SP500_Date_Offset / SP500_Date_Offset.py
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# -*- coding: utf-8 -*-
"""
Created on Wed May 1 13:17:02 2024
@author: RC
"""
# ================================ LIBRARIES ================================ #
import pandas as pd
import datasets
from typing import List
import logging
import warnings
from time import sleep
from urllib.request import Request, urlopen
# Special Libraries
import importlib
import subprocess
specialLibraries = ['bs4', 'fredapi', 'yfinance']
for lib in specialLibraries:
try:
importlib.import_module(lib)
except ImportError:
subprocess.check_call(['pip', 'install', lib])
# end try
# end for
from bs4 import BeautifulSoup as soup
import yfinance as yf
from fredapi import Fred
dictArgs = {'key_file_path' : 'fred_api_key.txt', # set local directory
'fred_source_path' : 'fred.csv', # set location of data dictionary
'security_sym' : '^GSPC', # set security symbol
'security_name' : 'SP500', # set security name
'export_path' : 'SP500_Date_Offset.csv' # set export destination
}
# =========================================================================== #
# ================================== INFO =================================== #
_CITATION = """\
@online{BEA_GDP,
author = {{U.S. Bureau of Economic Analysis}},
title = {Real Gross Domestic Product [GDPC1]},
year = {2024},
url = {https://fred.stlouisfed.org/series/GDPC1},
organization = {FRED, Federal Reserve Bank of St. Louis},
urldate = {2024-03-13}
}
@online{Consumer_Sentiment,
author = {{Surveys of Consumers, University of Michigan}},
title = {University of Michigan: Consumer Sentiment © [UMCSENT]},
year = {2024},
url = {https://fred.stlouisfed.org/series/UMCSENT},
organization = {FRED, Federal Reserve Bank of St. Louis},
urldate = {2024-03-13}
}
@online{CPI_All_Items,
author = {{U.S. Bureau of Labor Statistics}},
title = {Consumer Price Index for All Urban Consumers: All Items in U.S. City Average [CPIAUCSL]},
year = {2024},
url = {https://fred.stlouisfed.org/series/CPIAUCSL},
organization = {FRED, Federal Reserve Bank of St. Louis},
urldate = {2024-03-13}
}
@online{CPI_All_Items_Less_Food_Energy,
author = {{U.S. Bureau of Labor Statistics}},
title = {Consumer Price Index for All Urban Consumers: All Items Less Food and Energy in U.S. City Average [CPILFESL]},
year = {2024},
url = {https://fred.stlouisfed.org/series/CPILFESL},
organization = {FRED, Federal Reserve Bank of St. Louis},
urldate = {2024-03-13}
}
@online{Fed_Funds_Rate,
author = {{Board of Governors of the Federal Reserve System (US)}},
title = {Federal Funds Effective Rate [DFF]},
year = {2024},
url = {https://fred.stlouisfed.org/series/DFF},
organization = {FRED, Federal Reserve Bank of St. Louis},
urldate = {2024-03-20}
}
@online{New_Housing_Units_Started,
author = {{U.S. Census Bureau and U.S. Department of Housing and Urban Development}},
title = {New Privately-Owned Housing Units Started: Total Units [HOUST]},
year = {2024},
url = {https://fred.stlouisfed.org/series/HOUST},
organization = {FRED, Federal Reserve Bank of St. Louis},
urldate = {2024-03-19}
}
@online{New_One_Family_Houses_Sold,
author = {{U.S. Census Bureau and U.S. Department of Housing and Urban Development}},
title = {New One Family Houses Sold: United States [HSN1F]},
year = {2024},
url = {https://fred.stlouisfed.org/series/HSN1F},
organization = {FRED, Federal Reserve Bank of St. Louis},
urldate = {2024-03-13}
}
@online{PCE_Chain_Price_Index,
author = {{U.S. Bureau of Economic Analysis}},
title = {Personal Consumption Expenditures: Chain-type Price Index [PCEPI]},
year = {2024},
url = {https://fred.stlouisfed.org/series/PCEPI},
organization = {FRED, Federal Reserve Bank of St. Louis},
urldate = {2024-03-13}
}
@online{PCE_Excluding_Food_Energy,
author = {{U.S. Bureau of Economic Analysis}},
title = {Personal Consumption Expenditures Excluding Food and Energy (Chain-Type Price Index) [PCEPILFE]},
year = {2024},
url = {https://fred.stlouisfed.org/series/PCEPILFE},
organization = {FRED, Federal Reserve Bank of St. Louis},
urldate = {2024-03-13}
}
@online{SP500,
author = {{S&P Dow Jones Indices LLC}},
title = {S\&P 500 [SP500]},
year = {2024},
url = {https://fred.stlouisfed.org/series/SP500},
organization = {FRED, Federal Reserve Bank of St. Louis},
urldate = {2024-03-20}
}
