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* Add a while condition for futures curve * Fixes #5047 * Fixes #5014 * point root commands to /usage to avoid 404 * Black wont run in the nightly vs code build lol * #5071 * mypy * pylint * tests * Fix wrong queue to fa
1546 lines
55 KiB
Python
1546 lines
55 KiB
Python
""" Futures Controller """
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__docformat__ = "numpy"
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# pylint:disable=C0302
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# IMPORTATION STANDARD
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import argparse
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import logging
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from typing import List, Optional
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# IMPORTATION THIRDPARTY
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import pandas as pd
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# IMPORTATION INTERNAL
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from openbb_terminal.core.session.current_user import get_current_user
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from openbb_terminal.custom_prompt_toolkit import NestedCompleter
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from openbb_terminal.decorators import log_start_end
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from openbb_terminal.fixedincome import (
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ecb_view,
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fred_model,
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fred_view,
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oecd_model,
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oecd_view,
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)
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from openbb_terminal.helper_funcs import (
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EXPORT_BOTH_RAW_DATA_AND_FIGURES,
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EXPORT_ONLY_RAW_DATA_ALLOWED,
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list_from_str,
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print_rich_table,
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valid_date,
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)
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from openbb_terminal.menu import session
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from openbb_terminal.parent_classes import BaseController
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from openbb_terminal.rich_config import MenuText, console
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logger = logging.getLogger(__name__)
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class FixedIncomeController(BaseController):
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"""Fixed Income Controller class"""
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CHOICES_COMMANDS = [
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"estr",
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"sofr",
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"sonia",
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"ameribor",
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"fed",
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"iorb",
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"projection",
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"dwpcr",
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"ecb",
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"treasury",
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"tmc",
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"ffrmc",
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"ycrv",
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"ecbycrv",
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"usrates",
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"icebofa",
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"moody",
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"cp",
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"spot",
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"hqm",
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"icespread",
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"tbffr",
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]
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PATH = "/fixedincome/"
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CHOICES_GENERATION = True
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def __init__(self, queue: Optional[List[str]] = None):
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"""Constructor"""
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super().__init__(queue)
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if session and get_current_user().preferences.USE_PROMPT_TOOLKIT:
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self.choices: dict = self.choices_default
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# These values need to work with multi options which
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# is why they are defined here
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self.choices["treasury"]["--short"] = {
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c: None for c in oecd_model.COUNTRY_TO_CODE_SHORT
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}
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self.choices["treasury"]["--long"] = {
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c: None for c in oecd_model.COUNTRY_TO_CODE_LONG
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}
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self.choices["spot"]["--maturity"] = {
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c: None for c in fred_model.SPOT_TO_OPTIONS["Maturity"]
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}
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self.choices["spot"]["-m"] = "--maturity"
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self.choices["spot"]["--category"] = {
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c: None for c in fred_model.SPOT_TO_OPTIONS["Category"]
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}
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self.choices["spot"]["-c"] = "--category"
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self.completer = NestedCompleter.from_nested_dict(self.choices) # type: ignore
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def print_help(self):
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"""Print help"""
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mt = MenuText("fixedincome/", column_sources=120)
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mt.add_info("_reference_rates_")
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mt.add_cmd("estr")
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mt.add_cmd("sofr")
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mt.add_cmd("sonia")
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mt.add_cmd("ameribor")
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mt.add_raw("\n")
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mt.add_info("_central_bank_rates_")
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mt.add_cmd("fed")
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mt.add_cmd("projection")
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mt.add_cmd("iorb")
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mt.add_cmd("dwpcr")
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mt.add_cmd("ecb")
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mt.add_raw("\n")
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mt.add_info("_government_bonds_")
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mt.add_cmd("treasury")
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mt.add_cmd("usrates")
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mt.add_cmd("ycrv")
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mt.add_cmd("ecbycrv")
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mt.add_raw("\n")
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mt.add_info("_corporate_bonds_")
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mt.add_cmd("icebofa")
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mt.add_cmd("moody")
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mt.add_cmd("cp")
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mt.add_cmd("spot")
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mt.add_cmd("hqm")
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mt.add_raw("\n")
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mt.add_info("_spreads_")
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mt.add_cmd("icespread")
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mt.add_cmd("tmc")
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mt.add_cmd("ffrmc")
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mt.add_cmd("tbffr")
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console.print(text=mt.menu_text, menu="Fixed Income")
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@log_start_end(log=logger)
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def call_estr(self, other_args: List[str]):
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"""Process estr command"""
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parser = argparse.ArgumentParser(
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add_help=False,
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formatter_class=argparse.ArgumentDefaultsHelpFormatter,
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prog="estr",
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description="The euro short-term rate (€STR) reflects the wholesale euro "
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"unsecured overnight borrowing costs of banks located in the euro area. The "
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"€STR is published on each TARGET2 business day based on transactions conducted "
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"and settled on the previous TARGET2 business day (the reporting date “T”) "
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"with a maturity date of T+1 which are deemed to have been executed at arm’s "
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"length and thus reflect market rates in an unbiased way.",
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)
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parser.add_argument(
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"-p",
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"--parameter",
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dest="parameter",
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type=str,
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help="Specific Euro Short-Term Rate data to retrieve",
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default="volume_weighted_trimmed_mean_rate",
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choices=ecb_view.ESTR_PARAMETER_TO_ECB_ID.keys(),
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)
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parser.add_argument(
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"-s",
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"--start",
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dest="start_date",
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type=valid_date,
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help="Starting date (YYYY-MM-DD) of data",
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default=None,
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)
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parser.add_argument(
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"-e",
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"--end",
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dest="end_date",
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type=valid_date,
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help="Ending date (YYYY-MM-DD) of data",
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default=None,
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)
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ns_parser = self.parse_known_args_and_warn(
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parser, other_args, EXPORT_BOTH_RAW_DATA_AND_FIGURES
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)
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if ns_parser:
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if ns_parser.source == "FRED":
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fred_view.plot_estr(
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parameter=ns_parser.parameter,
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start_date=ns_parser.start_date,
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end_date=ns_parser.end_date,
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export=ns_parser.export,
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sheet_name=" ".join(ns_parser.sheet_name)
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if ns_parser.sheet_name
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else None,
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)
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elif ns_parser.source == "ECB":
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ecb_view.plot_estr(
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parameter=ns_parser.parameter,
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start_date=ns_parser.start_date,
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end_date=ns_parser.end_date,
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export=ns_parser.export,
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sheet_name=" ".join(ns_parser.sheet_name)
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if ns_parser.sheet_name
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else None,
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)
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@log_start_end(log=logger)
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def call_sofr(self, other_args: List[str]):
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"""Process sofr command"""
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parser = argparse.ArgumentParser(
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add_help=False,
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formatter_class=argparse.ArgumentDefaultsHelpFormatter,
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prog="sofr",
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description="The Secured Overnight Financing Rate (SOFR) is a "
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"broad measure of the cost of borrowing cash overnight collateralized "
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"by Treasury securities. The SOFR is calculated as a volume-weighted "
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"median of transaction-level tri-party repo data. ",
