Edwin Salguero
commited on
Commit
·
f35bff2
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Parent(s):
Initial commit: FRED_ML project without binary files
Browse files- .gitattributes +35 -0
- .gitignore +78 -0
- LICENSE +21 -0
- README.md +150 -0
- __pycache__/config.cpython-39.pyc +0 -0
- __pycache__/fred_data_collector_v2.cpython-39.pyc +0 -0
- config/__pycache__/settings.cpython-39.pyc +0 -0
- config/pipeline.yaml +16 -0
- config/settings.py +10 -0
- data/exports/fred_data_20250710_221702.csv +0 -0
- data/exports/fred_data_20250710_223022.csv +0 -0
- data/exports/fred_data_20250710_223149.csv +0 -0
- data/exports/regression_summary.txt +28 -0
- requirements.txt +13 -0
- scripts/run_advanced_analytics.py +56 -0
- scripts/run_eda.py +80 -0
- scripts/run_fred_pipeline.py +10 -0
- scripts/run_segmentation.py +91 -0
- scripts/run_statistical_modeling.py +104 -0
- scripts/run_time_series.py +80 -0
- src/__init__.py +21 -0
- src/__pycache__/__init__.cpython-39.pyc +0 -0
- src/analysis/__init__.py +7 -0
- src/analysis/__pycache__/__init__.cpython-39.pyc +0 -0
- src/analysis/__pycache__/advanced_analytics.cpython-39.pyc +0 -0
- src/analysis/__pycache__/economic_analyzer.cpython-39.pyc +0 -0
- src/analysis/advanced_analytics.py +517 -0
- src/analysis/economic_analyzer.py +201 -0
- src/core/__init__.py +7 -0
- src/core/__pycache__/__init__.cpython-39.pyc +0 -0
- src/core/__pycache__/base_pipeline.cpython-39.pyc +0 -0
- src/core/__pycache__/fred_client.cpython-39.pyc +0 -0
- src/core/__pycache__/fred_pipeline.cpython-39.pyc +0 -0
- src/core/base_pipeline.py +38 -0
- src/core/fred_client.py +288 -0
- src/core/fred_pipeline.py +88 -0
- src/utils/__init__.py +7 -0
- src/utils/examples.py +139 -0
- src/visualization/__init__.py +5 -0
- tests/__pycache__/test_fred_api.cpython-39-pytest-7.4.0.pyc +0 -0
- tests/__pycache__/test_fredapi_library.cpython-39-pytest-7.4.0.pyc +0 -0
- tests/test_fred_api.py +115 -0
- tests/test_fredapi_library.py +84 -0
.gitattributes
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*.7z filter=lfs diff=lfs merge=lfs -text
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*.joblib filter=lfs diff=lfs merge=lfs -text
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*.lfs.* filter=lfs diff=lfs merge=lfs -text
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*.mlmodel filter=lfs diff=lfs merge=lfs -text
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*.model filter=lfs diff=lfs merge=lfs -text
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*.msgpack filter=lfs diff=lfs merge=lfs -text
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*.npy filter=lfs diff=lfs merge=lfs -text
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*.npz filter=lfs diff=lfs merge=lfs -text
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*.onnx filter=lfs diff=lfs merge=lfs -text
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*.ot filter=lfs diff=lfs merge=lfs -text
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*.parquet filter=lfs diff=lfs merge=lfs -text
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*.pb filter=lfs diff=lfs merge=lfs -text
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*.pickle filter=lfs diff=lfs merge=lfs -text
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*.pkl filter=lfs diff=lfs merge=lfs -text
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*.pt filter=lfs diff=lfs merge=lfs -text
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*.pth filter=lfs diff=lfs merge=lfs -text
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*.rar filter=lfs diff=lfs merge=lfs -text
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*.safetensors filter=lfs diff=lfs merge=lfs -text
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saved_model/**/* filter=lfs diff=lfs merge=lfs -text
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*.tar.* filter=lfs diff=lfs merge=lfs -text
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*.tar filter=lfs diff=lfs merge=lfs -text
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*.tflite filter=lfs diff=lfs merge=lfs -text
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*.tgz filter=lfs diff=lfs merge=lfs -text
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*.wasm filter=lfs diff=lfs merge=lfs -text
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*.xz filter=lfs diff=lfs merge=lfs -text
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*.zip filter=lfs diff=lfs merge=lfs -text
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*.zst filter=lfs diff=lfs merge=lfs -text
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.gitignore
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# Python
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__pycache__/
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*.py[cod]
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*$py.class
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*.so
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.Python
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build/
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develop-eggs/
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dist/
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downloads/
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eggs/
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.eggs/
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lib/
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lib64/
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parts/
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sdist/
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var/
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wheels/
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*.egg-info/
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.installed.cfg
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*.egg
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MANIFEST
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# Virtual environments
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.env
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.venv
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env/
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venv/
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ENV/
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env.bak/
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venv.bak/
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# IDEs
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.vscode/
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.idea/
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*.swp
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*.swo
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*~
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# OS
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.DS_Store
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.DS_Store?
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._*
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.Spotlight-V100
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.Trashes
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ehthumbs.db
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Thumbs.db
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# Jupyter Notebook
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.ipynb_checkpoints
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# Data files
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data/exports/*.png
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data/exports/*.jpg
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data/exports/*.jpeg
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data/exports/*.gif
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data/exports/*.svg
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data/exports/*.pdf
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data/processed/*.csv
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data/raw/*
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# Logs
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logs/*.log
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*.log
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# Model files
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*.pkl
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*.pickle
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*.joblib
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*.h5
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*.hdf5
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*.model
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# Temporary files
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*.tmp
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*.temp
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temp/
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tmp/
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LICENSE
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MIT License
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Copyright (c) 2025 Edwin Salguero
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in all
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copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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| 18 |
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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| 20 |
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.
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README.md
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# FRED Economic Data Analysis Tool
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| 2 |
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| 3 |
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A comprehensive Python tool for collecting, analyzing, and visualizing Federal Reserve Economic Data (FRED) using the FRED API.
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| 4 |
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## Features
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- **Data Collection**: Fetch economic indicators from FRED API
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- **Data Analysis**: Generate summary statistics and insights
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- **Visualization**: Create time series plots and charts
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- **Data Export**: Save data to CSV format
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- **Flexible Configuration**: Easy customization of indicators and date ranges
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## Setup
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### 1. Install Dependencies
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```bash
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pip install -r requirements.txt
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```
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### 2. API Key Configuration
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Your FRED API key is already configured in `config.py`:
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- API Key: `acf8bbec7efe3b6dfa6ae083e7152314`
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### 3. Project Structure
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| 27 |
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```
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economic_output_datasets/
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├── config.py # Configuration settings
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├── fred_data_collector.py # Main data collection script
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├── requirements.txt # Python dependencies
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├── README.md # This file
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├── data/ # Output directory for CSV files
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└── plots/ # Output directory for visualizations
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```
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## Usage
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### Basic Usage
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Run the main script to collect and analyze economic data:
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```bash
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python fred_data_collector.py
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```
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This will:
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- Fetch data for key economic indicators (GDP, Unemployment Rate, CPI, Federal Funds Rate, 10-Year Treasury Rate)
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- Generate summary statistics
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- Create visualizations
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- Save data to CSV files
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### Custom Analysis
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You can customize the analysis by modifying the script:
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```python
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from fred_data_collector import FREDDataCollector
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# Initialize collector
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collector = FREDDataCollector()
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# Custom series and date range
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custom_series = ['GDP', 'UNRATE', 'CPIAUCSL']
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start_date = '2020-01-01'
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end_date = '2024-01-01'
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# Run analysis
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df, summary = collector.run_analysis(
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series_ids=custom_series,
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start_date=start_date,
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end_date=end_date
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)
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```
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## Available Economic Indicators
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The tool includes these common economic indicators:
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| Series ID | Description |
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|-----------|-------------|
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| GDP | Gross Domestic Product |
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| UNRATE | Unemployment Rate |
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| CPIAUCSL | Consumer Price Index |
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| FEDFUNDS | Federal Funds Rate |
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| DGS10 | 10-Year Treasury Rate |
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| DEXUSEU | US/Euro Exchange Rate |
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| PAYEMS | Total Nonfarm Payrolls |
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| INDPRO | Industrial Production |
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| M2SL | M2 Money Stock |
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| PCE | Personal Consumption Expenditures |
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## Output Files
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### Data Files
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- CSV files saved in the `data/` directory
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| 98 |
+
- Timestamped filenames (e.g., `fred_economic_data_20241201_143022.csv`)
|
| 99 |
+
|
| 100 |
+
### Visualization Files
|
| 101 |
+
- PNG plots saved in the `plots/` directory
|
| 102 |
+
- High-resolution charts with economic indicator time series
|
| 103 |
+
|
| 104 |
+
## API Rate Limits
|
| 105 |
+
|
| 106 |
+
The FRED API has rate limits:
|
| 107 |
+
- 120 requests per minute
|
| 108 |
+
- 1000 requests per day
|
| 109 |
+
|
| 110 |
+
The tool includes error handling for rate limit issues.
|
| 111 |
+
|
| 112 |
+
## Configuration
|
| 113 |
+
|
| 114 |
+
Edit `config.py` to customize:
|
| 115 |
+
- API key (if needed)
|
| 116 |
+
- Default date ranges
|
| 117 |
+
- Output directories
|
| 118 |
+
- Default indicators
|
| 119 |
+
|
| 120 |
+
## Dependencies
|
| 121 |
+
|
| 122 |
+
- `fredapi`: FRED API client
|
| 123 |
+
- `pandas`: Data manipulation
|
| 124 |
+
- `numpy`: Numerical computing
|
| 125 |
+
- `matplotlib`: Plotting
|
| 126 |
+
- `seaborn`: Statistical visualization
|
| 127 |
+
- `jupyter`: Interactive notebooks (optional)
|
| 128 |
+
|
| 129 |
+
## Error Handling
|
| 130 |
+
|
| 131 |
+
The tool includes comprehensive error handling for:
|
| 132 |
+
- API connection issues
|
| 133 |
+
- Invalid series IDs
|
| 134 |
+
- Rate limit exceeded
|
| 135 |
+
- Data format errors
|
| 136 |
+
|
| 137 |
+
## Contributing
|
| 138 |
+
|
| 139 |
+
To add new features:
|
| 140 |
+
1. Extend the `FREDDataCollector` class
|
| 141 |
+
2. Add new methods for specific analysis
|
| 142 |
+
3. Update the configuration as needed
|
| 143 |
+
|
| 144 |
+
## License
|
| 145 |
+
|
| 146 |
+
This project is for educational and research purposes. Please respect FRED API terms of service.
|
| 147 |
+
|
| 148 |
+
## Support
|
| 149 |
+
|
| 150 |
+
For issues with the FRED API, visit: https://fred.stlouisfed.org/docs/api/
|
__pycache__/config.cpython-39.pyc
ADDED
|
Binary file (340 Bytes). View file
|
|
|
__pycache__/fred_data_collector_v2.cpython-39.pyc
ADDED
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Binary file (7.37 kB). View file
|
|
|
config/__pycache__/settings.cpython-39.pyc
ADDED
|
Binary file (377 Bytes). View file
|
|
|
config/pipeline.yaml
ADDED
|
@@ -0,0 +1,16 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
fred:
|
| 2 |
+
api_key: "acf8bbec7efe3b6dfa6ae083e7152314"
|
| 3 |
+
series:
|
| 4 |
+
- GDP
|
| 5 |
+
- UNRATE
|
| 6 |
+
- CPIAUCSL
|
| 7 |
+
- FEDFUNDS
|
| 8 |
+
- DGS10
|
| 9 |
+
start_date: "2010-01-01"
|
| 10 |
+
end_date: "2024-01-01"
|
| 11 |
+
output_dir: "data/processed"
|
| 12 |
+
export_dir: "data/exports"
|
| 13 |
+
schedule: "0 6 * * *" # Every day at 6am UTC
|
| 14 |
+
logging:
|
| 15 |
+
level: INFO
|
| 16 |
+
file: logs/pipeline.log
|
config/settings.py
ADDED
|
@@ -0,0 +1,10 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# FRED API Configuration
|
| 2 |
+
FRED_API_KEY = "acf8bbec7efe3b6dfa6ae083e7152314"
|
| 3 |
+
|
| 4 |
+
# Data settings
|
| 5 |
+
DEFAULT_START_DATE = "2010-01-01"
|
| 6 |
+
DEFAULT_END_DATE = "2024-01-01"
|
| 7 |
+
|
| 8 |
+
# Output settings
|
| 9 |
+
OUTPUT_DIR = "data"
|
| 10 |
+
PLOTS_DIR = "plots"
|
data/exports/fred_data_20250710_221702.csv
ADDED
|
The diff for this file is too large to render.
See raw diff
|
|
|
data/exports/fred_data_20250710_223022.csv
ADDED
|
The diff for this file is too large to render.
See raw diff
|
|
|
data/exports/fred_data_20250710_223149.csv
ADDED
|
The diff for this file is too large to render.
See raw diff
|
|
|
data/exports/regression_summary.txt
ADDED
|
@@ -0,0 +1,28 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
OLS Regression Results
|
| 2 |
+
==============================================================================
|
| 3 |
+
Dep. Variable: GDP R-squared: 0.971
|
| 4 |
+
Model: OLS Adj. R-squared: 0.970
|
| 5 |
+
Method: Least Squares F-statistic: 839.9
|
| 6 |
+
Date: Thu, 10 Jul 2025 Prob (F-statistic): 5.55e-76
|
| 7 |
+
Time: 22:30:42 Log-Likelihood: -903.30
|
| 8 |
+
No. Observations: 105 AIC: 1817.
|
| 9 |
+
Df Residuals: 100 BIC: 1830.
|
| 10 |
+
Df Model: 4
|
| 11 |
+
Covariance Type: nonrobust
|
| 12 |
+
==============================================================================
|
| 13 |
+
coef std err t P>|t| [0.025 0.975]
|
| 14 |
+
------------------------------------------------------------------------------
|
| 15 |
+
const -328.8855 630.799 -0.521 0.603 -1580.374 922.603
|
| 16 |
+
UNRATE -21.7142 79.789 -0.272 0.786 -180.013 136.584
|
| 17 |
+
CPIAUCSL 85.7935 2.036 42.144 0.000 81.755 89.832
|
| 18 |
+
FEDFUNDS 492.3433 92.591 5.317 0.000 308.646 676.041
|
| 19 |
+
DGS10 -883.8622 122.881 -7.193 0.000 -1127.655 -640.070
|
| 20 |
+
==============================================================================
|
| 21 |
+
Omnibus: 12.409 Durbin-Watson: 2.138
|
| 22 |
+
Prob(Omnibus): 0.002 Jarque-Bera (JB): 13.297
|
| 23 |
+
Skew: 0.746 Prob(JB): 0.00130
|
| 24 |
+
Kurtosis: 3.902 Cond. No. 812.
|
| 25 |
+
==============================================================================
|
| 26 |
+
|
| 27 |
+
Notes:
|
| 28 |
+
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
|
requirements.txt
ADDED
|
@@ -0,0 +1,13 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
fredapi==0.4.2
|
| 2 |
+
pandas==2.1.4
|
| 3 |
+
numpy==1.24.3
|
| 4 |
+
matplotlib==3.7.2
|
| 5 |
+
seaborn==0.12.2
|
| 6 |
+
jupyter==1.0.0
|
| 7 |
+
python-dotenv==1.0.0
|
| 8 |
+
requests==2.31.0
|
| 9 |
+
PyYAML==6.0.2
|
| 10 |
+
APScheduler==3.10.4
|
| 11 |
+
scikit-learn==1.3.0
|
| 12 |
+
scipy==1.11.1
|
| 13 |
+
statsmodels==0.14.0
|
scripts/run_advanced_analytics.py
ADDED
|
@@ -0,0 +1,56 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
#!/usr/bin/env python
|
| 2 |
+
"""
|
| 3 |
+
Advanced Analytics Runner for FRED Economic Data
|
| 4 |
+
Runs comprehensive statistical analysis, modeling, and insights extraction.
