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Update the FOMC events dataset
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"""Runtime configuration, and the constants the whole recipe agrees on."""
from __future__ import annotations
import os
from dataclasses import dataclass
from pathlib import Path
from zoneinfo import ZoneInfo
DEFAULT_USER_AGENT = "ZipLime us-treasury-events/1.0 algo@limex.com"
DEFAULT_HF_REPO = "ZipLime/us-treasury-events"
TREASURY_DIRECT = "https://www.treasurydirect.gov"
HOME_TREASURY = "https://home.treasury.gov"
# Auctions close and curves are struck in New York. The offset is never
# computed: a February auction and a July auction are on opposite sides of
# daylight saving, and which is which is a question for the timezone database.
RELEASE_TIMEZONE = "America/New_York"
EASTERN = ZoneInfo(RELEASE_TIMEZONE)
COUNTRY = "US"
# The auction query reaches back to 1979 and the rate feeds to 1990. Both are
# taken whole; `metadata/coverage.parquet` records what each subset spans and
# from when each field is populated.
FIRST_CURVE_YEAR = 1990
@dataclass(frozen=True, slots=True)
class Settings:
data_dir: Path = Path("data")
cache_dir: Path = Path(".cache/treasury")
user_agent: str = DEFAULT_USER_AGENT
requests_per_second: float = 4.0
hf_repo: str = DEFAULT_HF_REPO
first_curve_year: int = FIRST_CURVE_YEAR
@classmethod
def from_env(cls, **overrides) -> Settings:
return cls(
data_dir=Path(overrides.get("data_dir") or os.environ.get("DATA_DIR", "data")),
cache_dir=Path(
overrides.get("cache_dir")
or os.environ.get("TREASURY_CACHE_DIR", ".cache/treasury")
),
user_agent=os.environ.get("TREASURY_USER_AGENT", DEFAULT_USER_AGENT),
requests_per_second=float(os.environ.get("TREASURY_REQUESTS_PER_SECOND", "4")),
hf_repo=overrides.get("hf_repo") or os.environ.get("HF_DATASET_REPO", DEFAULT_HF_REPO),
first_curve_year=int(
overrides.get("first_curve_year")
or os.environ.get("TREASURY_FIRST_CURVE_YEAR", FIRST_CURVE_YEAR)
),
)
def validate_user_agent(value: str) -> str:
cleaned = (value or "").strip()
if "@" not in cleaned or len(cleaned) < 12:
raise ValueError(
f"the Treasury expects a User-Agent carrying a contact address, got {value!r}"
)
return cleaned
__all__ = [
"COUNTRY",
"DEFAULT_HF_REPO",
"DEFAULT_USER_AGENT",
"EASTERN",
"FIRST_CURVE_YEAR",
"HOME_TREASURY",
"RELEASE_TIMEZONE",
"TREASURY_DIRECT",
"Settings",
"validate_user_agent",
]