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9f0d592839
* remove python 3.9 support and code * black * more cli lint * more linting * more lint * fix for tests * docstring grammar police * add lock to to build function to avoid async import race conditions * grammar police * lots more linting * relock
82 lines
2.3 KiB
Python
82 lines
2.3 KiB
Python
"""FRED Treasury Constant Maturity Model."""
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# pylint: disable=unused-argument
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from typing import Any
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from openbb_core.provider.abstract.fetcher import Fetcher
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from openbb_core.provider.standard_models.tmc import (
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TreasuryConstantMaturityData,
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TreasuryConstantMaturityQueryParams,
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)
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from pydantic import field_validator
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TMC_PARAMETER_TO_FRED_ID = {
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"3m": "T10Y3M",
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"2y": "T10Y2Y",
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}
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class FREDTreasuryConstantMaturityQueryParams(TreasuryConstantMaturityQueryParams):
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"""FRED Treasury Constant Maturity Query."""
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class FREDTreasuryConstantMaturityData(TreasuryConstantMaturityData):
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"""FRED Treasury Constant Maturity Data."""
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__alias_dict__ = {"rate": "value"}
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@field_validator("rate", mode="before", check_fields=False)
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@classmethod
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def value_validate(cls, v):
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"""Validate rate."""
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try:
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return float(v)
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except ValueError:
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return None
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class FREDTreasuryConstantMaturityFetcher(
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Fetcher[
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FREDTreasuryConstantMaturityQueryParams,
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list[FREDTreasuryConstantMaturityData],
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]
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):
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"""Transform the query, extract and transform the data from the FRED endpoints."""
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@staticmethod
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def transform_query(
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params: dict[str, Any],
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) -> FREDTreasuryConstantMaturityQueryParams:
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"""Transform query."""
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return FREDTreasuryConstantMaturityQueryParams(**params)
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@staticmethod
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def extract_data(
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query: FREDTreasuryConstantMaturityQueryParams,
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credentials: dict[str, str] | None,
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**kwargs: Any
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) -> list:
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"""Extract data."""
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# pylint: disable=import-outside-toplevel
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from openbb_fred.utils.fred_base import Fred
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key = credentials.get("fred_api_key") if credentials else ""
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fred = Fred(key)
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data = fred.get_series(
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series_id=TMC_PARAMETER_TO_FRED_ID[query.maturity], # type: ignore
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start_date=query.start_date,
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end_date=query.end_date,
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**kwargs,
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)
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return data
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@staticmethod
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def transform_data(
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query: FREDTreasuryConstantMaturityQueryParams, data: list, **kwargs: Any
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) -> list[FREDTreasuryConstantMaturityData]:
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"""Transform data."""
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return [FREDTreasuryConstantMaturityData.model_validate(d) for d in data]
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