diff --git a/audit_trail.csv b/audit_trail.csv index 59e0d32..9cb869d 100644 --- a/audit_trail.csv +++ b/audit_trail.csv @@ -1,26 +1,23 @@ Series Name,Last Date,Last Value,Last Request Datetime -dff,2024-12-25,4.33,2024-12-27 04:01:22 -frb_kc_lmci_monthly,2024-11-01,0.41865,2024-12-27 04:01:24 -michigan_csi_monthly,2024-11-01,71.8,2024-12-27 04:01:26 -rate_aus_3m_bank,2024-11-01,4.42,2024-12-27 04:01:28 -rate_cnd_3m_bank,2024-11-01,3.48,2024-12-27 04:01:30 -rate_chf_3m_bank,2024-11-01,0.825417,2024-12-27 04:01:31 -rate_deu_3m_bank,2024-11-01,3.0067619047618996,2024-12-27 04:01:33 -rate_eur_3m_bank,2024-11-01,3.0067619047618996,2024-12-27 04:01:35 -rate_gbp_3m_bank,2024-11-01,4.68,2024-12-27 04:01:36 -rate_jpn_3m_bank,2024-10-01,0.256,2024-12-27 04:01:38 -rate_deu_lt_gov,2024-11-01,2.30571428571429,2024-12-27 04:01:40 -rate_eur_lt_gov,2024-11-01,2.9291315226785,2024-12-27 04:01:41 -cpi_usa,2024-11-01,2.7541349999999998,2024-12-27 04:01:43 -cpi_eur,2023-01-01,8.7,2024-12-27 04:01:44 -cpi_deu,2024-11-01,2.254381,2024-12-27 04:01:46 -cpi_gbr,2024-10-01,3.18,2024-12-27 04:01:47 -cpi_chf,2024-11-01,0.7307158,2024-12-27 04:01:49 -cpi_jpn,2021-06-01,-0.5,2024-12-27 04:01:52 -cpi_can,2024-10-01,1.9977169999999997,2024-12-27 04:01:53 -cpi_aus,2024-07-01,2.808573,2024-12-27 04:01:55 -SOFR,2024-12-23,4.31,2024-12-25 20:47:44 -SOFR30DAYAVG,2024-12-24,4.56011,2024-12-25 20:47:47 -SOFR90DAYAVG,2024-12-24,4.72665,2024-12-25 20:47:48 -SOFR180DAYAVG,2024-12-24,5.06385,2024-12-25 20:47:50 -SOFRINDEX,2024-12-24,1.17379329,2024-12-25 20:47:52 +dff,2024-12-26,4.33,2024-12-29 20:21:50 +frb_kc_lmci_monthly,2024-11-01,0.41865,2024-12-29 20:21:51 +michigan_csi_monthly,2024-11-01,71.8,2024-12-29 20:21:53 +rate_aus_3m_bank,2024-11-01,4.42,2024-12-29 20:21:54 +rate_cnd_3m_bank,2024-11-01,3.48,2024-12-29 20:21:56 +rate_chf_3m_bank,2024-11-01,0.825417,2024-12-29 20:21:57 +rate_deu_3m_bank,2024-11-01,3.0067619047618996,2024-12-29 20:21:59 +rate_eur_3m_bank,2024-11-01,3.0067619047618996,2024-12-29 20:22:00 +rate_gbp_3m_bank,2024-11-01,4.68,2024-12-29 20:22:01 +rate_jpn_3m_bank,2024-10-01,0.256,2024-12-29 20:22:03 +rate_deu_lt_gov,2024-11-01,2.30571428571429,2024-12-29 20:22:04 +rate_eur_lt_gov,2024-11-01,2.9291315226785,2024-12-29 20:22:06 +cpi_usa,2024-11-01,2.7541349999999998,2024-12-29 20:22:07 +cpi_eur,2023-01-01,8.7,2024-12-29 20:22:13 +cpi_deu,2024-11-01,2.254381,2024-12-29 20:22:15 +cpi_gbr,2024-10-01,3.18,2024-12-29 20:22:16 +cpi_chf,2024-11-01,0.7307158,2024-12-29 20:22:18 +cpi_jpn,2021-06-01,-0.5,2024-12-29 20:22:19 +cpi_can,2024-10-01,1.9977169999999997,2024-12-29 20:22:20 +cpi_aus,2024-07-01,2.808573,2024-12-29 20:22:22 +SOFR_Combined,2024-12-27 00:00:00,"SOFR: 4.53, SOFR30DAYAVG: 4.55, SOFR90DAYAVG: 4.71, SOFR180DAYAVG: 5.05, SOFRINDEX: 1.17",2024-12-29 20:22:26 +M1M2_Combined,2024-11-01 00:00:00,"M1SL: 18365.70, M2SL: 21447.60",2024-12-29 20:22:27 diff --git