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‎README.md‎

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# ecb
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[![Python](https://img.shields.io/badge/python-v3-brightgreen.svg)](https://www.python.org/)
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[![License](https://img.shields.io/badge/license-MIT-blue)](https://opensource.org/licenses/MIT)
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[![Code style: black](https://img.shields.io/badge/code%20style-black-000000.svg)](https://github.com/psf/black)
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# ecb: Python interface to European Central Bank (ECB) API
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Several functions to det financial data from European Central Bank (ECB) database.
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## Available functions
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- `get_gdp_q()` Euro area GDP at market price quarterly timeseries (from 1995)
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**ECB key rates (from 1999)**:
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- `get_refinancing_rate()` ECB Main refinancing operations key rate time series
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- `get_deposit_rate()` ECB key rate on the deposit facility
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- `get_marginal_rate()` ECB key rate on marginal lending facility

‎ecb/__init__.py‎

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from importlib.metadata import version
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from ecb.kr import (get_main_rate,
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get_deposit_rate,
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get_marginal_rate,
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)
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from ecb.kr import (
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get_refinancing_rate,
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get_deposit_rate,
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get_marginal_rate,
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)
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from ecb.gdp import get_gdp_q
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from ecb.hicp import get_hicp
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from ecb.request_data import get_data_frame
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# __version__ = version("ecb")
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__version__ = version("ecb")

‎ecb/gdp.py‎

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import ecb
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def get_gdp_q(startperiod: str = '1900-01-01', endperiod: str = None) -> pd.Series:
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s = ecb.request_data.get_data_frame(agency='MNA',code='Q.N.I8.W2.S1.S1.B.B1GQ._Z._Z._Z.EUR.V.N',
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freq='Q', startperiod=startperiod, endperiod=endperiod)
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s.rename("GBP", inplace=True)
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def get_gdp_q(start_period: str = "1900-01-01", end_period: str = None) -> pd.Series:
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"""
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Get Euro area GDP at market price quarterly timeseries.
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GDP data is available from 1995.
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"""
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s = ecb.request_data.get_data_frame(
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agency="MNA",
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code="Q.N.I8.W2.S1.S1.B.B1GQ._Z._Z._Z.EUR.V.N",
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freq="Q",
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start_period=start_period,
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end_period=end_period,
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)
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s.rename("gdp", inplace=True)
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return s

‎ecb/hicp.py‎

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@@ -5,8 +5,13 @@
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today = date.today()
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def get_hicp(startperiod: str = '1900-01-01', endperiod: str = None) -> pd.Series:
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s = ecb.request_data.get_data_frame("ICP", "M.U2.N.000000.4.INX", "M",
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startperiod=startperiod, endperiod=endperiod)
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def get_hicp(start_period: str = "1900-01-01", end_period: str = None) -> pd.Series:
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s = ecb.request_data.get_data_frame(
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"ICP",
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"M.U2.N.000000.4.INX",
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"M",
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start_period=start_period,
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end_period=end_period,
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)
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s.rename("HICP", inplace=True)
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return s

