MacroData: Macroeconomics Data

In MislavSag/findata: Collect data fro trading and financial ML

Macroeconomics Data

Description

Peovide macroeconomics data from various sources: - FRED

Public fields

path_to_dump

Local path to save data to.

delay

Delay between requests.

Methods

Public methods

• MacroData$new()

• MacroData$get_fred_metadata()

• MacroData$get_alfred()

• MacroData$bulk_fred()

• MacroData$clone()

---

Method new()

Create a new MacroData object.

Usage

MacroData$new(path_to_dump, delay = 0.8)

Arguments

path_to_dump

Local path to save data to.

delay

Delay between requests.

Returns

A new 'MacroData' object.

---

Method get_fred_metadata()

Get FRED metadata.

Usage

MacroData$get_fred_metadata(asset)

Arguments

asset

binance asset. Can be cm, um, option or spot

Returns

NULL.

---

Method get_alfred()

Get data from alfred.

Usage

MacroData$get_alfred(id, vintage_dates, bin_len = 2000)

Arguments

id

Fred series id.

vintage_dates

Vintage dates.

bin_len

Bin length.

Returns

Data table with data.

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Method bulk_fred()

Bulk FRED database.

Usage

MacroData$bulk_fred(ids)

Arguments

ids

Character vector, Fred series ids.

Returns

NULL.

---

Method clone()

The objects of this class are cloneable with this method.

Usage

MacroData$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

MislavSag/findata documentation built on June 2, 2025, 12:34 p.m.