@online{Total_Construction_Spending,
author = {{U.S. Census Bureau}},
title = {Total Construction Spending: Total Construction in the United States [TTLCONS]},
year = {2024},
url = {https://fred.stlouisfed.org/series/TTLCONS},
organization = {FRED, Federal Reserve Bank of St. Louis},
urldate = {2024-03-13}
}
@online{Total_Nonfarm_Employees,
author = {{U.S. Bureau of Labor Statistics}},
title = {All Employees, Total Nonfarm [PAYEMS]},
year = {2024},
url = {https://fred.stlouisfed.org/series/PAYEMS},
organization = {FRED, Federal Reserve Bank of St. Louis},
urldate = {2024-03-13}
}
@online{Unemployment_Rate,
author = {{U.S. Bureau of Labor Statistics}},
title = {Unemployment Rate [UNRATE]},
year = {2024},
url = {https://fred.stlouisfed.org/series/UNRATE},
organization = {FRED, Federal Reserve Bank of St. Louis},
urldate = {2024-03-13}
}
"""
# You can copy an official description
_DESCRIPTION = """\
The S&P 500 Date Offset project seeks to offer an alternative way of modeling
financial trends from economic conditions.
Due to the rigorous tabulation process, the gap between when economic data is
reported and the time which it is meant to describe can be months. Moreover,
when this data is released, it is usually backdated to correspond with the date
of the first day of the time period it reflects. That said, if the data causes
a correction in financial markets, that change will be reflected in the data
for the day of the release (and not the back dated day!).
That prompts the immediate question: would data offset to reflect investors'
knowledge in the moment provide a better model for the markets than the
traditionally structured data?
In addition to the S&P 500 daily close price--which is used here to represent
the stock market overall--variables were chosen from the list of Leading,
Lagging and Coincident Indicators as maintained by the Conference Board.
Those variables and their transformations are:
(M/M = Month-over-month percent change,
Q/Q = Quarter-over-quarter percent change,
Y/Y = Year-over-year percent change
)
- Consumer Sentiment, University of Michigan
Freq: Monthly
Tran: M/M, Y/Y
- Consumer Price Index
- All Items
- All Items less Food & Energy
Freq: Monthly
Tran: M/M, Y/Y
- Federal Funds Rate
Freq: Daily
Tran: None
- Gross Domestic Product
Freq: Quarterly
Tran: Q/Q, Y/Y
- New Housing Units Started
Freq: Monthly
Tran: M/M, Y/Y
- New One Family Houses Sold
Freq: Monthly
Tran: M/M, Y/Y
- Personal Consumption Expenditure: Chain-type Price Index
- All Items
- All Items excluding Food & Energy
Freq: Monthly
Tran: M/M, Y/Y
- Total Construction Spending
Freq: Monthly
Tran: M/M, Y/Y
- Total Nonfarm Employment
Freq: Monthly
Tran: M/M, Y/Y
- Unemployment Rate
Freq: Monthly
Tran: M/M, Y/Y
"""
# Homepage
_HOMEPAGE = "https://github.com/RileyTheEcon/SP500_Date_Offset"
# License is a mix of Public Domain and Creative Commons
# Sourcing the data so that it is all Public Domain is a longer term goal for
# this project
_LICENSE = ""
# The HuggingFace Datasets library doesn't host the datasets but only points to the original files.
# This can be an arbitrary nested dict/list of URLs (see below in `_split_generators` method)
_URL = "https://huggingface.co/datasets/rc9494/SP500_Date_Offset/dataset/"
_URLS = {
"dev": _URL + "blob/main/SP500_Date_Offset.csv"
}
# =========================================================================== #
# ================================ FUNCTIONS ================================ #
# I originally developed the below function for a personal project and built
# on it for this assignment: originally took data series names and ID codes as
# List of Tuples, expanded functionality to take table instead and create the
# list of tuples internally
def get_fred_data (fred_key, dfFred,
col_names = {'Name':'Name', 'SeriesID':'SeriesID'},
try_limit=5, courtesy_sleep = 0.5
) :
'''
Parameters
----------
fred_key : STR
Valid FRED API as str
dfFred : DataFrame-like
DataFrame-like with an array of desired variable names, and FRED
series ID codes
col_names : DICT, optional
Dictionary matching column names of dfFred column names with the column
names assumed by the function.
try_limit : INT, optional
Function will attempt to access the data associated with a given series
ID this many times before issuing a warning and continuing.
