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8.58 kB
| """Step 5: Collect macro-economic context data. | |
| Uses: | |
| - FredClient from projects.tools.finance.fred (interest rates, indices, dollar index) | |
| - EIAClient from projects.tools.commodity.eia (crude oil, natural gas) | |
| Resume logic: | |
| - FRED: per-series file check + freshness validation. | |
| - EIA: per-file freshness check (not per-category!). | |
| If any processed CSV is stale (max date > STALE_DAYS behind END_DATE), | |
| it is deleted and re-fetched. | |
| Output: | |
| data/macro/fred_{SERIES_ID}.csv | |
| data/macro/crude_oil/{name}_raw.csv + {name}.csv | |
| data/macro/natural_gas/{name}_raw.csv + {name}.csv | |
| """ | |
| from __future__ import annotations | |
| import asyncio | |
| import logging | |
| import os | |
| import tempfile | |
| from pathlib import Path | |
| import pandas as pd | |
| from projects.tools.commodity.eia import EIAClient | |
| from projects.tools.finance.fred import FredClient | |
| from . import config | |
| logger = logging.getLogger(__name__) | |
| _MAX_RETRIES = 3 | |
| # A processed CSV is considered stale if its latest date is more than | |
| # STALE_DAYS before config.END_DATE. | |
| _STALE_DAYS = 90 | |
| async def _retry_async(coro_factory, description: str, retries: int = _MAX_RETRIES): | |
| """Call *coro_factory()* up to *retries* times with exponential backoff.""" | |
| for attempt in range(retries): | |
| try: | |
| return await coro_factory() | |
| except Exception as exc: | |
| if attempt < retries - 1: | |
| wait = 2 ** attempt * 3 # 3s, 6s, 12s | |
| logger.warning("%s failed (attempt %d/%d), retrying in %ds: %s", | |
| description, attempt + 1, retries, wait, exc) | |
| await asyncio.sleep(wait) | |
| else: | |
| raise | |
| def _atomic_csv_write(df: pd.DataFrame, dest: Path) -> None: | |
| """Write a CSV atomically: write to temp file first, then rename.""" | |
| dest.parent.mkdir(parents=True, exist_ok=True) | |
| fd, tmp_path = tempfile.mkstemp(suffix=".csv", dir=dest.parent) | |
| try: | |
| os.close(fd) | |
| df.to_csv(tmp_path, index=False) | |
| os.replace(tmp_path, dest) | |
| except BaseException: | |
| try: | |
| os.unlink(tmp_path) | |
| except OSError: | |
| pass | |
| raise | |
| def _is_stale(csv_path: Path) -> bool: | |
| """Check if a CSV's latest date is too far behind config.END_DATE.""" | |
| if not csv_path.exists(): | |
| return True # missing = stale | |
| try: | |
| df = pd.read_csv(csv_path, nrows=0) | |
| date_col = next( | |
| (c for c in df.columns if "date" in c.lower() | |
| or "period" in c.lower() or "time" in c.lower()), | |
| None, | |
| ) | |
| if date_col is None: | |
| return False # can't determine, assume OK | |
| df = pd.read_csv(csv_path, usecols=[date_col]) | |
| df[date_col] = pd.to_datetime(df[date_col], errors="coerce") | |
| max_date = df[date_col].max() | |
| if pd.isna(max_date): | |
| return True | |
| cutoff = pd.Timestamp(config.END_DATE) - pd.Timedelta(days=_STALE_DAYS) | |
| if max_date < cutoff: | |
| logger.warning( | |
| "STALE: %s latest date is %s (cutoff %s, %d days behind)", | |
| csv_path.name, max_date.date(), cutoff.date(), | |
| (pd.Timestamp(config.END_DATE) - max_date).days, | |
| ) | |
| return True | |
| return False | |
| except Exception as exc: | |
| logger.warning("Could not check freshness of %s (treating as stale): %s", csv_path.name, exc) | |
| return True # corrupt / unreadable → treat as stale so it gets re-fetched | |
| # --------------------------------------------------------------------------- | |
| # FRED collection (per-series resume + freshness) | |
| # --------------------------------------------------------------------------- | |
| async def _collect_fred(client: FredClient) -> None: | |
| """Fetch every FRED series defined in config.""" | |
| fred_dir = config.MACRO_DIR | |
| fred_dir.mkdir(parents=True, exist_ok=True) | |
| for series_id, description in config.FRED_SERIES.items(): | |
| out_path = fred_dir / f"fred_{series_id}.csv" | |
| if out_path.exists() and not _is_stale(out_path): | |
| logger.info("FRED %s already exists and is fresh, skipping.", series_id) | |