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)
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parser.add_argument(
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"-p",
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"--parameter",
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dest="parameter",
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type=str,
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help="Specific SOFR data to retrieve",
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default="overnight",
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choices=fred_model.SOFR_PARAMETER_TO_FRED_ID.keys(),
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)
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parser.add_argument(
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"-s",
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"--start",
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dest="start_date",
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type=valid_date,
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help="Starting date (YYYY-MM-DD) of data",
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default="1980-01-01",
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)
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parser.add_argument(
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"-e",
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"--end",
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dest="end_date",
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type=valid_date,
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help="Ending date (YYYY-MM-DD) of data",
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default=None,
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)
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ns_parser = self.parse_known_args_and_warn(
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parser, other_args, EXPORT_BOTH_RAW_DATA_AND_FIGURES
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)
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if ns_parser:
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fred_view.plot_sofr(
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parameter=ns_parser.parameter,
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start_date=ns_parser.start_date,
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end_date=ns_parser.end_date,
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export=ns_parser.export,
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sheet_name=" ".join(ns_parser.sheet_name)
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if ns_parser.sheet_name
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else None,
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)
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@log_start_end(log=logger)
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def call_sonia(self, other_args: List[str]):
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"""Process sonia command"""
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parser = argparse.ArgumentParser(
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add_help=False,
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formatter_class=argparse.ArgumentDefaultsHelpFormatter,
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prog="sonia",
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description="SONIA (Sterling Overnight Index Average) is an important "
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"interest rate benchmark. SONIA is based on actual transactions and "
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"reflects the average of the interest rates that banks pay to borrow "
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"sterling overnight from other financial institutions and other institutional investors.",
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)
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parser.add_argument(
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"-p",
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"--parameter",
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dest="parameter",
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type=str,
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help="Specific SONIA data to retrieve",
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default="rate",
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choices=fred_model.SONIA_PARAMETER_TO_FRED_ID.keys(),
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)
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parser.add_argument(
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"-s",
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"--start",
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dest="start_date",
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type=valid_date,
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help="Starting date (YYYY-MM-DD) of data",
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default=None,
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)
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parser.add_argument(
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"-e",
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"--end",
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dest="end_date",
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type=valid_date,
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help="Ending date (YYYY-MM-DD) of data",
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default=None,
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)
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ns_parser = self.parse_known_args_and_warn(
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parser, other_args, EXPORT_BOTH_RAW_DATA_AND_FIGURES
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)
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if ns_parser:
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fred_view.plot_sonia(
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parameter=ns_parser.parameter,
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start_date=ns_parser.start_date,
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end_date=ns_parser.end_date,
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export=ns_parser.export,
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sheet_name=" ".join(ns_parser.sheet_name)
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if ns_parser.sheet_name
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else None,
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)
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@log_start_end(log=logger)
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def call_ameribor(self, other_args: List[str]):
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"""Process ameribor command"""
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parser = argparse.ArgumentParser(
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add_help=False,
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formatter_class=argparse.ArgumentDefaultsHelpFormatter,
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prog="ameribor",
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description="Ameribor (short for the American interbank offered rate) is "
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"a benchmark interest rate that reflects the true cost of short-term interbank borrowing. "
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"This rate is based on transactions in overnight unsecured loans conducted on the American "
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"Financial Exchange (AFX).",
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)
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parser.add_argument(
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"-p",
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"--parameter",
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dest="parameter",
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type=str,
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help="Specific AMERIBOR data to retrieve",
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default="overnight",
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choices=fred_model.AMERIBOR_PARAMETER_TO_FRED_ID.keys(),
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)
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parser.add_argument(
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"-s",
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"--start",
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dest="start_date",
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type=valid_date,
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help="Starting date (YYYY-MM-DD) of data",
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default=None,
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)
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parser.add_argument(
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"-e",
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"--end",
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dest="end_date",
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type=valid_date,
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help="Ending date (YYYY-MM-DD) of data",
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default=None,
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)
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ns_parser = self.parse_known_args_and_warn(
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parser, other_args, EXPORT_BOTH_RAW_DATA_AND_FIGURES
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)
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if ns_parser:
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fred_view.plot_ameribor(
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parameter=ns_parser.parameter,
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start_date=ns_parser.start_date,
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end_date=ns_parser.end_date,
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export=ns_parser.export,
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sheet_name=" ".join(ns_parser.sheet_name)
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if ns_parser.sheet_name
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else None,
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)
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@log_start_end(log=logger)
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def call_fed(self, other_args: List[str]):
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"""Process fed command"""
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parser = argparse.ArgumentParser(
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add_help=False,
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formatter_class=argparse.ArgumentDefaultsHelpFormatter,
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prog="fed",
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description="Get Effective Federal Funds Rate data.\nA bank rate is the interest rate a nation's central "
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"bank charges to its domestic banks to borrow money. The rates central banks charge are set "
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"to stabilize the economy. In the United States, the Federal Reserve System's Board of "
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"Governors set the bank rate, also known as the discount rate.",
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)
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parser.add_argument(
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"-p",
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"--parameter",
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dest="parameter",
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type=str,
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help="Specific Effective Federal Funds Rate data to retrieve",
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default="monthly",
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choices=fred_model.FED_PARAMETER_TO_FRED_ID.keys(),
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)
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parser.add_argument(
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"-s",
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"--start",
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dest="start_date",
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type=valid_date,
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help="Starting date (YYYY-MM-DD) of data",
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default="1900-01-01",
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)
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parser.add_argument(
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"-e",
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"--end",
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dest="end_date",
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type=valid_date,
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help="Ending date (YYYY-MM-DD) of data",
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default=None,
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)
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parser.add_argument(
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"-o",
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"--overnight",
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dest="overnight",
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||
action="store_true",
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help="Gets the Overnight Bank Funding Rate",
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default=False,
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)
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parser.add_argument(
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"-q",
|
||
"--quantiles",
|
||
dest="quantiles",
|
||
action="store_true",
|
||
help="Whether to show 1, 25, 75 and 99 percentiles",
|
||
default=False,
|
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)
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parser.add_argument(
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"-t",
|
||
"--target",
|
||
dest="target",
|
||
action="store_true",
|
||
help="Whether to show the target range data",
|
||
default=False,
|
||
)
|
||
|
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ns_parser = self.parse_known_args_and_warn(
|
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parser, other_args, EXPORT_BOTH_RAW_DATA_AND_FIGURES, raw=True
|
||
)
|
||
if ns_parser:
|
||
if ns_parser.overnight and (ns_parser.target or ns_parser.quantiles):
|
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console.print(
|
||
"The Overnight Bank Funding Rate has no target and quantiles data."
