f5b22deec3
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- Pin curl_cffi==0.7.4 to avoid BoringSSL bug in 0.12-0.14 - Patch curl_cffi Session to use safari TLS fingerprint instead of chrome, which triggers SSL_ERROR_SYSCALL on some networks - Register FRED API key with OpenBB credentials at startup - Fix macro overview to return latest data instead of oldest, and extract values by FRED series ID key - Replace Finnhub upgrades endpoint (premium-only) with yfinance upgrades_downgrades which includes price target changes - Remove redundant curl_cffi upgrade from Dockerfile
95 lines
2.7 KiB
Python
95 lines
2.7 KiB
Python
"""Macro economic data via OpenBB FRED provider."""
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import asyncio
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import logging
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from typing import Any
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from openbb import obb
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logger = logging.getLogger(__name__)
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PROVIDER = "fred"
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# Key FRED series IDs
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SERIES = {
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"fed_funds_rate": "FEDFUNDS",
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"us_10y_treasury": "DGS10",
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"us_2y_treasury": "DGS2",
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"cpi_yoy": "CPIAUCSL",
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"unemployment_rate": "UNRATE",
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"gdp_growth": "A191RL1Q225SBEA",
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"sp500": "SP500",
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"vix": "VIXCLS",
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}
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def _to_dicts(result: Any) -> list[dict[str, Any]]:
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if result is None or result.results is None:
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return []
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if isinstance(result.results, list):
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return [
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item.model_dump() if hasattr(item, "model_dump") else vars(item)
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for item in result.results
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]
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if hasattr(result.results, "model_dump"):
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return [result.results.model_dump()]
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return [vars(result.results)]
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async def get_series(
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series_id: str, limit: int = 10, latest: bool = False,
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) -> list[dict[str, Any]]:
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"""Get a FRED time series by ID."""
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try:
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fetch_limit = limit if not latest else None
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kwargs: dict[str, Any] = {
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"symbol": series_id,
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"provider": PROVIDER,
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}
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if fetch_limit is not None:
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kwargs["limit"] = fetch_limit
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result = await asyncio.to_thread(
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obb.economy.fred_series,
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**kwargs,
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)
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items = _to_dicts(result)
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items = [
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{**item, "date": str(item["date"])}
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if "date" in item and not isinstance(item["date"], str)
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else item
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for item in items
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]
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if latest:
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items = items[-limit:]
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return items
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except Exception:
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logger.warning("Failed to fetch FRED series %s", series_id, exc_info=True)
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return []
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async def get_macro_overview() -> dict[str, Any]:
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"""Get a summary of key macro indicators."""
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tasks = {
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name: get_series(series_id, limit=1, latest=True)
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for name, series_id in SERIES.items()
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}
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results = await asyncio.gather(*tasks.values(), return_exceptions=True)
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overview: dict[str, Any] = {}
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for (name, series_id), result in zip(SERIES.items(), results):
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if isinstance(result, BaseException):
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logger.warning("Failed to fetch %s: %s", name, result)
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overview[name] = None
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elif result and len(result) > 0:
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entry = result[-1]
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# FRED returns values keyed by series ID, not "value"
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value = entry.get(series_id) or entry.get("value")
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overview[name] = {
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"value": value,
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"date": str(entry.get("date", "")),
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}
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else:
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overview[name] = None
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return overview
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