Up to date remote economic data access for ruby, using Polars dataframes.
This package will fetch economic and financial information from the Federal Reserve Economic Database, and return the results as a Polars Dataframe. You will need an API key that can be fetched from the FRED website at https://fredaccount.stlouisfed.org/apikeys .
Add this line to your application's Gemfile:
gem 'fred_as_dataframe'And then execute:
$ bundle install
Or install it yourself as:
$ gem install fred_as_dataframe
Some data sources will require the specification of an API key. These keys should be provided as part of a configuration file, e.g., config/fred_as_dataframe.rb
FredAsDataframe::Client.configure do |config|
config.fred_api_key = '1234567890ABCDEF'
OR
config.fred_api_key = File.read(File.join('','home', 'user', '.fred_api_key.txt'))
endConsider the following transcript.
3.1.2 :001 > a = FredAsDataframe::Client.new('UNRATE')
=> #<FredAsDataframe::Client:0x0000000105f1dbb8 @api_key="1234567890ABCDEF", @tag="UNRATE">
3.1.2 :002 > b = a.fetch
=>
shape: (919, 2)
...
3.1.2 :003 > b
=>
shape: (919, 2)
┌────────────┬────────┐
│ Timestamps ┆ UNRATE │
│ --- ┆ --- │
│ date ┆ f64 │
╞════════════╪════════╡
│ 1948-01-01 ┆ 3.4 │
│ 1948-02-01 ┆ 3.8 │
│ 1948-03-01 ┆ 4.0 │
│ 1948-04-01 ┆ 3.9 │
│ 1948-05-01 ┆ 3.5 │
│ … ┆ … │
│ 2024-03-01 ┆ 3.8 │
│ 2024-04-01 ┆ 3.9 │
│ 2024-05-01 ┆ 4.0 │
│ 2024-06-01 ┆ 4.1 │
│ 2024-07-01 ┆ 4.3 │
└────────────┴────────┘
3.1.2 :004 > a = FredAsDataframe::Client.new('AAA')
=> #<FredAsDataframe::Client:0x0000000106077d38 @api_key="1234567890ABCDEF", @tag="AAA">
3.1.2 :005 > b = a.fetch
=>
shape: (1_267, 2)
...
3.1.2 :006 > b
=>
shape: (1_267, 2)
┌────────────┬──────┐
│ Timestamps ┆ AAA │
│ --- ┆ --- │
│ date ┆ f64 │
╞════════════╪══════╡
│ 1919-01-01 ┆ 5.35 │
│ 1919-02-01 ┆ 5.35 │
│ 1919-03-01 ┆ 5.39 │
│ 1919-04-01 ┆ 5.44 │
│ 1919-05-01 ┆ 5.39 │
│ … ┆ … │
│ 2024-03-01 ┆ 5.01 │
│ 2024-04-01 ┆ 5.28 │
│ 2024-05-01 ┆ 5.25 │
│ 2024-06-01 ┆ 5.13 │
│ 2024-07-01 ┆ 5.12 │
└────────────┴──────┘ TBD
Others are welcome to contribute to the project.
The following conventions are intended for this project.
- Different sources are intended to reside in different classes.
- API keys (if needed) should be able to be set in the single configuration file.
- Series should be able to be identified via a single unique string, provided in the constructor.
- When fetched, the dataset may be filtered based on optional (hash) arguments.
- Output should be provided in a consistent DataFrame format (currently Polars::DataFrame).
Bug reports and pull requests are welcome on GitHub at https://github.com/bmck/fred_as_dataframe.
The gem is available as open source under the terms of the MIT License.