|
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)
|
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else:
|
||
fred_view.plot_fed(
|
||
parameter=ns_parser.parameter,
|
||
start_date=ns_parser.start_date,
|
||
end_date=ns_parser.end_date,
|
||
overnight=ns_parser.overnight,
|
||
quantiles=ns_parser.quantiles,
|
||
target=ns_parser.target,
|
||
raw=ns_parser.raw,
|
||
export=ns_parser.export,
|
||
sheet_name=" ".join(ns_parser.sheet_name)
|
||
if ns_parser.sheet_name
|
||
else None,
|
||
)
|
||
|
||
@log_start_end(log=logger)
|
||
def call_iorb(self, other_args: List[str]):
|
||
"""Process iorb command"""
|
||
parser = argparse.ArgumentParser(
|
||
add_help=False,
|
||
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
||
prog="iorb",
|
||
description="Get Interest Rate on Reserve Balances data\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_iorb(
|
||
start_date=ns_parser.start_date,
|
||
end_date=ns_parser.end_date,
|
||
export=ns_parser.export,
|
||
sheet_name=" ".join(ns_parser.sheet_name)
|
||
if ns_parser.sheet_name
|
||
else None,
|
||
)
|
||
|
||
@log_start_end(log=logger)
|
||
def call_projection(self, other_args: List[str]):
|
||
"""Process projection command"""
|
||
parser = argparse.ArgumentParser(
|
||
add_help=False,
|
||
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
||
prog="projection",
|
||
description="Get the Federal Reserve's projection of the federal funds rate.",
|
||
)
|
||
parser.add_argument(
|
||
"-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, raw=True
|
||
)
|
||
if ns_parser:
|
||
fred_view.plot_projection(
|
||
long_run=ns_parser.long_run,
|
||
raw=ns_parser.raw,
|
||
export=ns_parser.export,
|
||
sheet_name=" ".join(ns_parser.sheet_name)
|
||
if ns_parser.sheet_name
|
||
else None,
|
||
)
|
||
|
||
@log_start_end(log=logger)
|
||
def call_dwpcr(self, other_args: List[str]):
|
||
"""Process dwpcr command"""
|
||
parser = argparse.ArgumentParser(
|
||
add_help=False,
|
||
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
||
prog="dwpcr",
|
||
description="Get Discount Window Primary Credit Rate data.\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(
|
||
"-p",
|
||
"--parameter",
|
||
dest="parameter",
|
||
type=str,
|
||
help="Specific Discount Window Primary Credit Rate data to retrieve",
|
||
default="daily_excl_weekend",
|
||
choices=fred_model.DWPCR_PARAMETER_TO_FRED_ID.keys(),
|
||
)
|
||
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_dwpcr(
|
||
parameter=ns_parser.parameter,
|
||
start_date=ns_parser.start_date,
|
||
end_date=ns_parser.end_date,
|
||
export=ns_parser.export,
|
||
sheet_name=" ".join(ns_parser.sheet_name)
|
||
if ns_parser.sheet_name
|
||
else None,
|
||
)
|
||
|
||
@log_start_end(log=logger)
|
||
def call_ecb(self, other_args: List[str]):
|
||
"""Process ecb command"""
|
||
parser = argparse.ArgumentParser(
|
||
add_help=False,
|
||
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
||
prog="ecb",
|
||
description="Plot the three interest rates the ECB sets "
|
||
"every six weeks as part of its monetary policy, these are the "
|
||
"interest rate on the main refinancing operations (MRO), the rate on "
|
||
"the deposit facility and the rate on the marginal lending facility.",
|
||
)
|
||
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,
|
||
)
|
||
parser.add_argument(
|
||
"-t",
|
||
"--type",
|
||
dest="type",
|
||
type=str,
|
||
help="Whether to choose the deposit, marginal lending or main refinancing rate",
|
||
choices=["deposit", "lending", "refinancing"],
|
||
default=None,
|
||
)
|
||
ns_parser = self.parse_known_args_and_warn(
|
||
parser, other_args, EXPORT_BOTH_RAW_DATA_AND_FIGURES, raw=True
|
||
)
|
||
if ns_parser:
|
||
fred_view.plot_ecb(
|
||
start_date=ns_parser.start_date,
|
||
end_date=ns_parser.end_date,
|
||
interest_type=ns_parser.type,
|
||
raw=ns_parser.raw,
|
||
export=ns_parser.export,
|
||
sheet_name=" ".join(ns_parser.sheet_name)
|
||
if ns_parser.sheet_name
|
||
else None,
|
||
)
|
||
|
||
@log_start_end(log=logger)
|
||
def call_treasury(self, other_args: List[str]):
|
||
"""Process treasury command"""
|
||
parser = argparse.ArgumentParser(
|
||
add_help=False,
|
||
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
||
prog="treasury",
|
||
description="Plot short (3 month) and long (10 year) term interest rates from selected countries "
|
||
"including the possibility to plot forecasts for the next years.",
|
||
)
|
||
|
||
parser.add_argument(
|
||
"--short",
|
||
type=str,
|
||
dest="short",
|
||
help="Countries to get short term (3 month) interest rates for.",
|
||
default=None,
|
||
)
|
||
|
||
parser.add_argument(
|
||
"--long",
|
||
type=str,
|
||
dest="long",
|
||
help="Countries to get long term (10 year) interest rates for.",
|
||
default=None,
|
||
)
|
||
parser.add_argument(
|
||
"-s",
|
||
"--start",
|
||
type=valid_date,
|
||
help="Start date of data, in YYYY-MM-DD format",
|
||
dest="start_date",
|
||
default=None,
|
||
)
|
||
parser.add_argument(
|
||
"-e",
|
||
"--end",
|
||
