Package with constants used by Macrobond API
Project description
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 |
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