fred.py

from pandas import concat, read_csv

from pandas_datareader.base import _BaseReader
from pandas_datareader.compat import is_list_like


class FredReader(_BaseReader):
    """
    Get data for the given name from the St. Louis FED (FRED).
    """

    @property
    def url(self):
        """API URL"""
        return "https://fred.stlouisfed.org/graph/fredgraph.csv"

    def read(self):
        """Read data

        Returns
        -------
        data : DataFrame
            If multiple names are passed for "series" then the index of the
            DataFrame is the outer join of the indices of each series.
        """
        try:
            return self._read()
        finally:
            self.close()

    def _read(self):
        if not is_list_like(self.symbols):
            names = [self.symbols]
        else:
            names = self.symbols

        urls = [f"{self.url}?id={n}" for n in names]

        def fetch_data(url, name):
            """Utility to fetch data"""
            resp = self._read_url_as_StringIO(url)
            data = read_csv(
                resp,
                index_col=0,
                parse_dates=True,
                header=None,
                skiprows=1,
                names=["DATE", name],
                na_values=".",
            )
            try:
                return data.truncate(self.start, self.end)
            except KeyError as exc:  # pragma: no cover
                if data.iloc[3].name[7:12] == "Error":
                    raise OSError(
                        "Failed to get the data. Check that "
                        "{!r} is a valid FRED series.".format(name)
                    ) from exc
                raise

        try:
            data = [fetch_data(url, n) for url, n in zip(urls, names, strict=True)]
        except TypeError:
            # Python 3.9 only
            data = [fetch_data(url, n) for url, n in zip(urls, names)]  # noqa: B905
        df = concat(
            data,
            axis=1,
            join="outer",
        )
        return df