strftime("%Y-%m-%d") for d in pd_date_range(start_date, end_date)
+            ]
+
+            results = await asyncio.gather(*[fetch_date_pages(d) for d in dates])
+
+            frames = [r for r in results if not r.empty]
+
+            if not frames:
+                return DataFrame()
+
+            return concat(frames, ignore_index=True).sort_values(by="date")
+
+        start_date = (
+            query.start_date.isoformat()
+            if query.start_date
+            else (datetime.today() - timedelta(days=1)).isoformat()
+        )
+        end_date = (
+            query.end_date.isoformat()
+            if query.end_date
+            else (
+                (query.start_date + timedelta(days=7)).isoformat()
+                if query.start_date
+                else (datetime.today() + timedelta(days=1)).isoformat()
+            )
+        )
+        rid = str(query.release_id) if query.release_id else ""
+
+        try:
+            all_results = await fetch_all_pages(start_date, end_date, rid)
+        except Exception as e:
+            raise OpenBBError(e) from e
+
+        if all_results.empty:
+            raise OpenBBError(
+                "The requested returned no data. Check the parameters and try again."
+            )
+
+        return all_results.to_dict("records")
+
+    @staticmethod
+    def transform_data(
+        query: FredEconomicCalendarQueryParams,
+        data: list,
+        **kwargs: Any,
+    ) -> list[FredEconomicCalendarData]:
+        """Transform and validate the response."""
+        return [FredEconomicCalendarData.model_validate(d) for d in data]
--- a/openbb_platform/providers/fred/tests/record/http/test_fred_fetchers/test_fred_economic_calendar_fetcher_urllib3_v2.yaml
+++ b/openbb_platform/providers/fred/tests/record/http/test_fred_fetchers/test_fred_economic_calendar_fetcher_urllib3_v2.yaml
@@ -0,0 +1,164 @@
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--- a/openbb_platform/providers/fred/tests/test_fred_fetchers.py
+++ b/openbb_platform/providers/fred/tests/test_fred_fetchers.py
@@ -14,6 +14,7 @@ from openbb_fred.models.dwpcr_rates import FREDDiscountWindowPrimaryCreditRateFe
 from openbb_fred.models.ecb_interest_rates import (
    FREDEuropeanCentralBankInterestRatesFetcher,
 )
+from openbb_fred.models.economic_calendar import FredEconomicCalendarFetcher
 from openbb_fred.models.euro_short_term_rate import FredEuroShortTermRateFetcher
 from openbb_fred.models.fed_projections import FREDPROJECTIONFetcher
 from openbb_fred.models.federal_funds_rate import FredFederalFundsRateFetcher
@@ -529,3 +530,16 @@ def test_fred_manufacturing_outlook_ny_fetcher(credentials=test_credentials):
    fetcher = FredManufacturingOutlookNYFetcher()
    result = fetcher.test(params, credentials)
    assert result is None
+
+
+@pytest.mark.record_http
+def test_fred_economic_calendar_fetcher(credentials=test_credentials):
+    """Test FRED Economic Calendar Fetcher."""
+    params = {
+        "start_date": datetime.date(2025, 7, 1),
+        "end_date": datetime.date(2025, 7, 2),
+    }
+
+    fetcher = FredEconomicCalendarFetcher()
+    result = fetcher.test(params, credentials)
+    assert result is None