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| """ | |
| US Treasury Yield Curve Spread — CalcFi Open Data. | |
| Data loaded live from the CalcFi Open Data dataset on Hugging Face. | |
| """ | |
| import gradio as gr | |
| import pandas as pd | |
| DATASET_BASE = ( | |
| "https://huggingface.co/datasets/iizy/calcfi-open-data/resolve/main/datasets" | |
| ) | |
| SERIES = [ | |
| {"slug": "federal-funds-rate", "label": "Federal Funds Rate"}, | |
| {"slug": "2-year-treasury", "label": "2-Year Treasury Yield"}, | |
| {"slug": "10-year-treasury", "label": "10-Year Treasury Yield"}, | |
| ] | |
| def load_series(slug: str, label: str) -> pd.DataFrame: | |
| url = f"{DATASET_BASE}/{slug}/data.csv" | |
| df = pd.read_csv(url, comment="#", parse_dates=["date"]) | |
| df["series"] = label | |
| return df[["date", "value", "series"]] | |
| def load_all() -> pd.DataFrame: | |
| frames = [] | |
| for s in SERIES: | |
| try: | |
| frames.append(load_series(s["slug"], s["label"])) | |
| except Exception as e: | |
| print(f"failed to load {s['slug']}: {e}") | |
| if not frames: | |
| return pd.DataFrame(columns=["date", "value", "series"]) | |
| return pd.concat(frames, ignore_index=True).sort_values("date") | |
| def filter_view(start_year: int, end_year: int, selected_series: list[str]) -> pd.DataFrame: | |
| df = load_all() | |
| if start_year > end_year: | |
| start_year, end_year = end_year, start_year | |
| mask = (df["date"].dt.year >= start_year) & (df["date"].dt.year <= end_year) | |
| df = df[mask] | |
| if selected_series: | |
| df = df[df["series"].isin(selected_series)] | |
| return df | |
| INITIAL_DF = load_all() | |
| MIN_YEAR = int(INITIAL_DF["date"].dt.year.min()) if not INITIAL_DF.empty else 1970 | |
| MAX_YEAR = int(INITIAL_DF["date"].dt.year.max()) if not INITIAL_DF.empty else 2026 | |
| ALL_LABELS = [s["label"] for s in SERIES] | |
| with gr.Blocks( | |
| title="US Treasury Yield Curve Spread — CalcFi Open Data", | |
| theme=gr.themes.Soft(), | |
| ) as demo: | |
| gr.Markdown("# US Treasury Yield Curve Spread") | |
| gr.Markdown("Visualize the 2-year vs 10-year Treasury yield spread alongside the Federal Funds Rate. When the 10Y drops below the 2Y, the curve inverts — historically a leading indicator of US recessions with a 12-24 month lead time. Released under CC BY 4.0. Source dataset: [calcfi-open-data](https://huggingface.co/datasets/iizy/calcfi-open-data).") | |
| with gr.Row(): | |
| with gr.Column(scale=1): | |
| start_year = gr.Slider( | |
| MIN_YEAR, MAX_YEAR, value=max(MIN_YEAR, MAX_YEAR - 25), | |
| step=1, label="Start year", | |
| ) | |
| end_year = gr.Slider( | |
| MIN_YEAR, MAX_YEAR, value=MAX_YEAR, step=1, label="End year", | |
| ) | |
| series_picker = gr.CheckboxGroup( | |
| ALL_LABELS, value=ALL_LABELS, label="Series", | |
| ) | |
| chart = gr.LinePlot( | |
| filter_view(max(MIN_YEAR, MAX_YEAR - 25), MAX_YEAR, ALL_LABELS), | |
| x="date", | |
| y="value", | |
| color="series", | |
| title="US Treasury Yield Curve Spread", | |
| x_title="Date", | |
| y_title="Value", | |
| height=500, | |
| width=900, | |
| tooltip=["date", "value", "series"], | |
| ) | |
| inputs = [start_year, end_year, series_picker] | |
| for inp in inputs: | |
| inp.change(filter_view, inputs, chart) | |
| if __name__ == "__main__": | |
| demo.launch() | |