ALFRED/FRED now works with Python 3.10

cuemacro · Feb 17, 2024 · aca61e4 · aca61e4
1 parent d6df26e
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Showing 6 changed files with 23 additions and 6 deletions.
diff --git a/README.md b/README.md
@@ -115,6 +115,7 @@ individual data providers)
 
 # Release Notes
 
+* 0.1.32 - findatapy (17 Feb 2024)
 * 0.1.31 - findatapy (01 Dec 2023)
 * 0.1.30 - findatapy (12 Oct 2023)
 * 0.1.29 - findatapy (14 May 2023)
@@ -138,6 +139,8 @@ individual data providers)
 
 # Coding log
 
+* 17 Feb 2024
+  * Fixed ALFRED/FRED wrapper so now compatible with Python 3.10
 * 01 Dec 2023
   * Remove fxcmpy dependency (package no longer exists?)
   * Added type hinting in ioengine.py

diff --git a/findatapy/conf/time_series_categories_fields.csv b/findatapy/conf/time_series_categories_fields.csv
@@ -21,6 +21,7 @@ fx-implied-vol,bloomberg,daily,BGN,close,1-Jan-95,1D
 fx-implied-vol,bloomberg,daily,TOK,close,1-Jan-95,1D
 fx-implied-vol,bloomberg,daily,LDN,close,1-Jan-95,1D
 fx-implied-vol,bloomberg,daily,10AM,close,1-Jan-09,1D
+fund-indices,bloomberg,daily,LOC,close,1-Jan-80,1D
 base-depos,bloomberg,daily,NYC,close,1-Jan-95,1D
 base-depos,bloomberg,daily,TOK,close,1-Jan-95,1D
 base-depos,bloomberg,daily,LDN,close,1-Jan-95,1D

diff --git a/findatapy/conf/time_series_tickers_list.csv b/findatapy/conf/time_series_tickers_list.csv
@@ -357,6 +357,14 @@ events,bloomberg,daily,USD-US CPI Urban Consumers MoM SA,NYC,"close,actual-relea
 events,bloomberg,daily,USD-Conference Board Consumer Confidence SA 1985=100,NYC,"close,actual-release,survey-median,survey-average,survey-high,survey-low,number-observations,release-dt,release-date-time-full,first-revision,first-revision-date",CONCCONF Index,,,,
 events,bloomberg,daily,USD-US Durable Goods New Orders Industries MoM SA,NYC,"close,actual-release,survey-median,survey-average,survey-high,survey-low,number-observations,release-dt,release-date-time-full,first-revision,first-revision-date",DGNOCHNG Index,,,,
 events,bloomberg,daily,USD-US Industrial Production MoM 2007=100 SA,NYC,"close,actual-release,survey-median,survey-average,survey-high,survey-low,number-observations,release-dt,release-date-time-full,first-revision,first-revision-date",IP  CHNG Index,,,,
+fund-indices,bloomberg,daily,Barclay Trader Indexes CTA,LOC,close,BARCCTA Index,LOC,,,
+fund-indices,bloomberg,daily,Barclay US Managed Futures Industry BTOP 50,LOC,close,BARCBTOP Index,LOC,,,
+fund-indices,bloomberg,daily,Newedge CTA Index,LOC,close,NEIXCTA Index,LOC,,,
+fund-indices,bloomberg,daily,HFRX Macro/CTA Index,LOC,close,HFRXM Index,LOC,,,
+fund-indices,bloomberg,daily,HFRX Macro: Currency Index,LOC,close,HFRXCUR Index,LOC,,,
+fund-indices,bloomberg,daily,HFRX Global Hedge Fund Index,LOC,close,HFRXGL Index,LOC,,,
+fund-indices,bloomberg,daily,S&P500,LOC,close,SPX Index,LOC,,,
+fund-indices,bloomberg,daily,Parker Global Currency Manager Index,LOC,close,CEXTI2 Index,LOC,,,
 crypto,bitcoincharts,tick,XBTPLN_abucoins,LOC,"close,volume",abucoinsPLN,LOC,,,
 crypto,bitcoincharts,tick,XBTEUR_bc,LOC,"close,volume",bcEUR,LOC,,,
 crypto,bitcoincharts,tick,XBTILS_bit2c,LOC,"close,volume",bit2cILS,LOC,,,

diff --git a/findatapy/market/datavendorweb.py b/findatapy/market/datavendorweb.py
@@ -2285,9 +2285,11 @@ def get_series(self, series_id, observation_start=None,
         if root is None:
             raise ValueError('No data exists for series id: ' + series_id)
         data = {}
-        for child in root.getchildren():
+        for child in root.iter():
             val = child.get('value')
-            if val == self.nan_char:
+            if val is None:
+                float('NaN')
+            elif val == self.nan_char:
                 val = float('NaN')
             else:
                 val = float(val)
@@ -2431,9 +2433,11 @@ def get_series_all_releases(self, series_id, observation_start=None,
             raise ValueError('No data exists for series id: ' + series_id)
         data = {}
         i = 0
-        for child in root.getchildren():
+        for child in root.iter():
             val = child.get('value')
-            if val == self.nan_char:
+            if val is None:
+                val = float("NaN")
+            elif val == self.nan_char:
                 val = float('NaN')
             else:
                 val = float(val)

diff --git a/findatapy/market/ioengine.py b/findatapy/market/ioengine.py
@@ -997,7 +997,8 @@ def read_parquet(self, path: str,
                                                  convert_to_s3fs=True)
 
             return pd.read_parquet(self.sanitize_path(path),
-                                   storage_options=storage_options)
+                                   storage_options=storage_options,
+                                   )
         else:
             return pd.read_parquet(path)
 

diff --git a/setup.py b/setup.py
@@ -5,7 +5,7 @@
 tickers, using configuration files. There is also functionality which is particularly useful for those downloading FX market data."""
 
 setup(name='findatapy',
-      version='0.1.31',
+      version='0.1.32',
       description='Market data library',
       author='Saeed Amen',
       author_email='saeed@cuemacro.com',