|
| 5 |
+
"""
|
| 6 |
+
|
| 7 |
+
import os
|
| 8 |
+
import sys
|
| 9 |
+
import glob
|
| 10 |
+
sys.path.append(os.path.join(os.path.dirname(__file__), '..', 'src'))
|
| 11 |
+
|
| 12 |
+
from analysis.advanced_analytics import AdvancedAnalytics
|
| 13 |
+
|
| 14 |
+
def find_latest_data():
|
| 15 |
+
"""Find the most recent FRED data file."""
|
| 16 |
+
data_files = glob.glob('data/processed/fred_data_*.csv')
|
| 17 |
+
if not data_files:
|
| 18 |
+
raise FileNotFoundError("No FRED data files found. Run the pipeline first.")
|
| 19 |
+
|
| 20 |
+
# Get the most recent file
|
| 21 |
+
latest_file = max(data_files, key=os.path.getctime)
|
| 22 |
+
print(f"Using data file: {latest_file}")
|
| 23 |
+
return latest_file
|
| 24 |
+
|
| 25 |
+
def main():
|
| 26 |
+
"""Run the complete advanced analytics workflow."""
|
| 27 |
+
print("=" * 80)
|
| 28 |
+
print("FRED ECONOMIC DATA - ADVANCED ANALYTICS")
|
| 29 |
+
print("=" * 80)
|
| 30 |
+
|
| 31 |
+
try:
|
| 32 |
+
# Find the latest data file
|
| 33 |
+
data_file = find_latest_data()
|
| 34 |
+
|
| 35 |
+
# Initialize analytics
|
| 36 |
+
analytics = AdvancedAnalytics(data_path=data_file)
|
| 37 |
+
|
| 38 |
+
# Run complete analysis
|
| 39 |
+
results = analytics.run_complete_analysis()
|
| 40 |
+
|
| 41 |
+
print("\n" + "=" * 80)
|
| 42 |
+
print("ANALYTICS COMPLETE!")
|
| 43 |
+
print("=" * 80)
|
| 44 |
+
print("Generated outputs:")
|
| 45 |
+
print(" 📊 data/exports/insights_report.txt - Comprehensive insights")
|
| 46 |
+
print(" 📈 data/exports/clustering_analysis.png - Clustering results")
|
| 47 |
+
print(" 📉 data/exports/time_series_decomposition.png - Time series decomposition")
|
| 48 |
+
print(" 🔮 data/exports/time_series_forecast.png - Time series forecast")
|
| 49 |
+
print("\nKey findings have been saved to data/exports/insights_report.txt")
|
| 50 |
+
|
| 51 |
+
except Exception as e:
|
| 52 |
+
print(f"Error running analytics: {e}")
|
| 53 |
+
sys.exit(1)
|
| 54 |
+
|
| 55 |
+
if __name__ == "__main__":
|
| 56 |
+
main()
|
scripts/run_eda.py
ADDED
|
@@ -0,0 +1,80 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
#!/usr/bin/env python
|
| 2 |
+
"""
|
| 3 |
+
Run EDA: Distributions, skewness, kurtosis, correlations, PCA/t-SNE
|
| 4 |
+
"""
|
| 5 |
+
import os
|
| 6 |
+
import sys
|
| 7 |
+
import glob
|
| 8 |
+
sys.path.append(os.path.join(os.path.dirname(__file__), '..', 'src'))
|
| 9 |
+
import pandas as pd
|
| 10 |
+
import matplotlib.pyplot as plt
|
| 11 |
+
import seaborn as sns
|
| 12 |
+
from sklearn.decomposition import PCA
|
| 13 |
+
from sklearn.preprocessing import StandardScaler
|
| 14 |
+
|
| 15 |
+
# Find latest processed data file
|
| 16 |
+
def find_latest_data():
|
| 17 |
+
data_files = glob.glob('data/processed/fred_data_*.csv')
|
| 18 |
+
if not data_files:
|
| 19 |
+
raise FileNotFoundError("No FRED data files found. Run the pipeline first.")
|
| 20 |
+
return max(data_files, key=os.path.getctime)
|
| 21 |
+
|
| 22 |
+
def main():
|
| 23 |
+
print("="*60)
|
| 24 |
+
print("FRED EDA: Distributions, Skewness, Kurtosis, Correlations, PCA")
|
| 25 |
+
print("="*60)
|
| 26 |
+
data_file = find_latest_data()
|
| 27 |
+
print(f"Using data file: {data_file}")
|
| 28 |
+
df = pd.read_csv(data_file, index_col=0, parse_dates=True)
|
| 29 |
+
df_clean = df.dropna()
|
| 30 |
+
# 1. Distributions, Skewness, Kurtosis
|
| 31 |
+
desc = df.describe()
|
| 32 |
+
skew = df.skew()
|
| 33 |
+
kurt = df.kurtosis()
|
| 34 |
+
print("\nDescriptive Statistics:\n", desc)
|
| 35 |
+
print("\nSkewness:")
|
| 36 |
+
print(skew)
|
| 37 |
+
print("\nKurtosis:")
|
| 38 |
+
print(kurt)
|
| 39 |
+
# Plot distributions
|
| 40 |
+
for col in df.columns:
|
| 41 |
+
plt.figure(figsize=(8,4))
|
| 42 |
+
sns.histplot(df[col].dropna(), kde=True)
|
| 43 |
+
plt.title(f"Distribution of {col}")
|
| 44 |
+
plt.savefig(f"data/exports/distribution_{col}.png", dpi=200, bbox_inches='tight')
|
| 45 |
+
plt.close()
|
| 46 |
+
# 2. Correlation matrices
|
| 47 |
+
pearson_corr = df.corr(method='pearson')
|
| 48 |
+
spearman_corr = df.corr(method='spearman')
|
| 49 |
+
print("\nPearson Correlation Matrix:\n", pearson_corr.round(3))
|
| 50 |
+
print("\nSpearman Correlation Matrix:\n", spearman_corr.round(3))
|
| 51 |
+
plt.figure(figsize=(8,6))
|
| 52 |
+
sns.heatmap(pearson_corr, annot=True, cmap='coolwarm', center=0)
|
| 53 |
+
plt.title('Pearson Correlation Matrix')
|
| 54 |
+
plt.tight_layout()
|
| 55 |
+
plt.savefig('data/exports/pearson_corr_matrix.png', dpi=200)
|
| 56 |
+
plt.close()
|
| 57 |
+
plt.figure(figsize=(8,6))
|
| 58 |
+
sns.heatmap(spearman_corr, annot=True, cmap='coolwarm', center=0)
|
| 59 |
+
plt.title('Spearman Correlation Matrix')
|
| 60 |
+
plt.tight_layout()
|
| 61 |
+
plt.savefig('data/exports/spearman_corr_matrix.png', dpi=200)
|
| 62 |
+
plt.close()
|
| 63 |
+
# 3. PCA for visualization
|
| 64 |
+
scaler = StandardScaler()
|
| 65 |
+
scaled = scaler.fit_transform(df_clean)
|
| 66 |
+
pca = PCA(n_components=2)
|
| 67 |
+
pca_result = pca.fit_transform(scaled)
|
| 68 |
+
pca_df = pd.DataFrame(pca_result, columns=['PC1', 'PC2'], index=df_clean.index)
|
| 69 |
+
plt.figure(figsize=(8,6))
|
| 70 |
+
plt.scatter(pca_df['PC1'], pca_df['PC2'], alpha=0.5)
|
| 71 |
+
plt.xlabel('PC1')
|
| 72 |
+
plt.ylabel('PC2')
|
| 73 |
+
plt.title('PCA Projection (2D)')
|
| 74 |
+
plt.tight_layout()
|
| 75 |
+
plt.savefig('data/exports/pca_2d.png', dpi=200)
|
| 76 |
+
plt.close()
|
| 77 |
+
print("\nEDA complete. Outputs saved to data/exports/.")
|
| 78 |
+
|
| 79 |
+
if __name__ == "__main__":
|
| 80 |
+
main()
|
scripts/run_fred_pipeline.py
ADDED
|
@@ -0,0 +1,10 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
#!/usr/bin/env python
|
| 2 |
+
import os
|
| 3 |
+
import sys
|
| 4 |
+
sys.path.append(os.path.join(os.path.dirname(__file__), '..', 'src'))
|
| 5 |
+
from core.fred_pipeline import FREDPipeline
|
| 6 |
+
|
| 7 |
+
if __name__ == "__main__":
|
| 8 |
+
config_path = os.path.join(os.path.dirname(__file__), '..', 'config', 'pipeline.yaml')
|
| 9 |
+
pipeline = FREDPipeline(config_path)
|
| 10 |
+
pipeline.run()
|
scripts/run_segmentation.py
ADDED
|
@@ -0,0 +1,91 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
#!/usr/bin/env python
|
| 2 |
+
"""
|
| 3 |
+
Run Segmentation: K-means clustering, elbow method, silhouette score, PCA visualization
|
| 4 |
+
"""
|
| 5 |
+
import os
|
| 6 |
+
import sys
|
| 7 |
+
import glob
|
| 8 |
+
sys.path.append(os.path.join(os.path.dirname(__file__), '..', 'src'))
|
| 9 |
+
import pandas as pd
|
| 10 |
+
import numpy as np
|
| 11 |
+
import matplotlib.pyplot as plt
|
| 12 |
+
import seaborn as sns
|
| 13 |
+
from sklearn.cluster import KMeans
|
| 14 |
+
from sklearn.metrics import silhouette_score
|
| 15 |
+
from sklearn.decomposition import PCA
|
| 16 |
+
from sklearn.preprocessing import StandardScaler
|
| 17 |
+
|
| 18 |
+
def find_latest_data():
|
| 19 |
+
data_files = glob.glob('data/processed/fred_data_*.csv')
|
| 20 |
+
if not data_files:
|
| 21 |
+
raise FileNotFoundError("No FRED data files found. Run the pipeline first.")
|
| 22 |
+
return max(data_files, key=os.path.getctime)
|
| 23 |
+
|
| 24 |
+
def main():
|
| 25 |
+
print("="*60)
|
| 26 |
+
print("FRED Segmentation: K-means, Elbow, Silhouette, PCA Visualization")
|
| 27 |
+
print("="*60)
|
| 28 |
+
data_file = find_latest_data()
|
| 29 |
+
print(f"Using data file: {data_file}")
|
| 30 |
+
df = pd.read_csv(data_file, index_col=0, parse_dates=True)
|
| 31 |
+
df_clean = df.dropna()
|
| 32 |
+
if df_clean.shape[0] < 10 or df_clean.shape[1] < 2:
|
| 33 |
+
print("Not enough data for clustering (need at least 10 rows and 2 columns after dropna). Skipping.")
|
| 34 |
+
return
|
| 35 |
+
scaler = StandardScaler()
|
| 36 |
+
scaled_data = scaler.fit_transform(df_clean)
|
| 37 |
+
# Elbow and silhouette
|
| 38 |
+
inertias = []
|
| 39 |
+
silhouette_scores = []
|
| 40 |
+
k_range = range(2, min(11, len(df_clean)//10+1))
|
| 41 |
+
for k in k_range:
|
| 42 |
+
kmeans = KMeans(n_clusters=k, random_state=42)
|
| 43 |
+
kmeans.fit(scaled_data)
|
| 44 |
+
inertias.append(kmeans.inertia_)
|
| 45 |
+
silhouette_scores.append(silhouette_score(scaled_data, kmeans.labels_))
|
| 46 |
+
# Plot elbow and silhouette
|
| 47 |
+
plt.figure(figsize=(12,4))
|
| 48 |
+
plt.subplot(1,2,1)
|
| 49 |
+
plt.plot(list(k_range), inertias, 'bo-')
|
| 50 |
+
plt.xlabel('Number of Clusters (k)')
|
| 51 |
+
plt.ylabel('Inertia')
|
| 52 |
+
plt.title('Elbow Method')
|
| 53 |
+
plt.grid(True)
|
| 54 |
+
plt.subplot(1,2,2)
|
| 55 |
+
plt.plot(list(k_range), silhouette_scores, 'ro-')
|
| 56 |
+
plt.xlabel('Number of Clusters (k)')
|
| 57 |
+
plt.ylabel('Silhouette Score')
|
| 58 |
+
plt.title('Silhouette Analysis')
|
| 59 |
+
plt.grid(True)
|
| 60 |
+
plt.tight_layout()
|
| 61 |
+
plt.savefig('data/exports/clustering_analysis.png', dpi=200)
|
| 62 |
+
plt.close()
|
| 63 |
+
# Choose optimal k
|
| 64 |
+
optimal_k = list(k_range)[np.argmax(silhouette_scores)]
|
| 65 |
+
print(f"Optimal number of clusters: {optimal_k}")
|
| 66 |
+
print(f"Best silhouette score: {max(silhouette_scores):.3f}")
|
| 67 |
+
# Final clustering
|
| 68 |
+
kmeans_optimal = KMeans(n_clusters=optimal_k, random_state=42)
|
| 69 |
+
cluster_labels = kmeans_optimal.fit_predict(scaled_data)
|
| 70 |
+
df_clustered = df_clean.copy()
|
| 71 |
+
df_clustered['Cluster'] = cluster_labels
|
| 72 |
+
# Cluster stats
|
| 73 |
+
cluster_stats = df_clustered.groupby('Cluster').agg(['mean', 'std'])
|
| 74 |
+
print("\nCluster Characteristics:")
|
| 75 |
+
print(cluster_stats.round(3))
|
| 76 |
+
# PCA visualization
|
| 77 |
+
pca = PCA(n_components=2)
|
| 78 |
+
pca_result = pca.fit_transform(scaled_data)
|
| 79 |
+
plt.figure(figsize=(8,6))
|
| 80 |
+
scatter = plt.scatter(pca_result[:,0], pca_result[:,1], c=cluster_labels, cmap='tab10', alpha=0.7)
|
| 81 |
+
plt.xlabel('PC1')
|
| 82 |
+
plt.ylabel('PC2')
|
| 83 |
+
plt.title('Clusters Visualized with PCA')
|
| 84 |
+
plt.legend(*scatter.legend_elements(), title="Cluster")
|
| 85 |
+
plt.tight_layout()
|
| 86 |
+
plt.savefig('data/exports/clusters_pca.png', dpi=200)
|
| 87 |
+
plt.close()
|
| 88 |
+
print("\nSegmentation complete. Outputs saved to data/exports/.")
|
| 89 |
+
|
| 90 |
+
if __name__ == "__main__":
|
| 91 |
+
main()
|
scripts/run_statistical_modeling.py
ADDED
|
@@ -0,0 +1,104 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
#!/usr/bin/env python
|
| 2 |
+
"""
|
| 3 |
+
Run Statistical Modeling: Linear regression, diagnostics, p-values, confidence intervals, plots
|
| 4 |
+
"""
|
| 5 |
+
import os
|
| 6 |
+
import sys
|
| 7 |
+
import glob
|
| 8 |
+
sys.path.append(os.path.join(os.path.dirname(__file__), '..', 'src'))
|
| 9 |
+
import pandas as pd
|
| 10 |
+
import numpy as np
|
| 11 |
+
import matplotlib.pyplot as plt
|
| 12 |
+
import seaborn as sns
|
| 13 |
+
from sklearn.linear_model import LinearRegression
|
| 14 |
+
from sklearn.model_selection import train_test_split
|
| 15 |
+
from sklearn.preprocessing import StandardScaler
|
| 16 |
+
import statsmodels.api as sm
|
| 17 |
+
from scipy import stats
|
| 18 |
+
from statsmodels.stats.diagnostic import het_breuschpagan
|
| 19 |
+
from statsmodels.stats.outliers_influence import variance_inflation_factor
|
| 20 |
+
|
| 21 |
+
def find_latest_data():
|
| 22 |
+
data_files = glob.glob('data/processed/fred_data_*.csv')
|
| 23 |
+
if not data_files:
|
| 24 |
+
raise FileNotFoundError("No FRED data files found. Run the pipeline first.")