a/config/settings.yml b/config/settings.yml index 04aa5ec..6f65d19 100644 --- a/config/settings.yml +++ b/config/settings.yml @@ -1,114 +1,121 @@ - col_date: "DATE" data_map_dict: - dff: + dff: data_ref: "DFF" + enabled: true data_source: "FRED" - frb_kc_lmci_monthly: data_ref: "FRBKCLMCILA" + enabled: true data_source: "FRED" - + michigan_csi_monthly: data_ref: "UMCSENT" + enabled: true data_source: "FRED" - rate_aus_3m_bank: data_ref: "IR3TIB01AUM156N" + enabled: true data_source: "FRED" - rate_cnd_3m_bank: data_ref: "IR3TIB01CAM156N" + enabled: true data_source: "FRED" - rate_chf_3m_bank: data_ref: "IR3TIB01CHM156N" + enabled: true data_source: "FRED" - + rate_deu_3m_bank: data_ref: "IR3TIB01DEM156N" + enabled: true data_source: "FRED" - + rate_eur_3m_bank: data_ref: "IR3TIB01EZM156N" + enabled: true data_source: "FRED" - - + rate_gbp_3m_bank: data_ref: "IR3TIB01GBM156N" + enabled: true data_source: "FRED" - + rate_jpn_3m_bank: data_ref: "IR3TIB01JPM156N" + enabled: true data_source: "FRED" - - + rate_deu_lt_gov: data_ref: "IRLTLT01DEM156N" + enabled: true data_source: "FRED" - + rate_eur_lt_gov: data_ref: "IRLTLT01EZM156N" + enabled: true data_source: "FRED" - cpi_usa: data_ref: "USACPALTT01CTGYM" + enabled: true data_source: "FRED" - + cpi_eur: data_ref: "EA19CPALTT01GYM" + enabled: true data_source: "FRED" - cpi_deu: data_ref: "DEUCPALTT01CTGYM" + enabled: true data_source: "FRED" - + cpi_gbr: data_ref: "GBRCPALTT01CTGYM" + enabled: true data_source: "FRED" - cpi_chf: data_ref: "CHECPALTT01CTGYM" + enabled: true data_source: "FRED" cpi_jpn: data_ref: "CPALTT01JPM659N" + enabled: true data_source: "FRED" - cpi_can: data_ref: "CANCPALTT01CTGYM" + enabled: true data_source: "FRED" - cpi_aus: data_ref: "CPALTT01AUQ659N" + enabled: true data_source: "FRED" SOFR: - data_ref: "SOFR" - data_source: "FRED" - SOFR30DAYAVG: - data_ref: "SOFR30DAYAVG" - data_source: "FRED" - SOFR90DAYAVG: - data_ref: "SOFR90DAYAVG" - data_source: "FRED" - SOFR180DAYAVG: - data_ref: "SOFR180DAYAVG" - data_source: "FRED" - SOFRINDEX: - data_ref: "SOFRINDEX" + data_ref: + - SOFR + - SOFR30DAYAVG + - SOFR90DAYAVG + - SOFR180DAYAVG + - SOFRINDEX + enabled: true data_source: "FRED" - + M1M2: + data_ref: + - M1SL + - M2SL + enabled: true + data_source: "FRED" diff --git a/data/M1M2_combined/M1M2_combined.pkl b/data/M1M2_combined/M1M2_combined.pkl new file mode 100644 index 0000000..17adc6c Binary files /dev/null and b/data/M1M2_combined/M1M2_combined.pkl differ diff --git a/data/M1M2_combined/data.csv b/data/M1M2_combined/data.csv new file mode 100644 index 0000000..3b9aa2a --- /dev/null +++ b/data/M1M2_combined/data.csv @@ -0,0 +1,792 @@ +DATE,M1SL,M2SL +1959-01-01,138.9,286.6 +1959-02-01,139.4,287.7 +1959-03-01,139.7,289.2 +1959-04-01,139.7,290.1 +1959-05-01,140.7,292.2 +1959-06-01,141.2,294.1 +1959-07-01,141.7,295.2 +1959-08-01,141.9,296.4 +1959-09-01,141.0,296.7 +1959-10-01,140.5,296.5 +1959-11-01,140.4,297.1 +1959-12-01,139.9,297.8 +1960-01-01,140.0,298.2 +1960-02-01,139.9,298.4 +1960-03-01,139.8,299.3 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a/data/SOFR_combined/SOFR_combined.pkl b/data/SOFR_combined/SOFR_combined.pkl new file mode 100644 index 0000000..12968f5 Binary files /dev/null and b/data/SOFR_combined/SOFR_combined.pkl differ diff --git a/data/sofr/combined_sofr_data.csv b/data/SOFR_combined/data.csv similarity index 95% rename from data/sofr/combined_sofr_data.csv rename to data/SOFR_combined/data.csv index 438c3d6..4ca0bba 100644 --- a/data/sofr/combined_sofr_data.csv +++ b/data/SOFR_combined/data.csv @@ -39,6 +39,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2018-05-23,1.67,1.72817,,,1.00246125 2018-05-24,1.74,1.72717,,,1.00250775 2018-05-25,1.73,1.72817,,,1.00255621 +2018-05-28,1.73,1.72817,,,1.00255621 2018-05-29,1.72,1.72983,,,1.00274892 2018-05-30,1.72,1.72983,,,1.00279683 2018-05-31,1.81,1.72816,,,1.00284474 @@ -65,6 +66,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2018-06-29,2.12,1.82263,,,1.00431994 2018-07-02,2.04,1.85668,1.77886,,1.00449737 2018-07-03,2.0,1.86436,1.7812,,1.00455429 +2018-07-04,2.0,1.86436,1.7812,,1.00455429 2018-07-05,1.97,1.87737,1.78689,,1.00466591 2018-07-06,1.93,1.88472,1.78935,,1.00472088 2018-07-09,1.89,1.90675,1.79537,,1.00488248 @@ -107,6 +109,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2018-08-29,1.93,1.91143,1.89482,,1.00759528 2018-08-30,1.93,1.9131,1.89616,,1.0076493 2018-08-31,1.97,1.9131,1.89751,,1.00770332 +2018-09-03,1.97,1.9131,1.89751,,1.00770332 2018-09-04,1.95,1.92544,1.90542,,1.00792389 2018-09-05,1.95,1.92844,1.90788,,1.00797849 2018-09-06,1.94,1.93145,1.91056,,1.00803309 @@ -131,6 +134,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2018-10-03,2.2,1.99856,1.94349,1.86953,1.00954731 2018-10-04,2.18,2.00624,1.94606,1.87206,1.00960901 2018-10-05,2.16,2.01392,1.94886,1.87447,1.00967014 +2018-10-08,2.16,2.01392,1.94886,1.87447,1.00967014 2018-10-09,2.15,2.04295,1.96001,1.88361,1.00991246 2018-10-10,2.15,2.04996,1.96292,1.88596,1.00997278 2018-10-11,2.17,2.05697,1.96571,1.88837,1.0100331 @@ -155,6 +159,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2018-11-07,2.18,2.19522,2.05905,1.95943,1.01169924 2018-11-08,2.21,2.19589,2.06207,1.96196,1.01176051 2018-11-09,2.2,2.19789,2.06553,1.96465,1.01182262 +2018-11-12,2.2,2.19789,2.06553,1.96465,1.01182262 2018-11-13,2.2,2.20188,2.07848,1.97463,1.01206995 2018-11-14,2.2,2.20255,2.08094,1.97721,1.0121318 2018-11-15,2.28,2.20222,2.08328,1.97985,1.01219365 @@ -162,6 +167,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2018-11-19,2.24,2.2129,2.09959,1.99253,1.0124484 2018-11-20,2.2,2.21457,2.10338,1.99572,1.0125114 2018-11-21,2.18,2.21491,2.10673,1.99831,1.01257327 +2018-11-22,2.18,2.21491,2.10673,1.99831,1.01257327 2018-11-23,2.23,2.21523,2.11198,2.00336,1.01269591 