awt_quant.data_fetch.macro

FRED Macroeconomic Data Fetching and Visualization

This module provides functions to fetch macroeconomic time series data from the Federal Reserve Economic Data (FRED) API and visualize the results using Plotly. It supports retrieving both historical data and metadata for various economic indicators.

Functions:

• get_fred_series(series_id, shorten=False): Fetches time series data from FRED.

• get_fred_series_info(series_id, as_dict=True): Retrieves metadata for a FRED series.

• get_macro(series_id, data=True, info=True, shorten=False): Fetches both time series and metadata for a FRED series.

• get_bulk_macro(series_dict): Bulk fetches macroeconomic data for predefined indicators.

• plot_macro_series(data, meta_data, dropna=False, y_axis_format=None): Plots macroeconomic time series data.

• plot_macro_series_forecast(forecast_data, actual_data, meta_data, dropna=False, y_axis_format=None): Plots actual and forecasted macroeconomic data with confidence intervals.

• fetch_and_plot(series_id, with_data=False): Fetches and plots a macroeconomic time series.

Usage:

df, meta = get_macro(“GDP”) fig = plot_macro_series(df, meta) fig.show()

Module Contents

awt_quant.data_fetch.macro.FRED_API_KEY

awt_quant.data_fetch.macro.SERIES_TS_API_STR = 'https://api.stlouisfed.org/fred/series/observations?series_id={}&api_key={}&file_type=json'

awt_quant.data_fetch.macro.SERIES_INFO_API_STR = 'https://api.stlouisfed.org/fred/series?series_id={}&api_key={}&file_type=json'

awt_quant.data_fetch.macro.get_fred_series(series_id, shorten=False)

Fetches time series data from FRED.

Parameters:

• series_id (str) – The FRED series ID.

• shorten (bool, optional) – If True, returns only the last 30 observations. Defaults to False.

Returns:

A dataframe containing the date and value columns.

Return type:

pd.DataFrame

awt_quant.data_fetch.macro.get_fred_series_info(series_id, as_dict=True)

Retrieves metadata for a FRED series.

Parameters:

• series_id (str) – The FRED series ID.

• as_dict (bool, optional) – If True, returns metadata as a dictionary; otherwise, returns a DataFrame.

Returns:

Metadata about the series.

Return type:

dict or pd.DataFrame

awt_quant.data_fetch.macro.get_macro(series_id, data=True, info=True, shorten=False)

Fetches both time series data and metadata for a given FRED series.

Parameters:

• series_id (str) – The FRED series ID.

• data (bool, optional) – Whether to fetch time series data. Defaults to True.

• info (bool, optional) – Whether to fetch metadata. Defaults to True.

• shorten (bool, optional) – If True, returns only the last 30 observations. Defaults to False.

Returns:

(pd.DataFrame, dict) or single return depending on arguments.

Return type:

tuple

awt_quant.data_fetch.macro.MACRO_INDICATORS

awt_quant.data_fetch.macro.get_bulk_macro(series_dict=MACRO_INDICATORS)

Bulk fetch of major macroeconomic series data.

Parameters:

series_dict (dict, optional) – Dictionary of macroeconomic indicators and their FRED series IDs.

Returns:

Dictionary containing time series data and metadata for each indicator.

Return type:

dict

awt_quant.data_fetch.macro.plot_macro_series(data, meta_data, dropna=False, y_axis_format=None)

Plots macroeconomic time series data.

Parameters:

• data (pd.DataFrame) – The time series data.

• meta_data (dict) – The metadata of the series.

• dropna (bool, optional) – Whether to drop NaN values. Defaults to False.

• y_axis_format (str, optional) – Y-axis tick format. Defaults to None.

Returns:

A Plotly figure object.

Return type:

plotly.graph_objects.Figure