The default is 5.
courtesy_sleep: FLT, optional
Wait between making new server requests to avoid flooding the server,
or if the server is erroring. The default is 0.5 seconds.
Returns : dfData
-------
DATAFRAME
Returns a dataframe of data requested from FRED server. Each data
series is in its own column, joined on datetime index, and sorted
chronologically
'''
dfFred = pd.DataFrame(dfFred) # convert to DF object for version control
dfData = pd.DataFrame() # create place in memory
fred = Fred(fred_key) # convert to API key object
# Version control df names
col_names = {value:key for key, value in col_names.items()}
dfFred.rename(columns=col_names, inplace=True)
# Remove gaps & warn duplicates
dfFred = dfFred.dropna()
item_dupe = []
for name in dfFred.columns :
item_dupe = dfFred[dfFred.duplicated(name)][name].tolist()
if len(item_dupe)>0 :
warnings.warn(f"Duplicated entries found in '{name}': {item_dupe}")
# end if
# end for
dfFred = dfFred[~dfFred['Name'].duplicated(keep='first')]
# Download data -- using item-wise iter to be nice to hosting server
for indx, row in dfFred.iterrows() :
bContinue = 0
intErrorCount = 0
while (bContinue==0)&(intErrorCount<try_limit) :
try : # Attempt dl through API
data = pd.DataFrame(fred.get_series(row['SeriesID'])
).rename(columns={0:row['Name']})
data.index.name = 'date'
except : # Extract data from raw txt page if API fails for any reason
try:
htmlPage = dlURL('https://fred.stlouisfed.org/data/'+
row['SeriesID']+'.txt')
listRows = htmlPage.text.split('\n')
listRows = listRows[listRows.index([x for x in listRows
if 'DATE' in x][0])+1:]
listRows = [[pd.to_datetime(x[:x.index(' ')]),
float(isolate_better(x,' ','\r',b_end=1))
]
for x in listRows if x!=''
]
data = pd.DataFrame(listRows,columns=['index',row['Name']]
).set_index('index')
data.index.name = 'date'
except :
intErrorCount+=1
sleep(1)
else : bContinue = 1
# endtry
else : bContinue = 1
# endtry
# endwhile
# If both approaches above fail - warn user
if intErrorCount>=try_limit :
warnings.warn('\nFailure in accessing data from:\n'+
f'Name: {row["Name"]}\n'+
f'ID: {row["SeriesID"]}\n'
)
# If the above ran successfully - append along date index
else :
if len(dfData)==0 : dfData = data
else : dfData = dfData.join(data,how='outer',
)
# endif
sleep(courtesy_sleep) # Let's do our best to be polite to the hosting server
# endfor
return dfData.sort_index()
####
def get_historic_data (SeriesID, api_key,
series_name = 'value',
stale_data = 500
) :
# Get data
fred = Fred(api_key)
df = fred.get_series_all_releases(SeriesID)
# Calc gap between reported date and actual date; drop stale data
df['diff'] = df['realtime_start'] - df['date']
df = df[df['diff'] <= pd.Timedelta(str(stale_data)+' days')
].copy()
# Get most recent data by actual date
# Some reports contain original data and revisions, so we grab the most
# current data from each reporting date
max_order_indices = (df.sort_values('date')
.groupby('realtime_start')['date']
.idxmax()
)
df = df.loc[max_order_indices].copy()
# Drop unneeded columns; set index
for col in ['date', 'diff'] : del df[col]
dict_rename = {'realtime_start' : 'date'}
if series_name!='value' : dict_rename['value'] = series_name
df.rename(columns = dict_rename,
inplace = True
)
df.set_index('date', inplace = True)
return df
####
def dlURL (url , parser = "html.parser" ) :
req = Request(url,headers={'User-Agent':'Mozilla/5.0'})
urlClient = urlopen(req)
pageRough = urlClient.read()
urlClient.close()
pageSoup = soup(pageRough,parser)