|
| 25 |
+
return max(data_files, key=os.path.getctime)
|
| 26 |
+
|
| 27 |
+
def main():
|
| 28 |
+
print("="*60)
|
| 29 |
+
print("FRED Statistical Modeling: Linear Regression & Diagnostics")
|
| 30 |
+
print("="*60)
|
| 31 |
+
data_file = find_latest_data()
|
| 32 |
+
print(f"Using data file: {data_file}")
|
| 33 |
+
df = pd.read_csv(data_file, index_col=0, parse_dates=True)
|
| 34 |
+
df_clean = df.dropna()
|
| 35 |
+
target_var = 'GDP'
|
| 36 |
+
if target_var not in df_clean.columns:
|
| 37 |
+
print(f"Target variable '{target_var}' not found in data.")
|
| 38 |
+
return
|
| 39 |
+
feature_cols = [col for col in df_clean.columns if col != target_var]
|
| 40 |
+
X = df_clean[feature_cols]
|
| 41 |
+
y = df_clean[target_var]
|
| 42 |
+
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)
|
| 43 |
+
# Fit linear regression
|
| 44 |
+
model = LinearRegression()
|
| 45 |
+
model.fit(X_train, y_train)
|
| 46 |
+
y_pred_train = model.predict(X_train)
|
| 47 |
+
y_pred_test = model.predict(X_test)
|
| 48 |
+
# Model performance
|
| 49 |
+
r2_train = model.score(X_train, y_train)
|
| 50 |
+
r2_test = model.score(X_test, y_test)
|
| 51 |
+
print(f"R² (Train): {r2_train:.4f} | R² (Test): {r2_test:.4f}")
|
| 52 |
+
# Coefficients
|
| 53 |
+
print("\nCoefficients:")
|
| 54 |
+
for feature, coef in zip(feature_cols, model.coef_):
|
| 55 |
+
print(f" {feature}: {coef:.4f}")
|
| 56 |
+
print(f" Intercept: {model.intercept_:.4f}")
|
| 57 |
+
# Statsmodels for p-values and CIs
|
| 58 |
+
X_with_const = sm.add_constant(X_train)
|
| 59 |
+
model_sm = sm.OLS(y_train, X_with_const).fit()
|
| 60 |
+
print("\nStatistical Significance:")
|
| 61 |
+
print(model_sm.summary().tables[1])
|
| 62 |
+
# Save summary table
|
| 63 |
+
with open('data/exports/regression_summary.txt', 'w') as f:
|
| 64 |
+
f.write(str(model_sm.summary()))
|
| 65 |
+
# Residuals
|
| 66 |
+
residuals = y_train - y_pred_train
|
| 67 |
+
# Normality test
|
| 68 |
+
_, p_value_norm = stats.normaltest(residuals)
|
| 69 |
+
print(f"Normality test (p-value): {p_value_norm:.4f}")
|
| 70 |
+
# VIF
|
| 71 |
+
vif_data = []
|
| 72 |
+
for i in range(X_train.shape[1]):
|
| 73 |
+
try:
|
| 74 |
+
vif = variance_inflation_factor(X_train.values, i)
|
| 75 |
+
vif_data.append(vif)
|
| 76 |
+
except:
|
| 77 |
+
vif_data.append(np.nan)
|
| 78 |
+
print("\nVariance Inflation Factors:")
|
| 79 |
+
for feature, vif in zip(feature_cols, vif_data):
|
| 80 |
+
print(f" {feature}: {vif:.3f}")
|
| 81 |
+
# Homoscedasticity
|
| 82 |
+
try:
|
| 83 |
+
_, p_value_het = het_breuschpagan(residuals, X_with_const)
|
| 84 |
+
print(f"Homoscedasticity test (p-value): {p_value_het:.4f}")
|
| 85 |
+
except:
|
| 86 |
+
print("Homoscedasticity test failed")
|
| 87 |
+
# Diagnostic plots
|
| 88 |
+
plt.figure(figsize=(12,4))
|
| 89 |
+
plt.subplot(1,2,1)
|
| 90 |
+
plt.scatter(y_pred_train, residuals, alpha=0.5)
|
| 91 |
+
plt.axhline(0, color='red', linestyle='--')
|
| 92 |
+
plt.xlabel('Fitted Values')
|
| 93 |
+
plt.ylabel('Residuals')
|
| 94 |
+
plt.title('Residuals vs Fitted')
|
| 95 |
+
plt.subplot(1,2,2)
|
| 96 |
+
stats.probplot(residuals, dist="norm", plot=plt)
|
| 97 |
+
plt.title('Normal Q-Q')
|
| 98 |
+
plt.tight_layout()
|
| 99 |
+
plt.savefig('data/exports/regression_diagnostics.png', dpi=200)
|
| 100 |
+
plt.close()
|
| 101 |
+
print("\nStatistical modeling complete. Outputs saved to data/exports/.")
|
| 102 |
+
|
| 103 |
+
if __name__ == "__main__":
|
| 104 |
+
main()
|
scripts/run_time_series.py
ADDED
|
@@ -0,0 +1,80 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
#!/usr/bin/env python
|
| 2 |
+
"""
|
| 3 |
+
Run Time Series Analysis: Decomposition, ARIMA forecasting, plots
|
| 4 |
+
"""
|
| 5 |
+
import os
|
| 6 |
+
import sys
|
| 7 |
+
import glob
|
| 8 |
+
sys.path.append(os.path.join(os.path.dirname(__file__), '..', 'src'))
|
| 9 |
+
import pandas as pd
|
| 10 |
+
import numpy as np
|
| 11 |
+
import matplotlib.pyplot as plt
|
| 12 |
+
from statsmodels.tsa.seasonal import seasonal_decompose
|
| 13 |
+
from statsmodels.tsa.arima.model import ARIMA
|
| 14 |
+
|
| 15 |
+
def find_latest_data():
|
| 16 |
+
data_files = glob.glob('data/processed/fred_data_*.csv')
|
| 17 |
+
if not data_files:
|
| 18 |
+
raise FileNotFoundError("No FRED data files found. Run the pipeline first.")
|
| 19 |
+
return max(data_files, key=os.path.getctime)
|
| 20 |
+
|
| 21 |
+
def main():
|
| 22 |
+
print("="*60)
|
| 23 |
+
print("FRED Time Series Analysis: Decomposition & ARIMA Forecasting")
|
| 24 |
+
print("="*60)
|
| 25 |
+
data_file = find_latest_data()
|
| 26 |
+
print(f"Using data file: {data_file}")
|
| 27 |
+
df = pd.read_csv(data_file, index_col=0, parse_dates=True)
|
| 28 |
+
target_var = 'GDP'
|
| 29 |
+
if target_var not in df.columns:
|
| 30 |
+
print(f"Target variable '{target_var}' not found in data.")
|
| 31 |
+
return
|
| 32 |
+
ts_data = df[target_var].dropna()
|
| 33 |
+
if len(ts_data) < 50:
|
| 34 |
+
print("Insufficient data for time series analysis (need at least 50 points). Skipping.")
|
| 35 |
+
return
|
| 36 |
+
print(f"Time series length: {len(ts_data)} observations")
|
| 37 |
+
print(f"Date range: {ts_data.index.min()} to {ts_data.index.max()}")
|
| 38 |
+
# Decomposition
|
| 39 |
+
try:
|
| 40 |
+
if ts_data.index.freq is None:
|
| 41 |
+
ts_monthly = ts_data.resample('M').mean()
|
| 42 |
+
else:
|
| 43 |
+
ts_monthly = ts_data
|
| 44 |
+
decomposition = seasonal_decompose(ts_monthly, model='additive', period=12)
|
| 45 |
+
fig, axes = plt.subplots(4, 1, figsize=(12, 10))
|
| 46 |
+
decomposition.observed.plot(ax=axes[0], title='Original Time Series')
|
| 47 |
+
decomposition.trend.plot(ax=axes[1], title='Trend')
|
| 48 |
+
decomposition.seasonal.plot(ax=axes[2], title='Seasonality')
|
| 49 |
+
decomposition.resid.plot(ax=axes[3], title='Residuals')
|
| 50 |
+
plt.tight_layout()
|
| 51 |
+
plt.savefig('data/exports/time_series_decomposition.png', dpi=200, bbox_inches='tight')
|
| 52 |
+
plt.close()
|
| 53 |
+
print("Decomposition plot saved.")
|
| 54 |
+
except Exception as e:
|
| 55 |
+
print(f"Decomposition failed: {e}")
|
| 56 |
+
# ARIMA Forecasting
|
| 57 |
+
try:
|
| 58 |
+
model = ARIMA(ts_monthly, order=(1, 1, 1))
|
| 59 |
+
fitted_model = model.fit()
|
| 60 |
+
print(f"ARIMA Model Summary:\n{fitted_model.summary()}")
|
| 61 |
+
forecast_steps = min(12, len(ts_monthly) // 4)
|
| 62 |
+
forecast = fitted_model.forecast(steps=forecast_steps)
|
| 63 |
+
conf_int = fitted_model.get_forecast(steps=forecast_steps).conf_int()
|
| 64 |
+
plt.figure(figsize=(12, 6))
|
| 65 |
+
ts_monthly.plot(label='Historical Data')
|
| 66 |
+
forecast.plot(label='Forecast', color='red')
|
| 67 |
+
plt.fill_between(forecast.index, conf_int.iloc[:, 0], conf_int.iloc[:, 1], alpha=0.3, color='red', label='Confidence Interval')
|
| 68 |
+
plt.title(f'{target_var} - ARIMA Forecast')
|
| 69 |
+
plt.legend()
|
| 70 |
+
plt.grid(True)
|
| 71 |
+
plt.tight_layout()
|
| 72 |
+
plt.savefig('data/exports/time_series_forecast.png', dpi=200, bbox_inches='tight')
|
| 73 |
+
plt.close()
|
| 74 |
+
print("Forecast plot saved.")
|
| 75 |
+
except Exception as e:
|
| 76 |
+
print(f"ARIMA modeling failed: {e}")
|
| 77 |
+
print("\nTime series analysis complete. Outputs saved to data/exports/.")
|
| 78 |
+
|
| 79 |
+
if __name__ == "__main__":
|
| 80 |
+
main()
|
src/__init__.py
ADDED
|
@@ -0,0 +1,21 @@
|
|
|
|
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|
|
|
|
|
|
|
|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
"""
|
| 2 |
+
FRED Economic Data Analysis Package
|
| 3 |
+
|
| 4 |
+
A comprehensive tool for collecting, analyzing, and visualizing
|
| 5 |
+
Federal Reserve Economic Data (FRED) using the FRED API.
|
| 6 |
+
|
| 7 |
+
Author: Economic Data Team
|
| 8 |
+
Version: 1.0.0
|
| 9 |
+
"""
|
| 10 |
+
|
| 11 |
+
__version__ = "1.0.0"
|
| 12 |
+
__author__ = "Economic Data Team"
|
| 13 |
+
__email__ = "data-team@company.com"
|
| 14 |
+
|
| 15 |
+
from .core.fred_client import FREDDataCollectorV2
|
| 16 |
+
from .analysis.advanced_analytics import AdvancedAnalytics
|
| 17 |
+
|
| 18 |
+
__all__ = [
|
| 19 |
+
'FREDDataCollectorV2',
|
| 20 |
+
'AdvancedAnalytics',
|
| 21 |
+
]
|
src/__pycache__/__init__.cpython-39.pyc
ADDED
|
Binary file (644 Bytes). View file
|
|
|
src/analysis/__init__.py
ADDED
|
@@ -0,0 +1,7 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
"""
|
| 2 |
+
Economic data analysis and visualization tools.
|
| 3 |
+
"""
|
| 4 |
+
|
| 5 |
+
from .advanced_analytics import AdvancedAnalytics
|
| 6 |
+
|
| 7 |
+
__all__ = ['AdvancedAnalytics']
|
src/analysis/__pycache__/__init__.cpython-39.pyc
ADDED
|
Binary file (345 Bytes). View file
|
|
|
src/analysis/__pycache__/advanced_analytics.cpython-39.pyc
ADDED
|
Binary file (14.8 kB). View file
|
|
|
src/analysis/__pycache__/economic_analyzer.cpython-39.pyc
ADDED
|
Binary file (6.06 kB). View file
|
|
|
src/analysis/advanced_analytics.py
ADDED
|
@@ -0,0 +1,517 @@
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|
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|
|
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|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
#!/usr/bin/env python3
|
| 2 |
+
"""
|
| 3 |
+
Advanced Analytics Module for FRED Economic Data
|
| 4 |
+
Performs comprehensive statistical analysis, modeling, and insights extraction.
|
| 5 |
+
"""
|
| 6 |
+
|
| 7 |
+
import pandas as pd
|
| 8 |
+
import numpy as np
|
| 9 |
+
import matplotlib.pyplot as plt
|
| 10 |
+
import seaborn as sns
|
| 11 |
+
from scipy import stats
|
| 12 |
+
from sklearn.preprocessing import StandardScaler
|
| 13 |
+
from sklearn.decomposition import PCA
|
| 14 |
+
from sklearn.cluster import KMeans
|
| 15 |
+
from sklearn.metrics import silhouette_score
|
| 16 |
+
from sklearn.linear_model import LinearRegression
|
| 17 |
+
from sklearn.model_selection import train_test_split
|
| 18 |
+
from sklearn.metrics import r2_score, mean_squared_error
|
| 19 |
+
import statsmodels.api as sm
|
| 20 |
+
from statsmodels.tsa.seasonal import seasonal_decompose
|
| 21 |
+
from statsmodels.tsa.arima.model import ARIMA
|
| 22 |
+
from statsmodels.stats.diagnostic import het_breuschpagan
|
| 23 |
+
from statsmodels.stats.outliers_influence import variance_inflation_factor
|
| 24 |
+
import warnings
|
| 25 |
+
warnings.filterwarnings('ignore')
|
| 26 |
+
|
| 27 |
+
class AdvancedAnalytics:
|
| 28 |
+
"""
|
| 29 |
+
Comprehensive analytics class for FRED economic data.
|
| 30 |
+
Performs EDA, statistical modeling, segmentation, and time series analysis.
|
| 31 |
+
"""
|
| 32 |
+
|
| 33 |
+
def __init__(self, data_path=None, df=None):
|
| 34 |
+
"""Initialize with data path or DataFrame."""
|
| 35 |
+
if df is not None:
|
| 36 |
+
self.df = df
|
| 37 |
+
elif data_path:
|
| 38 |
+
self.df = pd.read_csv(data_path, index_col=0, parse_dates=True)
|
| 39 |
+
else:
|
| 40 |
+
raise ValueError("Must provide either data_path or DataFrame")
|
| 41 |
+
|
| 42 |
+
self.scaler = StandardScaler()
|
| 43 |
+
self.results = {}
|
| 44 |
+
|
| 45 |
+
def perform_eda(self):
|
| 46 |
+
"""Perform comprehensive Exploratory Data Analysis."""
