FRED data API wrapper for Python
Project description
.. image:: https://img.shields.io/badge/version-0.1.2-success.svg
friendlyfred is a python package to query the Federal Reserve Economic Data (FRED <https://fred.stlouisfed.org/docs/api/fred/>_).
The package allows for a simple interface to query the FRED database and retrieve data in a tabular format.
The package also has a built-in functionality to display all the available FRED categories with it's handy print_tree() method.
Display major categories:
fred.print_tree(depth = 0)
.. image:: https://raw.githubusercontent.com/DanilZherebtsov/friendlyfred/master/img/tree_depth_0.png :width: 500 :height: 347
Show all categories and their subcategories:
fred.print_tree(depth = 2)
.. image:: https://raw.githubusercontent.com/DanilZherebtsov/friendlyfred/master/img/tree_depth_2.png :width: 500 :height: 419
Show available series for a category:
fred.print_tree(category = 'Money Market Accounts')
.. image:: https://raw.githubusercontent.com/DanilZherebtsov/friendlyfred/master/img/tree_series.png
Get data for any series:
fred.get_observations('MMNRJD')
.. image:: https://raw.githubusercontent.com/DanilZherebtsov/friendlyfred/master/img/observations.png :align: center
Installation
$ pip install friendlyfred
$ pip install --upgrade friendlyfred
Usage
To use friendlyfred, you need to get FRED api key from the FRED website. It's free and quick: go here <https://research.stlouisfed.org/docs/api/api_key.html>_, sign up and request an api key.
.. code-block:: python
from friendlyfred import Fred fred = Fred(api_key = 'your_api_key')
optionally pass a txt file with api key as an api_key_file argument
optionally create an environment variable FRED_API_KEY and it will be sourced automatically
Note
friendlyfred contains the full structure of all FRED categories and subcategories which it can display with print_tree(depth = 2) method without an API key. In order to dive deeper and display the available series for a category (E.g. print_tree(category = 'Saving Accounts')), or to get observations for any series you need to provide an API key.
Methods
-
print_tree(depth, category)Print FRED categories and subcategories. If depth is 0, it will display only the major categories. If depth is 2, it will display all the subcategories. If category is provided, it will display the available series for that category.
Parameters
-
depthintOptional: number of levels of subcategories to display. Default is 0, maximum is 2.
-
categorystr or intOptional: specific category to display. If category is in the top level (major): this category and it's subcategories are displayed. If category is in the least level (minor subcategory): the full path to this category (parents) and the available series for this category will be displayed.
-
-
get_observations(series_id, observation_start, observation_end, frequency)Get the data for a specific series.
Parameters - ``series_id`` str Required: the series id to get the data for. - ``observation_start`` str Optional: the start date for the data. Default is "1776-07-04". - ``observation_end`` str Optional: the end date for the data. Default is "9999-12-31". - ``frequency`` str Optional: the frequency of the data. Default is None. Frequencies without period descriptions: d = Daily w = Weekly bw = Biweekly m = Monthly q = Quarterly sa = Semiannual a = Annual Frequencies with period descriptions: wef = Weekly, Ending Friday weth = Weekly, Ending Thursday wew = Weekly, Ending Wednesday wetu = Weekly, Ending Tuesday wem = Weekly, Ending Monday wesu = Weekly, Ending Sunday wesa = Weekly, Ending Saturday bwew = Biweekly, Ending Wednesday bwem = Biweekly, Ending Monday Returns - ``pandas.DataFrame`` A pandas DataFrame with the data for the series. -
get_categories()Get all the available categories and subcategories.
Returns - ``dict`` A dictionary with all categories and their children with their respective names, parents ids and children. Does not include the series. -
update_categories()Update categories and subcategories stored in a local categories.py file. This does not have to be done frequently, because presumably FRED categories are static. Date of the last update is included at the top of the categories.py file, it changes to a new date if updated. Returns - ``None`` -
get_subcategories(category)Get subcategories for a specific category.
Parameters - ``category`` str or int Required: category name or category id. Returns - ``dict`` A dictionary with the subcategories for the category. -
get_related_categories(category)Get related categories for a specific category.
