Merge pull request #1 from mbk-dev/master

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mbk-dev · Oct 25, 2022 · cfe8c33 · cfe8c33
2 parents f40a3ad + 5221a1f
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diff --git a/README.md b/README.md
@@ -1 +1,14 @@
-# ecb
+[![Python](https://img.shields.io/badge/python-v3-brightgreen.svg)](https://www.python.org/)
+[![License](https://img.shields.io/badge/license-MIT-blue)](https://opensource.org/licenses/MIT)
+[![Code style: black](https://img.shields.io/badge/code%20style-black-000000.svg)](https://github.com/psf/black)
+
+# ecb: Python interface to European Central Bank (ECB) API
+Several functions to det financial data from European Central Bank (ECB) database.
+
+## Available functions
+
+- `get_gdp_q()` Euro area GDP at market price quarterly timeseries (from 1995)
+**ECB key rates (from 1999)**:
+- `get_refinancing_rate()` ECB Main refinancing operations key rate time series
+- `get_deposit_rate()`  ECB key rate on the deposit facility
+- `get_marginal_rate()`  ECB key rate on marginal lending facility
diff --git a/ecb/__init__.py b/ecb/__init__.py
@@ -1,10 +1,11 @@
 from importlib.metadata import version
-from ecb.kr import (get_main_rate,
-                    get_deposit_rate,
-                    get_marginal_rate,
-                    )
+from ecb.kr import (
+    get_refinancing_rate,
+    get_deposit_rate,
+    get_marginal_rate,
+)
 from ecb.gdp import get_gdp_q
 from ecb.hicp import get_hicp
 from ecb.request_data import get_data_frame
 
-# __version__ = version("ecb")
+__version__ = version("ecb")
diff --git a/ecb/gdp.py b/ecb/gdp.py
@@ -2,8 +2,18 @@
 import ecb
 
 
-def get_gdp_q(startperiod: str = '1900-01-01', endperiod: str = None) -> pd.Series:
-    s = ecb.request_data.get_data_frame(agency='MNA',code='Q.N.I8.W2.S1.S1.B.B1GQ._Z._Z._Z.EUR.V.N',
-                                       freq='Q', startperiod=startperiod, endperiod=endperiod)
-    s.rename("GBP", inplace=True)
+def get_gdp_q(start_period: str = "1900-01-01", end_period: str = None) -> pd.Series:
+    """
+    Get Euro area GDP at market price quarterly timeseries.
+
+    GDP data is available from 1995.
+    """
+    s = ecb.request_data.get_data_frame(
+        agency="MNA",
+        code="Q.N.I8.W2.S1.S1.B.B1GQ._Z._Z._Z.EUR.V.N",
+        freq="Q",
+        start_period=start_period,
+        end_period=end_period,
+    )
+    s.rename("gdp", inplace=True)
     return s
diff --git a/ecb/hicp.py b/ecb/hicp.py
@@ -5,8 +5,13 @@
 today = date.today()
 
 
-def get_hicp(startperiod: str = '1900-01-01', endperiod: str = None) -> pd.Series:
-    s = ecb.request_data.get_data_frame("ICP", "M.U2.N.000000.4.INX", "M",
-                                        startperiod=startperiod, endperiod=endperiod)
+def get_hicp(start_period: str = "1900-01-01", end_period: str = None) -> pd.Series:
+    s = ecb.request_data.get_data_frame(
+        "ICP",
+        "M.U2.N.000000.4.INX",
+        "M",
+        start_period=start_period,
+        end_period=end_period,
+    )
     s.rename("HICP", inplace=True)
     return s
diff --git a/ecb/kr.py b/ecb/kr.py
@@ -2,20 +2,37 @@
 import ecb
 
 
-def get_main_rate() -> pd.Series:
-    s = ecb.request_data.get_data_frame('FM', 'D.U2.EUR.4F.KR.MRR_FR.LEV')
+def get_refinancing_rate() -> pd.Series:
+    """
+    Get ECB main refinancing operations key rate monthly time series.
+    """
+    s = ecb.request_data.get_data_frame("FM", "D.U2.EUR.4F.KR.MRR_FR.LEV")
     s.rename("main_rate", inplace=True)
     return s / 100
 
 
 def get_deposit_rate() -> pd.Series:
-    s = ecb.request_data.get_data_frame('FM', 'D.U2.EUR.4F.KR.DFR.LEV')
+    """
+    Get ECB key rate on the deposit facility monthly time series.
+
+    On deposit facility rate banks can make overnight deposits with the Eurosystem.
+    """
+    s = ecb.request_data.get_data_frame("FM", "D.U2.EUR.4F.KR.DFR.LEV")
     s.rename("deposit_rate", inplace=True)
     return s / 100
 