|
| 47 |
+
print("=" * 60)
|
| 48 |
+
print("EXPLORATORY DATA ANALYSIS")
|
| 49 |
+
print("=" * 60)
|
| 50 |
+
|
| 51 |
+
# Basic info
|
| 52 |
+
print(f"\nDataset Shape: {self.df.shape}")
|
| 53 |
+
print(f"Date Range: {self.df.index.min()} to {self.df.index.max()}")
|
| 54 |
+
print(f"Variables: {list(self.df.columns)}")
|
| 55 |
+
|
| 56 |
+
# Descriptive statistics
|
| 57 |
+
print("\n" + "=" * 40)
|
| 58 |
+
print("DESCRIPTIVE STATISTICS")
|
| 59 |
+
print("=" * 40)
|
| 60 |
+
desc_stats = self.df.describe()
|
| 61 |
+
print(desc_stats)
|
| 62 |
+
|
| 63 |
+
# Skewness and Kurtosis
|
| 64 |
+
print("\n" + "=" * 40)
|
| 65 |
+
print("SKEWNESS AND KURTOSIS")
|
| 66 |
+
print("=" * 40)
|
| 67 |
+
skewness = self.df.skew()
|
| 68 |
+
kurtosis = self.df.kurtosis()
|
| 69 |
+
|
| 70 |
+
for col in self.df.columns:
|
| 71 |
+
print(f"{col}:")
|
| 72 |
+
print(f" Skewness: {skewness[col]:.3f}")
|
| 73 |
+
print(f" Kurtosis: {kurtosis[col]:.3f}")
|
| 74 |
+
|
| 75 |
+
# Correlation Analysis
|
| 76 |
+
print("\n" + "=" * 40)
|
| 77 |
+
print("CORRELATION ANALYSIS")
|
| 78 |
+
print("=" * 40)
|
| 79 |
+
|
| 80 |
+
# Pearson correlation
|
| 81 |
+
pearson_corr = self.df.corr(method='pearson')
|
| 82 |
+
print("\nPearson Correlation Matrix:")
|
| 83 |
+
print(pearson_corr.round(3))
|
| 84 |
+
|
| 85 |
+
# Spearman correlation
|
| 86 |
+
spearman_corr = self.df.corr(method='spearman')
|
| 87 |
+
print("\nSpearman Correlation Matrix:")
|
| 88 |
+
print(spearman_corr.round(3))
|
| 89 |
+
|
| 90 |
+
# Store results
|
| 91 |
+
self.results['eda'] = {
|
| 92 |
+
'descriptive_stats': desc_stats,
|
| 93 |
+
'skewness': skewness,
|
| 94 |
+
'kurtosis': kurtosis,
|
| 95 |
+
'pearson_corr': pearson_corr,
|
| 96 |
+
'spearman_corr': spearman_corr
|
| 97 |
+
}
|
| 98 |
+
|
| 99 |
+
return self.results['eda']
|
| 100 |
+
|
| 101 |
+
def perform_dimensionality_reduction(self, method='pca', n_components=2):
|
| 102 |
+
"""Perform dimensionality reduction for visualization."""
|
| 103 |
+
print("\n" + "=" * 40)
|
| 104 |
+
print(f"DIMENSIONALITY REDUCTION ({method.upper()})")
|
| 105 |
+
print("=" * 40)
|
| 106 |
+
|
| 107 |
+
# Prepare data (remove NaN values)
|
| 108 |
+
df_clean = self.df.dropna()
|
| 109 |
+
|
| 110 |
+
if method.lower() == 'pca':
|
| 111 |
+
# PCA
|
| 112 |
+
pca = PCA(n_components=n_components)
|
| 113 |
+
scaled_data = self.scaler.fit_transform(df_clean)
|
| 114 |
+
pca_result = pca.fit_transform(scaled_data)
|
| 115 |
+
|
| 116 |
+
print(f"Explained variance ratio: {pca.explained_variance_ratio_}")
|
| 117 |
+
print(f"Total explained variance: {sum(pca.explained_variance_ratio_):.3f}")
|
| 118 |
+
|
| 119 |
+
# Create DataFrame with PCA results
|
| 120 |
+
pca_df = pd.DataFrame(
|
| 121 |
+
pca_result,
|
| 122 |
+
columns=[f'PC{i+1}' for i in range(n_components)],
|
| 123 |
+
index=df_clean.index
|
| 124 |
+
)
|
| 125 |
+
|
| 126 |
+
self.results['pca'] = {
|
| 127 |
+
'components': pca_df,
|
| 128 |
+
'explained_variance': pca.explained_variance_ratio_,
|
| 129 |
+
'feature_importance': pd.DataFrame(
|
| 130 |
+
pca.components_.T,
|
| 131 |
+
columns=[f'PC{i+1}' for i in range(n_components)],
|
| 132 |
+
index=df_clean.columns
|
| 133 |
+
)
|
| 134 |
+
}
|
| 135 |
+
|
| 136 |
+
return self.results['pca']
|
| 137 |
+
|
| 138 |
+
return None
|
| 139 |
+
|
| 140 |
+
def perform_statistical_modeling(self, target_var='GDP', test_size=0.2):
|
| 141 |
+
"""Perform linear regression with comprehensive diagnostics."""
|
| 142 |
+
print("\n" + "=" * 40)
|
| 143 |
+
print("STATISTICAL MODELING - LINEAR REGRESSION")
|
| 144 |
+
print("=" * 40)
|
| 145 |
+
|
| 146 |
+
# Prepare data
|
| 147 |
+
df_clean = self.df.dropna()
|
| 148 |
+
|
| 149 |
+
if target_var not in df_clean.columns:
|
| 150 |
+
print(f"Target variable '{target_var}' not found in dataset")
|
| 151 |
+
return None
|
| 152 |
+
|
| 153 |
+
# Prepare features and target
|
| 154 |
+
feature_cols = [col for col in df_clean.columns if col != target_var]
|
| 155 |
+
X = df_clean[feature_cols]
|
| 156 |
+
y = df_clean[target_var]
|
| 157 |
+
|
| 158 |
+
# Split data
|
| 159 |
+
X_train, X_test, y_train, y_test = train_test_split(
|
| 160 |
+
X, y, test_size=test_size, random_state=42
|
| 161 |
+
)
|
| 162 |
+
|
| 163 |
+
# Fit linear regression
|
| 164 |
+
model = LinearRegression()
|
| 165 |
+
model.fit(X_train, y_train)
|
| 166 |
+
|
| 167 |
+
# Predictions
|
| 168 |
+
y_pred_train = model.predict(X_train)
|
| 169 |
+
y_pred_test = model.predict(X_test)
|
| 170 |
+
|
| 171 |
+
# Model performance
|
| 172 |
+
r2_train = r2_score(y_train, y_pred_train)
|
| 173 |
+
r2_test = r2_score(y_test, y_pred_test)
|
| 174 |
+
rmse_train = np.sqrt(mean_squared_error(y_train, y_pred_train))
|
| 175 |
+
rmse_test = np.sqrt(mean_squared_error(y_test, y_pred_test))
|
| 176 |
+
|
| 177 |
+
print(f"\nModel Performance:")
|
| 178 |
+
print(f"R² (Training): {r2_train:.4f}")
|
| 179 |
+
print(f"R² (Test): {r2_test:.4f}")
|
| 180 |
+
print(f"RMSE (Training): {rmse_train:.4f}")
|
| 181 |
+
print(f"RMSE (Test): {rmse_test:.4f}")
|
| 182 |
+
|
| 183 |
+
# Coefficients
|
| 184 |
+
print(f"\nCoefficients:")
|
| 185 |
+
for feature, coef in zip(feature_cols, model.coef_):
|
| 186 |
+
print(f" {feature}: {coef:.4f}")
|
| 187 |
+
print(f" Intercept: {model.intercept_:.4f}")
|
| 188 |
+
|
| 189 |
+
# Statistical significance using statsmodels
|
| 190 |
+
X_with_const = sm.add_constant(X_train)
|
| 191 |
+
model_sm = sm.OLS(y_train, X_with_const).fit()
|
| 192 |
+
|
| 193 |
+
print(f"\nStatistical Significance:")
|
| 194 |
+
print(model_sm.summary().tables[1])
|
| 195 |
+
|
| 196 |
+
# Assumption tests
|
| 197 |
+
print(f"\n" + "=" * 30)
|
| 198 |
+
print("REGRESSION ASSUMPTIONS")
|
| 199 |
+
print("=" * 30)
|
| 200 |
+
|
| 201 |
+
# 1. Normality of residuals
|
| 202 |
+
residuals = y_train - y_pred_train
|
| 203 |
+
_, p_value_norm = stats.normaltest(residuals)
|
| 204 |
+
print(f"Normality test (p-value): {p_value_norm:.4f}")
|
| 205 |
+
|
| 206 |
+
# 2. Multicollinearity (VIF)
|
| 207 |
+
vif_data = []
|
| 208 |
+
for i in range(X_train.shape[1]):
|
| 209 |
+
try:
|
| 210 |
+
vif = variance_inflation_factor(X_train.values, i)
|
| 211 |
+
vif_data.append(vif)
|
| 212 |
+
except:
|
| 213 |
+
vif_data.append(np.nan)
|
| 214 |
+
|
| 215 |
+
print(f"\nVariance Inflation Factors:")
|
| 216 |
+
for feature, vif in zip(feature_cols, vif_data):
|
| 217 |
+
print(f" {feature}: {vif:.3f}")
|
| 218 |
+
|
| 219 |
+
# 3. Homoscedasticity
|
| 220 |
+
try:
|
| 221 |
+
_, p_value_het = het_breuschpagan(residuals, X_with_const)
|
| 222 |
+
print(f"\nHomoscedasticity test (p-value): {p_value_het:.4f}")
|
| 223 |
+
except:
|
| 224 |
+
p_value_het = np.nan
|
| 225 |
+
print(f"\nHomoscedasticity test failed")
|
| 226 |
+
|
| 227 |
+
# Store results
|
| 228 |
+
self.results['regression'] = {
|
| 229 |
+
'model': model,
|
| 230 |
+
'model_sm': model_sm,
|
| 231 |
+
'performance': {
|
| 232 |
+
'r2_train': r2_train,
|
| 233 |
+
'r2_test': r2_test,
|
| 234 |
+
'rmse_train': rmse_train,
|
| 235 |
+
'rmse_test': rmse_test
|
| 236 |
+
},
|
| 237 |
+
'coefficients': dict(zip(feature_cols, model.coef_)),
|
| 238 |
+
'assumptions': {
|
| 239 |
+
'normality_p': p_value_norm,
|
| 240 |
+
'homoscedasticity_p': p_value_het,
|
| 241 |
+
'vif': dict(zip(feature_cols, vif_data))
|
| 242 |
+
}
|
| 243 |
+
}
|
| 244 |
+
|
| 245 |
+
return self.results['regression']
|
| 246 |
+
|
| 247 |
+
def perform_clustering(self, max_k=10):
|
| 248 |
+
"""Perform clustering analysis with optimal k selection."""
|
| 249 |
+
print("\n" + "=" * 40)
|
| 250 |
+
print("CLUSTERING ANALYSIS")
|
| 251 |
+
print("=" * 40)
|
| 252 |
+
|
| 253 |
+
# Prepare data
|
| 254 |
+
df_clean = self.df.dropna()
|
| 255 |
+
if df_clean.shape[0] < 10 or df_clean.shape[1] < 2:
|
| 256 |
+
print("Not enough data for clustering (need at least 10 rows and 2 columns after dropna). Skipping.")
|
| 257 |
+
self.results['clustering'] = None
|
| 258 |
+
return None
|
| 259 |
+
try:
|
| 260 |
+
scaled_data = self.scaler.fit_transform(df_clean)
|
| 261 |
+
except Exception as e:
|
| 262 |
+
print(f"Scaling failed: {e}")
|
| 263 |
+
self.results['clustering'] = None
|
| 264 |
+
return None
|
| 265 |
+
# Find optimal k using elbow method and silhouette score
|
| 266 |
+
inertias = []
|
| 267 |
+
silhouette_scores = []
|
| 268 |
+
k_range = range(2, min(max_k + 1, len(df_clean) // 10 + 1))
|
| 269 |
+
if len(k_range) < 2:
|
| 270 |
+
print("Not enough data for multiple clusters. Skipping clustering.")
|
| 271 |
+
self.results['clustering'] = None
|
| 272 |
+
return None
|
| 273 |
+
try:
|
| 274 |
+
for k in k_range:
|
| 275 |
+
kmeans = KMeans(n_clusters=k, random_state=42)
|
| 276 |
+
kmeans.fit(scaled_data)
|
| 277 |
+
inertias.append(kmeans.inertia_)
|
| 278 |
+
silhouette_scores.append(silhouette_score(scaled_data, kmeans.labels_))
|
| 279 |
+
# Plot elbow curve only if there are results
|
| 280 |
+
if inertias and silhouette_scores:
|
| 281 |
+
plt.figure(figsize=(12, 4))
|
| 282 |
+
plt.subplot(1, 2, 1)
|
| 283 |
+
plt.plot(list(k_range), inertias, 'bo-')
|
| 284 |
+
plt.xlabel('Number of Clusters (k)')
|
| 285 |
+
plt.ylabel('Inertia')
|
| 286 |
+
plt.title('Elbow Method')
|
| 287 |
+
plt.grid(True)
|
| 288 |
+
plt.subplot(1, 2, 2)
|
| 289 |
+
plt.plot(list(k_range), silhouette_scores, 'ro-')
|
| 290 |
+
plt.xlabel('Number of Clusters (k)')
|
| 291 |
+
plt.ylabel('Silhouette Score')
|
| 292 |
+
plt.title('Silhouette Analysis')
|
| 293 |
+
plt.grid(True)
|
| 294 |
+
plt.tight_layout()
|
| 295 |
+
plt.savefig('data/exports/clustering_analysis.png', dpi=300, bbox_inches='tight')
|
| 296 |
+
plt.show()
|
| 297 |
+
# Choose optimal k (highest silhouette score)
|
| 298 |
+
optimal_k = list(k_range)[np.argmax(silhouette_scores)]
|
| 299 |
+
print(f"Optimal number of clusters: {optimal_k}")
|
| 300 |
+
print(f"Best silhouette score: {max(silhouette_scores):.3f}")
|
| 301 |
+
# Perform clustering with optimal k
|
| 302 |
+
kmeans_optimal = KMeans(n_clusters=optimal_k, random_state=42)
|
| 303 |
+
cluster_labels = kmeans_optimal.fit_predict(scaled_data)
|
| 304 |
+
# Add cluster labels to data
|
| 305 |
+
df_clustered = df_clean.copy()
|
| 306 |
+
df_clustered['Cluster'] = cluster_labels
|
| 307 |
+
# Cluster characteristics
|
| 308 |
+
print(f"\nCluster Characteristics:")
|
| 309 |
+
cluster_stats = df_clustered.groupby('Cluster').agg(['mean', 'std'])
|
| 310 |
+
print(cluster_stats.round(3))
|
| 311 |
+
# Store results
|
| 312 |
+
self.results['clustering'] = {
|
| 313 |
+
'optimal_k': optimal_k,
|
| 314 |
+
'silhouette_score': max(silhouette_scores),
|
| 315 |
+
'cluster_labels': cluster_labels,
|
| 316 |
+
'clustered_data': df_clustered,
|
| 317 |
+
'cluster_stats': cluster_stats,
|
| 318 |
+
'inertias': inertias,
|
| 319 |
+
'silhouette_scores': silhouette_scores
|
| 320 |
+
}
|
| 321 |
+
return self.results['clustering']
|
| 322 |
+
except Exception as e:
|
| 323 |
+
print(f"Clustering failed: {e}")
|
| 324 |
+
self.results['clustering'] = None
|
| 325 |
+
return None
|
| 326 |
+
|
| 327 |
+
def perform_time_series_analysis(self, target_var='GDP'):
|
| 328 |
+
"""Perform comprehensive time series analysis."""
|
| 329 |
+
print("\n" + "=" * 40)
|
| 330 |
+
print("TIME SERIES ANALYSIS")
|
| 331 |
+
print("=" * 40)
|
| 332 |
+
|
| 333 |
+
if target_var not in self.df.columns:
|
| 334 |
+
print(f"Target variable '{target_var}' not found")
|
| 335 |
+
self.results['time_series'] = None
|
| 336 |
+
return None
|
| 337 |
+
# Prepare time series data
|
| 338 |
+
ts_data = self.df[target_var].dropna()
|
| 339 |
+
if len(ts_data) < 50:
|
| 340 |
+
print("Insufficient data for time series analysis (need at least 50 points). Skipping.")
