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Combine projection functionality

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This commit is contained in:
jeroen
2023-02-17 12:16:17 +01:00
parent e777ad29b9
commit e13d4b4f97
3 changed files with 58 additions and 195 deletions
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76
openbb_terminal/fixedincome/fixedincome_controller.py
View File

@@ -39,7 +39,6 @@ class FixedIncomeController(BaseController):
"effr",
"iorb",
"projection",
"oldprojection",
"dwpcr",
"ecbdfr",
"ecbmlfr",
@@ -193,7 +192,6 @@ class FixedIncomeController(BaseController):
mt.add_cmd("effr")
mt.add_cmd("iorb")
mt.add_cmd("projection")
mt.add_cmd("oldprojection")
mt.add_cmd("dwpcr")
mt.add_cmd("ecbdfr")
mt.add_cmd("ecbmlfr")
@@ -568,77 +566,23 @@ class FixedIncomeController(BaseController):
add_help=False,
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
prog="projection",
description="Get FOMC Summary of Economic Projections for the Fed Funds Rate.\nA bank rate is the "
"interest rate a nation's central bank charges to its domestic banks to borrow money. The "
"rates central banks charge are set to stabilize the economy. In the United States, "
"the Federal Reserve System's Board of Governors set the bank rate, also known as the "
"discount rate.",
description="Get FOMC Summary of Economic Projections for the Fed Funds Rate."
)
parser.add_argument(
"-s",
"--start",
dest="start_date",
type=valid_date,
help="Starting date (YYYY-MM-DD) of data",
default=None,
)
parser.add_argument(
"-e",
"--end",
dest="end_date",
type=valid_date,
help="Ending date (YYYY-MM-DD) of data",
default=None,
"-l",
"--long-run",
dest="long_run",
action="store_true",
help="Whether to show the long run projection",
default=False,
)
ns_parser = self.parse_known_args_and_warn(
parser, other_args, EXPORT_BOTH_RAW_DATA_AND_FIGURES
parser, other_args, EXPORT_BOTH_RAW_DATA_AND_FIGURES, raw=True
)
if ns_parser:
fred_view.plot_projection(
ns_parser.start_date,
ns_parser.end_date,
ns_parser.export,
" ".join(ns_parser.sheet_name)
if ns_parser.sheet_name
else None,
)
@log_start_end(log=logger)
def call_oldprojection(self, other_args: List[str]):
"""Process oldprojection command"""
parser = argparse.ArgumentParser(
add_help=False,
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
prog="oldprojection",
description="Get Longer Run FOMC Summary of Economic Projections for the Fed Funds Rate.\nA bank rate is "
"the interest rate a nation's central bank charges to its domestic banks to borrow money. The "
"rates central banks charge are set to stabilize the economy. In the United States, "
"the Federal Reserve System's Board of Governors set the bank rate, also known as the "
"discount rate.",
)
parser.add_argument(
"-s",
"--start",
dest="start_date",
type=valid_date,
help="Starting date (YYYY-MM-DD) of data",
default=None,
)
parser.add_argument(
"-e",
"--end",
dest="end_date",
type=valid_date,
help="Ending date (YYYY-MM-DD) of data",
default=None,
)
ns_parser = self.parse_known_args_and_warn(
parser, other_args, EXPORT_BOTH_RAW_DATA_AND_FIGURES
)
if ns_parser:
fred_view.plot_oldprojection(
ns_parser.start_date,
ns_parser.end_date,
ns_parser.long_run,
ns_parser.raw,
ns_parser.export,
" ".join(ns_parser.sheet_name)
if ns_parser.sheet_name