type=valid_date,
|
||
help="End date of data, in YYYY-MM-DD format",
|
||
dest="end_date",
|
||
default=None,
|
||
)
|
||
parser.add_argument(
|
||
"--forecast",
|
||
action="store_true",
|
||
dest="forecast",
|
||
default=False,
|
||
help="If True, plot forecasts for each interest rate",
|
||
)
|
||
|
||
ns_parser = self.parse_known_args_and_warn(
|
||
parser,
|
||
other_args,
|
||
export_allowed=EXPORT_ONLY_RAW_DATA_ALLOWED,
|
||
raw=True,
|
||
)
|
||
if ns_parser:
|
||
if ns_parser.short is None and ns_parser.long is None:
|
||
console.print(
|
||
"[red]Please provide at least one country to plot "
|
||
"with --short (3 months) and/or --long (10 years).[/red]"
|
||
)
|
||
else:
|
||
short_term_countries = (
|
||
list_from_str(ns_parser.short.lower()) if ns_parser.short else None
|
||
)
|
||
long_term_countries = (
|
||
list_from_str(ns_parser.long.lower()) if ns_parser.long else None
|
||
)
|
||
oecd_view.plot_treasuries(
|
||
short_term=short_term_countries,
|
||
long_term=long_term_countries,
|
||
forecast=ns_parser.forecast,
|
||
start_date=ns_parser.start_date,
|
||
end_date=ns_parser.end_date,
|
||
raw=ns_parser.raw,
|
||
export=ns_parser.export,
|
||
sheet_name=" ".join(ns_parser.sheet_name)
|
||
if ns_parser.sheet_name
|
||
else None,
|
||
)
|
||
|
||
@log_start_end(log=logger)
|
||
def call_tmc(self, other_args: List[str]):
|
||
"""Process tmc command"""
|
||
parser = argparse.ArgumentParser(
|
||
add_help=False,
|
||
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
||
prog="tmc",
|
||
description="Get 10-Year Treasury Constant Maturity Minus Selected Treasury Constant Maturity data. "
|
||
"Constant maturity is the theoretical value of a U.S. Treasury that is based on recent values "
|
||
"of auctioned U.S. Treasuries. The value is obtained by the U.S. Treasury on a daily basis "
|
||
"through interpolation of the Treasury yield curve which, in turn, is based on closing "
|
||
"bid-yields of actively-traded Treasury securities.",
|
||
)
|
||
parser.add_argument(
|
||
"-p",
|
||
"--parameter",
|
||
dest="parameter",
|
||
type=str,
|
||
help="Selected treasury constant maturity to subtract",
|
||
default="3_month",
|
||
choices=fred_model.TMC_PARAMETER_TO_FRED_ID.keys(),
|
||
)
|
||
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_tmc(
|
||
parameter=ns_parser.parameter,
|
||
start_date=ns_parser.start_date,
|
||
end_date=ns_parser.end_date,
|
||
export=ns_parser.export,
|
||
sheet_name=" ".join(ns_parser.sheet_name)
|
||
if ns_parser.sheet_name
|
||
else None,
|
||
)
|
||
|
||
@log_start_end(log=logger)
|
||
def call_ffrmc(self, other_args: List[str]):
|
||
"""Process ffrmc command"""
|
||
parser = argparse.ArgumentParser(
|
||
add_help=False,
|
||
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
||
prog="ffrmc",
|
||
description="Get Selected Treasury Constant Maturity Minus Federal Funds Rate. "
|
||
"Constant maturity is the theoretical value of a U.S. Treasury that is based on recent values "
|
||
"of auctioned U.S. Treasuries. The value is obtained by the U.S. Treasury on a daily basis "
|
||
"through interpolation of the Treasury yield curve which, in turn, is based on closing "
|
||
"bid-yields of actively-traded Treasury securities.",
|
||
)
|
||
parser.add_argument(
|
||
"-p",
|
||
"--parameter",
|
||
dest="parameter",
|
||
type=str,
|
||
help="Selected Treasury Constant Maturity",
|
||
default="10_year",
|
||
choices=fred_model.FFRMC_PARAMETER_TO_FRED_ID.keys(),
|
||
)
|
||
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_ffrmc(
|
||
parameter=ns_parser.parameter,
|
||
start_date=ns_parser.start_date,
|
||
end_date=ns_parser.end_date,
|
||
export=ns_parser.export,
|
||
sheet_name=" ".join(ns_parser.sheet_name)
|
||
if ns_parser.sheet_name
|
||
else None,
|
||
)
|
||
|
||
@log_start_end(log=logger)
|
||
def call_ycrv(self, other_args: List[str]):
|
||
"""Process ycrv command"""
|
||
parser = argparse.ArgumentParser(
|
||
add_help=False,
|
||
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
||
prog="ycrv",
|
||
description="Generate US yield curve. \nThe yield curve shows the bond rates"
|
||
"at different maturities.\nThe graphic depiction of the relationship between the yield on bonds of the "
|
||
"same credit quality but different maturities is known as the yield curve. In the past, "
|
||
"most market participants have constructed yield curves from the observations of prices and "
|
||
"yields in the Treasury market. Two reasons account for this tendency. First, "
|
||
"Treasury securities are viewed as free of default risk, and differences in creditworthiness "
|
||
"do not affect yield estimates. Second, as the most active bond market, the Treasury market "
|
||
"offers the fewest problems of illiquidity or infrequent trading. The key function of the "
|
||
"Treasury yield curve is to serve as a benchmark for pricing bonds and setting yields in "
|
||
"other sectors of the debt market.\nIt is clear that the market’s expectations of future rate "
|
||