‎ecb/kr.py‎

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@@ -2,20 +2,37 @@
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import ecb
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def get_main_rate() -> pd.Series:
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s = ecb.request_data.get_data_frame('FM', 'D.U2.EUR.4F.KR.MRR_FR.LEV')
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def get_refinancing_rate() -> pd.Series:
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"""
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Get ECB main refinancing operations key rate monthly time series.
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"""
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s = ecb.request_data.get_data_frame("FM", "D.U2.EUR.4F.KR.MRR_FR.LEV")
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s.rename("main_rate", inplace=True)
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return s / 100
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def get_deposit_rate() -> pd.Series:
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s = ecb.request_data.get_data_frame('FM', 'D.U2.EUR.4F.KR.DFR.LEV')
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"""
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Get ECB key rate on the deposit facility monthly time series.
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On deposit facility rate banks can make overnight deposits with the Eurosystem.
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"""
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s = ecb.request_data.get_data_frame("FM", "D.U2.EUR.4F.KR.DFR.LEV")
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s.rename("deposit_rate", inplace=True)
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return s / 100
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def get_marginal_rate(startperiod: str = '1900-01-01', endperiod: str = None) -> pd.Series:
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s = ecb.request_data.get_data_frame('FM', 'D.U2.EUR.4F.KR.MLFR.LEV',
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startperiod=startperiod, endperiod=endperiod)
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def get_marginal_rate(start_period: str = "1900-01-01", end_period: str = None) -> pd.Series:
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"""
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Get ECB key rate on marginal lending facility monthly time seriesю
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On marginal lending facility rate ECB may offer overnight credit to banks from the Eurosystem.
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"""
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s = ecb.request_data.get_data_frame(
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"FM",
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"D.U2.EUR.4F.KR.MLFR.LEV",
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start_period=start_period,
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end_period=end_period,
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)
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s.rename("marginal_rate", inplace=True)
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return s / 100

‎ecb/request_data.py‎

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from requests import Response
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URL_begin = "https://sdw-wsrest.ecb.europa.eu/service/data/"
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URL_end = "/"
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URL_BASE = "https://sdw-wsrest.ecb.europa.eu/service/data/"
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URL_END = "/"
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def get_data_frame(agency: str = 'FM', code: str = 'D.U2.EUR.4F.KR.MRR_FR.LEV', freq: str = 'D',
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detail: str = "dataonly", format: str = "csvdata",
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startperiod: str = '1900-01-01', endperiod: str = None) -> pd.Series:
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request_url = URL_begin + agency + URL_end + code
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params = {'detail': detail,
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'format': format,
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'startPeriod': startperiod,
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'endPeriod': endperiod
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}
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abc: Response = requests.get(request_url, params=params)
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def get_data_frame(
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agency: str = "FM",
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code: str = "D.U2.EUR.4F.KR.MRR_FR.LEV",
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freq: str = "D",
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detail: str = "dataonly",
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format: str = "csvdata",
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start_period: str = "1900-01-01",
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end_period: str = None,
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) -> pd.Series:
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request_url = URL_BASE + agency + URL_END + code
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params = {
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"detail": detail,
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"format": format,
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"start_period": start_period,
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"end_period": end_period,
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}
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try:
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abc: Response = requests.get(request_url, params=params)
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except requests.exceptions.HTTPError as err:
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raise requests.exceptions.HTTPError(
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f"HTTP error fetching data for {code}:",
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abc.status_code,
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abc.reason,
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URL_BASE,
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) from err
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jresp = abc.text
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df = pd.read_csv(StringIO(jresp),
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usecols=['TIME_PERIOD', 'OBS_VALUE'],
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dtype={'OBS_VALUE': float},
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parse_dates=['TIME_PERIOD'])
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df = pd.read_csv(
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StringIO(jresp),
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usecols=["TIME_PERIOD", "OBS_VALUE"],
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dtype={"OBS_VALUE": float},
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parse_dates=["TIME_PERIOD"],
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)
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df.rename(columns={df.columns[0]: "date"}, inplace=True)
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df.set_index('date', inplace=True)
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df.set_index("date", inplace=True)
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df.index = df.index.to_period(freq=freq)
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return df.squeeze()

‎main.py‎

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import pandas as pd
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import ecb
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abc = ecb.kr.get_main_rate()
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abc = ecb.kr.get_refinancing_rate()
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print(abc)
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abc = ecb.kr.get_deposit_rate()
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abc = ecb.hicp.get_hicp()
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print(abc)
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print(ecb.__version__)

‎pyproject.toml‎

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@@ -10,7 +10,12 @@ python = "^3.8"
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pandas = "^1.5.0"
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requests = "^2.28.1"
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[tool.poetry.group.dev.dependencies]
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black = "^22.10.0"
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[build-system]
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requires = ["poetry-core"]
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build-backend = "poetry.core.masonry.api"
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[tool.black]
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line-length = 120

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