macrobond-api-constants 1.0.2

Package with constants used by Macrobond API

Macrobond constants

A helper package to conveniently include the constants used by the Macrobond API.

Installation

pip install macrobond-api-constants

Usage

The namespace is macrobond_api_constants.

from macrobond_api_constants import SeriesFrequency as f
f.DAILY

Classes

The constants are grouped into classes according to their usage.

CalendarDateMode

Specifies which dates are included in a calendar.

Value	Description
ALL_SERIES	Use the first or last time period where there is valid data in any series.
ANY_SERIES	Use the first or last time period where there is valid data in all series.

CalendarMergeMode

Specifies how different calendars are merged into one.

Value	Description
AVAILABLE_IN_ALL	Use the time periods that are available in all series.
AVAILABLE_IN_ANY	Use the time periods that are available in any series.
FULL_CALENDAR	Use all the time periods as specified by the frequency and weekdays.

MetadataValueType

Specifies the different types of values in the meta data.

Value	Description
BOOL	Boolean type
DATE	Date type
DOUBLE	Double type
INT	Int type
STRING	String type

SeriesFrequency

Specifies the different frequencies for the calendar.

Value	Description
ANNUAL	Once a year
SEMI_ANNUAL	Twice a year
QUAD_MONTHLY	Once in 4 months
QUARTERLY	Once in 3 months
BI_MONTHLY	Every second month
MONTHLY	Once a month
WEEKLY	Once a week
DAILY	Once a day
LOWEST	When specified in a series request, this corresponds to the lowest frequency of the series in set
HIGHEST	When specified in a series request, this corresponds to the highest frequency of the series in the request

SeriesMissingValueMethod

Specifies the different types of missing value handling.

Value	Description
NONE	Do not fill in missing values. They will remain NaN in the value vector.
AUTO	Determine the method based on the series classification.
PREVIOUS	Use the previous non-missing value.
ZERO	Use the value zero.
LINEAR_INTERPOLATION	Do a linear interpolation between the previous and next non-missing values.

SeriesPartialPeriodsMethod

Specifies the different types of partial period handling.

Value	Description
NONE	Only include full periods of the lower frequency
AUTO	Automatically select method based on series properties
REPEAT_LAST	Use the last (or first) value to extend incomplete periods
FLOW_CURRENT_SUM	Use the last (or first) partial average to extend incomplete periods
PAST_RATE_OF_CHANGE	Use the previous (or next) year's rate of change to extend incomplete periods
ZERO	Extend incomplete periods with zeroes

SeriesToHigherFrequencyMethod

Specifies the different types of frequency conversion methods when converting to a higher frequency.

Value	Description
AUTO	Determine the method based on the series classification
SAME	Use the same value for the whole period
DISTRIBUTE	Use the first value of the time period
PERCENTAGE_CHANGE	Distribute the percentage change over the period
LINEAR_INTERPOLATION	Use a linear interpolation of the values from this to the next period
PULSE	Use the value for the first value of the period
QUADRATIC_DISTRIBUTION	Use quadratic interpolation to distribute the value over the period
CUBIC_INTERPOLATION	Use a cubic interpolation of the values from this to the next period

SeriesToLowerFrequencyMethod

Specifies the different types of frequency conversion methods when converting to a lower frequency.

Value	Description
AUTO	Determine the method based on the series classification
LAST	Use the time periods that are available in all series.
FIRST	Use the first value of the time period
FLOW	Aggregate the values of the time period
PERCENTAGE_CHANGE	Aggregate the percentage change over the period
HIGHEST	Use the highest value in the time period
LOWEST	Use the lowest value of the time period
AVERAGE	Use the average value of the period
CONDITIONAL_PERCENTAGE_CHANGE	TODO

SeriesWeekdays

Specifies the different types of week days.

Value	Description
SUNDAY	Sunday
MONDAY	Monday
TUESDAY	Tuesday
WEDNESDAY	Wednesday
THURSDAY	Thursday
FRIDAY	Friday
SATURDAY	Saturday
FULLWEEK	Sun+Mon+Tue+Wed+Thu+Fri+Sat
MONDAY_TO_FRIDAY	Mon+Tue+Wed+Thu+Fri
SATURDAY_TO_THURSDAY	Sun+Mon+Tue+Wed+Thu+Sat
SATURDAY_TO_WEDNESDAY	Sun+Mon+Tue+Wed+Sat
SUNDAY_TO_THURSDAY	Sun+Mon+Tue+Wed+Thu
MONDAY_TO_THURSDAY_AND_SATURDAY	Sun+Mon+Tue+Wed+Thu+Sat