| continue | |
| reason = "stale" if out_path.exists() else "missing" | |
| logger.info("Fetching FRED %s (%s) [%s] ...", series_id, description, reason) | |
| try: | |
| df = await _retry_async( | |
| lambda sid=series_id: client.fetch_series_data( | |
| series_id=sid, | |
| start_date=config.START_DATE, | |
| end_date=config.END_DATE, | |
| ), | |
| description=f"FRED {series_id}", | |
| ) | |
| _atomic_csv_write(df, out_path) | |
| logger.info("Saved FRED %s (%d rows).", series_id, len(df)) | |
| except Exception as exc: | |
| logger.warning("FRED %s failed after retries: %s", series_id, exc) | |
| # --------------------------------------------------------------------------- | |
| # EIA collection (per-file freshness, NOT per-category!) | |
| # --------------------------------------------------------------------------- | |
| async def _collect_eia_category( | |
| client: EIAClient, | |
| category: str, | |
| out_dir: Path, | |
| fetch_fn, | |
| ) -> None: | |
| """Fetch an EIA category, re-downloading only missing or stale files.""" | |
| out_dir.mkdir(parents=True, exist_ok=True) | |
| # Inventory existing processed files | |
| existing = {f.stem: f for f in out_dir.glob("*.csv") if "_raw" not in f.stem} | |
| stale_files = [name for name, path in existing.items() if _is_stale(path)] | |
| fresh_count = len(existing) - len(stale_files) | |
| if stale_files: | |
| logger.info( | |
| "EIA %s: %d fresh files, %d stale to re-fetch: %s", | |
| category, fresh_count, len(stale_files), stale_files, | |
| ) | |
| # Delete stale files so they get re-written | |
| for name in stale_files: | |
| for suffix in ["", "_raw"]: | |
| p = out_dir / f"{name}{suffix}.csv" | |
| if p.exists(): | |
| p.unlink() | |
| logger.info(" Deleted stale %s", p.name) | |
| elif existing: | |
| logger.info("EIA %s: all %d files are fresh, skipping.", category, len(existing)) | |
| return | |
| # Fetch all data from the API (EIA client returns all endpoints at once) | |
| logger.info("Fetching EIA %s data ...", category) | |
| try: | |
| results = await _retry_async(fetch_fn, description=f"EIA {category}") | |
| if not results: | |
| logger.warning("EIA %s: all endpoints returned empty (check API key / network).", | |
| category) | |
| return | |
| for name, raw_df, processed_df in results: | |
| processed_path = out_dir / f"{name}.csv" | |
| raw_path = out_dir / f"{name}_raw.csv" | |
| # Only write if the file is missing or was stale | |
| if not processed_path.exists() or name in stale_files: | |
| _atomic_csv_write(raw_df, raw_path) | |
| _atomic_csv_write(processed_df, processed_path) | |
| logger.info(" Saved %s %s (%d raw, %d processed rows).", | |
| category, name, len(raw_df), len(processed_df)) | |
| else: | |
| logger.info(" %s %s already fresh, not overwriting.", category, name) | |
| except Exception as exc: | |
| logger.error("EIA %s collection failed after retries: %s: %s", | |
| category, type(exc).__name__, exc, exc_info=True) | |
| async def _collect_eia(client: EIAClient) -> None: | |
| """Fetch crude oil and natural gas data from EIA (per-file freshness).""" | |
| await _collect_eia_category( | |
| client, | |
| category="crude_oil", | |
| out_dir=config.MACRO_DIR / "crude_oil", | |
| fetch_fn=lambda: client.get_all_crude_oil_data(), | |
| ) | |
| await _collect_eia_category( | |
| client, | |
| category="natural_gas", | |
| out_dir=config.MACRO_DIR / "natural_gas", | |
| fetch_fn=lambda: client.get_all_natural_gas_data(), | |
| ) | |
| async def run_async() -> None: | |
| """Execute Step 5 (async).""" | |
| fred_key = os.getenv("FRED_API_KEY") | |
| if not fred_key: | |
| raise ValueError("Set FRED_API_KEY environment variable.") | |
| eia_key = os.getenv("EIA_API_KEY") | |
| if not eia_key: | |
| raise ValueError("Set EIA_API_KEY environment variable.") | |
| fred_client = FredClient(api_key=fred_key) | |
| eia_client = EIAClient(api_key=eia_key) | |
| await _collect_fred(fred_client) | |
| await _collect_eia(eia_client) | |
| logger.info("Macro data collection complete.") | |
| def run() -> None: | |
| """Sync wrapper around the async implementation.""" | |
| asyncio.run(run_async()) | |