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Python client for the MoneyFeel Macro Risk Index API

Project description

moneyfeel-mri

Python client for the moneyfeel Macro & Geopolitical Risk Index.

PyPI version Python 3.8+ License: CC BY-NC 4.0

Free programmatic access to the moneyfeel MRI — an institutional-grade macro regime classifier covering 5 regions (GLOBAL, US, EU, ASIA, EM) across 3 timeframes (Daily, Weekly, Monthly), updated daily.


Installation

pip install moneyfeel-mri

# With pandas support (recommended)
pip install moneyfeel-mri[pandas]

Get a Free API Key

  1. Register at moneyfeel.it — free, no credit card
  2. Go to your account page
  3. Find the MRI API Access section → Generate API Key

Quick Start

from moneyfeel import MRI

client = MRI("mf_live_YOUR_KEY")

# Current regime — no auth required
current = client.current()
for region in current:
    print(region["region"], region["regime_weekly"], region["score_weekly"])

# Historical data as pandas DataFrame
df = client.history_df("US", "WEEKLY", from_date="2020-01-01")
print(df.tail())

# Latest regime
latest = client.latest("EU", "WEEKLY")
print(f"EU: {latest['regime']} | score={latest['mri_score']}")

# Performance metrics
m = client.metrics("US", "WEEKLY")[0]
print(f"Sharpe: {m['sharpe']} | CAGR: {m['cagr_strategy']}% | MaxDD: {m['max_dd']}%")

# Full CSV download
df_full = client.download("US", "WEEKLY")           # returns DataFrame
client.download("US", "WEEKLY", "us_weekly.csv")    # saves to file

All Methods

Method Auth Description
current() No Current regime for all 5 regions
status() No API health check
regions() No Available regions and timeframes
history(region, tf, from_date, to_date) Yes Historical regime data
history_df(region, tf, from_date, to_date) Yes Same, as pandas DataFrame
latest(region, tf) Yes Most recent regime record
metrics(region, tf) Yes Strategy performance KPIs
timeseries(region, tf, from_date) Yes Daily return series
timeseries_df(region, tf, from_date) Yes Same, as pandas DataFrame
eoy(region, tf) Yes Year-by-year returns
drawdowns(region, tf) Yes Top 10 drawdown periods
download(region, tf, output_path) Yes Full CSV dataset

Error Handling

from moneyfeel import MRI, MRIAuthError, MRIRateLimitError
import time

client = MRI("mf_live_YOUR_KEY")

try:
    data = client.history("US", "WEEKLY")
except MRIAuthError:
    print("Invalid or revoked key — get a new one at https://moneyfeel.it/conto-iscrizione/")
except MRIRateLimitError as e:
    print(f"Rate limited — retry after {e.retry_after}s")
    time.sleep(e.retry_after)

Data Coverage

  • Regions: GLOBAL · US · EU · ASIA · EM
  • Timeframes: DAILY · WEEKLY · MONTHLY
  • History: 2007-01-04 to present
  • Updated: daily at market close

Rate Limits

Limit Value
Requests/minute 30
Requests/day 2,000
History Full (2007+)
Cost Free

Links

License

CC BY-NC 4.0 — free for research and non-commercial use.

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