|
| 341 |
+
self.results['time_series'] = None
|
| 342 |
+
return None
|
| 343 |
+
print(f"Time series length: {len(ts_data)} observations")
|
| 344 |
+
print(f"Date range: {ts_data.index.min()} to {ts_data.index.max()}")
|
| 345 |
+
# 1. Time Series Decomposition
|
| 346 |
+
print(f"\nTime Series Decomposition:")
|
| 347 |
+
try:
|
| 348 |
+
# Resample to monthly data if needed
|
| 349 |
+
if ts_data.index.freq is None:
|
| 350 |
+
ts_monthly = ts_data.resample('M').mean()
|
| 351 |
+
else:
|
| 352 |
+
ts_monthly = ts_data
|
| 353 |
+
decomposition = seasonal_decompose(ts_monthly, model='additive', period=12)
|
| 354 |
+
# Plot decomposition
|
| 355 |
+
fig, axes = plt.subplots(4, 1, figsize=(12, 10))
|
| 356 |
+
decomposition.observed.plot(ax=axes[0], title='Original Time Series')
|
| 357 |
+
decomposition.trend.plot(ax=axes[1], title='Trend')
|
| 358 |
+
decomposition.seasonal.plot(ax=axes[2], title='Seasonality')
|
| 359 |
+
decomposition.resid.plot(ax=axes[3], title='Residuals')
|
| 360 |
+
plt.tight_layout()
|
| 361 |
+
plt.savefig('data/exports/time_series_decomposition.png', dpi=300, bbox_inches='tight')
|
| 362 |
+
plt.show()
|
| 363 |
+
except Exception as e:
|
| 364 |
+
print(f"Decomposition failed: {e}")
|
| 365 |
+
# 2. ARIMA Modeling
|
| 366 |
+
print(f"\nARIMA Modeling:")
|
| 367 |
+
try:
|
| 368 |
+
# Fit ARIMA model
|
| 369 |
+
model = ARIMA(ts_monthly, order=(1, 1, 1))
|
| 370 |
+
fitted_model = model.fit()
|
| 371 |
+
print(f"ARIMA Model Summary:")
|
| 372 |
+
print(fitted_model.summary())
|
| 373 |
+
# Forecast
|
| 374 |
+
forecast_steps = min(12, len(ts_monthly) // 4)
|
| 375 |
+
forecast = fitted_model.forecast(steps=forecast_steps)
|
| 376 |
+
conf_int = fitted_model.get_forecast(steps=forecast_steps).conf_int()
|
| 377 |
+
# Plot forecast
|
| 378 |
+
plt.figure(figsize=(12, 6))
|
| 379 |
+
ts_monthly.plot(label='Historical Data')
|
| 380 |
+
forecast.plot(label='Forecast', color='red')
|
| 381 |
+
plt.fill_between(forecast.index,
|
| 382 |
+
conf_int.iloc[:, 0],
|
| 383 |
+
conf_int.iloc[:, 1],
|
| 384 |
+
alpha=0.3, color='red', label='Confidence Interval')
|
| 385 |
+
plt.title(f'{target_var} - ARIMA Forecast')
|
| 386 |
+
plt.legend()
|
| 387 |
+
plt.grid(True)
|
| 388 |
+
plt.tight_layout()
|
| 389 |
+
plt.savefig('data/exports/time_series_forecast.png', dpi=300, bbox_inches='tight')
|
| 390 |
+
plt.show()
|
| 391 |
+
# Store results
|
| 392 |
+
self.results['time_series'] = {
|
| 393 |
+
'model': fitted_model,
|
| 394 |
+
'forecast': forecast,
|
| 395 |
+
'confidence_intervals': conf_int,
|
| 396 |
+
'decomposition': decomposition if 'decomposition' in locals() else None
|
| 397 |
+
}
|
| 398 |
+
except Exception as e:
|
| 399 |
+
print(f"ARIMA modeling failed: {e}")
|
| 400 |
+
self.results['time_series'] = None
|
| 401 |
+
return self.results.get('time_series')
|
| 402 |
+
|
| 403 |
+
def generate_insights_report(self):
|
| 404 |
+
"""Generate comprehensive insights report in layman's terms."""
|
| 405 |
+
print("\n" + "=" * 60)
|
| 406 |
+
print("COMPREHENSIVE INSIGHTS REPORT")
|
| 407 |
+
print("=" * 60)
|
| 408 |
+
|
| 409 |
+
insights = []
|
| 410 |
+
# EDA Insights
|
| 411 |
+
if 'eda' in self.results and self.results['eda'] is not None:
|
| 412 |
+
insights.append("EXPLORATORY DATA ANALYSIS INSIGHTS:")
|
| 413 |
+
insights.append("-" * 40)
|
| 414 |
+
# Correlation insights
|
| 415 |
+
pearson_corr = self.results['eda']['pearson_corr']
|
| 416 |
+
high_corr_pairs = []
|
| 417 |
+
for i in range(len(pearson_corr.columns)):
|
| 418 |
+
for j in range(i+1, len(pearson_corr.columns)):
|
| 419 |
+
corr_val = pearson_corr.iloc[i, j]
|
| 420 |
+
if abs(corr_val) > 0.7:
|
| 421 |
+
high_corr_pairs.append((pearson_corr.columns[i], pearson_corr.columns[j], corr_val))
|
| 422 |
+
if high_corr_pairs:
|
| 423 |
+
insights.append("Strong correlations found:")
|
| 424 |
+
for var1, var2, corr in high_corr_pairs:
|
| 425 |
+
insights.append(f" • {var1} and {var2}: {corr:.3f}")
|
| 426 |
+
else:
|
| 427 |
+
insights.append("No strong correlations (>0.7) found between variables.")
|
| 428 |
+
else:
|
| 429 |
+
insights.append("EDA could not be performed or returned no results.")
|
| 430 |
+
# Regression Insights
|
| 431 |
+
if 'regression' in self.results and self.results['regression'] is not None:
|
| 432 |
+
insights.append("\nREGRESSION MODEL INSIGHTS:")
|
| 433 |
+
insights.append("-" * 40)
|
| 434 |
+
reg_results = self.results['regression']
|
| 435 |
+
r2_test = reg_results['performance']['r2_test']
|
| 436 |
+
insights.append(f"Model Performance:")
|
| 437 |
+
insights.append(f" • The model explains {r2_test:.1%} of the variation in the target variable")
|
| 438 |
+
if r2_test > 0.7:
|
| 439 |
+
insights.append(" • This is considered a good model fit")
|
| 440 |
+
elif r2_test > 0.5:
|
| 441 |
+
insights.append(" • This is considered a moderate model fit")
|
| 442 |
+
else:
|
| 443 |
+
insights.append(" • This model has limited predictive power")
|
| 444 |
+
# Assumption insights
|
| 445 |
+
assumptions = reg_results['assumptions']
|
| 446 |
+
if assumptions['normality_p'] > 0.05:
|
| 447 |
+
insights.append(" • Residuals are normally distributed (assumption met)")
|
| 448 |
+
else:
|
| 449 |
+
insights.append(" • Residuals are not normally distributed (assumption violated)")
|
| 450 |
+
else:
|
| 451 |
+
insights.append("Regression modeling could not be performed or returned no results.")
|
| 452 |
+
# Clustering Insights
|
| 453 |
+
if 'clustering' in self.results and self.results['clustering'] is not None:
|
| 454 |
+
insights.append("\nCLUSTERING INSIGHTS:")
|
| 455 |
+
insights.append("-" * 40)
|
| 456 |
+
cluster_results = self.results['clustering']
|
| 457 |
+
optimal_k = cluster_results['optimal_k']
|
| 458 |
+
silhouette_score = cluster_results['silhouette_score']
|
| 459 |
+
insights.append(f"Optimal number of clusters: {optimal_k}")
|
| 460 |
+
insights.append(f"Cluster quality score: {silhouette_score:.3f}")
|
| 461 |
+
if silhouette_score > 0.5:
|
| 462 |
+
insights.append(" • Clusters are well-separated and distinct")
|
| 463 |
+
elif silhouette_score > 0.3:
|
| 464 |
+
insights.append(" • Clusters show moderate separation")
|
| 465 |
+
else:
|
| 466 |
+
insights.append(" • Clusters may not be well-defined")
|
| 467 |
+
else:
|
| 468 |
+
insights.append("Clustering could not be performed or returned no results.")
|
| 469 |
+
# Time Series Insights
|
| 470 |
+
if 'time_series' in self.results and self.results['time_series'] is not None:
|
| 471 |
+
insights.append("\nTIME SERIES INSIGHTS:")
|
| 472 |
+
insights.append("-" * 40)
|
| 473 |
+
insights.append(" • Time series decomposition shows trend, seasonality, and random components")
|
| 474 |
+
insights.append(" • ARIMA model provides future forecasts with confidence intervals")
|
| 475 |
+
insights.append(" • Forecasts can be used for planning and decision-making")
|
| 476 |
+
else:
|
| 477 |
+
insights.append("Time series analysis could not be performed or returned no results.")
|
| 478 |
+
# Print insights
|
| 479 |
+
for insight in insights:
|
| 480 |
+
print(insight)
|
| 481 |
+
# Save insights to file
|
| 482 |
+
with open('data/exports/insights_report.txt', 'w') as f:
|
| 483 |
+
f.write('\n'.join(insights))
|
| 484 |
+
return insights
|
| 485 |
+
|
| 486 |
+
def run_complete_analysis(self):
|
| 487 |
+
"""Run the complete advanced analytics workflow."""
|
| 488 |
+
print("Starting comprehensive advanced analytics...")
|
| 489 |
+
|
| 490 |
+
# 1. EDA
|
| 491 |
+
self.perform_eda()
|
| 492 |
+
|
| 493 |
+
# 2. Dimensionality reduction
|
| 494 |
+
self.perform_dimensionality_reduction()
|
| 495 |
+
|
| 496 |
+
# 3. Statistical modeling
|
| 497 |
+
self.perform_statistical_modeling()
|
| 498 |
+
|
| 499 |
+
# 4. Clustering
|
| 500 |
+
self.perform_clustering()
|
| 501 |
+
|
| 502 |
+
# 5. Time series analysis
|
| 503 |
+
self.perform_time_series_analysis()
|
| 504 |
+
|
| 505 |
+
# 6. Generate insights
|
| 506 |
+
self.generate_insights_report()
|
| 507 |
+
|
| 508 |
+
print("\n" + "=" * 60)
|
| 509 |
+
print("ANALYSIS COMPLETE!")
|
| 510 |
+
print("=" * 60)
|
| 511 |
+
print("Check the following outputs:")
|
| 512 |
+
print(" • data/exports/insights_report.txt - Comprehensive insights")
|
| 513 |
+
print(" • data/exports/clustering_analysis.png - Clustering results")
|
| 514 |
+
print(" • data/exports/time_series_decomposition.png - Time series decomposition")
|
| 515 |
+
print(" • data/exports/time_series_forecast.png - Time series forecast")
|
| 516 |
+
|
| 517 |
+
return self.results
|
src/analysis/economic_analyzer.py
ADDED
|
@@ -0,0 +1,201 @@
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|
|
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|
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|
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|
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|
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|
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|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
#!/usr/bin/env python3
|
| 2 |
+
"""
|
| 3 |
+
Quick Start Guide for FRED Economic Data Analysis
|
| 4 |
+
Demonstrates how to load and analyze the collected data
|
| 5 |
+
"""
|
| 6 |
+
|
| 7 |
+
import pandas as pd
|
| 8 |
+
import matplotlib.pyplot as plt
|
| 9 |
+
import seaborn as sns
|
| 10 |
+
import sys
|
| 11 |
+
import os
|
| 12 |
+
sys.path.append(os.path.join(os.path.dirname(__file__), '..'))
|
| 13 |
+
|
| 14 |
+
from core.fred_client import FREDDataCollectorV2
|
| 15 |
+
from datetime import datetime, timedelta
|
| 16 |
+
|
| 17 |
+
def load_latest_data():
|
| 18 |
+
"""Load the most recent data file."""
|
| 19 |
+
import os
|
| 20 |
+
import glob
|
| 21 |
+
|
| 22 |
+
# Find the most recent data file
|
| 23 |
+
data_files = glob.glob('data/fred_economic_data_*.csv')
|
| 24 |
+
if not data_files:
|
| 25 |
+
print("No data files found. Run the collector first.")
|
| 26 |
+
return None
|
| 27 |
+
|
| 28 |
+
latest_file = max(data_files, key=os.path.getctime)
|
| 29 |
+
print(f"Loading data from: {latest_file}")
|
| 30 |
+
|
| 31 |
+
df = pd.read_csv(latest_file, index_col=0, parse_dates=True)
|
| 32 |
+
return df
|
| 33 |
+
|
| 34 |
+
def analyze_gdp_trends(df):
|
| 35 |
+
"""Analyze GDP trends."""
|
| 36 |
+
print("\n=== GDP Analysis ===")
|
| 37 |
+
|
| 38 |
+
if 'GDP' not in df.columns:
|
| 39 |
+
print("GDP data not available")
|
| 40 |
+
return
|
| 41 |
+
|
| 42 |
+
gdp_data = df['GDP'].dropna()
|
| 43 |
+
|
| 44 |
+
print(f"GDP Data Points: {len(gdp_data)}")
|
| 45 |
+
print(f"Date Range: {gdp_data.index.min()} to {gdp_data.index.max()}")
|
| 46 |
+
print(f"Latest GDP: ${gdp_data.iloc[-1]:,.2f} billion")
|
| 47 |
+
print(f"GDP Growth (last 5 years): {((gdp_data.iloc[-1] / gdp_data.iloc[-20]) - 1) * 100:.2f}%")
|
| 48 |
+
|
| 49 |
+
# Plot GDP trend
|
| 50 |
+
plt.figure(figsize=(12, 6))
|
| 51 |
+
gdp_data.plot(linewidth=2)
|
| 52 |
+
plt.title('US GDP Over Time')
|
| 53 |
+
plt.ylabel('GDP (Billions of Dollars)')
|
| 54 |
+
plt.grid(True, alpha=0.3)
|
| 55 |
+
plt.tight_layout()
|
| 56 |
+
plt.show()
|
| 57 |
+
|
| 58 |
+
def analyze_unemployment(df):
|
| 59 |
+
"""Analyze unemployment trends."""
|
| 60 |
+
print("\n=== Unemployment Analysis ===")
|
| 61 |
+
|
| 62 |
+
if 'UNRATE' not in df.columns:
|
| 63 |
+
print("Unemployment data not available")
|
| 64 |
+
return
|
| 65 |
+
|
| 66 |
+
unrate_data = df['UNRATE'].dropna()
|
| 67 |
+
|
| 68 |
+
print(f"Unemployment Data Points: {len(unrate_data)}")
|
| 69 |
+
print(f"Current Unemployment Rate: {unrate_data.iloc[-1]:.1f}%")
|
| 70 |
+
print(f"Average Unemployment Rate: {unrate_data.mean():.1f}%")
|
| 71 |
+
print(f"Lowest Rate: {unrate_data.min():.1f}%")
|
| 72 |
+
print(f"Highest Rate: {unrate_data.max():.1f}%")
|
| 73 |
+
|
| 74 |
+
# Plot unemployment trend
|
| 75 |
+
plt.figure(figsize=(12, 6))
|
| 76 |
+
unrate_data.plot(linewidth=2, color='red')
|
| 77 |
+
plt.title('US Unemployment Rate Over Time')
|
| 78 |
+
plt.ylabel('Unemployment Rate (%)')
|
| 79 |
+
plt.grid(True, alpha=0.3)
|
| 80 |
+
plt.tight_layout()
|
| 81 |
+
plt.show()
|
| 82 |
+
|
| 83 |
+
def analyze_inflation(df):
|
| 84 |
+
"""Analyze inflation trends using CPI."""
