recipe.py

"""
Macro Indicators — Vintage / PIT (FRED-style) — collection recipe.

Contract (ziplime PIT recipe, design doc §9):

    async def fetch(since: datetime) -> pl.DataFrame

Returns rows in the PIT schema for `macro-indicators`:
  system:  entity_id, event_date, knowledge_date, knowledge_estimated
  values:  series_value, unit, native_frequency, release_kind

The shared harness (ingest.py) stamps `ingested_at`, dedups against existing rows and
appends to the Delta bundle. This recipe only fetches and shapes.
"""
from __future__ import annotations
from datetime import datetime, timezone


async def fetch(since: datetime):
    import polars as pl  # noqa: F401
    import httpx
    import polars as pl

    rows = []
    for series in SERIES_CODES:
        # ALFRED returns every vintage (real-time period) for the series
        obs = httpx.get(ALFRED_URL, params={"series_id": series, "since": since.date().isoformat()},
                        timeout=60).json()["observations"]
        for o in obs:
            rows.append({
                "entity_id": series,
                "event_date": o["period"],
                "knowledge_date": o["realtime_start"],   # when this vintage was released
                "knowledge_estimated": False,
                "series_value": o["value"],
                "unit": o["unit"],
                "native_frequency": o["frequency"],
                "release_kind": o["release_kind"],
            })
    return pl.DataFrame(rows)


if __name__ == "__main__":
    import asyncio, polars as pl
    df = asyncio.run(fetch(datetime(2025, 1, 1, tzinfo=timezone.utc)))
    print(df.head())