quantlab.dataset.fred.FredRateDataset#

class quantlab.dataset.fred.FredRateDataset(config)[source]#

Bases: RawDataset

Single-symbol daily panel of one FRED rate series: rate and risk_free.

Parameters:

dataset_configFredRateConfig: raw_data_dir_path is the FRED raw tier; series picks the series, which is also the panel’s one symbol.

Examples

With config as in the module example:

panel = FredRateDataset(config).update().panel("2024-01-02", "2024-01-05")
panel["symbol"].values.tolist()  # ['DTB3']
panel["rate"].attrs["unit"]      # 'percent per annum'

config_cls#

The config class used to rebuild this dataset from a saved config.

alias of FredRateConfig