import pandas as pd import numpy as np import requests from fake_useragent import UserAgent import io import os import time import json import demjson from datetime import datetime # Main Economic Indicators: https://alfred.stlouisfed.org/release?rid=205 url = { "fred_econ": "https://fred.stlouisfed.org/graph/fredgraph.csv?", "philfed": "https://www.philadelphiafed.org/surveys-and-data/real-time-data-research/", "chicagofed": "https://www.chicagofed.org/~/media/publications/", "OECD": "https://stats.oecd.org/sdmx-json/data/DP_LIVE/" } def date_transform(df, format_origin, format_after): return_list = [] for i in range(0, len(df)): return_list.append(datetime.strptime(df[i], format_origin).strftime(format_after)) return return_list def gdp_quarterly(startdate="1947-01-01", enddate="2021-01-01"): """ Full Name: Gross Domestic Product Description: Billions of Dollars, Quarterly, Seasonally Adjusted Annual Rate Return: pd.DataFrame """ tmp_url = url["fred_econ"] ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "GDP", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df.columns = ["Date", "GDP"] df["Date"] = pd.to_datetime(df["Date"], format = "%Y-%m-%d") df["GDP"] = df["GDP"].astype(float) return df def gdpc1_quarterly(startdate="1947-01-01", enddate="2021-01-01"): """ Full Name: Real Gross Domestic Product Description: Billions of Chained 2012 Dollars, Quarterly, Seasonally Adjusted Annual Rate Return: pd.DataFrame """ tmp_url = url["fred_econ"] ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "GDPC1", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) return df def oecd_gdp_monthly(startdate="1947-01-01", enddate="2021-01-01"): """ Full Name: Real Gross Domestic Product Description: Billions of Chained 2012 Dollars, Quarterly, Seasonally Adjusted Annual Rate Return: pd.DataFrame """ tmp_url = url["fred_econ"] ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "USALORSGPNOSTSAM", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) return df def payems_monthly(startdate="1939-01-01", enddate="2021-01-01"): """ Full Name: All Employees, Total Nonfarm Description: Thousands of Persons,Seasonally Adjusted, Monthly Return: pd.DataFrame """ tmp_url = url["fred_econ"] ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "PAYEMS", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df.columns = ["Date", "Payems"] df["Date"] = pd.to_datetime(df["Date"], format = "%Y-%m-%d") df["Payems"] = df["Payems"].astype(float) return df def ppi(): tmp_url = url["fred_econ"] + "bgcolor=%23e1e9f0&chart_type=line&drp=0&fo=open%20sans&graph_bgcolor=%23ffffff&height=450&mode=fred&recession_bars=on&txtcolor=%23444444&ts=12&tts=12&width=968&nt=0&thu=0&trc=0&show_legend=yes&show_axis_titles=yes&show_tooltip=yes&id=PPIACO,PCUOMFGOMFG&scale=left,left&cosd=1913-01-01,1984-12-01&coed=2021-04-01,2021-04-01&line_color=%234572a7,%23aa4643&link_values=false,false&line_style=solid,solid&mark_type=none,none&mw=3,3&lw=2,2&ost=-99999,-99999&oet=99999,99999&mma=0,0&fml=a,a&fq=Monthly,Monthly&fam=avg,avg&fgst=lin,lin&fgsnd=2020-02-01,2020-02-01&line_index=1,2&transformation=lin,lin&vintage_date=2021-06-10,2021-06-10&revision_date=2021-06-10,2021-06-10&nd=1913-01-01,1984-12-01" ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} r = requests.get(tmp_url, headers=request_header) data_text = r.content df = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df["DATE"] = pd.to_datetime(df["DATE"], format="%Y-%m-%d") #df = df[list(df.columns[1:])].replace(".", np.nan).astype(float) name_list = { "PPIACO": "Producer Price Index by Commodity: All Commodities", "PCUOMFGOMFG": "Producer Price Index by Industry: Total Manufacturing Industries" } df.replace(".", np.nan, inplace = True) df.columns = ["Date", "PPI_C", "PPI_I"] df["Date"] = pd.to_datetime(df["Date"], format = "%Y-%m-%d") df[["PPI_C", "PPI_I"]] = df[["PPI_C", "PPI_I"]].astype(float) return df def pmi(): t = time.time() res = requests.get( f"https://cdn.jin10.com/dc/reports/dc_usa_ism_pmi_all.js?v={str(int(round(t * 1000))), str(int(round(t * 1000)) + 90)}" ) json_data = json.loads(res.text[res.text.find("{"): res.text.rfind("}") + 1]) date_list = [item["date"] for item in json_data["list"]] value_list = [item["datas"]["美国ISM制造业PMI报告"] for item in json_data["list"]] value_df = pd.DataFrame(value_list) value_df.columns = json_data["kinds"] value_df.index = pd.to_datetime(date_list) temp_df = value_df["今值"] url = "https://datacenter-api.jin10.com/reports/list_v2" params = { "max_date": "", "category": "ec", "attr_id": "28", "_": str(int(round(t * 1000))), } headers = { "accept": "*/*", "accept-encoding": "gzip, deflate, br", "accept-language": "zh-CN,zh;q=0.9,en;q=0.8", "cache-control": "no-cache", "origin": "https://datacenter.jin10.com", "pragma": "no-cache", "referer": "https://datacenter.jin10.com/reportType/dc_usa_michigan_consumer_sentiment", "sec-fetch-dest": "empty", "sec-fetch-mode": "cors", "sec-fetch-site": "same-site", "user-agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/80.0.3987.149 Safari/537.36", "x-app-id": "rU6QIu7JHe2gOUeR", "x-csrf-token": "", "x-version": "1.0.0", } r = requests.get(url, params=params, headers=headers) temp_se = pd.DataFrame(r.json()["data"]["values"]).iloc[:, :2] temp_se.index = pd.to_datetime(temp_se.iloc[:, 0]) temp_se = temp_se.iloc[:, 1] temp_df = temp_df.append(temp_se) temp_df.dropna(inplace=True) temp_df.sort_index(inplace=True) temp_df = temp_df.reset_index() temp_df.drop_duplicates(subset="index", inplace=True) temp_df.set_index("index", inplace=True) temp_df = temp_df.squeeze() temp_df.index.name = None temp_df.name = "usa_ism_pmi" temp_df = temp_df.astype("float") PMI_I = pd.DataFrame() PMI_I["Date"] = pd.to_datetime(temp_df.index, format = "%Y-%m-%d") PMI_I["ISM_PMI_I"] = np.array(temp_df).astype(float) t = time.time() res = requests.get( f"https://cdn.jin10.com/dc/reports/dc_usa_ism_non_pmi_all.js?v={str(int(round(t * 1000))), str(int(round(t * 1000)) + 90)}" ) json_data = json.loads(res.text[res.text.find("{"): res.text.rfind("}") + 1]) date_list = [item["date"] for item in json_data["list"]] value_list = [item["datas"]["美国ISM非制造业PMI报告"] for item in json_data["list"]] value_df = pd.DataFrame(value_list) value_df.columns = json_data["kinds"] value_df.index = pd.to_datetime(date_list) temp_df = value_df["今值"] url = "https://datacenter-api.jin10.com/reports/list_v2" params = { "max_date": "", "category": "ec", "attr_id": "29", "_": str(int(round(t * 1000))), } headers = { "accept": "*/*", "accept-encoding": "gzip, deflate, br", "accept-language": "zh-CN,zh;q=0.9,en;q=0.8", "cache-control": "no-cache", "origin": "https://datacenter.jin10.com", "pragma": "no-cache", "referer": "https://datacenter.jin10.com/reportType/dc_usa_michigan_consumer_sentiment", "sec-fetch-dest": "empty", "sec-fetch-mode": "cors", "sec-fetch-site": "same-site", "user-agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/80.0.3987.149 Safari/537.36", "x-app-id": "rU6QIu7JHe2gOUeR", "x-csrf-token": "", "x-version": "1.0.0", } r = requests.get(url, params=params, headers=headers) temp_se = pd.DataFrame(r.json()["data"]["values"]).iloc[:, :2] temp_se.index = pd.to_datetime(temp_se.iloc[:, 0]) temp_se = temp_se.iloc[:, 1] temp_df = temp_df.append(temp_se) temp_df.dropna(inplace=True) temp_df.sort_index(inplace=True) temp_df = temp_df.reset_index() temp_df.drop_duplicates(subset="index", inplace=True) temp_df.set_index("index", inplace=True) temp_df = temp_df.squeeze() temp_df.index.name = None temp_df.name = "usa_ism_non_pmi" temp_df = temp_df.astype("float") PMI_NI = pd.DataFrame() PMI_NI["Date"] = pd.to_datetime(temp_df.index, format = "%Y-%m-%d") PMI_NI["ISM_PMI_NI"] = np.array(temp_df).astype(float) PMI = pd.merge_asof(PMI_I, PMI_NI, on = "Date") return PMI def unrate(startdate="1948-01-01", enddate="2021-01-01"): """ Full Name: Unemployment Rate: Aged 15-64: All Persons for the United States Description: Percent, Seasonally Adjusted, Monthly, Quarterly and Annually Return: pd.DataFrame """ tmp_url = url["fred_econ"] ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "LRUN64TTUSM156S", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_monthly = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_monthly["DATE"] = pd.to_datetime(df_monthly["DATE"], format="%Y-%m-%d") ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "LRUN64TTUSQ156S", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_quarterly = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_quarterly["DATE"] = pd.to_datetime( df_quarterly["DATE"], format="%Y-%m-%d") ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "LRUN64TTUSA156S", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_annually = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_annually["DATE"] = pd.to_datetime( df_annually["DATE"], format="%Y-%m-%d") df = pd.merge_asof( df_monthly, df_quarterly, on="DATE", direction="backward") df = pd.merge_asof(df, df_annually, on="DATE", direction="backward") df.columns = ["Date", "UR_Monthly", "UR_Quarterly", "UR_Annually"] return df def erate(startdate="1955-01-01", enddate="2021-01-01"): """ Full Name: Employment Rate: Aged 25-54: All Persons for the United States Description: Percent,Seasonally Adjusted, Monthly, Quarterly and Annually Return: pd.DataFrame """ tmp_url = url["fred_econ"] ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "LREM25TTUSM156S", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_monthly = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_monthly["DATE"] = pd.to_datetime(df_monthly["DATE"], format="%Y-%m-%d") ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "LREM25TTUSQ156S", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_quarterly = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_quarterly["DATE"] = pd.to_datetime( df_quarterly["DATE"], format="%Y-%m-%d") ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "LREM25TTUSA156S", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_annually = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_annually["DATE"] = pd.to_datetime( df_annually["DATE"], format="%Y-%m-%d") df = pd.merge_asof( df_monthly, df_quarterly, on="DATE", direction="backward") df = pd.merge_asof(df, df_annually, on="DATE", direction="backward") df.columns = ["Date", "ER_Monthly", "ER_Quarterly", "ER_Annually"] def pce_monthly(startdate="1959-01-01", enddate="2021-01-01"): """ Full Name: PCE Description: Percent, Monthly, Seasonally Adjusted Return: pd.DataFrame """ tmp_url = url["fred_econ"] ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "PCE", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) return df def cpi(startdate="1960-01-01", enddate="2021-01-01"): """ Full Name: Consumer Price Index: Total All Items for the United States Description: Percent, Monthly, Quarterly and Annually, Seasonally Adjusted Return: pd.DataFrame """ tmp_url = url["fred_econ"] ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "CPALTT01USM661S", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_monthly = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_monthly["DATE"] = pd.to_datetime(df_monthly["DATE"], format="%Y-%m-%d") ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "CPALTT01USQ661S", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_quarterly = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_quarterly["DATE"] = pd.to_datetime( df_quarterly["DATE"], format="%Y-%m-%d") ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "CPALTT01USA661S", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_annually = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_annually["DATE"] = pd.to_datetime( df_annually["DATE"], format="%Y-%m-%d") df = pd.merge_asof( df_monthly, df_quarterly, on="DATE", direction="backward") df = pd.merge_asof(df, df_annually, on="DATE", direction="backward") df.columns = ["Date", "CPI_Monthly", "CPI_Quarterly", "CPI_Annually"] df["Date"] = pd.to_datetime(df["Date"], format = "%Y-%m-%d") df[["CPI_Monthly", "CPI_Quarterly", "CPI_Annually"]] = df[["CPI_Monthly", "CPI_Quarterly", "CPI_Annually"]].astype(float) return df def m1(startdate="1960-01-01", enddate="2021-01-01"): """ Full Name: Consumer Price Index: M3 for the United States Description: Growth Rate Previous Period, Monthly, Quarterly and Annually, Seasonally Adjusted Return: pd.DataFrame """ tmp_url = url["fred_econ"] ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "WM1NS", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_weekly = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_weekly["DATE"] = pd.to_datetime(df_weekly["DATE"], format="%Y-%m-%d") ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "MANMM101USM657S", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_monthly = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_monthly["DATE"] = pd.to_datetime(df_monthly["DATE"], format="%Y-%m-%d") ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "MANMM101USQ657S", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_quarterly = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_quarterly["DATE"] = pd.to_datetime( df_quarterly["DATE"], format="%Y-%m-%d") ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "MANMM101USA657S", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_annually = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_annually["DATE"] = pd.to_datetime( df_annually["DATE"], format="%Y-%m-%d") df = pd.merge_asof(df_weekly, df_monthly, on="DATE", direction="backward") df = pd.merge_asof(df, df_quarterly, on="DATE", direction="backward") df = pd.merge_asof(df, df_annually, on="DATE", direction="backward") df.columns = [ "Date", "M1_Weekly", "M1_Monthly", "M1_Quarterly", "M1_Annually"] return df def m2(startdate="1960-01-01", enddate="2021-01-01"): """ Full Name: M2 Money Stock Description: Seasonally Adjusted, Weekly, Monthly, Quarterly and Annually, Seasonally Adjusted Return: pd.DataFrame """ tmp_url = url["fred_econ"] ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "WM2NS", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_weekly = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_weekly["DATE"] = pd.to_datetime(df_weekly["DATE"], format="%Y-%m-%d") ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "M2SL", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_monthly = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_monthly["DATE"] = pd.to_datetime(df_monthly["DATE"], format="%Y-%m-%d") df = pd.merge_asof(df_weekly, df_monthly, on="DATE", direction="backward") df.columns = ["Date", "M2_Weekly", "M2_Monthly"] return df def m3(startdate="1960-01-01", enddate="2021-01-01"): """ Full Name: Consumer Price Index: M3 for the United States Description: Growth Rate Previous Period, Monthly, Quarterly and Annually, Seasonally Adjusted Return: pd.DataFrame """ tmp_url = url["fred_econ"] ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "MABMM301USM657S", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_monthly = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_monthly["DATE"] = pd.to_datetime(df_monthly["DATE"], format="%Y-%m-%d") ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "MABMM301USQ657S", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_quarterly = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_quarterly["DATE"] = pd.to_datetime( df_quarterly["DATE"], format="%Y-%m-%d") ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "MABMM301USA657S", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_annually = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_annually["DATE"] = pd.to_datetime( df_annually["DATE"], format="%Y-%m-%d") df = pd.merge_asof( df_monthly, df_quarterly, on="DATE", direction="backward") df = pd.merge_asof(df, df_annually, on="DATE", direction="backward") df.columns = ["Date", "M3_Monthly", "M3_Quarterly", "M3_Annually"] return df def ltgby_10(startdate="1955-01-01", enddate="2021-01-01"): """ Full Name: Long-Term Government Bond Yields: 10-year: Main (Including Benchmark) for the United States Description: Percent,Not Seasonally Adjusted, Monthly, Quarterly and Annually Return: pd.DataFrame """ tmp_url = url["fred_econ"] ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "IRLTLT01USM156N", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_monthly = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_monthly["DATE"] = pd.to_datetime(df_monthly["DATE"], format="%Y-%m-%d") ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "IRLTLT01USQ156N", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_quarterly = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_quarterly["DATE"] = pd.to_datetime( df_quarterly["DATE"], format="%Y-%m-%d") ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "IRLTLT01USA156N", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_annually = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_annually["DATE"] = pd.to_datetime( df_annually["DATE"], format="%Y-%m-%d") df = pd.merge_asof( df_monthly, df_quarterly, on="DATE", direction="backward") df = pd.merge_asof(df, df_annually, on="DATE", direction="backward") df.columns = ["Date", "ltgby_Monthly", "ltgby_Quarterly", "ltgby_Annually"] return df def gdp_ipd(startdate="1955-01-01", enddate="2021-01-01"): """ Full Name: Long-Term Government Bond Yields: 10-year: Main (Including Benchmark) for the United States Description: Percent,Not Seasonally Adjusted, Monthly, Quarterly and Annually Return: pd.DataFrame """ tmp_url = url["fred_econ"] ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "USAGDPDEFQISMEI", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_quarterly = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_quarterly["DATE"] = pd.to_datetime( df_quarterly["DATE"], format="%Y-%m-%d") ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "USAGDPDEFAISMEI", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_annually = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_annually["DATE"] = pd.to_datetime( df_annually["DATE"], format="%Y-%m-%d") df = pd.merge_asof( df_quarterly, df_annually, on="DATE", direction="backward") df.columns = ["Date", "gdp_ipd_Quarterly", "gdp_ipd_Annually"] return df def cci(startdate="1955-01-01", enddate="2021-01-01"): """ Full Name: Consumer Opinion Surveys: Confidence Indicators: Composite Indicators: OECD Indicator for the United States Description: Normalised (Normal=100), Seasonally Adjusted, Monthly Return: pd.DataFrame """ tmp_url = url["fred_econ"] ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "CSCICP03USM665S", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df.columns = ["Date", "CCI_Monthly"] df["Date"] = pd.to_datetime(df["Date"], format = "%Y-%m-%d") return df def bci(startdate="1955-01-01", enddate="2021-01-01"): """ Full Name: Business confidence index OECD Indicator for the United States Description: Normalised (Normal=100), Seasonally Adjusted, Monthly Return: pd.DataFrame """ tmp_url = url["fred_econ"] ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "BSCICP03USM665S", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df.columns = ["Date", "BCI_Annually"] df["Date"] = pd.to_datetime(df["Date"], format = "%Y-%m-%d") return df def ibr_3(startdate="1965-01-01", enddate="2021-01-01"): """ Full Name: 3-Month or 90-day Rates and Yields: Interbank Rates for the United States Description: Percent, Not Seasonally Adjusted, Monthly and Quarterly """ tmp_url = url["fred_econ"] ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "IR3TIB01USM156N", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_monthly = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_monthly["DATE"] = pd.to_datetime(df_monthly["DATE"], format="%Y-%m-%d") ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "IR3TIB01USQ156N", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_quarterly = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_quarterly["DATE"] = pd.to_datetime( df_quarterly["DATE"], format="%Y-%m-%d") df = pd.merge_asof( df_quarterly, df_quarterly, on="DATE", direction="backward") df.columns = ["Date", "ibr3_Monthly", "ibr3_Quarterly"] def gfcf_3(startdate="1965-01-01", enddate="2021-01-01"): """ Full Name: Gross Fixed Capital Formation in United States Description: United States Dollars,Not Seasonally Adjusted, Quarterly and Annually """ tmp_url = url["fred_econ"] ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "USAGFCFQDSMEI", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_quarterly = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_quarterly["DATE"] = pd.to_datetime( df_quarterly["DATE"], format="%Y-%m-%d") ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "USAGFCFADSMEI", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_annually = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_annually["DATE"] = pd.to_datetime( df_annually["DATE"], format="%Y-%m-%d") df = pd.merge_asof( df_quarterly, df_quarterly, on="DATE", direction="backward") df.columns = ["Date", "ibr3_Monthly", "ibr3_Annually"] return df def pfce(startdate="1955-01-01", enddate="2021-01-01"): """ Full Name: Private Final Consumption Expenditure in United States """ tmp_url = url["fred_econ"] ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "USAPFCEQDSMEI", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_quarterly = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_quarterly["DATE"] = pd.to_datetime( df_quarterly["DATE"], format="%Y-%m-%d") ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "USAPFCEADSMEI", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_annually = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_annually["DATE"] = pd.to_datetime( df_annually["DATE"], format="%Y-%m-%d") df = pd.merge_asof( df_quarterly, df_annually, on="DATE", direction="backward") df.columns = ["Date", "PFCE_Quarterly", "PFCE_Annually"] return df def tlp(startdate="1955-01-01", enddate="2021-01-01"): """ Full Name: Early Estimate of Quarterly ULC Indicators: Total Labor Productivity for the United States Description: Growth Rate Previous Period,Seasonally Adjusted, Quarterly and YoY Return: pd.DataFrame """ tmp_url = url["fred_econ"] ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "ULQELP01USQ657S", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_quarterly = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_quarterly["DATE"] = pd.to_datetime( df_quarterly["DATE"], format="%Y-%m-%d") ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "ULQELP01USQ659S", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_annually = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_annually["DATE"] = pd.to_datetime( df_annually["DATE"], format="%Y-%m-%d") df = pd.merge_asof( df_quarterly, df_annually, on="DATE", direction="backward") df.columns = ["Date", "PFCE_Quarterly", "PFCE_Quarterly_YoY"] return df def rt(startdate="1955-01-01", enddate="2021-01-01"): """ Full Name:Total Retail Trade in United States Description: Monthly and Anually Return: pd.DataFrame """ tmp_url = url["fred_econ"] ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "USASARTMISMEI", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_monthly = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_monthly["DATE"] = pd.to_datetime(df_monthly["DATE"], format="%Y-%m-%d") request_header = {"User-Agent": ua.random} request_params = { "id": "USASARTAISMEI", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_annually = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_annually["DATE"] = pd.to_datetime( df_annually["DATE"], format="%Y-%m-%d") df = pd.merge_asof( df_monthly, df_annually, on="DATE", direction="backward") df.columns = ["Date", "RT_Quarterly", "RT_Annually"] return df def bir(startdate="2003-01-01", enddate="2021-01-01"): """ Full Name:Total Retail Trade in United States Description: Monthly and Anually Return: pd.DataFrame """ tmp_url = url["fred_econ"] ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} request_params = { "id": "T5YIE", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_5y = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_5y["DATE"] = pd.to_datetime(df_5y["DATE"], format="%Y-%m-%d") request_header = {"User-Agent": ua.random} request_params = { "id": "T10YIE", "cosd": "{}".format(startdate), "coed": "{}".format(enddate) } r = requests.get(tmp_url, params=request_params, headers=request_header) data_text = r.content df_10y = pd.read_csv(io.StringIO(data_text.decode('utf-8'))) df_10y["DATE"] = pd.to_datetime(df_10y["DATE"], format="%Y-%m-%d") df = pd.merge_asof(df_5y, df_10y, on="DATE", direction="backward") df.columns = ["Date", "BIR_5y", "BIR_10y"] return df def adsbci(): """ An index designed to track real business conditions at high observation frequency """ ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} tmp_url = url["philfed"] + "ads" r = requests.get(tmp_url, headers=request_header) file = open("ads_temp.xls", "wb") file.write(r.content) file.close() df = pd.read_excel("ads_temp.xls") df.columns = ["Date", "ADS_Index"] df['Date'] = pd.to_datetime(df["Date"], format="%Y:%m:%d") os.remove("ads_temp.xls") return df def pci(): """ Tracks the degree of political disagreement among U.S. politicians at the federal level, Monthly """ df = pd.read_excel( "https://www.philadelphiafed.org/-/media/frbp/assets/data-visualizations/partisan-conflict.xlsx") df["Date"] = df["Year"].astype(str) + df["Month"] df["Date"] = pd.to_datetime(df["Date"], format="%Y%B") df = df.drop(["Year", "Month"], axis=1) df = df[["Date", "Partisan Conflict"]] return df def inflation_nowcasting(): ua = UserAgent(verify_ssl=False) request_header = {"User-Agent": ua.random} tmp_url = "https://www.clevelandfed.org/~/media/files/charting/%20nowcast_quarter.json" r = requests.get(tmp_url, headers=request_header) tmp_df = pd.DataFrame(demjson.decode(r.text)) df = pd.DataFrame() for i in range(0, len(tmp_df)): date = tmp_df['chart'][i]['subcaption'][:4] + "/" + \ pd.DataFrame(tmp_df["dataset"][i][0]['data'])['tooltext'].str.extract(r"\b(0?[1-9]|1[0-2])/(0?[1-9]|[12][0-9]|3[01])\b")[0] + "/" + \ pd.DataFrame(tmp_df["dataset"][i][0]['data'])['tooltext'].str.extract(r"\b(0?[1-9]|1[0-2])/(0?