hayfred

A native Hayashi plugin for the FRED API (Federal Reserve Economic Data, St. Louis Fed).

Install

hay install sheep-farm/hayfred

Requirements

A free FRED API key is required. Get one at https://fred.stlouisfed.org/docs/api/api_key.html.

Set the key once per session with set_apikey(). All functions read from this global state.

Usage

Native plugins receive positional arguments. Optional parameters are passed as a dictionary in the last argument.

import("sheep-farm/hayfred", as=fred)

fred::set_apikey("YOUR_API_KEY")

let gdp = fred::fred("GDP", {"start": "2000-01-01", "frequency": "q"})
let cpi = fred::fred("CPIAUCSL", {"start": "2010-01-01"})

let search = fred::fred_search("unemployment rate", {"limit": 10})
let info = fred::fred_info("UNRATE")

If you prefer, you can also set the FRED_API_KEY environment variable and skip set_apikey().

Series

Function	Description
set_apikey(key)	Set the global FRED API key
fred(series_id, options?)	Observations as DataFrame (date, value)
fred_observations(series_id, options?)	Alias for fred
fred_info(series_id)	Series metadata as dict
fred_categories(series_id)	Categories for the series
fred_release(series_id)	Release for the series
fred_tags(series_id)	Tags for the series
fred_related(series_id, options?)	Related series
fred_search(text, options?)	Search series by text
fred_search_related_tags(text, tag_names, options?)	Related tags for a search
fred_search_tags(text, options?)	Tags for a search
fred_vintage_dates(series_id, options?)	Vintage dates
fred_updates(options?)	Recently updated series

Categories

Function	Description
fred_category(category_id)	Category metadata
fred_category_children(category_id)	Child categories
fred_category_related(category_id)	Related categories
fred_category_series(category_id, options?)	Series in category
fred_category_tags(category_id)	Tags in category
fred_category_related_tags(category_id, tag_names, options?)	Related tags in category

Releases

Function	Description
fred_releases(options?)	All releases
fred_releases_dates(options?)	Dates for all releases
fred_release_by_id(release_id)	Release metadata
fred_release_dates(release_id, options?)	Dates for a release
fred_release_series(release_id, options?)	Series in a release
fred_release_sources(release_id)	Sources for a release
fred_release_tags(release_id)	Tags for a release
fred_release_related_tags(release_id, tag_names, options?)	Related tags for a release

Sources

Function	Description
fred_sources(options?)	All sources
fred_source(source_id)	Source metadata
fred_source_releases(source_id, options?)	Releases for a source

Tags

Function	Description
fred_tags_list(options?)	All tags
fred_related_tags(tag_names, options?)	Related tags
fred_tags_series(tag_names, options?)	Series matching tags

Options

Options are passed as a dictionary. Common keys:

• start, end: dates in YYYY-MM-DD format.
• frequency: FRED frequency code (d, w, bw, m, q, sa, a).
• aggregation_method: avg, sum, eop.
• units: lin, chg, ch1, pch, pc1, pca, log, cch, cca.
• limit: maximum number of results (default 10, max 1000).
• order_by, sort_order: search ordering.
• tag_names, search_text: tag filtering.

License

MIT