"changes are one important determinant of the yield-curve shape. For example, "
|
||
"a steeply upward-sloping curve may indicate market expectations of near-term Fed tightening "
|
||
"or of rising inflation. However, it may be too restrictive to assume that the yield "
|
||
"differences across bonds with different maturities only reflect the market’s rate "
|
||
"expectations. The well-known pure expectations hypothesis has such an extreme implication. "
|
||
"The pure expectations hypothesis asserts that all government bonds have the same near-term "
|
||
"expected return (as the nominally riskless short-term bond) because the return-seeking "
|
||
"activity of risk-neutral traders removes all expected return differentials across bonds.",
|
||
)
|
||
parser.add_argument(
|
||
"-d",
|
||
"--date",
|
||
type=valid_date,
|
||
help="Date to get data from FRED. If not supplied, the most recent entry will be used.",
|
||
dest="date",
|
||
default=None,
|
||
)
|
||
parser.add_argument(
|
||
"-i",
|
||
"--inflation-adjusted",
|
||
action="store_true",
|
||
help="Whether to plot the inflation adjusted yield curve.",
|
||
dest="inflation_adjusted",
|
||
default=False,
|
||
)
|
||
ns_parser = self.parse_known_args_and_warn(
|
||
parser,
|
||
other_args,
|
||
export_allowed=EXPORT_ONLY_RAW_DATA_ALLOWED,
|
||
raw=True,
|
||
)
|
||
if ns_parser:
|
||
fred_view.display_yield_curve(
|
||
date=ns_parser.date.strftime("%Y-%m-%d") if ns_parser.date else "",
|
||
inflation_adjusted=ns_parser.inflation_adjusted,
|
||
raw=ns_parser.raw,
|
||
export=ns_parser.export,
|
||
sheet_name=" ".join(ns_parser.sheet_name)
|
||
if ns_parser.sheet_name
|
||
else None,
|
||
)
|
||
|
||
@log_start_end(log=logger)
|
||
def call_ecbycrv(self, other_args: List[str]):
|
||
"""Process ecbycrv command"""
|
||
parser = argparse.ArgumentParser(
|
||
add_help=False,
|
||
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
||
prog="ecbycrv",
|
||
description="Generate euro area yield curve from ECB. \nThe yield curve shows the bond rates"
|
||
"at different maturities.\nThe graphic depiction of the relationship between the yield on bonds of the "
|
||
"same credit quality but different maturities is known as the yield curve. In the past, "
|
||
"most market participants have constructed yield curves from the observations of prices and "
|
||
"yields in the Treasury market. Two reasons account for this tendency. First, "
|
||
"Treasury securities are viewed as free of default risk, and differences in creditworthiness "
|
||
"do not affect yield estimates. Second, as the most active bond market, the Treasury market "
|
||
"offers the fewest problems of illiquidity or infrequent trading. The key function of the "
|
||
"Treasury yield curve is to serve as a benchmark for pricing bonds and setting yields in "
|
||
"other sectors of the debt market.\nIt is clear that the market’s expectations of future rate "
|
||
"changes are one important determinant of the yield-curve shape. For example, "
|
||
"a steeply upward-sloping curve may indicate market expectations of near-term Fed tightening "
|
||
"or of rising inflation. However, it may be too restrictive to assume that the yield "
|
||
"differences across bonds with different maturities only reflect the market’s rate "
|
||
"expectations. The well-known pure expectations hypothesis has such an extreme implication. "
|
||
"The pure expectations hypothesis asserts that all government bonds have the same near-term "
|
||
"expected return (as the nominally riskless short-term bond) because the return-seeking "
|
||
"activity of risk-neutral traders removes all expected return differentials across bonds.",
|
||
)
|
||
parser.add_argument(
|
||
"-d",
|
||
"--date",
|
||
type=valid_date,
|
||
help="Date to get data from ECB. If not supplied, the most recent entry will be used.",
|
||
dest="date",
|
||
default=None,
|
||
)
|
||
parser.add_argument(
|
||
"-p",
|
||
"--parameter",
|
||
dest="parameter",
|
||
type=str,
|
||
help="Selected type of yield curve",
|
||
default="spot_rate",
|
||
choices=["spot_rate", "instantaneous_forward", "par_yield"],
|
||
)
|
||
parser.add_argument(
|
||
"--detailed",
|
||
action="store_true",
|
||
dest="detailed",
|
||
default=False,
|
||
help="If True, returns detailed data. Note that this is very slow.",
|
||
)
|
||
parser.add_argument(
|
||
"--any-rating",
|
||
action="store_true",
|
||
dest="any_rating",
|
||
default=False,
|
||
help="If False, it only returns rates for AAA rated bonds. If True, it returns rates for all bonds.",
|
||
)
|
||
ns_parser = self.parse_known_args_and_warn(
|
||
parser,
|
||
other_args,
|
||
export_allowed=EXPORT_ONLY_RAW_DATA_ALLOWED,
|
||
raw=True,
|
||
)
|
||
if ns_parser:
|
||
ecb_view.display_ecb_yield_curve(
|
||
date=ns_parser.date.strftime("%Y-%m-%d") if ns_parser.date else "",
|
||
yield_type=ns_parser.parameter,
|
||
detailed=ns_parser.detailed,
|
||
any_rating=ns_parser.any_rating,
|
||
raw=ns_parser.raw,
|
||
export=ns_parser.export,
|
||
sheet_name=" ".join(ns_parser.sheet_name)
|
||
if ns_parser.sheet_name