174
openbb_terminal/fixedincome/fred_view.py
View File

@@ -124,13 +124,13 @@ ID_TO_NAME_TBFFR = {
}
NAME_TO_ID_PROJECTION = {
"Range High": ['FEDTARRHLR', 'FEDTARRH'],
"Central tendency High": ['FEDTARCTHLR', 'FEDTARCTH'],
"Median": ['FEDTARMDLR', 'FEDTARMD'],
"Range Midpoint": ['FEDTARRMLR', 'FEDTARRM'],
"Central tendency Midpoint": ['FEDTARCTMLR', 'FEDTARCTM'],
"Range Low": ['FEDTARRLLR', 'FEDTARRL'],
"Central tendency Low": ['FEDTARCTLLR', 'FEDTARCTL'],
"Range High": [ 'FEDTARRH', 'FEDTARRHLR'],
"Central tendency High": ['FEDTARCTH', 'FEDTARCTHLR'],
"Median": ['FEDTARMD', 'FEDTARMDLR'],
"Range Midpoint": ['FEDTARRM', 'FEDTARRMLR'],
"Central tendency Midpoint": ['FEDTARCTM', 'FEDTARCTMLR'],
"Range Low": ['FEDTARRL', 'FEDTARRLLR'],
"Central tendency Low": ['FEDTARCTL', 'FEDTARCTLLR'],
}
@@ -505,8 +505,18 @@ def plot_effr(
Start date, formatted YYYY-MM-DD
end_date: Optional[str]
End date, formatted YYYY-MM-DD
overnight: bool
Whether you want to plot the Overnight Banking Federal Rate
quantiles: bool
Whether you want to see the 1, 25, 75 and 99 percentiles
target: bool
Whether you want to see the high and low target range
raw : bool
Show raw data
export: str
Export data to csv or excel file
sheet_name: str
Optionally specify the name of the sheet the data is exported to.
external_axes: Optional[List[plt.Axes]]
External axes (1 axis is expected in the list)
"""
@@ -680,37 +690,31 @@ def plot_iorb(
@log_start_end(log=logger)
@check_api_key(["API_FRED_KEY"])
def plot_projection(
start_date: Optional[str] = None,
end_date: Optional[str] = None,
long_run: bool = False,
raw: bool = False,
export: str = "",
sheet_name: str = "",
external_axes: Optional[List[plt.Axes]] = None,
):
"""Plot FOMC Summary of Economic Projections for the Fed Funds Rate.
A bank rate is the interest rate a nation's central bank charges to its domestic banks to borrow money. The rates
central banks charge are set to stabilize the economy. In the United States, the Federal Reserve System's Board
of Governors set the bank rate, also known as the discount rate.
Parameters
----------
start_date: Optional[str]
Start date, formatted YYYY-MM-DD
end_date: Optional[str]
End date, formatted YYYY-MM-DD
long_run: str
Whether to plot the long run projection.
export: str
Export data to csv or excel file
raw : bool
Show raw data
sheet_name: str
Optionally specify the name of the sheet the data is exported to.
external_axes: Optional[List[plt.Axes]]
External axes (1 axis is expected in the list)
"""
data_series = {}
for projection, values in NAME_TO_ID_PROJECTION.items():
df_past = fred_model.get_series_data(series_id=values[0])
df_future = fred_model.get_series_data(series_id=values[1])
# Only add the future projections that are not in the past
data_series[projection] = pd.concat([df_past, df_future.loc[df_past.index[-1]:]], axis=0)
for projection, values in NAME_TO_ID_PROJECTION.items():
data_series[projection] = fred_model.get_series_data(series_id=values[long_run])
# This plot has 1 axis
if not external_axes:
@@ -719,131 +723,47 @@ def plot_projection(
(ax,) = external_axes
else:
return
data_series_df = pd.DataFrame.from_dict(data_series).dropna()
data_series_df.index = pd.to_datetime(data_series_df.index).date
for legend, df in data_series.items():
ax.plot(
df.index,
df.values,
data_series_df[legend].index,
data_series_df[legend].values,
linestyle="dashed" if legend != "Median" else "solid",
linewidth=1 if legend != "Median" else 2,
label=legend,
)
ax.set_title(
"FOMC Summary of Economic Projections for the Fed Funds Rate [Percent]"
f"FOMC {'Long Run ' if long_run else ''}Summary of Economic Projections\nfor the Federal Funds Rate"
)
ax.legend(prop={"size": 8}, loc='lower left')