2018-11-26,2.2,2.21957,2.12136,2.01183,1.0128841 2018-11-27,2.19,2.21991,2.12416,2.01452,1.012946 @@ -170,6 +176,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2018-11-30,2.28,2.22225,2.13298,2.0212,1.01313228 2018-12-03,2.23,2.22725,2.14337,2.0295,1.01332478 2018-12-04,2.27,2.22659,2.1465,2.03231,1.01338755 +2018-12-05,2.27,2.22659,2.1465,2.03231,1.01338755 2018-12-06,2.34,2.22825,2.15376,2.03871,1.01351535 2018-12-07,2.3,2.23226,2.15823,2.04235,1.01358122 2018-12-10,2.22,2.24261,2.17029,2.05273,1.01377549 @@ -183,10 +190,12 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2018-12-20,2.41,2.2453,2.20302,2.07294,1.01440589 2018-12-21,2.4,2.25231,2.20849,2.07569,1.0144738 2018-12-24,2.41,2.27268,2.22424,2.08394,1.01467669 +2018-12-25,2.41,2.27268,2.22424,2.08394,1.01467669 2018-12-26,2.44,2.2847,2.23508,2.0895,1.01481255 2018-12-27,2.44,2.29271,2.23821,2.09129,1.01488133 2018-12-28,2.46,2.30106,2.24033,2.09309,1.01495011 2018-12-31,3.0,2.32343,2.2477,2.09994,1.01515818 +2019-01-01,3.0,2.32343,2.2477,2.09994,1.01515818 2019-01-02,3.15,2.37152,2.26558,2.11133,1.01532737 2019-01-03,2.7,2.40224,2.27641,2.11818,1.01541621 2019-01-04,2.45,2.41661,2.28245,2.1225,1.01549237 @@ -200,6 +209,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2019-01-16,2.43,2.48975,2.31698,2.15776,1.01631491 2019-01-17,2.41,2.49375,2.31966,2.16085,1.01638351 2019-01-18,2.42,2.49676,2.32212,2.16383,1.01645156 +2019-01-21,2.42,2.49676,2.32212,2.16383,1.01645156 2019-01-22,2.41,2.50242,2.33273,2.17595,1.01672487 2019-01-23,2.4,2.50276,2.3353,2.17881,1.01679293 2019-01-24,2.41,2.50243,2.33765,2.18174,1.01686072 @@ -219,6 +229,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2019-02-13,2.38,2.4166,2.38313,2.23941,1.01822414 2019-02-14,2.39,2.41593,2.38425,2.24211,1.01829145 2019-02-15,2.43,2.4136,2.38571,2.24486,1.01835906 +2019-02-18,2.43,2.4136,2.38571,2.24486,1.01835906 2019-02-19,2.4,2.41493,2.39419,2.25677,1.01863401 2019-02-20,2.39,2.41426,2.39665,2.25935,1.01870192 2019-02-21,2.39,2.41326,2.399,2.26183,1.01876955 @@ -262,6 +273,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2019-04-16,2.47,2.46237,2.43265,2.38186,1.02249575 2019-04-17,2.5,2.4627,2.43309,2.38343,1.02256591 2019-04-18,2.5,2.46571,2.4341,2.38518,1.02263692 +2019-04-19,2.5,2.46571,2.4341,2.38518,1.02263692 2019-04-22,2.46,2.4747,2.43768,2.39231,1.02292099 2019-04-23,2.46,2.47671,2.43824,2.39389,1.02299089 2019-04-24,2.44,2.47872,2.43891,2.3954,1.02306079 @@ -287,6 +299,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2019-05-22,2.37,2.44801,2.44931,2.4315,1.02500775 2019-05-23,2.37,2.44501,2.44908,2.43229,1.02507523 2019-05-24,2.37,2.442,2.44875,2.43308,1.02514272 +2019-05-27,2.37,2.442,2.44875,2.43308,1.02514272 2019-05-28,2.41,2.43096,2.44785,2.43684,1.02541267 2019-05-29,2.4,2.42929,2.4483,2.43779,1.02548132 2019-05-30,2.4,2.42662,2.44628,2.43847,1.02554968 @@ -314,6 +327,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2019-07-01,2.42,2.40426,2.43701,2.44584,1.027744 2019-07-02,2.51,2.40192,2.43656,2.44173,1.02781308 2019-07-03,2.56,2.40259,2.43701,2.44066,1.02788475 +2019-07-04,2.56,2.40259,2.43701,2.44066,1.02788475 2019-07-05,2.59,2.41361,2.43924,2.4419,1.02803093 2019-07-08,2.48,2.43297,2.4436,2.44465,1.02825282 2019-07-09,2.45,2.43598,2.44394,2.44482,1.02832365 @@ -355,6 +369,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2019-08-28,2.12,2.1625,2.3447,2.40266,1.0315612 2019-08-29,2.12,2.15315,2.34157,2.4012,1.03162195 2019-08-30,2.16,2.14413,2.33744,2.39974,1.0316827 +2019-09-02,2.16,2.14413,2.33744,2.39974,1.0316827 2019-09-03,2.17,2.12809,2.32481,2.39479,1.0319303 2019-09-04,2.21,2.12742,2.32224,2.39361,1.03199251 2019-09-05,2.21,2.1301,2.32011,2.3926,1.03205586 @@ -384,6 +399,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2019-10-09,1.85,2.10707,2.19856,2.32808,1.03411675 2019-10-10,1.85,2.09806,2.1923,2.32476,1.0341699 2019-10-11,1.85,2.08837,2.18661,2.32145,1.03422304 +2019-10-14,1.85,2.08837,2.18661,2.32145,1.03422304 2019-10-15,2.0,2.04329,2.16147,2.30751,1.03443563 2019-10-16,2.05,2.03662,2.15622,2.3047,1.0344931 2019-10-17,1.95,2.02393,2.15164,2.30217,1.03455201 @@ -403,6 +419,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2019-11-06,1.57,1.81762,2.03024,2.22465,1.03557725 2019-11-07,1.56,1.80894,2.02444,2.21999,1.03562241 2019-11-08,1.56,1.79926,2.0183,2.21527,1.03566729 +2019-11-11,1.56,1.79926,2.0183,2.21527,1.03566729 2019-11-12,1.57,1.76054,1.99306,2.19611,1.03584681 2019-11-13,1.57,1.75119,1.98681,2.19128,1.03589198 2019-11-14,1.58,1.74185,1.98,2.18651,1.03593716 @@ -415,6 +432,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2019-11-25,1.56,1.62269,1.91469,2.13671,1.03643709 2019-11-26,1.54,1.61335,1.9081,2.13199,1.03648201 2019-11-27,1.55,1.60333,1.90162,2.12716,1.03652634 +2019-11-28,1.55,1.60333,1.90162,2.12716,1.03652634 2019-11-29,1.65,1.58564,1.88846,2.11661,1.0366156 2019-12-02,1.63,1.57863,1.87138,2.10353,1.03675814 2019-12-03,1.55,1.5803,1.86535,2.09921,1.03680508 @@ -433,10 +451,12 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2019-12-20,1.53,1.56696,1.71124,2.0203,1.03756306 2019-12-23,1.52,1.56228,1.7003,2.00582,1.03769535 2019-12-24,1.52,1.56028,1.69539,2.00072,1.03773916 +2019-12-25,1.52,1.56028,1.69539,2.00072,1.03773916 2019-12-26,1.52,1.55694,1.68624,1.99017,1.03782679 2019-12-27,1.53,1.55628,1.6829,1.98467,1.03787061 2019-12-30,1.54,1.55094,1.66728,1.96874,1.03800294 2019-12-31,1.55,1.54727,1.66348,1.96302,1.03804734 +2020-01-01,1.55,1.54727,1.66348,1.96302,1.03804734 2020-01-02,1.54,1.54126,1.6569,1.95152,1.03813673 2020-01-03,1.55,1.54092,1.65378,1.94563,1.03818114 2020-01-06,1.55,1.54126,1.64463,1.92953,1.03831524 @@ -449,6 +469,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2020-01-15,1.56,1.54293,1.61061,1.88545,1.03871765 