|
||
else None,
|
||
)
|
||
|
||
@log_start_end(log=logger)
|
||
def call_usrates(self, other_args: List[str]):
|
||
"""Process usrates command"""
|
||
parser = argparse.ArgumentParser(
|
||
add_help=False,
|
||
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
||
prog="usrates",
|
||
description="Plot various rates from the United States. This includes tbill (Treasury Bills), "
|
||
"Constant Maturity treasuries (cmn) and Inflation Protected Treasuries (TIPS)",
|
||
)
|
||
parser.add_argument(
|
||
"-m",
|
||
"--maturity",
|
||
dest="maturity",
|
||
type=str,
|
||
help="Specific Treasury Bill Secondary Market Rate data to plot",
|
||
default="3_month",
|
||
choices=list(fred_model.USARATES_TO_FRED_ID.keys()),
|
||
)
|
||
parser.add_argument(
|
||
"-p",
|
||
"--parameter",
|
||
dest="parameter",
|
||
type=str,
|
||
help="Choose either tbill (Treasury Bills), Constant Maturity treasuries (cmn) "
|
||
"or Inflation Protected Treasuries (TIPS)",
|
||
default="tbill",
|
||
choices=["tbill", "cmn", "tips"],
|
||
)
|
||
parser.add_argument(
|
||
"-o",
|
||
"--options",
|
||
dest="options",
|
||
action="store_true",
|
||
help="See the available options",
|
||
default=False,
|
||
)
|
||
|
||
parser.add_argument(
|
||
"-s",
|
||
"--start",
|
||
dest="start_date",
|
||
type=valid_date,
|
||
help="Starting date (YYYY-MM-DD) of data",
|
||
default="1980-01-01",
|
||
)
|
||
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, raw=True
|
||
)
|
||
if ns_parser:
|
||
if ns_parser.options:
|
||
print_rich_table(
|
||
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_model.USARATES_TO_FRED_ID[ns_parser.maturity]
|
||
):
|
||
console.print(
|
||
f"[red]Maturity {ns_parser.maturity.replace('_', ' ')} is not "
|
||
f"available for {ns_parser.parameter}. Please use 'usrates --options'.[/red]"
|
||
)
|
||
else:
|
||
fred_view.plot_usrates(
|
||
parameter=ns_parser.parameter,
|
||
maturity=ns_parser.maturity,
|
||
start_date=ns_parser.start_date,
|
||
end_date=ns_parser.end_date,
|
||
raw=ns_parser.raw,
|
||
export=ns_parser.export,
|
||
sheet_name=" ".join(ns_parser.sheet_name)
|
||
if ns_parser.sheet_name
|
||
else None,
|
||
)
|
||
|
||
@log_start_end(log=logger)
|
||
def call_icebofa(self, other_args: List[str]):
|
||
"""Process icebofa command"""
|
||
parser = argparse.ArgumentParser(
|
||
add_help=False,
|
||
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
||
prog="icebofa",
|
||
description="Plot various rates from the United States. This includes tbill (Treasury Bills), "
|
||
"Constant Maturity treasuries (cmn) and Inflation Protected Treasuries (TIPS)",
|
||
)
|
||
|
||
parser.add_argument(
|
||
"-t",
|
||
"--type",
|
||
dest="data_type",
|
||
type=str,
|
||
help="What type you'd like to collect data for",
|
||
default="yield",
|
||
choices=fred_model.ICE_BOFA_TO_OPTIONS["Type"],
|
||
)
|
||
|
||
parser.add_argument(
|
||
"-c",
|
||
"--category",
|
||
dest="category",
|
||
type=str,
|
||
help="What category you'd like to collect data for",
|
||
default="all",
|
||
choices=fred_model.ICE_BOFA_TO_OPTIONS["Category"],
|
||
)
|
||
|
||
parser.add_argument(
|
||
"-a",
|
||
"--area",
|
||
dest="area",
|
||
type=str,
|
||
help="What region you'd like to collect data for",
|
||
default="us",
|
||
choices=fred_model.ICE_BOFA_TO_OPTIONS["Area"],
|
||
)
|
||
|
||
parser.add_argument(
|
||
"-g",
|
||
"--grade",
|
||
dest="grade",
|
||
type=str,
|
||
help="What grade you'd like to collect data for",
|
||
default="non_sovereign",
|
||
choices=fred_model.ICE_BOFA_TO_OPTIONS["Grade"],
|
||
)
|
||
|
||
parser.add_argument(
|
||
"-o",
|
||
"--options",
|
||
dest="options",
|
||
action="store_true",
|
||
help="See the available options",
|
||
default=False,
|
||
)
|
||
|
||
parser.add_argument(
|
||
"-d",
|
||
"--description",
|
||
dest="description",
|
||
action="store_true",
|
||
help="Whether to provide a description of the data.",
|
||
default=False,
|
||
)
|
||
|
||
parser.add_argument(
|
||
"-s",
|
||
"--start",
|
||
dest="start_date",
|
||
type=valid_date,
|
||
help="Starting date (YYYY-MM-DD) of data",
|
||
default="1980-01-01",
|
||
)
|
||
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, raw=True
|
||
)
|
||
if ns_parser:
|
||
fred_view.plot_icebofa(
|
||
data_type=ns_parser.data_type,
|
||
category=ns_parser.category,
|
||
area=ns_parser.area,
|
||
grade=ns_parser.grade,
|
||
options=ns_parser.options,
|
||
description=ns_parser.description,
|
||
start_date=ns_parser.start_date,
|
||
end_date=ns_parser.end_date,
|
||
raw=ns_parser.raw,
|
||
export=ns_parser.export,
|
||
sheet_name=" ".join(ns_parser.sheet_name)
|
||
if ns_parser.sheet_name
|
||
else None,
|
||
)
|
||
|
||
@log_start_end(log=logger)
|
||
def call_moody(self, other_args: List[str]):
|
||
"""Process moody command"""
|
||
parser = argparse.ArgumentParser(
|
||
add_help=False,
|
||
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
||
prog="moody",
|
||
description="Moody's Aaa and Baa are investment bonds that acts as an index of "
|
||