|
| 85 |
+
print("\n=== Inflation Analysis (CPI) ===")
|
| 86 |
+
|
| 87 |
+
if 'CPIAUCSL' not in df.columns:
|
| 88 |
+
print("CPI data not available")
|
| 89 |
+
return
|
| 90 |
+
|
| 91 |
+
cpi_data = df['CPIAUCSL'].dropna()
|
| 92 |
+
|
| 93 |
+
# Calculate year-over-year inflation
|
| 94 |
+
cpi_yoy = cpi_data.pct_change(periods=12) * 100
|
| 95 |
+
|
| 96 |
+
print(f"CPI Data Points: {len(cpi_data)}")
|
| 97 |
+
print(f"Current CPI: {cpi_data.iloc[-1]:.2f}")
|
| 98 |
+
print(f"Current YoY Inflation: {cpi_yoy.iloc[-1]:.2f}%")
|
| 99 |
+
print(f"Average YoY Inflation: {cpi_yoy.mean():.2f}%")
|
| 100 |
+
|
| 101 |
+
# Plot inflation trend
|
| 102 |
+
fig, (ax1, ax2) = plt.subplots(2, 1, figsize=(12, 10))
|
| 103 |
+
|
| 104 |
+
cpi_data.plot(ax=ax1, linewidth=2, color='green')
|
| 105 |
+
ax1.set_title('Consumer Price Index (CPI)')
|
| 106 |
+
ax1.set_ylabel('CPI')
|
| 107 |
+
ax1.grid(True, alpha=0.3)
|
| 108 |
+
|
| 109 |
+
cpi_yoy.plot(ax=ax2, linewidth=2, color='orange')
|
| 110 |
+
ax2.set_title('Year-over-Year Inflation Rate')
|
| 111 |
+
ax2.set_ylabel('Inflation Rate (%)')
|
| 112 |
+
ax2.grid(True, alpha=0.3)
|
| 113 |
+
|
| 114 |
+
plt.tight_layout()
|
| 115 |
+
plt.show()
|
| 116 |
+
|
| 117 |
+
def analyze_interest_rates(df):
|
| 118 |
+
"""Analyze interest rate trends."""
|
| 119 |
+
print("\n=== Interest Rate Analysis ===")
|
| 120 |
+
|
| 121 |
+
rates_data = {}
|
| 122 |
+
if 'FEDFUNDS' in df.columns:
|
| 123 |
+
rates_data['Federal Funds Rate'] = df['FEDFUNDS'].dropna()
|
| 124 |
+
if 'DGS10' in df.columns:
|
| 125 |
+
rates_data['10-Year Treasury'] = df['DGS10'].dropna()
|
| 126 |
+
|
| 127 |
+
if not rates_data:
|
| 128 |
+
print("No interest rate data available")
|
| 129 |
+
return
|
| 130 |
+
|
| 131 |
+
for name, data in rates_data.items():
|
| 132 |
+
print(f"\n{name}:")
|
| 133 |
+
print(f" Current Rate: {data.iloc[-1]:.2f}%")
|
| 134 |
+
print(f" Average Rate: {data.mean():.2f}%")
|
| 135 |
+
print(f" Range: {data.min():.2f}% - {data.max():.2f}%")
|
| 136 |
+
|
| 137 |
+
# Plot interest rates
|
| 138 |
+
plt.figure(figsize=(12, 6))
|
| 139 |
+
for name, data in rates_data.items():
|
| 140 |
+
data.plot(linewidth=2, label=name)
|
| 141 |
+
|
| 142 |
+
plt.title('Interest Rates Over Time')
|
| 143 |
+
plt.ylabel('Interest Rate (%)')
|
| 144 |
+
plt.legend()
|
| 145 |
+
plt.grid(True, alpha=0.3)
|
| 146 |
+
plt.tight_layout()
|
| 147 |
+
plt.show()
|
| 148 |
+
|
| 149 |
+
def correlation_analysis(df):
|
| 150 |
+
"""Analyze correlations between economic indicators."""
|
| 151 |
+
print("\n=== Correlation Analysis ===")
|
| 152 |
+
|
| 153 |
+
# Select available indicators
|
| 154 |
+
available_cols = [col for col in ['GDP', 'UNRATE', 'CPIAUCSL', 'FEDFUNDS', 'DGS10']
|
| 155 |
+
if col in df.columns]
|
| 156 |
+
|
| 157 |
+
if len(available_cols) < 2:
|
| 158 |
+
print("Need at least 2 indicators for correlation analysis")
|
| 159 |
+
return
|
| 160 |
+
|
| 161 |
+
# Calculate correlations
|
| 162 |
+
corr_data = df[available_cols].corr()
|
| 163 |
+
|
| 164 |
+
print("Correlation Matrix:")
|
| 165 |
+
print(corr_data.round(3))
|
| 166 |
+
|
| 167 |
+
# Plot correlation heatmap
|
| 168 |
+
plt.figure(figsize=(8, 6))
|
| 169 |
+
sns.heatmap(corr_data, annot=True, cmap='coolwarm', center=0,
|
| 170 |
+
square=True, linewidths=0.5)
|
| 171 |
+
plt.title('Economic Indicators Correlation Matrix')
|
| 172 |
+
plt.tight_layout()
|
| 173 |
+
plt.show()
|
| 174 |
+
|
| 175 |
+
def main():
|
| 176 |
+
"""Run the quick start analysis."""
|
| 177 |
+
print("FRED Economic Data - Quick Start Analysis")
|
| 178 |
+
print("=" * 50)
|
| 179 |
+
|
| 180 |
+
# Load data
|
| 181 |
+
df = load_latest_data()
|
| 182 |
+
if df is None:
|
| 183 |
+
return
|
| 184 |
+
|
| 185 |
+
print(f"Data loaded successfully!")
|
| 186 |
+
print(f"Shape: {df.shape}")
|
| 187 |
+
print(f"Columns: {list(df.columns)}")
|
| 188 |
+
print(f"Date range: {df.index.min()} to {df.index.max()}")
|
| 189 |
+
|
| 190 |
+
# Run analyses
|
| 191 |
+
analyze_gdp_trends(df)
|
| 192 |
+
analyze_unemployment(df)
|
| 193 |
+
analyze_inflation(df)
|
| 194 |
+
analyze_interest_rates(df)
|
| 195 |
+
correlation_analysis(df)
|
| 196 |
+
|
| 197 |
+
print("\n=== Analysis Complete ===")
|
| 198 |
+
print("Check the generated plots for visual insights!")
|
| 199 |
+
|
| 200 |
+
if __name__ == "__main__":
|
| 201 |
+
main()
|
src/core/__init__.py
ADDED
|
@@ -0,0 +1,7 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
"""
|
| 2 |
+
Core functionality for FRED data collection and processing.
|
| 3 |
+
"""
|
| 4 |
+
|
| 5 |
+
from .fred_client import FREDDataCollectorV2
|
| 6 |
+
|
| 7 |
+
__all__ = ['FREDDataCollectorV2']
|
src/core/__pycache__/__init__.cpython-39.pyc
ADDED
|
Binary file (348 Bytes). View file
|
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|
src/core/__pycache__/base_pipeline.cpython-39.pyc
ADDED
|
Binary file (1.75 kB). View file
|
|
|
src/core/__pycache__/fred_client.cpython-39.pyc
ADDED
|
Binary file (7.48 kB). View file
|
|
|
src/core/__pycache__/fred_pipeline.cpython-39.pyc
ADDED
|
Binary file (3.37 kB). View file
|
|
|
src/core/base_pipeline.py
ADDED
|
@@ -0,0 +1,38 @@
|
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|
| 1 |
+
import abc
|
| 2 |
+
import logging
|
| 3 |
+
import yaml
|
| 4 |
+
import os
|
| 5 |
+
|
| 6 |
+
class BasePipeline(abc.ABC):
|
| 7 |
+
"""
|
| 8 |
+
Abstract base class for all data pipelines.
|
| 9 |
+
Handles config loading, logging, and pipeline orchestration.
|
| 10 |
+
"""
|
| 11 |
+
def __init__(self, config_path: str):
|
| 12 |
+
self.config = self.load_config(config_path)
|
| 13 |
+
self.logger = self.setup_logger()
|
| 14 |
+
|
| 15 |
+
@staticmethod
|
| 16 |
+
def load_config(config_path: str):
|
| 17 |
+
with open(config_path, 'r') as f:
|
| 18 |
+
return yaml.safe_load(f)
|
| 19 |
+
|
| 20 |
+
def setup_logger(self):
|
| 21 |
+
log_cfg = self.config.get('logging', {})
|
| 22 |
+
log_level = getattr(logging, log_cfg.get('level', 'INFO').upper(), logging.INFO)
|
| 23 |
+
log_file = log_cfg.get('file', 'pipeline.log')
|
| 24 |
+
os.makedirs(os.path.dirname(log_file), exist_ok=True)
|
| 25 |
+
logging.basicConfig(
|
| 26 |
+
level=log_level,
|
| 27 |
+
format='%(asctime)s %(levelname)s %(name)s %(message)s',
|
| 28 |
+
handlers=[
|
| 29 |
+
logging.FileHandler(log_file),
|
| 30 |
+
logging.StreamHandler()
|
| 31 |
+
]
|
| 32 |
+
)
|
| 33 |
+
return logging.getLogger(self.__class__.__name__)
|
| 34 |
+
|
| 35 |
+
@abc.abstractmethod
|
| 36 |
+
def run(self):
|
| 37 |
+
"""Run the pipeline (to be implemented by subclasses)."""
|
| 38 |
+
pass
|
src/core/fred_client.py
ADDED
|
@@ -0,0 +1,288 @@
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|
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|
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|
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|
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|
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|
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|
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|
|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
#!/usr/bin/env python3
|
| 2 |
+
"""
|
| 3 |
+
FRED Data Collector v2
|
| 4 |
+
A tool for collecting and analyzing Federal Reserve Economic Data (FRED)
|
| 5 |
+
using direct API calls instead of the fredapi library
|
| 6 |
+
"""
|
| 7 |
+
|
| 8 |
+
import os
|
| 9 |
+
import pandas as pd
|
| 10 |
+
import numpy as np
|
| 11 |
+
import matplotlib.pyplot as plt
|
| 12 |
+
import seaborn as sns
|
| 13 |
+
import requests
|
| 14 |
+
from datetime import datetime, timedelta
|
| 15 |
+
import warnings
|
| 16 |
+
warnings.filterwarnings('ignore')
|
| 17 |
+
|
| 18 |
+
import sys
|
| 19 |
+
import os
|
| 20 |
+
sys.path.append(os.path.join(os.path.dirname(__file__), '..', '..'))
|
| 21 |
+
|
| 22 |
+
from config.settings import FRED_API_KEY, DEFAULT_START_DATE, DEFAULT_END_DATE, OUTPUT_DIR, PLOTS_DIR
|
| 23 |
+
|
| 24 |
+
class FREDDataCollectorV2:
|
| 25 |
+
def __init__(self, api_key=None):
|
| 26 |
+
"""Initialize the FRED data collector with API key."""
|
| 27 |
+
self.api_key = api_key or FRED_API_KEY
|
| 28 |
+
self.base_url = "https://api.stlouisfed.org/fred"
|
| 29 |
+
|
| 30 |
+
# Create output directories
|
| 31 |
+
os.makedirs(OUTPUT_DIR, exist_ok=True)
|
| 32 |
+
os.makedirs(PLOTS_DIR, exist_ok=True)
|
| 33 |
+
|
| 34 |
+
# Common economic indicators
|
| 35 |
+
self.indicators = {
|
| 36 |
+
'GDP': 'GDP', # Gross Domestic Product
|
| 37 |
+
'UNRATE': 'UNRATE', # Unemployment Rate
|
| 38 |
+
'CPIAUCSL': 'CPIAUCSL', # Consumer Price Index
|
| 39 |
+
'FEDFUNDS': 'FEDFUNDS', # Federal Funds Rate
|
| 40 |
+
'DGS10': 'DGS10', # 10-Year Treasury Rate
|
| 41 |
+
'DEXUSEU': 'DEXUSEU', # US/Euro Exchange Rate
|
| 42 |
+
'PAYEMS': 'PAYEMS', # Total Nonfarm Payrolls
|
| 43 |
+
'INDPRO': 'INDPRO', # Industrial Production
|
| 44 |
+
'M2SL': 'M2SL', # M2 Money Stock
|
| 45 |
+
'PCE': 'PCE' # Personal Consumption Expenditures
|
| 46 |
+
}
|
| 47 |
+
|
| 48 |
+
def get_series_info(self, series_id):
|
| 49 |
+
"""Get information about a FRED series."""
|
| 50 |
+
try:
|
| 51 |
+
url = f"{self.base_url}/series"
|
| 52 |
+
params = {
|
| 53 |
+
'series_id': series_id,
|
| 54 |
+
'api_key': self.api_key,
|
| 55 |
+
'file_type': 'json'
|
| 56 |
+
}
|
| 57 |
+
|
| 58 |
+
response = requests.get(url, params=params)
|
| 59 |
+
|
| 60 |
+
if response.status_code == 200:
|
| 61 |
+
data = response.json()
|
| 62 |
+
series = data.get('seriess', [])
|
| 63 |
+
|
| 64 |
+
if series:
|
| 65 |
+
s = series[0]
|
| 66 |
+
return {
|
| 67 |
+
'id': s['id'],
|
| 68 |
+
'title': s['title'],
|
| 69 |
+
'units': s.get('units', ''),
|
| 70 |
+
'frequency': s.get('frequency', ''),
|
| 71 |
+
'last_updated': s.get('last_updated', ''),
|
| 72 |
+
'notes': s.get('notes', '')
|
| 73 |
+
}
|
| 74 |
+
|
| 75 |
+
return None
|
| 76 |
+
|
| 77 |
+
except Exception as e:
|
| 78 |
+
print(f"Error getting info for {series_id}: {e}")
|
| 79 |
+
return None
|
| 80 |
+
|
| 81 |
+
def get_economic_data(self, series_ids, start_date=None, end_date=None):
|
| 82 |
+
"""Fetch economic data for specified series."""
|
| 83 |
+
start_date = start_date or DEFAULT_START_DATE
|
| 84 |
+
end_date = end_date or DEFAULT_END_DATE
|
| 85 |
+
|
| 86 |
+
data = {}
|
| 87 |
+
|
| 88 |
+
for series_id in series_ids:
|
| 89 |
+
try:
|
| 90 |
+
print(f"Fetching data for {series_id}...")
|
| 91 |
+
|
| 92 |
+
url = f"{self.base_url}/series/observations"
|
| 93 |
+
params = {
|
| 94 |
+
'series_id': series_id,
|
| 95 |
+
'api_key': self.api_key,
|
| 96 |
+
'file_type': 'json',
|
| 97 |
+
'start_date': start_date,
|
| 98 |
+
'end_date': end_date
|
| 99 |
+
}
|
| 100 |
+
|
| 101 |
+
response = requests.get(url, params=params)
|
| 102 |
+
|
| 103 |
+
if response.status_code == 200:
|
| 104 |
+
response_data = response.json()
|
| 105 |
+
observations = response_data.get('observations', [])
|
| 106 |
+
|
| 107 |
+
if observations:
|
| 108 |
+
# Convert to pandas Series
|
| 109 |
+
dates = []
|
| 110 |
+
values = []
|
| 111 |
+
|
| 112 |
+
for obs in observations:
|
| 113 |
+
try:
|
| 114 |
+
date = pd.to_datetime(obs['date'])
|
| 115 |
+
value = float(obs['value']) if obs['value'] != '.' else np.nan
|
| 116 |
+
dates.append(date)
|
| 117 |
+
values.append(value)
|
| 118 |
+
except (ValueError, KeyError):
|
| 119 |
+
continue
|
| 120 |
+
|
| 121 |
+
if dates and values:
|
| 122 |
+
series_data = pd.Series(values, index=dates, name=series_id)
|
| 123 |
+
data[series_id] = series_data
|
| 124 |
+
print(f"✓ Retrieved {len(series_data)} observations for {series_id}")
|
| 125 |
+
else:
|
| 126 |
+
print(f"✗ No valid data for {series_id}")
|
| 127 |
+
else:
|
| 128 |
+
print(f"✗ No observations found for {series_id}")
|
| 129 |
+
else:
|
| 130 |
+
print(f"✗ Error fetching {series_id}: HTTP {response.status_code}")
|
| 131 |
+
|
| 132 |
+
except Exception as e:
|
| 133 |
+
print(f"✗ Error fetching {series_id}: {e}")
|
| 134 |
+
|
| 135 |
+
return data
|
| 136 |
+
|
| 137 |
+
def create_dataframe(self, data_dict):
|
| 138 |
+
"""Convert dictionary of series data to a pandas DataFrame."""
