| """Step 5: Collect macro-economic context data. |
| |
| Uses: |
| - FredClient from projects.tools.finance.fred (interest rates, indices, dollar index) |
| - EIAClient from projects.tools.commodity.eia (crude oil, natural gas) |
| |
| Resume logic: |
| - FRED: per-series file check + freshness validation. |
| - EIA: per-file freshness check (not per-category!). |
| If any processed CSV is stale (max date > STALE_DAYS behind END_DATE), |
| it is deleted and re-fetched. |
| |
| Output: |
| data/macro/fred_{SERIES_ID}.csv |
| data/macro/crude_oil/{name}_raw.csv + {name}.csv |
| data/macro/natural_gas/{name}_raw.csv + {name}.csv |
| """ |
|
|
| from __future__ import annotations |
|
|
| import asyncio |
| import logging |
| import os |
| import tempfile |
| from pathlib import Path |
|
|
| import pandas as pd |
|
|
| from projects.tools.commodity.eia import EIAClient |
| from projects.tools.finance.fred import FredClient |
|
|
| from . import config |
|
|
| logger = logging.getLogger(__name__) |
|
|
| _MAX_RETRIES = 3 |
|
|
| |
| |
| _STALE_DAYS = 90 |
|
|
|
|
| async def _retry_async(coro_factory, description: str, retries: int = _MAX_RETRIES): |
| """Call *coro_factory()* up to *retries* times with exponential backoff.""" |
| for attempt in range(retries): |
| try: |
| return await coro_factory() |
| except Exception as exc: |
| if attempt < retries - 1: |
| wait = 2 ** attempt * 3 |
| logger.warning("%s failed (attempt %d/%d), retrying in %ds: %s", |
| description, attempt + 1, retries, wait, exc) |
| await asyncio.sleep(wait) |
| else: |
| raise |
|
|
|
|
| def _atomic_csv_write(df: pd.DataFrame, dest: Path) -> None: |
| """Write a CSV atomically: write to temp file first, then rename.""" |
| dest.parent.mkdir(parents=True, exist_ok=True) |
| fd, tmp_path = tempfile.mkstemp(suffix=".csv", dir=dest.parent) |
| try: |
| os.close(fd) |
| df.to_csv(tmp_path, index=False) |
| os.replace(tmp_path, dest) |
| except BaseException: |
| try: |
| os.unlink(tmp_path) |
| except OSError: |
| pass |
| raise |
|
|
|
|
| def _is_stale(csv_path: Path) -> bool: |
| """Check if a CSV's latest date is too far behind config.END_DATE.""" |
| if not csv_path.exists(): |
| return True |
| try: |
| df = pd.read_csv(csv_path, nrows=0) |
| date_col = next( |
| (c for c in df.columns if "date" in c.lower() |
| or "period" in c.lower() or "time" in c.lower()), |
| None, |
| ) |
| if date_col is None: |
| return False |
| df = pd.read_csv(csv_path, usecols=[date_col]) |
| df[date_col] = pd.to_datetime(df[date_col], errors="coerce") |
| max_date = df[date_col].max() |
| if pd.isna(max_date): |
| return True |
| cutoff = pd.Timestamp(config.END_DATE) - pd.Timedelta(days=_STALE_DAYS) |
| if max_date < cutoff: |
| logger.warning( |
| "STALE: %s latest date is %s (cutoff %s, %d days behind)", |
| csv_path.name, max_date.date(), cutoff.date(), |
| (pd.Timestamp(config.END_DATE) - max_date).days, |
| ) |
| return True |
| return False |
| except Exception as exc: |
| logger.warning("Could not check freshness of %s (treating as stale): %s", csv_path.name, exc) |
| return True |
|
|
|
|
| |
| |
| |
|
|
| async def _collect_fred(client: FredClient) -> None: |
| """Fetch every FRED series defined in config.""" |
| fred_dir = config.MACRO_DIR |
| fred_dir.mkdir(parents=True, exist_ok=True) |
|
|
| for series_id, description in config.FRED_SERIES.items(): |
| out_path = fred_dir / f"fred_{series_id}.csv" |
| if out_path.exists() and not _is_stale(out_path): |
| logger.info("FRED %s already exists and is fresh, skipping.", series_id) |
| continue |
|
|