"the performance of all bonds given an Aaa or Baa rating by Moody's Investors Service respectively"
|
||
"These corporate bonds often are used in macroeconomics as an alternative to the federal ten-year "
|
||
"Treasury Bill as an indicator of the interest rate.",
|
||
)
|
||
|
||
parser.add_argument(
|
||
"-t",
|
||
"--type",
|
||
dest="data_type",
|
||
type=str,
|
||
help="What type you'd like to collect data for",
|
||
default="aaa",
|
||
choices=fred_view.MOODY_TO_OPTIONS["Type"].keys(),
|
||
)
|
||
|
||
parser.add_argument(
|
||
"--spread",
|
||
dest="spread",
|
||
type=str,
|
||
help="Whether you want to show the spread",
|
||
default=None,
|
||
choices=fred_view.MOODY_TO_OPTIONS["Spread"],
|
||
)
|
||
|
||
parser.add_argument(
|
||
"-s",
|
||
"--start",
|
||
dest="start_date",
|
||
type=valid_date,
|
||
help="Starting date (YYYY-MM-DD) of data",
|
||
default="1980-01-01",
|
||
)
|
||
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, raw=True
|
||
)
|
||
if ns_parser:
|
||
fred_view.plot_moody(
|
||
data_type=ns_parser.data_type,
|
||
spread=ns_parser.spread,
|
||
start_date=ns_parser.start_date,
|
||
end_date=ns_parser.end_date,
|
||
raw=ns_parser.raw,
|
||
export=ns_parser.export,
|
||
sheet_name=" ".join(ns_parser.sheet_name)
|
||
if ns_parser.sheet_name
|
||
else None,
|
||
)
|
||
|
||
@log_start_end(log=logger)
|
||
def call_cp(self, other_args: List[str]):
|
||
"""Process cp command"""
|
||
parser = argparse.ArgumentParser(
|
||
add_help=False,
|
||
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
||
prog="cp",
|
||
description="Commercial paper (CP) consists of short-term, promissory notes "
|
||
"issued primarily by corporations. Maturities range up to 270 days but average "
|
||
"about 30 days. Many companies use CP to raise cash needed for current "
|
||
"transactions, and many find it to be a lower-cost alternative to bank loans.",
|
||
)
|
||
|
||
parser.add_argument(
|
||
"-m",
|
||
"--maturity",
|
||
dest="maturity",
|
||
type=str,
|
||
help="What type you'd like to collect data for",
|
||
default="30d",
|
||
choices=fred_model.CP_TO_OPTIONS["Maturity"],
|
||
)
|
||
|
||
parser.add_argument(
|
||
"-c",
|
||
"--category",
|
||
dest="category",
|
||
type=str,
|
||
help="What category you'd like to collect data for",
|
||
default="financial",
|
||
choices=fred_model.CP_TO_OPTIONS["Category"],
|
||
)
|
||
|
||
parser.add_argument(
|
||
"-g",
|
||
"--grade",
|
||
dest="grade",
|
||
type=str,
|
||
help="What grade you'd like to collect data for",
|
||
default="aa",
|
||
choices=fred_model.CP_TO_OPTIONS["Grade"],
|
||
)
|
||
|
||
parser.add_argument(
|
||
"-o",
|
||
"--options",
|
||
dest="options",
|
||
action="store_true",
|
||
help="See the available options",
|
||
default=False,
|
||
)
|
||
|
||
parser.add_argument(
|
||
"-d",
|
||
"--description",
|
||
dest="description",
|
||
action="store_true",
|
||
help="Whether to provide a description of the data.",
|
||
default=False,
|
||
)
|
||
|
||
parser.add_argument(
|
||
"-s",
|
||
"--start",
|
||
dest="start_date",
|
||
type=valid_date,
|
||
help="Starting date (YYYY-MM-DD) of data",
|
||
default="1980-01-01",
|
||
)
|
||
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, raw=True
|
||
)
|
||
if ns_parser:
|
||
fred_view.plot_cp(
|
||
maturity=ns_parser.maturity,
|
||
category=ns_parser.category,
|
||
grade=ns_parser.grade,
|
||
options=ns_parser.options,
|
||
description=ns_parser.description,
|
||
start_date=ns_parser.start_date,
|
||
end_date=ns_parser.end_date,
|
||
raw=ns_parser.raw,
|
||
export=ns_parser.export,
|
||
sheet_name=" ".join(ns_parser.sheet_name)
|
||
if ns_parser.sheet_name
|
||
else None,
|
||
)
|
||
|
||
@log_start_end(log=logger)
|
||
def call_spot(self, other_args: List[str]):
|
||
"""Process spot command"""
|
||
parser = argparse.ArgumentParser(
|
||
add_help=False,
|
||
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
||
prog="spot",
|
||
description="The spot rate for any maturity is the yield on a bond that provides "
|
||
"a single payment at that maturity. This is a zero coupon bond. Because each "
|
||
"spot rate pertains to a single cashflow, it is the relevant interest rate "
|
||
"concept for discounting a pension liability at the same maturity.",
|
||
)
|
||
|
||
parser.add_argument(
|
||
"-m",
|
||
"--maturity",
|
||
dest="maturity",
|
||
type=str,
|
||
help="What maturity you'd like to collect data for",
|
||
default="10y",
|
||
)
|
||
|
||
parser.add_argument(
|
||
"-c",
|
||
"--category",
|
||
dest="category",
|
||
type=str,
|
||
help="What category you'd like to collect data for",
|
||
default="spot_rate",
|
||
)
|
||
|
||
parser.add_argument(
|
||
"-d",
|
||
"--description",
|
||
dest="description",
|
||
action="store_true",
|
||
help="Whether to provide a description of the data.",
|
||
default=False,
|
||
)
|
||
|
||
parser.add_argument(
|
||
"-s",
|
||
"--start",
|
||
dest="start_date",
|
||
type=valid_date,
|
||
help="Starting date (YYYY-MM-DD) of data",
|
||
default="1980-01-01",
|
||
)
|
||
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, raw=True
