mirror of
https://github.com/OpenBB-finance/OpenBB.git
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f47d15088f
* ycrv bug * fred search multiple, test fix * ba/interest to allow multiple words * Fixes #3642 * Date logic * debug
240 lines
6.8 KiB
Python
240 lines
6.8 KiB
Python
""" Fred View """
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__docformat__ = "numpy"
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import logging
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import os
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import textwrap
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from typing import Optional, List, Tuple
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import matplotlib.pyplot as plt
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import numpy as np
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import pandas as pd
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from pandas.plotting import register_matplotlib_converters
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from openbb_terminal.config_plot import PLOT_DPI
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from openbb_terminal.config_terminal import theme
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from openbb_terminal.decorators import check_api_key
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from openbb_terminal.decorators import log_start_end
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from openbb_terminal.economy import fred_model
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from openbb_terminal.helper_funcs import (
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export_data,
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plot_autoscale,
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print_rich_table,
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is_valid_axes_count,
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)
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from openbb_terminal.rich_config import console
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logger = logging.getLogger(__name__)
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register_matplotlib_converters()
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@log_start_end(log=logger)
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def format_units(num: int) -> str:
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"""Helper to format number into string with K,M,B,T. Number will be in form of 10^n"""
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number_zeros = int(np.log10(num))
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if number_zeros < 3:
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return str(num)
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if number_zeros < 6:
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return f"{int(num/1000)}K"
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if number_zeros < 9:
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return f"{int(num/1_000_000)}M"
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if number_zeros < 12:
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return f"{int(num/1_000_000_000)}B"
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if number_zeros < 15:
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return f"{int(num/1_000_000_000_000)}T"
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return f"10^{number_zeros}"
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@log_start_end(log=logger)
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@check_api_key(["API_FRED_KEY"])
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def notes(search_query: str, limit: int = 10):
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"""Display series notes. [Source: FRED]
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Parameters
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----------
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search_query : str
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Text query to search on fred series notes database
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limit : int
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Maximum number of series notes to display
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"""
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df_search = fred_model.get_series_notes(search_query, limit)
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if df_search.empty:
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return
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print_rich_table(
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df_search[["id", "title", "notes"]],
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title=f"[bold]Search results for {search_query}[/bold]",
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show_index=False,
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headers=["Series ID", "Title", "Description"],
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)
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@log_start_end(log=logger)
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@check_api_key(["API_FRED_KEY"])
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def display_fred_series(
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series_ids: List[str],
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start_date: Optional[str] = None,
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end_date: Optional[str] = None,
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limit: int = 10,
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get_data: bool = False,
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raw: bool = False,
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export: str = "",
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external_axes: Optional[List[plt.Axes]] = None,
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):
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"""Display (multiple) series from https://fred.stlouisfed.org. [Source: FRED]
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Parameters
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----------
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series_ids : List[str]
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FRED Series ID from https://fred.stlouisfed.org. For multiple series use: series1,series2,series3
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start_date : Optional[str]
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Starting date (YYYY-MM-DD) of data
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end_date : Optional[str]
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Ending date (YYYY-MM-DD) of data
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limit : int
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Number of data points to display.
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raw : bool
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Output only raw data
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export : str
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Export data to csv,json,xlsx or png,jpg,pdf,svg file
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external_axes : Optional[List[plt.Axes]], optional
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External axes (1 axis is expected in the list), by default None
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"""
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data, detail = fred_model.get_aggregated_series_data(
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series_ids, start_date, end_date
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)
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if data.empty:
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logger.error("No data")
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console.print("[red]No data available.[/red]\n")
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else:
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# Try to get everything onto the same 0-10 scale.
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# To do so, think in scientific notation. Divide the data by whatever the E would be
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if external_axes is None:
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_, ax = plt.subplots(figsize=plot_autoscale(), dpi=PLOT_DPI)
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elif is_valid_axes_count(external_axes, 1):
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(ax,) = external_axes
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else:
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return None
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for s_id, sub_dict in detail.items():
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data_to_plot, title = format_data_to_plot(data[s_id], sub_dict)
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ax.plot(
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data_to_plot.index,
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data_to_plot,
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label="\n".join(textwrap.wrap(title, 80))
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if len(series_ids) < 5
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else title,
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)
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ax.legend(
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bbox_to_anchor=(0, 0.40, 1, -0.52),
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loc="upper right",
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mode="expand",
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borderaxespad=0,
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prop={"size": 9},
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)
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ax.set_xlim(data.index[0], data.index[-1])
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theme.style_primary_axis(ax)
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if external_axes is None:
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theme.visualize_output()
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data.index = [x.strftime("%Y-%m-%d") for x in data.index]
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if raw:
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print_rich_table(
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data.tail(limit),
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headers=list(data.columns),
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show_index=True,
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index_name="Date",
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)
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export_data(
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export,
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os.path.dirname(os.path.abspath(__file__)),
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"fred",
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data,
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)
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if get_data:
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return data, detail
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return None
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def format_data_to_plot(data: pd.DataFrame, detail: dict) -> Tuple[pd.DataFrame, str]:
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"""Helper to format data to plot"""
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data_to_plot = data.dropna()
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exponent = int(np.log10(data_to_plot.max()))
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data_to_plot /= 10**exponent
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multiplier = f"x {format_units(10**exponent)}" if exponent > 0 else ""
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title = f"{detail['title']} ({detail['units']}) {'['+multiplier+']' if multiplier else ''}"
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data_to_plot.index = pd.to_datetime(data_to_plot.index)
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return data_to_plot, title
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@log_start_end(log=logger)
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@check_api_key(["API_FRED_KEY"])
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def display_yield_curve(
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date: str = "",
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external_axes: Optional[List[plt.Axes]] = None,
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raw: bool = False,
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export: str = "",
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):
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"""Display yield curve based on US Treasury rates for a specified date.
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Parameters
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----------
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date: str
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Date to get curve for. If None, gets most recent date (format yyyy-mm-dd)
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external_axes : Optional[List[plt.Axes]], optional
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External axes (1 axis is expected in the list), by default None
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raw : bool
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Output only raw data
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export : str
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Export data to csv,json,xlsx or png,jpg,pdf,svg file
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"""
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rates, date_of_yield = fred_model.get_yield_curve(date, True)
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if rates.empty:
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console.print(f"[red]Yield data not found for {date_of_yield}.[/red]\n")
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return
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if external_axes is None:
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_, ax = plt.subplots(figsize=plot_autoscale(), dpi=PLOT_DPI)
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elif is_valid_axes_count(external_axes, 1):
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(ax,) = external_axes
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else:
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return
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ax.plot(rates["Maturity"], rates["Rate"], "-o")
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ax.set_xlabel("Maturity")
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ax.set_ylabel("Rate (%)")
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theme.style_primary_axis(ax)
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if external_axes is None:
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ax.set_title(f"US Yield Curve for {date_of_yield} ")
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theme.visualize_output()
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if raw:
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print_rich_table(
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rates,
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headers=list(rates.columns),
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show_index=False,
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title=f"United States Yield Curve for {date_of_yield}",
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floatfmt=".3f",
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)
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export_data(
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export,
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os.path.dirname(os.path.abspath(__file__)),
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"ycrv",
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rates,
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)
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