2020-01-16,1.55,1.54092,1.60626,1.88069,1.03876266 2020-01-17,1.54,1.54126,1.60258,1.87587,1.03880739 +2020-01-20,1.54,1.54126,1.60258,1.87587,1.03880739 2020-01-21,1.54,1.54259,1.58774,1.85647,1.03898514 2020-01-22,1.54,1.54292,1.58406,1.85153,1.03902958 2020-01-23,1.54,1.54359,1.58049,1.84666,1.03907403 @@ -468,6 +489,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2020-02-12,1.57,1.56128,1.56097,1.77435,1.03997982 2020-02-13,1.57,1.56228,1.56086,1.77121,1.04002518 2020-02-14,1.58,1.56295,1.56064,1.76807,1.04007054 +2020-02-17,1.58,1.56295,1.56064,1.76807,1.04007054 2020-02-18,1.6,1.56729,1.56074,1.75602,1.04025313 2020-02-19,1.59,1.56929,1.56108,1.75327,1.04029936 2020-02-20,1.6,1.57096,1.56119,1.75042,1.04034531 @@ -506,6 +528,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2020-04-07,0.01,0.33971,1.1421299999999999,1.3924299999999998,1.04136993 2020-04-08,0.01,0.30336,1.1249799999999999,1.38214,1.04137022 2020-04-09,0.01,0.26736,1.10782,1.37184,1.04137051 +2020-04-10,0.01,0.26736,1.10782,1.37184,1.04137051 2020-04-13,0.02,0.11667000000000001,1.0393,1.32984,1.04137167 2020-04-14,0.06,0.08067,1.02226,1.31849,1.04137225 2020-04-15,0.03,0.046,1.00555,1.30792,1.04137398 @@ -536,6 +559,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2020-05-20,0.01,0.037,0.40953,0.98616,1.04141043 2020-05-21,0.02,0.03667,0.39184,0.97739,1.04141072 2020-05-22,0.04,0.037,0.3745,0.9686899999999999,1.0414113 +2020-05-25,0.04,0.037,0.3745,0.9686899999999999,1.0414113 2020-05-26,0.06,0.03967,0.30588000000000004,0.93481,1.04141593 2020-05-27,0.06,0.04067,0.28898,0.9264899999999999,1.04141767 2020-05-28,0.06,0.04167,0.27208000000000004,0.9176200000000001,1.0414194 @@ -564,6 +588,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2020-06-30,0.1,0.078,0.04767,0.64646,1.0414923 2020-07-01,0.11,0.07934,0.04867,0.63843,1.0414952 2020-07-02,0.11,0.081,0.04978,0.63041,1.04149838 +2020-07-03,0.11,0.081,0.04978,0.63041,1.04149838 2020-07-06,0.1,0.08667000000000001,0.054229999999999993,0.59826,1.04151111 2020-07-07,0.1,0.08767,0.055229999999999994,0.59018,1.041514 2020-07-08,0.1,0.08867,0.056229999999999995,0.5821,1.04151689 @@ -609,6 +634,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2020-09-02,0.09,0.08434,0.09122999999999999,0.12637,1.04166937 2020-09-03,0.1,0.084,0.09145,0.12075999999999999,1.04167197 2020-09-04,0.09,0.08434,0.09179,0.1152,1.04167487 +2020-09-07,0.09,0.08434,0.09179,0.1152,1.04167487 2020-09-08,0.09,0.08434,0.09257,0.09246,1.04168529 2020-09-09,0.09,0.08434,0.09279,0.0863,1.04168789 2020-09-10,0.09,0.08434,0.0929,0.08068,1.04169049 @@ -633,6 +659,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2020-10-07,0.09,0.087,0.09157,0.0744,1.04175821 2020-10-08,0.08,0.087,0.09145,0.07485,1.04176081 2020-10-09,0.09,0.08667000000000001,0.09122999999999999,0.07524,1.04176312 +2020-10-12,0.09,0.08667000000000001,0.09122999999999999,0.07524,1.04176312 