|
||
)
|
||
if ns_parser:
|
||
maturity = [m.replace(".0", "") for m in list_from_str(ns_parser.maturity)]
|
||
category = list_from_str(ns_parser.category)
|
||
|
||
fred_view.plot_spot(
|
||
maturity=maturity,
|
||
category=category,
|
||
description=ns_parser.description,
|
||
start_date=ns_parser.start_date,
|
||
end_date=ns_parser.end_date,
|
||
raw=ns_parser.raw,
|
||
export=ns_parser.export,
|
||
sheet_name=" ".join(ns_parser.sheet_name)
|
||
if ns_parser.sheet_name
|
||
else None,
|
||
)
|
||
|
||
@log_start_end(log=logger)
|
||
def call_hqm(self, other_args: List[str]):
|
||
"""Process hqdm command"""
|
||
parser = argparse.ArgumentParser(
|
||
add_help=False,
|
||
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
||
prog="hqm",
|
||
description="The HQM yield curve represents the high quality corporate bond market, i.e., "
|
||
"corporate bonds rated AAA, AA, or A. The HQM curve contains two regression terms. These "
|
||
"terms are adjustment factors that blend AAA, AA, and A bonds into a single HQM yield curve "
|
||
"that is the market-weighted average (MWA) quality of high quality bonds.",
|
||
)
|
||
|
||
parser.add_argument(
|
||
"-d",
|
||
"--date",
|
||
dest="date",
|
||
type=valid_date,
|
||
help="Define the date of the yield curve.",
|
||
default=None,
|
||
)
|
||
|
||
parser.add_argument(
|
||
"-p",
|
||
"--par",
|
||
dest="par",
|
||
action="store_true",
|
||
help="Whether to include the Par Yield.",
|
||
default=False,
|
||
)
|
||
|
||
ns_parser = self.parse_known_args_and_warn(
|
||
parser, other_args, EXPORT_BOTH_RAW_DATA_AND_FIGURES, raw=True
|
||
)
|
||
if ns_parser:
|
||
fred_view.plot_hqm(
|
||
date=ns_parser.date.strftime("%Y-%m-%d") if ns_parser.date else "",
|
||
par=ns_parser.par,
|
||
raw=ns_parser.raw,
|
||
export=ns_parser.export,
|
||
sheet_name=" ".join(ns_parser.sheet_name)
|
||
if ns_parser.sheet_name
|
||
else None,
|
||
)
|
||
|
||
@log_start_end(log=logger)
|
||
def call_icespread(self, other_args: List[str]):
|
||
"""Process icespread command"""
|
||
parser = argparse.ArgumentParser(
|
||
add_help=False,
|
||
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
||
prog="icespread",
|
||
description="Plot various rates from the United States. This includes tbill (Treasury Bills), "
|
||
"Constant Maturity treasuries (cmn) and Inflation Protected Treasuries (TIPS)",
|
||
)
|
||
|
||
parser.add_argument(
|
||
"-c",
|
||
"--category",
|
||
dest="category",
|
||
type=str,
|
||
help="What category you'd like to collect data for",
|
||
default="all",
|
||
choices=fred_model.ICE_BOFA_TO_OPTIONS["Category"],
|
||
)
|
||
|
||
parser.add_argument(
|
||
"-a",
|
||
"--area",
|
||
dest="area",
|
||
type=str,
|
||
help="What region you'd like to collect data for",
|
||
default="us",
|
||
choices=fred_model.ICE_BOFA_TO_OPTIONS["Area"],
|
||
)
|
||
|
||
parser.add_argument(
|
||
"-g",
|
||
"--grade",
|
||
dest="grade",
|
||
type=str,
|
||
help="What grade you'd like to collect data for",
|
||
default="non_sovereign",
|
||
choices=fred_model.ICE_BOFA_TO_OPTIONS["Grade"],
|
||
)
|
||
|
||
parser.add_argument(
|
||
"-o",
|
||
"--options",
|
||
dest="options",
|
||
action="store_true",
|
||
help="See the available options",
|
||
default=False,
|
||
)
|
||
|
||
parser.add_argument(
|
||
"-d",
|
||
"--description",
|
||
dest="description",
|
||
action="store_true",
|
||
help="Whether to provide a description of the data.",
|
||
default=False,
|
||
)
|
||
|
||
parser.add_argument(
|
||
"-s",
|
||
"--start",
|
||
dest="start_date",
|
||
type=valid_date,
|
||
help="Starting date (YYYY-MM-DD) of data",
|
||
default="1980-01-01",
|
||
)
|
||
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, raw=True
|
||
)
|
||
if ns_parser:
|
||
fred_view.plot_icebofa(
|
||
data_type="spread",
|
||
category=ns_parser.category,
|
||
area=ns_parser.area,
|
||
grade=ns_parser.grade,
|
||
options=ns_parser.options,
|
||
description=ns_parser.description,
|
||
start_date=ns_parser.start_date,
|
||
end_date=ns_parser.end_date,
|
||
raw=ns_parser.raw,
|
||
export=ns_parser.export,
|
||
sheet_name=" ".join(ns_parser.sheet_name)
|
||
if ns_parser.sheet_name
|
||
else None,
|
||
)
|
||
|
||
@log_start_end(log=logger)
|
||
def call_tbffr(self, other_args: List[str]):
|
||
"""Process tbffr command"""
|
||
parser = argparse.ArgumentParser(
|
||
add_help=False,
|
||
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
|
||
prog="tbffr",
|
||
description="Get Selected Treasury Bill Minus Federal Funds Rate.",
|
||
)
|
||
parser.add_argument(
|
||
"-p",
|
||
"--parameter",
|
||
dest="parameter",
|
||
type=str,
|
||
help="Selected Treasury Bill",
|
||
default="3_month",
|
||
choices=fred_model.TBFFR_PARAMETER_TO_FRED_ID.keys(),
|
||
)
|
||
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_tbffr(
|
||
parameter=ns_parser.parameter,
|
||
start_date=ns_parser.start_date,
|
||
end_date=ns_parser.end_date,
|
||
export=ns_parser.export,
|
||
sheet_name=" ".join(ns_parser.sheet_name)
|
||
if ns_parser.sheet_name
|
||
else None,
|
||
)
|