 
-def get_marginal_rate(startperiod: str = '1900-01-01', endperiod: str = None) -> pd.Series:
-    s = ecb.request_data.get_data_frame('FM', 'D.U2.EUR.4F.KR.MLFR.LEV',
-                                        startperiod=startperiod, endperiod=endperiod)
+def get_marginal_rate(start_period: str = "1900-01-01", end_period: str = None) -> pd.Series:
+    """
+    Get ECB key rate on marginal lending facility monthly time seriesю
+
+    On marginal lending facility rate ECB may offer overnight credit to banks from the Eurosystem.
+    """
+    s = ecb.request_data.get_data_frame(
+        "FM",
+        "D.U2.EUR.4F.KR.MLFR.LEV",
+        start_period=start_period,
+        end_period=end_period,
+    )
     s.rename("marginal_rate", inplace=True)
     return s / 100
diff --git a/ecb/request_data.py b/ecb/request_data.py
@@ -4,26 +4,43 @@
 
 from requests import Response
 
-URL_begin = "https://sdw-wsrest.ecb.europa.eu/service/data/"
-URL_end = "/"
+URL_BASE = "https://sdw-wsrest.ecb.europa.eu/service/data/"
+URL_END = "/"
 
 
-def get_data_frame(agency: str = 'FM', code: str = 'D.U2.EUR.4F.KR.MRR_FR.LEV', freq: str = 'D',
-                   detail: str = "dataonly", format: str = "csvdata",
-                   startperiod: str = '1900-01-01', endperiod: str = None) -> pd.Series:
-    request_url = URL_begin + agency + URL_end + code
-    params = {'detail': detail,
-              'format': format,
-              'startPeriod': startperiod,
-              'endPeriod': endperiod
-              }
-    abc: Response = requests.get(request_url, params=params)
+def get_data_frame(
+    agency: str = "FM",
+    code: str = "D.U2.EUR.4F.KR.MRR_FR.LEV",
+    freq: str = "D",
+    detail: str = "dataonly",
+    format: str = "csvdata",
+    start_period: str = "1900-01-01",
+    end_period: str = None,
+) -> pd.Series:
+    request_url = URL_BASE + agency + URL_END + code
+    params = {
+        "detail": detail,
+        "format": format,
+        "start_period": start_period,
+        "end_period": end_period,
+    }
+    try:
+        abc: Response = requests.get(request_url, params=params)
+    except requests.exceptions.HTTPError as err:
+        raise requests.exceptions.HTTPError(
+            f"HTTP error fetching data for {code}:",
+            abc.status_code,
+            abc.reason,
+            URL_BASE,
+        ) from err
     jresp = abc.text
-    df = pd.read_csv(StringIO(jresp),
-                     usecols=['TIME_PERIOD', 'OBS_VALUE'],
-                     dtype={'OBS_VALUE': float},
-                     parse_dates=['TIME_PERIOD'])
+    df = pd.read_csv(
+        StringIO(jresp),
+        usecols=["TIME_PERIOD", "OBS_VALUE"],
+        dtype={"OBS_VALUE": float},
+        parse_dates=["TIME_PERIOD"],
+    )
     df.rename(columns={df.columns[0]: "date"}, inplace=True)
-    df.set_index('date', inplace=True)
+    df.set_index("date", inplace=True)
     df.index = df.index.to_period(freq=freq)
     return df.squeeze()
diff --git a/main.py b/main.py
@@ -1,7 +1,6 @@
-import pandas as pd
 import ecb
 
-abc = ecb.kr.get_main_rate()
+abc = ecb.kr.get_refinancing_rate()
 print(abc)
 
 abc = ecb.kr.get_deposit_rate()
@@ -16,4 +15,4 @@
 abc = ecb.hicp.get_hicp()
 print(abc)
 
-
+print(ecb.__version__)
diff --git a/pyproject.toml b/pyproject.toml
@@ -10,7 +10,12 @@ python = "^3.8"
 pandas = "^1.5.0"
 requests = "^2.28.1"
 
+[tool.poetry.group.dev.dependencies]
+black = "^22.10.0"
 
 [build-system]
 requires = ["poetry-core"]
 build-backend = "poetry.core.masonry.api"
+
+[tool.black]
+line-length = 120