Parameters - ``category`` str or int Required: category name or category id. Returns - ``dict`` A dictionary with the related categories for the category. -
get_series_in_category(category, discontinued, limit, order_by, sort_order, filter)Get metadata on all series available in a specific category.
Parameters - ``category`` str or int Required: category name or category id. - ``discontinued`` bool Optional: whether to include discontinued series. Default is True. - ``limit`` int Optional: the number of series to return. Default is 1000. - ``order_by`` str Optional: order results by values of the specified attribute. One of the following strings: 'series_id', 'title', 'units', 'frequency', 'seasonal_adjustment', 'realtime_start', 'realtime_end', 'last_updated', 'observation_start', 'observation_end', 'popularity', 'group_popularity'. Default: 'series_id' - ``sort_order`` str Optional: sort order of the results. One of the following strings: 'asc', 'desc'. Default: asc - ``filter`` str Optional: filter results by values of the specified attribute. Two item tuple: (filter_variable, filter_value) One of the following strings: 'frequency', 'units', 'seasonal_adjustment'. Default: None Example: ('seasonal_adjustment', 'Not Seasonally Adjusted') Returns - ``pandas.DataFrame`` Dataframe containing all series in a given category and their respective attributes: ['id', 'realtime_start', 'realtime_end', 'title', 'observation_start', 'observation_end', 'frequency', 'frequency_short', 'units', 'units_short', 'seasonal_adjustment', 'seasonal_adjustment_short', 'last_updated', 'popularity', 'group_popularity', 'notes'] -
search(search_text, discontinued, limit, order_by, sort_order, filter)Search FRED database for series related to seach_text.
Parameters - ``search_text`` str Required: search query. - ``discontinued`` bool Optional: whether to include discontinued series. Default is True. - ``limit`` int Optional: the number of series to return. Default is 1000. - ``order_by`` str Optional: order results by values of the specified attribute. One of the following strings: 'search_rank', 'series_id', 'title', 'units', 'frequency', 'seasonal_adjustment', 'realtime_start', 'realtime_end', 'last_updated', 'observation_start', 'observation_end', 'popularity', 'group_popularity'. Default: 'search_rank' - ``sort_order`` str Optional: sort order of the results. One of the following strings: ``'asc'``, ``'desc'``. Default: 'asc' - ``filter`` str Optional: filter results by values of the specified attribute. Two item tuple: (filter_variable, filter_value) One of the following strings: 'frequency', 'units', 'seasonal_adjustment'. Default: None Example: ('seasonal_adjustment', 'Not Seasonally Adjusted') Returns - ``pandas.DataFrame`` Dataframe containing all series in a given category and their respective attributes: ['id', 'realtime_start', 'realtime_end', 'title', 'observation_start', 'observation_end', 'frequency', 'frequency_short', 'units', 'units_short', 'seasonal_adjustment', 'seasonal_adjustment_short', 'last_updated', 'popularity', 'group_popularity', 'notes'] -
get_category_meta(category)Get metadata for a specific category. Parameters - ``category`` str or int Required: category name or category id. Returns - ``dict`` A dictionary with the metadata for the category. -
get_series_meta(series_id)Get metadata for a specific series. Parameters - ``series_id`` str Required: series id. Returns - ``dict`` A dictionary with the metadata for the series.
Development
I welcome new contributors of all experience levels. friendlyfred community goals are to be helpful, welcoming, and effective.
Development Guide <https://scikit-learn.org/stable/developers/index.html>_
based on scikit-learn best practices has detailed information about contributing code, documentation, tests, and more.
Important links
- Official source code repo: https://github.com/DanilZherebtsov/friendlyfred
- Issue tracker: https://github.com/DanilZherebtsov/friendlyfred/issues
Source code
You can check the latest sources with the command::
git clone https://github.com/DanilZherebtsov/friendlyfred.git
Submitting a Pull Request
Before opening a Pull Request, have a look at the full Contributing page to make sure your code complies with the following guidelines: https://scikit-learn.org/stable/developers/index.html
Communication
- Author email: danil.com@me.com
Author profile <https://www.linkedin.com/in/danil-zherebtsov/>_
Citation
If you use friendlyfred in a media/research publication, I would appreciate citations to this repository.
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