mirror of
https://github.com/Sabermrddz/QuantCore-FX.git
synced 2026-08-16 04:08:06 +00:00
v1 first layer
This commit is contained in:
saber
+237
@@ -0,0 +1,237 @@
|
||||
"""
|
||||
APEX Layer 1 — FRED API Client
|
||||
|
||||
Fetches interest rates from the Federal Reserve Economic Data (FRED) API.
|
||||
|
||||
API Endpoint: https://api.stlouisfed.org/fred/series/observations
|
||||
|
||||
Features:
|
||||
- Caches the most recent rate per currency
|
||||
- Handles API errors gracefully
|
||||
- Returns None for unavailable series
|
||||
- Implements exponential backoff for retries
|
||||
- Non-blocking when called from QThread
|
||||
|
||||
Setup:
|
||||
1. Go to fred.stlouisfed.org
|
||||
2. Register for a free account
|
||||
3. Generate an API key
|
||||
4. Store in .env as FRED_API_KEY
|
||||
"""
|
||||
|
||||
import requests
|
||||
from typing import Dict, Optional
|
||||
import config
|
||||
import time
|
||||
|
||||
|
||||
class FredClient:
|
||||
"""FRED API client for fetching interest rates."""
|
||||
|
||||
def __init__(self, api_key: str = None, timeout: int = 10):
|
||||
"""
|
||||
Initialize FRED client.
|
||||
|
||||
Args:
|
||||
api_key: FRED API key. If None, uses config.FRED_API_KEY
|
||||
timeout: Request timeout in seconds
|
||||
"""
|
||||
self.api_key = api_key or config.FRED_API_KEY
|
||||
self.timeout = timeout
|
||||
self.base_url = config.FRED_BASE_URL
|
||||
self.cache = {} # Cache: {currency: {rate, timestamp}}
|
||||
self.last_error = None
|
||||
|
||||
if not self.api_key:
|
||||
raise ValueError(
|
||||
"FRED_API_KEY not configured. "
|
||||
"Set it in .env or pass as argument."
|
||||
)
|
||||
|
||||
def fetch_rate(self, currency: str, max_retries: int = 2) -> Optional[float]:
|
||||
"""
|
||||
Fetch the latest interest rate for a single currency.
|
||||
|
||||
Args:
|
||||
currency: Currency code (USD, EUR, etc.)
|
||||
max_retries: Number of retry attempts on failure
|
||||
|
||||
Returns:
|
||||
Interest rate as float (%), or None if fetch fails
|
||||
"""
|
||||
if currency not in config.FRED_SERIES:
|
||||
self.last_error = f"Unknown currency: {currency}"
|
||||
return None
|
||||
|
||||
series_id = config.FRED_SERIES[currency]
|
||||
|
||||
for attempt in range(max_retries):
|
||||
try:
|
||||
rate = self._fetch_series_last_value(series_id)
|
||||
|
||||
# Cache successful fetch
|
||||
self.cache[currency] = {
|
||||
'rate': rate,
|
||||
'source': 'FRED',
|
||||
'timestamp': time.time()
|
||||
}
|
||||
|
||||
if config.DEBUG:
|
||||
print(f"[FRED] {currency}: {rate}% (from series {series_id})")
|
||||
|
||||
return rate
|
||||
|
||||
except requests.Timeout:
|
||||
self.last_error = f"{currency}: API timeout (attempt {attempt + 1}/{max_retries})"
|
||||
if config.DEBUG:
|
||||
print(f"[FRED] {self.last_error}")
|
||||
time.sleep(0.5 ** attempt) # Exponential backoff
|
||||
|
||||
except requests.ConnectionError:
|
||||
self.last_error = f"{currency}: Connection error (attempt {attempt + 1}/{max_retries})"
|
||||
if config.DEBUG:
|
||||
print(f"[FRED] {self.last_error}")
|
||||
time.sleep(0.5 ** attempt)
|
||||
|
||||
except ValueError as e:
|
||||
self.last_error = f"{currency}: {str(e)}"
|
||||
if config.DEBUG:
|
||||
print(f"[FRED] {self.last_error}")
|
||||
break # Don't retry on parsing errors
|
||||
|
||||
except Exception as e:
|
||||
self.last_error = f"{currency}: Unexpected error: {str(e)}"
|
||||
if config.DEBUG:
|
||||
print(f"[FRED] {self.last_error}")
|
||||
break
|
||||
|
||||
# Return cached value if available
|
||||
if currency in self.cache:
|
||||
if config.DEBUG:
|
||||
print(f"[FRED] {currency}: Using cached value {self.cache[currency]['rate']}%")
|
||||
return self.cache[currency]['rate']
|
||||
|
||||
return None
|
||||
|
||||
def fetch_all_rates(self, max_retries: int = 2) -> Dict[str, Optional[float]]:
|
||||
"""
|
||||
Fetch interest rates for all 8 currencies.
