EconDataReader
Up to date remote economic data access for ruby, using Polars dataframes.
This package will fetch economic and financial information from the Bank of Canada's API, and return the results as a Polars dataframe. For details regarding the data available from the Bank of Canada, see https://www.bankofcanada.ca/valet/docs .
Installation
Add this line to your application's Gemfile:
gem 'bankofcanada_as_dataframe'And then execute:
$ bundle install
Or install it yourself as:
$ gem install bankofcanada_as_dataframe
Usage
3.1.2 :001 > BankofcanadaAsDataframe::Client.new('IEXE0102').fetch
=>
shape: (2_504, 2)
┌────────────┬────────┐
│ Timestamps ┆ Values │
│ --- ┆ --- │
│ date ┆ f64 │
╞════════════╪════════╡
│ 2007-05-01 ┆ 1.1105 │
│ 2007-05-02 ┆ 1.1087 │
│ 2007-05-03 ┆ 1.1066 │
│ 2007-05-04 ┆ 1.1075 │
│ 2007-05-07 ┆ 1.1018 │
│ … ┆ … │
│ 2017-04-24 ┆ 1.3511 │
│ 2017-04-25 ┆ 1.3565 │
│ 2017-04-26 ┆ 1.3612 │
│ 2017-04-27 ┆ 1.3624 │
│ 2017-04-28 ┆ 1.365 │
└────────────┴────────┘
3.1.2 :002 > BankofcanadaAsDataframe::Client.new('IEXE0102').fetch(start: '2010-01-01', fin: '2016-01-01')
=>
shape: (1_502, 2)
┌────────────┬────────┐
│ Timestamps ┆ Values │
│ --- ┆ --- │
│ date ┆ f64 │
╞════════════╪════════╡
│ 2010-01-04 ┆ 1.0414 │
│ 2010-01-05 ┆ 1.039 │
│ 2010-01-06 ┆ 1.0325 │
│ 2010-01-07 ┆ 1.035 │
│ 2010-01-08 ┆ 1.0309 │
│ … ┆ … │
│ 2015-12-23 ┆ 1.3857 │
│ 2015-12-24 ┆ 1.3845 │
│ 2015-12-29 ┆ 1.3823 │
│ 2015-12-30 ┆ 1.3885 │
│ 2015-12-31 ┆ 1.384 │
└────────────┴────────┘ Documentation
TBD
Contributing
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/econ_data_reader.
License
The gem is available as open source under the terms of the MIT License.