ax.set_ylabel("Yield (%)")
theme.style_primary_axis(ax)
if external_axes is None:
theme.visualize_output()
if raw:
print_rich_table(
data_series_df,
headers=list(data_series_df.columns),
show_index=True,
title= f"FOMC {'Long Run ' if long_run else ''}Summary of "
"Economic Projections for the Federal Funds Rate",
)
export_data(
export,
os.path.dirname(os.path.abspath(__file__)),
"projection",
df,
data_series_df,
sheet_name
)
@log_start_end(log=logger)
@check_api_key(["API_FRED_KEY"])
def plot_oldprojection(
start_date: Optional[str] = None,
end_date: Optional[str] = None,
export: str = "",
sheet_name: str = "",
external_axes: Optional[List[plt.Axes]] = None,
):
"""Plot Longer Run FOMC Summary of Economic Projections for the Fed Funds Rate.
A bank rate is the interest rate a nation's central bank charges to its domestic banks to borrow money. The rates
central banks charge are set to stabilize the economy. In the United States, the Federal Reserve System's Board
of Governors set the bank rate, also known as the discount rate.
Parameters
----------
start_date: Optional[str]
Start date, formatted YYYY-MM-DD
end_date: Optional[str]
End date, formatted YYYY-MM-DD
export: str
Export data to csv or excel file
external_axes: Optional[List[plt.Axes]]
External axes (1 axis is expected in the list)
"""
df_range_high = fred_model.get_series_data(
series_id="FEDTARRHLR", start_date=start_date, end_date=end_date
)
df_central_tendency_high = fred_model.get_series_data(
series_id="FEDTARCTHLR", start_date=start_date, end_date=end_date
)
df_median = fred_model.get_series_data(
series_id="FEDTARMDLR", start_date=start_date, end_date=end_date
)
df_range_midpoint = fred_model.get_series_data(
series_id="FEDTARRMLR", start_date=start_date, end_date=end_date
)
df_central_tendency_midpoint = fred_model.get_series_data(
series_id="FEDTARCTMLR", start_date=start_date, end_date=end_date
)
df_range_low = fred_model.get_series_data(
series_id="FEDTARRLLR", start_date=start_date, end_date=end_date
)
df_central_tendency_low = fred_model.get_series_data(
series_id="FEDTARCTLLR", start_date=start_date, end_date=end_date
)
df = pd.DataFrame(
[
df_range_high,
df_central_tendency_high,
df_median,
df_range_midpoint,
df_central_tendency_midpoint,
df_range_low,
df_central_tendency_low,
]
).transpose()
# This plot has 1 axis
if not external_axes:
_, ax = plt.subplots(figsize=plot_autoscale(), dpi=PLOT_DPI)
elif is_valid_axes_count(external_axes, 1):
(ax,) = external_axes
else:
return
ax.plot(
df.index,
df.values,
)
ax.set_title(
"Longer Run FOMC Summary of Economic Projections for the Fed Funds Rate [Percent]"
)
ax.legend(
[
"Range High",
"Central tendency High",
"Median",
"Range Midpoint",
"Central tendency Midpoint",
"Range Low",
"Central tendency Low",
]
)
theme.style_primary_axis(ax)
if external_axes is None:
theme.visualize_output()
export_data(
export,
os.path.dirname(os.path.abspath(__file__)),
"oldprojection",
df,
sheet_name
)
@log_start_end(log=logger)
@check_api_key(["API_FRED_KEY"])
def plot_dwpcr(

3
openbb_terminal/miscellaneous/i18n/en.yml vendored
View File

@@ -783,8 +783,7 @@ en:
fixedincome/effr: effective federal funds rate
fixedincome/obfr: overnight bank funding rate (obfr)
fixedincome/iorb: interest rate on reserve balances
fixedincome/projection: FOMC summary of economic projections for the fed funds rate
fixedincome/oldprojection: longer run FOMC summary of economic projections for the fed funds rate
fixedincome/projection: FOMC Summary of Economic Projections for the Federal Funds Rate
fixedincome/dwpcr: discount window primary credit rate
fixedincome/ecbdfr: ECB deposit facility rate
fixedincome/ecbmlfr: ECB marginal facility rate