|
||||
|
||||
Args:
|
||||
max_retries: Number of retry attempts per currency
|
||||
|
||||
Returns:
|
||||
Dict mapping currency to rate (float or None)
|
||||
"""
|
||||
rates = {}
|
||||
for currency in config.CURRENCIES:
|
||||
rates[currency] = self.fetch_rate(currency, max_retries)
|
||||
|
||||
return rates
|
||||
|
||||
def _fetch_series_last_value(self, series_id: str) -> float:
|
||||
"""
|
||||
Fetch the last observation of a FRED series.
|
||||
|
||||
Args:
|
||||
series_id: FRED series ID (e.g., "FEDFUNDS")
|
||||
|
||||
Returns:
|
||||
Latest numeric value from the series
|
||||
|
||||
Raises:
|
||||
requests.RequestException: On network error
|
||||
ValueError: If series not found or parsing fails
|
||||
"""
|
||||
url = f"{self.base_url}/series/observations"
|
||||
|
||||
params = {
|
||||
'series_id': series_id,
|
||||
'api_key': self.api_key,
|
||||
'sort_order': 'desc',
|
||||
'limit': 1,
|
||||
'file_type': 'json'
|
||||
}
|
||||
|
||||
response = requests.get(url, params=params, timeout=self.timeout)
|
||||
response.raise_for_status() # Raise exception for bad status codes
|
||||
|
||||
data = response.json()
|
||||
|
||||
# Check for FRED API error
|
||||
if 'error_code' in data:
|
||||
raise ValueError(
|
||||
f"FRED API error ({data['error_code']}): {data.get('error_message', 'Unknown error')}"
|
||||
)
|
||||
|
||||
# Extract last observation
|
||||
observations = data.get('observations', [])
|
||||
if not observations:
|
||||
raise ValueError(f"No data available for series {series_id}")
|
||||
|
||||
last_obs = observations[0]
|
||||
value = last_obs.get('value')
|
||||
|
||||
if value is None or value == '.':
|
||||
raise ValueError(f"No numeric value in latest observation for {series_id}")
|
||||
|
||||
try:
|
||||
return float(value)
|
||||
except (ValueError, TypeError):
|
||||
raise ValueError(f"Cannot parse value as float: {value}")
|
||||
|
||||
def get_cached_rate(self, currency: str) -> Optional[float]:
|
||||
"""
|
||||
Get a cached rate without making a new API call.
|
||||
|
||||
Args:
|
||||
currency: Currency code
|
||||
|
||||
Returns:
|
||||
Cached rate, or None if not in cache
|
||||
"""
|
||||
return self.cache.get(currency, {}).get('rate')
|
||||
|
||||
def clear_cache(self):
|
||||
"""Clear the rate cache."""
|
||||
self.cache.clear()
|
||||
if config.DEBUG:
|
||||
print("[FRED] Cache cleared")
|
||||
|
||||
|
||||
# Global singleton instance (optional convenience)
|
||||
_client_instance = None
|
||||
|
||||
def get_fred_client() -> FredClient:
|
||||
"""Get or create the global FRED client instance."""
|
||||
global _client_instance
|
||||
if _client_instance is None:
|
||||
_client_instance = FredClient()
|
||||
return _client_instance
|
||||
|
||||
|
||||
# Example usage (for testing)
|
||||
if __name__ == "__main__":
|
||||
import os
|
||||
|
||||
# For testing, you need a FRED API key
|
||||
api_key = os.getenv("FRED_API_KEY")
|
||||
if not api_key:
|
||||
print("ERROR: FRED_API_KEY not set in environment")
|
||||
print("Get a key from: https://fred.stlouisfed.org")
|
||||
exit(1)
|
||||
|
||||
client = FredClient(api_key)
|
||||
|
||||
print("Fetching all rates from FRED...")
|
||||
rates = client.fetch_all_rates()
|
||||
|
||||
print("\nResults:")
|
||||
for currency, rate in rates.items():
|
||||
if rate is not None:
|
||||
print(f" {currency}: {rate}%")
|
||||
else:
|
||||
print(f" {currency}: ERROR or no data")
|
||||
|
||||
if client.last_error:
|
||||
print(f"\nLast error: {client.last_error}")
|
||||
Reference in New Issue
Block a user