[1-9]|[12][0-9]|3[01])\b")[1] CPI_I = pd.DataFrame( (pd.DataFrame(tmp_df["dataset"][i])['data'])[0])["value"] C_CPI_I = pd.DataFrame( (pd.DataFrame(tmp_df["dataset"][i])['data'])[1])["value"] PCE_I = pd.DataFrame( (pd.DataFrame(tmp_df["dataset"][i])['data'])[2])["value"] C_PCE_I = pd.DataFrame( (pd.DataFrame(tmp_df["dataset"][i])['data'])[3])["value"] A_CPI_I = pd.DataFrame( (pd.DataFrame(tmp_df["dataset"][i])['data'])[4])["value"] A_C_CPI_I = pd.DataFrame( (pd.DataFrame(tmp_df["dataset"][i])['data'])[5])["value"] A_PCE_I = pd.DataFrame( (pd.DataFrame(tmp_df["dataset"][i])['data'])[6])["value"] A_C_PCE_I = pd.DataFrame( (pd.DataFrame(tmp_df["dataset"][i])['data'])[7])["value"] tmp_df2 = pd.DataFrame({"Date": date, "CPI_I": CPI_I, "C_CPI_I": C_CPI_I, "PCE_I": PCE_I, "C_PCE_I": C_PCE_I, "A_CPI_I": A_CPI_I, "A_C_CPI_I": A_C_CPI_I, "A_PCE_I": A_PCE_I, "A_C_PCE_I": A_C_PCE_I}) df = pd.concat([df, tmp_df2], axis=0) df.reset_index(drop=True, inplace=True) df.replace('', np.nan, inplace=True) return df def bbki(): tmp_url = url["chicagofed"] + "bbki/bbki-monthly-data-series-csv.csv" df = pd.read_csv(tmp_url) df["Date"] = date_transform(df["Date"], "%m/%d/%Y", "%Y-%m-%d") df["Date"] = pd.to_datetime(df["Date"], format = "%Y-%m-%d") return df def cfnai(): tmp_url = url["chicagofed"] + "cfnai/cfnai-data-series-csv.csv" df = pd.read_csv(tmp_url) df["Date"] = date_transform(df["Date"], "%Y/%m", "%Y-%m-%d") df["Date"] = pd.to_datetime(df["Date"], format = "%Y-%m-%d") return df def cfsbc(): tmp_url = url["chicagofed"] + "cfsbc/cfsbc-data-xlsx.xlsx" df = pd.read_excel(tmp_url) df["Date"] = date_transform(df["Date"], "%Y-%m", "%Y-%m-%d") df["Date"] = pd.to_datetime(df["Date"], format = "%Y-%m-%d") return df def nfci(): tmp_url = url["chicagofed"] + "nfci/decomposition-nfci-csv.csv" df = pd.read_csv(tmp_url) df.columns = ["Date", "NFCI", "Risk", "Credit", "Leverage"] df["Date"] = date_transform(df["Date"], "%Y/%m/%d", "%Y-%m-%d") df["Date"] = pd.to_datetime(df["Date"], format = "%Y-%m-%d") return df def Leading_Indicators_OECD(startdate = "1950-01", enddate = "2021-05"): # CLI tmp_url = url["OECD"] + "USA.CLI.AMPLITUD.LTRENDIDX.M/OECD" ua = UserAgent(verify_ssl=False) request_params = { "contentType": "csv", "detail": "code", "separator": "comma", "csv-lang": "en", "startPeriod": "{}".format(startdate), "endPeriod": "{}".format(enddate) } request_header = {"User-Agent": ua.random} r = requests.get(tmp_url, params = request_params, headers=request_header) data_text = r.content df_cli = pd.read_csv(io.StringIO(data_text.decode('utf-8')))[["TIME", "Value"]] df_cli.columns = ["Date", "US_OECD_CLI"] df_cli["Date"] = pd.to_datetime(df_cli["Date"], format = "%Y-%m") df_cli["US_OECD_CLI"] = df_cli["US_OECD_CLI"].astype(float) #BCI tmp_url = url["OECD"] + "USA.BCI.AMPLITUD.LTRENDIDX.M/OECD" ua = UserAgent(verify_ssl=False) request_params = { "contentType": "csv", "detail": "code", "separator": "comma", "csv-lang": "en", "startPeriod": "{}".format(startdate), "endPeriod": "{}".format(enddate) } request_header = {"User-Agent": ua.random} r = requests.get(tmp_url, params = request_params, headers=request_header) data_text = r.content df_bci = pd.read_csv(io.StringIO(data_text.decode('utf-8')))[["TIME", "Value"]] df_bci.columns = ["Date", "US_OECD_BCI"] df_bci["Date"] = pd.to_datetime(df_bci["Date"], format = "%Y-%m") df_bci["US_OECD_BCI"] = df_bci["US_OECD_BCI"].astype(float) # CCI tmp_url = url["OECD"] + "USA.CCI.AMPLITUD.LTRENDIDX.M/OECD" ua = UserAgent(verify_ssl=False) request_params = { "contentType": "csv", "detail": "code", "separator": "comma", "csv-lang": "en", "startPeriod": "{}".format(startdate), "endPeriod": "{}".format(enddate) } request_header = {"User-Agent": ua.random} r = requests.get(tmp_url, params = request_params, headers=request_header) data_text = r.content df_cci = pd.read_csv(io.StringIO(data_text.decode('utf-8')))[["TIME", "Value"]] df_cci.columns = ["Date", "US_OECD_CCI"] df_cci["Date"] = pd.to_datetime(df_cci["Date"], format = "%Y-%m") df_cci["US_OECD_CCI"] = df_cci["US_OECD_CCI"].astype(float) df = pd.merge_asof(df_cli, df_bci, on = "Date") df = pd.merge_asof(df, df_cci, on = "Date") return df