diff --git a/CEDA/__init__.py b/CEDA/__init__.py index fb28ff7..a6ba8a5 100644 --- a/CEDA/__init__.py +++ b/CEDA/__init__.py @@ -1,7 +1,7 @@ import sys import os -__version__ = "0.1.9a" +__version__ = "0.1.9b" __author__ = "Terence Lau" diff --git a/CEDA/macroecon/eu.py b/CEDA/macroecon/eu.py index e1eb4fd..eb1511b 100644 --- a/CEDA/macroecon/eu.py +++ b/CEDA/macroecon/eu.py @@ -872,6 +872,11 @@ def Consumer_Opinion_Survey(): description = "Consumer opinion surveys, Monthly, Seasonally Adjusted" return df, name_list, description +def EU_EPU_Monthly(): + df = pd.read_excel("https://www.policyuncertainty.com/media/Europe_Policy_Uncertainty_Data.xlsx")[:-1] + df['Date']=pd.to_datetime(df['Year'].apply(str).str.cat(df['Month'].apply(int).apply(str),sep='-'), format='%Y-%m') + df = df[["Date", "European_News_Index", "Germany_News_Index", "Italy_News_Index", "UK_News_Index", "France_News_Index"]] + return df class ecb_data(object): def __init__(self, url=url["ecb"]): diff --git a/CEDA/macroecon/us.py b/CEDA/macroecon/us.py index 3b778b5..333bb97 100644 --- a/CEDA/macroecon/us.py +++ b/CEDA/macroecon/us.py @@ -1092,4 +1092,16 @@ def Leading_Indicators_OECD(startdate = "1950-01", enddate = "2021-05"): df = pd.merge_asof(df_cli, df_bci, on = "Date") df = pd.merge_asof(df, df_cci, on = "Date") + return df + +def US_EPU_Monthly(): + df = pd.read_excel("https://www.policyuncertainty.com/media/US_Policy_Uncertainty_Data.xlsx")[:-1] + df['Date']=pd.to_datetime(df['Year'].apply(str).str.cat(df['Month'].apply(int).apply(str),sep='-'), format='%Y-%m') + df = df[["Date", "US_Three_Component_Index", "US_EPU"]] + return df + +def US_EPU_Daily(): + df = pd.read_csv("https://www.policyuncertainty.com/media/All_Daily_Policy_Data.csv")[:-1] + df['Date']=pd.to_datetime(df['year'].apply(str).str.cat(df['month'].apply(str),sep='-').apply(str).str.cat(df['day'].apply(str),sep='-'), format='%Y-%m-%d') + df = df.drop(["year", "month", "day"], axis=1) return df \ No newline at end of file diff --git a/setup.py b/setup.py index 11699ba..ba8082e 100644 --- a/setup.py +++ b/setup.py @@ -2,7 +2,7 @@ from setuptools import setup, find_packages import os setup( name = "CEDApy", - version = "0.1.9a", + version = "0.1.9b", keywords = "quantitative economic data", long_description = open( os.path.join(