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.

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
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
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

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