|
| 139 |
+
if not data_dict:
|
| 140 |
+
return pd.DataFrame()
|
| 141 |
+
|
| 142 |
+
# Find the common date range
|
| 143 |
+
all_dates = set()
|
| 144 |
+
for series in data_dict.values():
|
| 145 |
+
all_dates.update(series.index)
|
| 146 |
+
|
| 147 |
+
# Create a complete date range
|
| 148 |
+
if all_dates:
|
| 149 |
+
date_range = pd.date_range(min(all_dates), max(all_dates), freq='D')
|
| 150 |
+
df = pd.DataFrame(index=date_range)
|
| 151 |
+
|
| 152 |
+
# Add each series
|
| 153 |
+
for series_id, series_data in data_dict.items():
|
| 154 |
+
df[series_id] = series_data
|
| 155 |
+
|
| 156 |
+
df.index.name = 'Date'
|
| 157 |
+
return df
|
| 158 |
+
|
| 159 |
+
return pd.DataFrame()
|
| 160 |
+
|
| 161 |
+
def save_data(self, df, filename):
|
| 162 |
+
"""Save data to CSV file."""
|
| 163 |
+
if df.empty:
|
| 164 |
+
print("No data to save")
|
| 165 |
+
return None
|
| 166 |
+
|
| 167 |
+
filepath = os.path.join(OUTPUT_DIR, filename)
|
| 168 |
+
df.to_csv(filepath)
|
| 169 |
+
print(f"Data saved to {filepath}")
|
| 170 |
+
return filepath
|
| 171 |
+
|
| 172 |
+
def plot_economic_indicators(self, df, indicators_to_plot=None):
|
| 173 |
+
"""Create plots for economic indicators."""
|
| 174 |
+
if df.empty:
|
| 175 |
+
print("No data to plot")
|
| 176 |
+
return
|
| 177 |
+
|
| 178 |
+
if indicators_to_plot is None:
|
| 179 |
+
indicators_to_plot = [col for col in df.columns if col in df.columns]
|
| 180 |
+
|
| 181 |
+
if not indicators_to_plot:
|
| 182 |
+
print("No indicators to plot")
|
| 183 |
+
return
|
| 184 |
+
|
| 185 |
+
# Set up the plotting style
|
| 186 |
+
plt.style.use('default')
|
| 187 |
+
sns.set_palette("husl")
|
| 188 |
+
|
| 189 |
+
# Create subplots
|
| 190 |
+
n_indicators = len(indicators_to_plot)
|
| 191 |
+
fig, axes = plt.subplots(n_indicators, 1, figsize=(15, 4*n_indicators))
|
| 192 |
+
|
| 193 |
+
if n_indicators == 1:
|
| 194 |
+
axes = [axes]
|
| 195 |
+
|
| 196 |
+
for i, indicator in enumerate(indicators_to_plot):
|
| 197 |
+
if indicator in df.columns:
|
| 198 |
+
ax = axes[i]
|
| 199 |
+
df[indicator].dropna().plot(ax=ax, linewidth=2)
|
| 200 |
+
|
| 201 |
+
# Get series info for title
|
| 202 |
+
info = self.get_series_info(indicator)
|
| 203 |
+
title = f'{indicator} - {info["title"]}' if info else indicator
|
| 204 |
+
ax.set_title(title)
|
| 205 |
+
ax.set_ylabel('Value')
|
| 206 |
+
ax.grid(True, alpha=0.3)
|
| 207 |
+
|
| 208 |
+
plt.tight_layout()
|
| 209 |
+
plot_path = os.path.join(PLOTS_DIR, 'economic_indicators.png')
|
| 210 |
+
plt.savefig(plot_path, dpi=300, bbox_inches='tight')
|
| 211 |
+
plt.show()
|
| 212 |
+
print(f"Plot saved to {plot_path}")
|
| 213 |
+
|
| 214 |
+
def generate_summary_statistics(self, df):
|
| 215 |
+
"""Generate summary statistics for the economic data."""
|
| 216 |
+
if df.empty:
|
| 217 |
+
return pd.DataFrame()
|
| 218 |
+
|
| 219 |
+
summary = df.describe()
|
| 220 |
+
|
| 221 |
+
# Add additional statistics
|
| 222 |
+
summary.loc['missing_values'] = df.isnull().sum()
|
| 223 |
+
summary.loc['missing_percentage'] = (df.isnull().sum() / len(df)) * 100
|
| 224 |
+
|
| 225 |
+
return summary
|
| 226 |
+
|
| 227 |
+
def run_analysis(self, series_ids=None, start_date=None, end_date=None):
|
| 228 |
+
"""Run a complete analysis of economic indicators."""
|
| 229 |
+
if series_ids is None:
|
| 230 |
+
series_ids = list(self.indicators.values())
|
| 231 |
+
|
| 232 |
+
print("=== FRED Economic Data Analysis v2 ===")
|
| 233 |
+
print(f"API Key: {self.api_key[:8]}...")
|
| 234 |
+
print(f"Date Range: {start_date or DEFAULT_START_DATE} to {end_date or DEFAULT_END_DATE}")
|
| 235 |
+
print(f"Series to analyze: {series_ids}")
|
| 236 |
+
print("=" * 50)
|
| 237 |
+
|
| 238 |
+
# Fetch data
|
| 239 |
+
data = self.get_economic_data(series_ids, start_date, end_date)
|
| 240 |
+
|
| 241 |
+
if not data:
|
| 242 |
+
print("No data retrieved. Please check your API key and series IDs.")
|
| 243 |
+
return None, None
|
| 244 |
+
|
| 245 |
+
# Create DataFrame
|
| 246 |
+
df = self.create_dataframe(data)
|
| 247 |
+
|
| 248 |
+
if df.empty:
|
| 249 |
+
print("No data to analyze")
|
| 250 |
+
return None, None
|
| 251 |
+
|
| 252 |
+
# Save data
|
| 253 |
+
timestamp = datetime.now().strftime("%Y%m%d_%H%M%S")
|
| 254 |
+
self.save_data(df, f'fred_economic_data_{timestamp}.csv')
|
| 255 |
+
|
| 256 |
+
# Generate summary statistics
|
| 257 |
+
summary = self.generate_summary_statistics(df)
|
| 258 |
+
print("\n=== Summary Statistics ===")
|
| 259 |
+
print(summary)
|
| 260 |
+
|
| 261 |
+
# Create plots
|
| 262 |
+
print("\n=== Creating Visualizations ===")
|
| 263 |
+
self.plot_economic_indicators(df)
|
| 264 |
+
|
| 265 |
+
return df, summary
|
| 266 |
+
|
| 267 |
+
def main():
|
| 268 |
+
"""Main function to run the FRED data analysis."""
|
| 269 |
+
collector = FREDDataCollectorV2()
|
| 270 |
+
|
| 271 |
+
# Example: Analyze key economic indicators
|
| 272 |
+
key_indicators = ['GDP', 'UNRATE', 'CPIAUCSL', 'FEDFUNDS', 'DGS10']
|
| 273 |
+
|
| 274 |
+
try:
|
| 275 |
+
df, summary = collector.run_analysis(series_ids=key_indicators)
|
| 276 |
+
|
| 277 |
+
if df is not None:
|
| 278 |
+
print("\n=== Analysis Complete ===")
|
| 279 |
+
print(f"Data shape: {df.shape}")
|
| 280 |
+
print(f"Date range: {df.index.min()} to {df.index.max()}")
|
| 281 |
+
else:
|
| 282 |
+
print("\n=== Analysis Failed ===")
|
| 283 |
+
|
| 284 |
+
except Exception as e:
|
| 285 |
+
print(f"Error during analysis: {e}")
|
| 286 |
+
|
| 287 |
+
if __name__ == "__main__":
|
| 288 |
+
main()
|
src/core/fred_pipeline.py
ADDED
|
@@ -0,0 +1,88 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
from .base_pipeline import BasePipeline
|
| 2 |
+
import requests
|
| 3 |
+
import pandas as pd
|
| 4 |
+
import os
|
| 5 |
+
from datetime import datetime
|
| 6 |
+
|
| 7 |
+
class FREDPipeline(BasePipeline):
|
| 8 |
+
"""
|
| 9 |
+
FRED Data Pipeline: Extracts, transforms, and loads FRED data using config.
|
| 10 |
+
"""
|
| 11 |
+
def __init__(self, config_path: str):
|
| 12 |
+
super().__init__(config_path)
|
| 13 |
+
self.fred_cfg = self.config['fred']
|
| 14 |
+
self.api_key = self.fred_cfg['api_key']
|
| 15 |
+
self.series = self.fred_cfg['series']
|
| 16 |
+
self.start_date = self.fred_cfg['start_date']
|
| 17 |
+
self.end_date = self.fred_cfg['end_date']
|
| 18 |
+
self.output_dir = self.fred_cfg['output_dir']
|
| 19 |
+
self.export_dir = self.fred_cfg['export_dir']
|
| 20 |
+
os.makedirs(self.output_dir, exist_ok=True)
|
| 21 |
+
os.makedirs(self.export_dir, exist_ok=True)
|
| 22 |
+
|
| 23 |
+
def extract(self):
|
| 24 |
+
"""Extract data from FRED API for all configured series."""
|
| 25 |
+
base_url = "https://api.stlouisfed.org/fred/series/observations"
|
| 26 |
+
data = {}
|
| 27 |
+
for series_id in self.series:
|
| 28 |
+
params = {
|
| 29 |
+
'series_id': series_id,
|
| 30 |
+
'api_key': self.api_key,
|
| 31 |
+
'file_type': 'json',
|
| 32 |
+
'start_date': self.start_date,
|
| 33 |
+
'end_date': self.end_date
|
| 34 |
+
}
|
| 35 |
+
try:
|
| 36 |
+
resp = requests.get(base_url, params=params)
|
| 37 |
+
resp.raise_for_status()
|
| 38 |
+
obs = resp.json().get('observations', [])
|
| 39 |
+
dates, values = [], []
|
| 40 |
+
for o in obs:
|
| 41 |
+
try:
|
| 42 |
+
dates.append(pd.to_datetime(o['date']))
|
| 43 |
+
values.append(float(o['value']) if o['value'] != '.' else None)
|
| 44 |
+
except Exception:
|
| 45 |
+
continue
|
| 46 |
+
data[series_id] = pd.Series(values, index=dates, name=series_id)
|
| 47 |
+
self.logger.info(f"Extracted {len(values)} records for {series_id}")
|
| 48 |
+
except Exception as e:
|
| 49 |
+
self.logger.error(f"Failed to extract {series_id}: {e}")
|
| 50 |
+
return data
|
| 51 |
+
|
| 52 |
+
def transform(self, data):
|
| 53 |
+
"""Transform raw data into a DataFrame, align dates, handle missing."""
|
| 54 |
+
if not data:
|
| 55 |
+
self.logger.warning("No data to transform.")
|
| 56 |
+
return pd.DataFrame()
|
| 57 |
+
all_dates = set()
|
| 58 |
+
for s in data.values():
|
| 59 |
+
all_dates.update(s.index)
|
| 60 |
+
if not all_dates:
|
| 61 |
+
return pd.DataFrame()
|
| 62 |
+
date_range = pd.date_range(min(all_dates), max(all_dates), freq='D')
|
| 63 |
+
df = pd.DataFrame(index=date_range)
|
| 64 |
+
for k, v in data.items():
|
| 65 |
+
df[k] = v
|
| 66 |
+
df.index.name = 'Date'
|
| 67 |
+
self.logger.info(f"Transformed data to DataFrame with shape {df.shape}")
|
| 68 |
+
return df
|
| 69 |
+
|
| 70 |
+
def load(self, df):
|
| 71 |
+
"""Save DataFrame to CSV in output_dir and export_dir."""
|
| 72 |
+
if df.empty:
|
| 73 |
+
self.logger.warning("No data to load.")
|
| 74 |
+
return None
|
| 75 |
+
ts = datetime.now().strftime("%Y%m%d_%H%M%S")
|
| 76 |
+
out_path = os.path.join(self.output_dir, f'fred_data_{ts}.csv')
|
| 77 |
+
exp_path = os.path.join(self.export_dir, f'fred_data_{ts}.csv')
|
| 78 |
+
df.to_csv(out_path)
|
| 79 |
+
df.to_csv(exp_path)
|
| 80 |
+
self.logger.info(f"Saved data to {out_path} and {exp_path}")
|
| 81 |
+
return out_path, exp_path
|
| 82 |
+
|
| 83 |
+
def run(self):
|
| 84 |
+
self.logger.info("Starting FRED data pipeline run...")
|
| 85 |
+
data = self.extract()
|
| 86 |
+
df = self.transform(data)
|
| 87 |
+
self.load(df)
|
| 88 |
+
self.logger.info("FRED data pipeline run complete.")
|
src/utils/__init__.py
ADDED
|
@@ -0,0 +1,7 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
"""
|
| 2 |
+
Utility functions and helper modules.
|
| 3 |
+
"""
|
| 4 |
+
|
| 5 |
+
from .examples import *
|
| 6 |
+
|
| 7 |
+
__all__ = ['examples']
|
src/utils/examples.py
ADDED
|
@@ -0,0 +1,139 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
#!/usr/bin/env python3
|
| 2 |
+
"""
|
| 3 |
+
Example usage of the FRED Data Collector
|
| 4 |
+
Demonstrates various ways to use the tool for economic data analysis
|
| 5 |
+
"""
|
| 6 |
+
|
| 7 |
+
import sys
|
| 8 |
+
import os
|
| 9 |
+
sys.path.append(os.path.join(os.path.dirname(__file__), '..'))
|
| 10 |
+
|
| 11 |
+
from core.fred_client import FREDDataCollectorV2
|
| 12 |
+
import pandas as pd
|
| 13 |
+
from datetime import datetime, timedelta
|
| 14 |
+
|
| 15 |
+
def example_basic_usage():
|
| 16 |
+
"""Basic usage example."""
|
| 17 |
+
print("=== Basic Usage Example ===")
|
| 18 |
+
|
| 19 |
+
collector = FREDDataCollectorV2()
|
| 20 |
+
|
| 21 |
+
# Get data for a single indicator
|
| 22 |
+
gdp_data = collector.get_economic_data(['GDP'], '2020-01-01', '2024-01-01')
|
| 23 |
+
df = collector.create_dataframe(gdp_data)
|
| 24 |
+
|
| 25 |
+
print(f"GDP data shape: {df.shape}")
|
| 26 |
+
print(f"Date range: {df.index.min()} to {df.index.max()}")
|
| 27 |
+
print(f"Latest GDP value: ${df['GDP'].iloc[-1]:,.2f} billion")
|
| 28 |
+
|
| 29 |
+
return df
|
| 30 |
+
|
| 31 |
+
def example_multiple_indicators():
|
| 32 |
+
"""Example with multiple economic indicators."""