| reason = "stale" if out_path.exists() else "missing" |
| logger.info("Fetching FRED %s (%s) [%s] ...", series_id, description, reason) |
| try: |
| df = await _retry_async( |
| lambda sid=series_id: client.fetch_series_data( |
| series_id=sid, |
| start_date=config.START_DATE, |
| end_date=config.END_DATE, |
| ), |
| description=f"FRED {series_id}", |
| ) |
| _atomic_csv_write(df, out_path) |
| logger.info("Saved FRED %s (%d rows).", series_id, len(df)) |
| except Exception as exc: |
| logger.warning("FRED %s failed after retries: %s", series_id, exc) |
|
|
|
|
| |
| |
| |
|
|
| async def _collect_eia_category( |
| client: EIAClient, |
| category: str, |
| out_dir: Path, |
| fetch_fn, |
| ) -> None: |
| """Fetch an EIA category, re-downloading only missing or stale files.""" |
| out_dir.mkdir(parents=True, exist_ok=True) |
|
|
| |
| existing = {f.stem: f for f in out_dir.glob("*.csv") if "_raw" not in f.stem} |
| stale_files = [name for name, path in existing.items() if _is_stale(path)] |
| fresh_count = len(existing) - len(stale_files) |
|
|
| if stale_files: |
| logger.info( |
| "EIA %s: %d fresh files, %d stale to re-fetch: %s", |
| category, fresh_count, len(stale_files), stale_files, |
| ) |
| |
| for name in stale_files: |
| for suffix in ["", "_raw"]: |
| p = out_dir / f"{name}{suffix}.csv" |
| if p.exists(): |
| p.unlink() |
| logger.info(" Deleted stale %s", p.name) |
| elif existing: |
| logger.info("EIA %s: all %d files are fresh, skipping.", category, len(existing)) |
| return |
|
|
| |
| logger.info("Fetching EIA %s data ...", category) |
| try: |
| results = await _retry_async(fetch_fn, description=f"EIA {category}") |
| if not results: |
| logger.warning("EIA %s: all endpoints returned empty (check API key / network).", |
| category) |
| return |
| for name, raw_df, processed_df in results: |
| processed_path = out_dir / f"{name}.csv" |
| raw_path = out_dir / f"{name}_raw.csv" |
| |
| if not processed_path.exists() or name in stale_files: |
| _atomic_csv_write(raw_df, raw_path) |
| _atomic_csv_write(processed_df, processed_path) |
| logger.info(" Saved %s %s (%d raw, %d processed rows).", |
| category, name, len(raw_df), len(processed_df)) |
| else: |
| logger.info(" %s %s already fresh, not overwriting.", category, name) |
| except Exception as exc: |
| logger.error("EIA %s collection failed after retries: %s: %s", |
| category, type(exc).__name__, exc, exc_info=True) |
|
|
|
|
| async def _collect_eia(client: EIAClient) -> None: |
| """Fetch crude oil and natural gas data from EIA (per-file freshness).""" |
| await _collect_eia_category( |
| client, |
| category="crude_oil", |
| out_dir=config.MACRO_DIR / "crude_oil", |
| fetch_fn=lambda: client.get_all_crude_oil_data(), |
| ) |
| await _collect_eia_category( |
| client, |
| category="natural_gas", |
| out_dir=config.MACRO_DIR / "natural_gas", |
| fetch_fn=lambda: client.get_all_natural_gas_data(), |
| ) |
|
|
|
|
| async def run_async() -> None: |
| """Execute Step 5 (async).""" |
| fred_key = os.getenv("FRED_API_KEY") |
| if not fred_key: |
| raise ValueError("Set FRED_API_KEY environment variable.") |
|
|
| eia_key = os.getenv("EIA_API_KEY") |
| if not eia_key: |
| raise ValueError("Set EIA_API_KEY environment variable.") |
|
|
| fred_client = FredClient(api_key=fred_key) |
| eia_client = EIAClient(api_key=eia_key) |
|
|
| await _collect_fred(fred_client) |
| await _collect_eia(eia_client) |
|
|
| logger.info("Macro data collection complete.") |
|
|
|
|
| def run() -> None: |
| """Sync wrapper around the async implementation.""" |
| asyncio.run(run_async()) |
|
|