return pageSoup
#### / ####
# "isolate_better" and its helper function "reverse" are functions I originally
# wrote for a personal project while still teaching myself Python basics.
# Is it a crude and inefficient way to do something that there are probably
# native functions/methods for? Probably, but it works with the other
# pre-existing code I have.
def reverse (stri) :
x = ""
for i in stri :
x = i + x
return x
####
def isolate_better (stri , start , end, b_end = 0) :
strShort = ''
posStart = 0
posEnd = 0
if b_end==1 :
posEnd = stri.find(end)
strShort = stri[:posEnd]
strShort = reverse(strShort)
start = reverse(start)
posStart = posEnd - strShort.find(start)
#
else :
posStart = stri.find(start)+len(start)
strShort = stri[posStart:]
posEnd = posStart + strShort.find(end)
#
return stri[posStart:posEnd]
####
def check_data (dfFred, fred_key) :
# Check to make sure sufficient data is available
df = pd.DataFrame() # create space in memory
for i,r in dfFred[~dfFred['Freq'].isin(['Daily', 'Weekly'])].iterrows() :
# Download data
df = get_historic_data(r['SeriesID'],
fred_key,
r['Name']
)
# Report series statistics
print(r['Name'],'\n',
'First Obs.: ', df.first_valid_index(), '\n',
'Count Obs.: ', len(df), '\n',
'\n'
)
# end for i,r
#### / ####
def main(key_file_path, # File path for FRED API key, txt
fred_source_path, # File path for variable names & FRED series ID, csv
security_sym, # Ticker symbol for security of interest (S&P 500)
security_name, # Name of security of interest
export_path # File path to save data
) :
# Seek API key; Prompt user if not found; access from repo if not given
bDownload = False # Bool: Dl from repo or generate fresh?
# true = download pre-generated data from repo ; false = gen new
try :
# try to get key from file
with open(key_file_path, 'r') as file :
fred_key = file.read()
# endwith
except FileNotFoundError :
print('FRED api key not found!\n'+
'Please enter api key or hit enter to download static dataset from repo:'
)
fred_key = input()
if len(fred_key)==0 : bDownload = True
else :
pass # test validity of api key
# end if len
except Exception as oops : print(f"Something odd happened: {oops}")
#
# Import list of variables if it exists ; else download from repo
if not bDownload : # skip chunk if we're dl'ing from repo
try :
# import list of variable to pull
dfFred = pd.read_csv(fred_source_path)
except FileNotFoundError :
print('Could not find list of variables to generate: '+
fred_source_path+'\n'+
'Switching to download static dataset from repo instead!\n'
)
bDownload = True
# end try/except
# end if bDownload
#
# If above checks fail, then download from existing repo
if bDownload :
dfData = pd.read_csv('https://raw.githubusercontent.com/RileyTheEcon/'+
'SP500_Date_Offset/main/SP500_Offset.csv',
index_col='Date'
)
# If all above checks pass, generate fresh data from FRED api
else :
# Download YFinance data
dfFinance = yf.download(security_sym)['Adj Close']
dfFinance.rename(security_name, inplace=True)
#
# Iter thru data series; handle as specified
dfEcon = pd.DataFrame() # make place in memory
for i,r in dfFred.iterrows() :
if not pd.notnull(r['SeriesID']) : # skip if info missing
continue
# end if
# Create space in memory
df = pd.DataFrame()
# Import data
if r['Freq'] in ['Daily', 'Weekly'] :
# Dl data for daily/ weekly freq
df = get_fred_data(fred_key,
pd.DataFrame(r).T[['Name','SeriesID']]
)
else :
# Dl data for daily/ weekly freq
df = get_historic_data(r['SeriesID'],
fred_key
)
df.rename(columns = {'value': r['Name']},
inplace = True
)
# Indicate report date
df[r['Name']+'_release'] = 1
# end if import
# Attach to full dataframe
dfEcon = dfEcon.join(df, how='outer')
# end for iterrows
#
# Combine & fill numeric vars & export
# Ffill numeric vars & fillna(0) indicators
# left append to stock data
dfData = (pd.DataFrame(dfFinance)
.join(dfEcon[[x for x in dfEcon.columns
if len(dfEcon[x].unique())>3]
].ffill(),
how='left'
)
.join(dfEcon[[x for x in dfEcon.columns
if len(dfEcon[x].unique())<=3]
].fillna(0),
how='left'
)
)
# Export
if len(export_path)>0 :
dfData.to_csv(export_path)
# end if
#
# end if bDownload
return dfData
#
####
class SP500_Date_Offset(datasets.GeneratorBasedBuilder):
""" . """
_URLS = _URLS
VERSION = datasets.Version("1.1.0")
def _info(self):
raise ValueError('woops!')
