Update data/collect_macro_indicators.py

data/collect_macro_indicators.py

@@ -0,0 +1,58 @@
+import os
+import requests
+import pandas as pd
+from datetime import datetime
+from dateutil.relativedelta import relativedelta
+
+FRED_API_KEY = "8d0106ceaf5312fe0743b13b06edfdd7"  
+OUTPUT_DIR = "data/raw/macro/"
+os.makedirs(OUTPUT_DIR, exist_ok=True)
+
+FRED_SERIES = {
+    "CPI": "CPIAUCSL",             
+    "Unemployment": "UNRATE",    
+    "InterestRate": "FEDFUNDS",   
+}
+
+def fetch_fred_series(series_id, label, start_date="2015-01-01"):
+    url = f"https://api.stlouisfed.org/fred/series/observations"
+    params = {
+        "series_id": series_id,
+        "api_key": FRED_API_KEY,
+        "file_type": "json",
+        "observation_start": start_date,
+    }
+
+    print(f"📊 Fetching {label} data from FRED...")
+    r = requests.get(url, params=params)
+    data = r.json()
+
+    if "observations" not in data:
+        raise Exception(f"❌ Failed to fetch {label}: {data}")
+
+    df = pd.DataFrame(data["observations"])
+    df = df[["date", "value"]]
+    df.columns = ["Date", label]
+    df["Date"] = pd.to_datetime(df["Date"])
+    df[label] = pd.to_numeric(df[label], errors="coerce")
+
+    file_path = os.path.join(OUTPUT_DIR, f"{label}.csv")
+    df.to_csv(file_path, index=False)
+    print(f"✅ Saved {label} data to {file_path}")
+    return df
+
+
+if __name__ == "__main__":
+    all_data = []
+    for label, series_id in FRED_SERIES.items():
+        df = fetch_fred_series(series_id=series_id, label=label)
+        all_data.append(df)
+
+    print("🔗 Merging all indicators...")
+    merged = all_data[0]
+    for df in all_data[1:]:
+        merged = pd.merge(merged, df, on="Date", how="outer")
+
+    merged.sort_values("Date", inplace=True)
+    merged.to_csv(os.path.join(OUTPUT_DIR, "macro_combined.csv"), index=False)
+    print("✅ Combined macro indicators saved.")