5.6 KiB

Raw Blame History

FRED API Macro Data Integration

Summary

Added FRED (Federal Reserve Economic Data) API support to the TradingAgents vendor methods system for macroeconomic analysis.

Files Added

1. `tradingagents/dataflows/macro_utils.py`

New module providing FRED API integration with the following functions:

get_fred_api_key() - Get FRED API key from config or environment
get_fred_data(series_id, start_date, end_date) - Core FRED API wrapper
get_treasury_yield_curve(curr_date) - Treasury yield curve data with inversion analysis
get_economic_indicators_report(curr_date, lookback_days=90) - Comprehensive economic indicators
- Federal Funds Rate
- Consumer Price Index (CPI)
- Producer Price Index (PPI)
- Unemployment Rate
- Nonfarm Payrolls
- GDP Growth Rate
- ISM Manufacturing PMI
- Consumer Confidence
- VIX (Market Volatility)
get_fed_calendar_and_minutes(curr_date) - Federal Reserve meeting calendar and policy updates
get_macro_economic_summary(curr_date, lookback_days=90) - Complete macro economic analysis combining all components

Files Modified

2. `tradingagents/dataflows/interface.py`

Updated vendor routing system to include FRED macro data:

Added Imports:

from .macro_utils import get_economic_indicators_report, get_treasury_yield_curve, get_fed_calendar_and_minutes

Updated VENDOR_LIST:

VENDOR_LIST = [
    "local",
    "yfinance",
    "openai",
    "google",
    "fred"  # New
]

New TOOLS_CATEGORIES Entry:

"macro_data": {
    "description": "Macroeconomic indicators and Federal Reserve data",
    "tools": [
        "get_economic_indicators",
        "get_yield_curve",
        "get_fed_calendar"
    ]
}

New VENDOR_METHODS Entries:

# macro_data
"get_economic_indicators": {
    "fred": get_economic_indicators_report,
},
"get_yield_curve": {
    "fred": get_treasury_yield_curve,
},
"get_fed_calendar": {
    "fred": get_fed_calendar_and_minutes,
},

Configuration Required

To use FRED API features, set the FRED API key via:

Environment Variable:

export FRED_API_KEY="your_api_key_here"

Or via Config System: The get_fred_api_key() function will check:
- Config system via get_api_key("fred_api_key", "FRED_API_KEY")
- Environment variable FRED_API_KEY
Get a Free API Key:
- Visit: https://fred.stlouisfed.org/
- Register for a free account
- Generate API key under "My Account" → "API Keys"

Usage Examples

Via Vendor Routing System

from tradingagents.dataflows.interface import route_to_vendor

# Get economic indicators
indicators = route_to_vendor(
    "get_economic_indicators",
    curr_date="2025-10-06",
    lookback_days=90
)

# Get yield curve
yield_curve = route_to_vendor(
    "get_yield_curve",
    curr_date="2025-10-06"
)

# Get Fed calendar
fed_calendar = route_to_vendor(
    "get_fed_calendar",
    curr_date="2025-10-06"
)

Direct Function Calls

from tradingagents.dataflows.macro_utils import (
    get_economic_indicators_report,
    get_treasury_yield_curve,
    get_fed_calendar_and_minutes,
    get_macro_economic_summary
)

# Complete macro analysis
summary = get_macro_economic_summary(
    curr_date="2025-10-06",
    lookback_days=90
)

# Individual components
indicators = get_economic_indicators_report("2025-10-06", 90)
yield_curve = get_treasury_yield_curve("2025-10-06")
fed_data = get_fed_calendar_and_minutes("2025-10-06")

Integration with Macro Analyst

The macro analyst can now use these tools through the vendor routing system. The tools are automatically available through the macro_data category:

# In agent configuration
config = {
    "data_vendors": {
        "macro_data": "fred"  # Use FRED for macro data
    }
}

Data Returned

All functions return formatted markdown strings suitable for LLM analysis:

Economic Indicators: Markdown tables with current values, changes, and analysis
Yield Curve: Markdown table with maturities, yields, and inversion warnings
Fed Calendar: FOMC meeting schedule and policy trajectory
Trading Implications: Actionable insights for different economic scenarios

PR Compatibility Notes

Changes were made with minimal modifications to existing code:

✅ New file only - macro_utils.py is a new addition
✅ Additive changes - Only added new entries to existing dictionaries
✅ No breaking changes - Existing functionality unchanged
✅ Follows existing patterns - Uses same vendor routing architecture as other data sources
✅ Consistent naming - Follows existing naming conventions (get_* pattern)

Testing

To verify the integration works:

# Test FRED API connection
from tradingagents.dataflows.macro_utils import get_fred_data

result = get_fred_data("FEDFUNDS", "2025-01-01", "2025-10-06")
print(result)

# Test vendor routing
from tradingagents.dataflows.interface import route_to_vendor

indicators = route_to_vendor(
    "get_economic_indicators",
    curr_date="2025-10-06",
    lookback_days=30
)
print(indicators)

Dependencies

No new dependencies required. Uses existing dependencies:

requests - For FRED API calls
pandas - For data manipulation
datetime - For date handling
Existing config system for API key management

Future Enhancements

Potential improvements:

Add caching for FRED API responses (similar to YFinanceDataProvider)
Add more FRED series (housing data, commodity prices, etc.)
Add international economic indicators
Add custom FRED series ID support for advanced users

5.6 KiB Raw Blame History