|
| 33 |
+
print("\n=== Multiple Indicators Example ===")
|
| 34 |
+
|
| 35 |
+
collector = FREDDataCollectorV2()
|
| 36 |
+
|
| 37 |
+
# Define indicators of interest
|
| 38 |
+
indicators = ['UNRATE', 'CPIAUCSL', 'FEDFUNDS']
|
| 39 |
+
|
| 40 |
+
# Get data for the last 5 years
|
| 41 |
+
end_date = datetime.now().strftime('%Y-%m-%d')
|
| 42 |
+
start_date = (datetime.now() - timedelta(days=5*365)).strftime('%Y-%m-%d')
|
| 43 |
+
|
| 44 |
+
data = collector.get_economic_data(indicators, start_date, end_date)
|
| 45 |
+
df = collector.create_dataframe(data)
|
| 46 |
+
|
| 47 |
+
# Generate summary statistics
|
| 48 |
+
summary = collector.generate_summary_statistics(df)
|
| 49 |
+
print("\nSummary Statistics:")
|
| 50 |
+
print(summary)
|
| 51 |
+
|
| 52 |
+
# Save data
|
| 53 |
+
collector.save_data(df, 'example_multiple_indicators.csv')
|
| 54 |
+
|
| 55 |
+
return df
|
| 56 |
+
|
| 57 |
+
def example_custom_analysis():
|
| 58 |
+
"""Example of custom analysis."""
|
| 59 |
+
print("\n=== Custom Analysis Example ===")
|
| 60 |
+
|
| 61 |
+
collector = FREDDataCollectorV2()
|
| 62 |
+
|
| 63 |
+
# Focus on monetary policy indicators
|
| 64 |
+
monetary_indicators = ['FEDFUNDS', 'DGS10', 'M2SL']
|
| 65 |
+
|
| 66 |
+
# Get data for the last 10 years
|
| 67 |
+
end_date = datetime.now().strftime('%Y-%m-%d')
|
| 68 |
+
start_date = (datetime.now() - timedelta(days=10*365)).strftime('%Y-%m-%d')
|
| 69 |
+
|
| 70 |
+
data = collector.get_economic_data(monetary_indicators, start_date, end_date)
|
| 71 |
+
df = collector.create_dataframe(data)
|
| 72 |
+
|
| 73 |
+
# Calculate some custom metrics
|
| 74 |
+
if 'FEDFUNDS' in df.columns and 'DGS10' in df.columns:
|
| 75 |
+
# Calculate yield curve spread (10Y - Fed Funds)
|
| 76 |
+
df['YIELD_SPREAD'] = df['DGS10'] - df['FEDFUNDS']
|
| 77 |
+
|
| 78 |
+
print(f"\nYield Curve Analysis:")
|
| 79 |
+
print(f"Current Fed Funds Rate: {df['FEDFUNDS'].iloc[-1]:.2f}%")
|
| 80 |
+
print(f"Current 10Y Treasury Rate: {df['DGS10'].iloc[-1]:.2f}%")
|
| 81 |
+
print(f"Current Yield Spread: {df['YIELD_SPREAD'].iloc[-1]:.2f}%")
|
| 82 |
+
|
| 83 |
+
# Check for inverted yield curve (negative spread)
|
| 84 |
+
inverted_periods = df[df['YIELD_SPREAD'] < 0]
|
| 85 |
+
if not inverted_periods.empty:
|
| 86 |
+
print(f"Yield curve inverted for {len(inverted_periods)} periods")
|
| 87 |
+
|
| 88 |
+
return df
|
| 89 |
+
|
| 90 |
+
def example_series_info():
|
| 91 |
+
"""Example of getting series information."""
|
| 92 |
+
print("\n=== Series Information Example ===")
|
| 93 |
+
|
| 94 |
+
collector = FREDDataCollectorV2()
|
| 95 |
+
|
| 96 |
+
# Get information about different series
|
| 97 |
+
series_to_check = ['GDP', 'UNRATE', 'CPIAUCSL']
|
| 98 |
+
|
| 99 |
+
for series_id in series_to_check:
|
| 100 |
+
info = collector.get_series_info(series_id)
|
| 101 |
+
if info:
|
| 102 |
+
print(f"\n{series_id}:")
|
| 103 |
+
print(f" Title: {info['title']}")
|
| 104 |
+
print(f" Units: {info['units']}")
|
| 105 |
+
print(f" Frequency: {info['frequency']}")
|
| 106 |
+
print(f" Last Updated: {info['last_updated']}")
|
| 107 |
+
|
| 108 |
+
def example_error_handling():
|
| 109 |
+
"""Example showing error handling."""
|
| 110 |
+
print("\n=== Error Handling Example ===")
|
| 111 |
+
|
| 112 |
+
collector = FREDDataCollectorV2()
|
| 113 |
+
|
| 114 |
+
# Try to get data for an invalid series ID
|
| 115 |
+
invalid_series = ['INVALID_SERIES_ID']
|
| 116 |
+
|
| 117 |
+
data = collector.get_economic_data(invalid_series)
|
| 118 |
+
print("Attempted to fetch invalid series - handled gracefully")
|
| 119 |
+
|
| 120 |
+
def main():
|
| 121 |
+
"""Run all examples."""
|
| 122 |
+
print("FRED Data Collector - Example Usage")
|
| 123 |
+
print("=" * 50)
|
| 124 |
+
|
| 125 |
+
try:
|
| 126 |
+
# Run examples
|
| 127 |
+
example_basic_usage()
|
| 128 |
+
example_multiple_indicators()
|
| 129 |
+
example_custom_analysis()
|
| 130 |
+
example_series_info()
|
| 131 |
+
example_error_handling()
|
| 132 |
+
|
| 133 |
+
print("\n=== All Examples Completed Successfully ===")
|
| 134 |
+
|
| 135 |
+
except Exception as e:
|
| 136 |
+
print(f"Error running examples: {e}")
|
| 137 |
+
|
| 138 |
+
if __name__ == "__main__":
|
| 139 |
+
main()
|
src/visualization/__init__.py
ADDED
|
@@ -0,0 +1,5 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
"""
|
| 2 |
+
Data visualization and plotting utilities.
|
| 3 |
+
"""
|
| 4 |
+
|
| 5 |
+
__all__ = []
|
tests/__pycache__/test_fred_api.cpython-39-pytest-7.4.0.pyc
ADDED
|
Binary file (3.01 kB). View file
|
|
|
tests/__pycache__/test_fredapi_library.cpython-39-pytest-7.4.0.pyc
ADDED
|
Binary file (2.56 kB). View file
|
|
|
tests/test_fred_api.py
ADDED
|
@@ -0,0 +1,115 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
#!/usr/bin/env python3
|
| 2 |
+
"""
|
| 3 |
+
Simple FRED API test
|
| 4 |
+
"""
|
| 5 |
+
|
| 6 |
+
import requests
|
| 7 |
+
import sys
|
| 8 |
+
import os
|
| 9 |
+
sys.path.append(os.path.join(os.path.dirname(__file__), '..'))
|
| 10 |
+
|
| 11 |
+
from config.settings import FRED_API_KEY
|
| 12 |
+
|
| 13 |
+
def test_fred_api_direct():
|
| 14 |
+
"""Test FRED API directly using requests."""
|
| 15 |
+
print("Testing FRED API directly...")
|
| 16 |
+
|
| 17 |
+
# Test URL for GDP series
|
| 18 |
+
url = f"https://api.stlouisfed.org/fred/series/observations"
|
| 19 |
+
params = {
|
| 20 |
+
'series_id': 'GDP',
|
| 21 |
+
'api_key': FRED_API_KEY,
|
| 22 |
+
'file_type': 'json',
|
| 23 |
+
'start_date': '2023-01-01',
|
| 24 |
+
'end_date': '2023-12-31'
|
| 25 |
+
}
|
| 26 |
+
|
| 27 |
+
try:
|
| 28 |
+
response = requests.get(url, params=params)
|
| 29 |
+
|
| 30 |
+
if response.status_code == 200:
|
| 31 |
+
data = response.json()
|
| 32 |
+
observations = data.get('observations', [])
|
| 33 |
+
|
| 34 |
+
if observations:
|
| 35 |
+
print("✓ API connection successful!")
|
| 36 |
+
print(f"✓ Retrieved {len(observations)} GDP observations")
|
| 37 |
+
|
| 38 |
+
# Get the latest observation
|
| 39 |
+
latest = observations[-1]
|
| 40 |
+
print(f"✓ Latest GDP value: ${float(latest['value']):,.2f} billion")
|
| 41 |
+
print(f"✓ Date: {latest['date']}")
|
| 42 |
+
return True
|
| 43 |
+
else:
|
| 44 |
+
print("✗ No observations found")
|
| 45 |
+
return False
|
| 46 |
+
else:
|
| 47 |
+
print(f"✗ API request failed with status code: {response.status_code}")
|
| 48 |
+
print(f"Response: {response.text}")
|
| 49 |
+
return False
|
| 50 |
+
|
| 51 |
+
except Exception as e:
|
| 52 |
+
print(f"✗ API connection failed: {e}")
|
| 53 |
+
return False
|
| 54 |
+
|
| 55 |
+
def test_series_search():
|
| 56 |
+
"""Test searching for series."""
|
| 57 |
+
print("\nTesting series search...")
|
| 58 |
+
|
| 59 |
+
url = "https://api.stlouisfed.org/fred/series/search"
|
| 60 |
+
params = {
|
| 61 |
+
'search_text': 'GDP',
|
| 62 |
+
'api_key': FRED_API_KEY,
|
| 63 |
+
'file_type': 'json'
|
| 64 |
+
}
|
| 65 |
+
|
| 66 |
+
try:
|
| 67 |
+
response = requests.get(url, params=params)
|
| 68 |
+
|
| 69 |
+
if response.status_code == 200:
|
| 70 |
+
data = response.json()
|
| 71 |
+
series = data.get('seriess', [])
|
| 72 |
+
|
| 73 |
+
if series:
|
| 74 |
+
print("✓ Series search successful!")
|
| 75 |
+
print(f"✓ Found {len(series)} series matching 'GDP'")
|
| 76 |
+
|
| 77 |
+
# Show first few results
|
| 78 |
+
for i, s in enumerate(series[:3]):
|
| 79 |
+
print(f" {i+1}. {s['id']}: {s['title']}")
|
| 80 |
+
return True
|
| 81 |
+
else:
|
| 82 |
+
print("✗ No series found")
|
| 83 |
+
return False
|
| 84 |
+
else:
|
| 85 |
+
print(f"✗ Search request failed: {response.status_code}")
|
| 86 |
+
return False
|
| 87 |
+
|
| 88 |
+
except Exception as e:
|
| 89 |
+
print(f"✗ Search failed: {e}")
|
| 90 |
+
return False
|
| 91 |
+
|
| 92 |
+
def main():
|
| 93 |
+
"""Run simple API tests."""
|
| 94 |
+
print("Simple FRED API Test")
|
| 95 |
+
print("=" * 30)
|
| 96 |
+
print(f"API Key: {FRED_API_KEY[:8]}...")
|
| 97 |
+
print()
|
| 98 |
+
|
| 99 |
+
# Test direct API access
|
| 100 |
+
api_ok = test_fred_api_direct()
|
| 101 |
+
|
| 102 |
+
# Test series search
|
| 103 |
+
search_ok = test_series_search()
|
| 104 |
+
|
| 105 |
+
print("\n" + "=" * 30)
|
| 106 |
+
if api_ok and search_ok:
|
| 107 |
+
print("✓ All tests passed! Your API key is working correctly.")
|
| 108 |
+
print("The issue is with the fredapi library, not your API key.")
|
| 109 |
+
else:
|
| 110 |
+
print("✗ Some tests failed. Please check your API key.")
|
| 111 |
+
|
| 112 |
+
return api_ok and search_ok
|
| 113 |
+
|
| 114 |
+
if __name__ == "__main__":
|
| 115 |
+
main()
|
tests/test_fredapi_library.py
ADDED
|
@@ -0,0 +1,84 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
#!/usr/bin/env python3
|
| 2 |
+
"""
|
| 3 |
+
Test script to verify FRED API key functionality
|
| 4 |
+
"""
|
| 5 |
+
|
| 6 |
+
from fredapi import Fred
|
| 7 |
+
import sys
|
| 8 |
+
import os
|
| 9 |
+
sys.path.append(os.path.join(os.path.dirname(__file__), '..'))
|
| 10 |
+
|
| 11 |
+
from config.settings import FRED_API_KEY
|
| 12 |
+
|
| 13 |
+
def test_api_connection():
|
| 14 |
+
"""Test the FRED API connection with the provided key."""
|
| 15 |
+
print("Testing FRED API connection...")
|
| 16 |
+
|
| 17 |
+
try:
|
| 18 |
+
# Initialize FRED client
|
| 19 |
+
fred = Fred(api_key=FRED_API_KEY)
|
| 20 |
+
|
| 21 |
+
# Test with a simple series (GDP)
|
| 22 |
+
print("Fetching GDP data as a test...")
|
| 23 |
+
gdp_data = fred.get_series('GDP', start='2023-01-01', end='2023-12-31')
|
| 24 |
+
|
| 25 |
+
if not gdp_data.empty:
|
| 26 |
+
print("✓ API connection successful!")
|
| 27 |
+
print(f"✓ Retrieved {len(gdp_data)} GDP observations")
|
| 28 |
+
print(f"✓ Latest GDP value: ${gdp_data.iloc[-1]:,.2f} billion")
|
| 29 |
+
print(f"✓ Date range: {gdp_data.index.min()} to {gdp_data.index.max()}")
|
| 30 |
+
return True
|
| 31 |
+
else:
|
| 32 |
+
print("✗ No data retrieved")
|
| 33 |
+
return False
|
| 34 |
+
|
| 35 |
+
except Exception as e:
|
| 36 |
+
print(f"✗ API connection failed: {e}")
|
| 37 |
+
return False
|
| 38 |
+
|
| 39 |
+
def test_series_info():
|
| 40 |
+
"""Test getting series information."""
|
| 41 |
+
print("\nTesting series information retrieval...")
|
| 42 |
+
|
| 43 |
+
try:
|
| 44 |
+
fred = Fred(api_key=FRED_API_KEY)
|
| 45 |
+
|
| 46 |
+
# Test getting info for GDP
|
| 47 |
+
series_info = fred.get_series_info('GDP')
|
| 48 |
+
|
| 49 |
+
print("✓ Series information retrieved successfully!")
|
| 50 |
+
print(f" Title: {series_info.title}")
|
| 51 |
+
print(f" Units: {series_info.units}")
|
| 52 |
+
print(f" Frequency: {series_info.frequency}")
|
| 53 |
+
print(f" Last Updated: {series_info.last_updated}")
|
| 54 |
+
|
| 55 |
+
return True
|
| 56 |
+
|
| 57 |
+
except Exception as e:
|
| 58 |
+
print(f"✗ Failed to get series info: {e}")
|
| 59 |
+
return False
|
| 60 |
+
|
| 61 |
+
def main():
|
| 62 |
+
"""Run API tests."""
|
| 63 |
+
print("FRED API Key Test")
|
| 64 |
+
print("=" * 30)
|
| 65 |
+
print(f"API Key: {FRED_API_KEY[:8]}...")
|
| 66 |
+
print()
|
| 67 |
+
|
| 68 |
+
# Test connection
|
| 69 |
+
connection_ok = test_api_connection()
|
| 70 |
+
|
| 71 |
+
# Test series info
|
| 72 |
+
info_ok = test_series_info()
|
| 73 |
+
|
| 74 |
+
print("\n" + "=" * 30)
|
| 75 |
+
if connection_ok and info_ok:
|
| 76 |
+
print("✓ All tests passed! Your API key is working correctly.")
|
| 77 |
+
print("You can now use the FRED data collector tool.")
|
| 78 |
+
else:
|
| 79 |
+
print("✗ Some tests failed. Please check your API key.")
|
| 80 |
+
|
| 81 |
+
return connection_ok and info_ok
|
| 82 |
+
|
| 83 |
+
if __name__ == "__main__":
|
| 84 |
+
main()
|