return datasets.DatasetInfo(
description=_DESCRIPTION,
features=datasets.Features(
{
"Date": datasets.Value("datetime"),
"SP500": datasets.Value("float"),
"Fed-Rate": datasets.Value("float"),
"Yield-10Y": datasets.Value("float"),
"Yield-1M": datasets.Value("float"),
"Yield-1Y": datasets.Value("float"),
"Yield-20Y": datasets.Value("float"),
"Yield-2Y": datasets.Value("float"),
"Yield-30Y": datasets.Value("float"),
"Yield-3M": datasets.Value("float"),
"Yield-3Y": datasets.Value("float"),
"Yield-5Y": datasets.Value("float"),
"Yield-6M": datasets.Value("float"),
"Yield-7Y": datasets.Value("float"),
"Bus-Apps": datasets.Value("float"),
"Loans-CI": datasets.Value("float"),
"Loans-Cons": datasets.Value("float"),
"Loans-RE": datasets.Value("float"),
"Unemp-Claims": datasets.Value("float"),
"Con-Sentim": datasets.Value("float"),
"Con-Sentim_release": datasets.Value("bool"),
"Con-Spends": datasets.Value("float"),
"Con-Spends_release": datasets.Value("bool"),
"CPI": datasets.Value("float"),
"CPI_release": datasets.Value("bool"),
"CPI-Core": datasets.Value("float"),
"CPI-Core_release": datasets.Value("bool"),
"CPI-Services": datasets.Value("float"),
"CPI-Services_release": datasets.Value("bool"),
"Home-Sales": datasets.Value("float"),
"Home-Sales_release": datasets.Value("bool"),
"Home-Starts": datasets.Value("float"),
"Home-Starts_release": datasets.Value("bool"),
"Income-Trans": datasets.Value("float"),
"Income-Trans_release": datasets.Value("bool"),
"Indust-Prod": datasets.Value("float"),
"Indust-Prod_release": datasets.Value("bool"),
"Inventory-Sales": datasets.Value("float"),
"Inventory-Sales_release": datasets.Value("bool"),
"Manu-Hours": datasets.Value("float"),
"Manu-Hours_release": datasets.Value("bool"),
"MT-Sales": datasets.Value("float"),
"MT-Sales_release": datasets.Value("bool"),
"NO-Capital": datasets.Value("float"),
"NO-Capital_release": datasets.Value("bool"),
"NO-Consumer": datasets.Value("float"),
"NO-Consumer_release": datasets.Value("bool"),
"NO-Durables": datasets.Value("float"),
"NO-Durables_release": datasets.Value("bool"),
"NO-Unfilled": datasets.Value("float"),
"NO-Unfilled_release": datasets.Value("bool"),
"PCE": datasets.Value("float"),
"PCE_release": datasets.Value("bool"),
"PCE-Core": datasets.Value("float"),
"PCE-Core_release": datasets.Value("bool"),
"PPI-Architect": datasets.Value("float"),
"PPI-Architect_release": datasets.Value("bool"),
"Total-Emp": datasets.Value("float"),
"Total-Emp_release": datasets.Value("bool"),
"Unemploy": datasets.Value("float"),
"Unemploy_release": datasets.Value("bool"),
"Unemp-Weeks": datasets.Value("float"),
"Unemp-Weeks_release": datasets.Value("bool"),
"Delinq-CreditC": datasets.Value("float"),
"Delinq-CreditC_release": datasets.Value("bool"),
"GDP": datasets.Value("float"),
"GDP_release": datasets.Value("bool"),
}
),
# No default supervised_keys (as we have to pass both question
# and context as input).
supervised_keys=None,
homepage="https://github.com/RileyTheEcon/SP500_Date_Offset",
citation=_CITATION,
)
def _split_generators(self, dl_manager: datasets.DownloadManager) -> List[datasets.SplitGenerator]:
urls_to_download = self._URLS
downloaded_files = dl_manager.download_and_extract(urls_to_download)
return [
datasets.SplitGenerator(name=datasets.Split.VALIDATION, gen_kwargs={"filepath": downloaded_files["dev"]})
]
def _generate_examples(self, filepath):
"""This function returns the examples in the raw (text) form."""
logging.info("generating examples from = %s", filepath)
dictArgs = {'key_file_path' : 'fred_api_key.txt', # set local directory
'fred_source_path' : 'fred.csv', # set location of data dictionary
'security_sym' : '^GSPC', # set security symbol
'security_name' : 'SP500', # set security name
'export_path' : 'SP500_Date_Offset.csv' # set export destination
}
dfData = main(**dictArgs)
for i,r in dfData.iteritems() :
# Features currently used are "context", "question", and "answers".
# Others are extracted here for the ease of future expansions.
yield i, {
'Date': i,
"SP500": r["SP500"],
"Fed-Rate": r["Fed-Rate"],
"Yield-10Y": r["Yield-10Y"],
"Yield-1M": r["Yield-1M"],
"Yield-1Y": r["Yield-1Y"],
"Yield-20Y": r["Yield-20Y"],
"Yield-2Y": r["Yield-2Y"],
"Yield-30Y": r["Yield-30Y"],
"Yield-3M": r["Yield-3M"],
"Yield-3Y": r["Yield-3Y"],
"Yield-5Y": r["Yield-5Y"],
"Yield-6M": r["Yield-6M"],
"Yield-7Y": r["Yield-7Y"],
"Bus-Apps": r["Bus-Apps"],
"Loans-CI": r["Loans-CI"],
"Loans-Cons": r["Loans-Cons"],
"Loans-RE": r["Loans-RE"],
"Unemp-Claims": r["Unemp-Claims"],
"Con-Sentim": r["Con-Sentim"],
"Con-Sentim_release": r["Con-Sentim_release"],
"Con-Spends": r["Con-Spends"],
"Con-Spends_release": r["Con-Spends_release"],
"CPI": r["CPI"],
"CPI_release": r["CPI_release"],
"CPI-Core": r["CPI-Core"],
"CPI-Core_release": r["CPI-Core_release"],
"CPI-Services": r["CPI-Services"],
"CPI-Services_release": r["CPI-Services_release"],
"Home-Sales": r["Home-Sales"],
"Home-Sales_release": r["Home-Sales_release"],
"Home-Starts": r["Home-Starts"],
"Home-Starts_release": r["Home-Starts_release"],
"Income-Trans": r["Income-Trans"],
"Income-Trans_release": r["Income-Trans_release"],
"Indust-Prod": r["Indust-Prod"],
"Indust-Prod_release": r["Indust-Prod_release"],
"Inventory-Sales": r["Inventory-Sales"],
"Inventory-Sales_release": r["Inventory-Sales_release"],
"Manu-Hours": r["Manu-Hours"],
"Manu-Hours_release": r["Manu-Hours_release"],
"MT-Sales": r["MT-Sales"],
"MT-Sales_release": r["MT-Sales_release"],
"NO-Capital": r["NO-Capital"],
"NO-Capital_release": r["NO-Capital_release"],
"NO-Consumer": r["NO-Consumer"],
"NO-Consumer_release": r["NO-Consumer_release"],
"NO-Durables": r["NO-Durables"],
"NO-Durables_release": r["NO-Durables_release"],
"NO-Unfilled": r["NO-Unfilled"],
"NO-Unfilled_release": r["NO-Unfilled_release"],
"PCE": r["PCE"],
"PCE_release": r["PCE_release"],
"PCE-Core": r["PCE-Core"],
"PCE-Core_release": r["PCE-Core_release"],
"PPI-Architect": r["PPI-Architect"],
"PPI-Architect_release": r["PPI-Architect_release"],
"Total-Emp": r["Total-Emp"],
"Total-Emp_release": r["Total-Emp_release"],
"Unemploy": r["Unemploy"],
"Unemploy_release": r["Unemploy_release"],
"Unemp-Weeks": r["Unemp-Weeks"],
"Unemp-Weeks_release": r["Unemp-Weeks_release"],
"Delinq-CreditC": r["Delinq-CreditC"],
"Delinq-CreditC_release": r["Delinq-CreditC_release"],
"GDP": r["GDP"],
"GDP_release": r["GDP_release"],
}
# end for
# end def
# end class
# =========================================================================== #
# =================================== MAIN ================================== #
if __name__ == "__main__" :
print(__doc__)
main(**dictArgs)
# endif
# =========================================================================== #
''' DEBUG
key_file_path = dictArgs['key_file_path']
fred_source_path = dictArgs['fred_source_path']
security_sym = dictArgs['security_sym']
security_name = dictArgs['security_name']
export_path = dictArgs['export_path']
'''