2020-10-13,0.09,0.08667000000000001,0.09068,0.07657,1.04177354 2020-10-14,0.09,0.08667000000000001,0.09022999999999999,0.0769,1.04177615 2020-10-15,0.1,0.08667000000000001,0.0899,0.07724,1.04177875 @@ -654,6 +681,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2020-11-06,0.1,0.089,0.08678999999999999,0.08424,1.04183547 2020-11-09,0.1,0.09034,0.08712,0.08491,1.04184415 2020-11-10,0.1,0.09067,0.08712,0.08524,1.04184705 +2020-11-11,0.1,0.09067,0.08712,0.08524,1.04184705 2020-11-12,0.09,0.09134,0.08734,0.08596000000000001,1.04185284 2020-11-13,0.09,0.09134,0.08734,0.08619,1.04185544 2020-11-16,0.1,0.091,0.08723,0.08696,1.04186325 @@ -664,6 +692,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2020-11-23,0.05,0.08767,0.08645,0.08819,1.04187686 2020-11-24,0.07,0.08667000000000001,0.08612,0.08813,1.0418783 2020-11-25,0.08,0.08634,0.08612,0.08819,1.04188033 +2020-11-26,0.08,0.08634,0.08612,0.08819,1.04188033 2020-11-27,0.08,0.08567000000000001,0.08634,0.08841,1.04188496 2020-11-30,0.09,0.085,0.08645,0.08868999999999999,1.04189191 2020-12-01,0.08,0.085,0.08645,0.08885,1.04189451 @@ -684,10 +713,12 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2020-12-22,0.07,0.081,0.08501,0.08935,1.04194574 2020-12-23,0.06,0.08167,0.08512,0.08924,1.04194776 2020-12-24,0.08,0.082,0.08501,0.08913,1.0419495 +2020-12-25,0.08,0.082,0.08501,0.08913,1.0419495 2020-12-28,0.09,0.08234,0.08501,0.08902,1.04195876 2020-12-29,0.1,0.08267000000000001,0.08523,0.08891,1.04196137 2020-12-30,0.09,0.08334,0.08545,0.08885,1.04196426 2020-12-31,0.07,0.08334,0.08556,0.08874,1.04196687 +2021-01-01,0.07,0.08334,0.08556,0.08874,1.04196687 2021-01-04,0.1,0.08167,0.08434,0.08796,1.04197497 2021-01-05,0.11,0.082,0.08434,0.08796,1.04197787 2021-01-06,0.1,0.08267000000000001,0.08456,0.08802,1.04198105 @@ -698,6 +729,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2021-01-13,0.08,0.08567000000000001,0.08479,0.08735,1.04199957 2021-01-14,0.08,0.08567000000000001,0.08456,0.08713,1.04200189 2021-01-15,0.08,0.08534,0.08445,0.08691,1.0420042 +2021-01-18,0.08,0.08534,0.08445,0.08691,1.0420042 2021-01-19,0.07,0.084,0.08412,0.08619,1.04201347 2021-01-20,0.06,0.08334,0.08412,0.08602,1.04201549 2021-01-21,0.04,0.08234,0.08401,0.0858,1.04201723 @@ -717,6 +749,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2021-02-10,0.06,0.056670000000000005,0.07334,0.08035,1.04204386 2021-02-11,0.06,0.055670000000000004,0.07301,0.08018,1.0420456 2021-02-12,0.05,0.055,0.07267,0.08002000000000001,1.04204733 +2021-02-15,0.05,0.055,0.07267,0.08002000000000001,1.04204733 2021-02-16,0.06,0.051,0.07078,0.07907,1.04205312 2021-02-17,0.06,0.05033,0.07067000000000001,0.07902,1.04205486 2021-02-18,0.03,0.04967,0.07067000000000001,0.07896,1.0420566 @@ -750,6 +783,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2021-03-30,0.01,0.014669999999999999,0.04256,0.06401,1.04207512 2021-03-31,0.01,0.014669999999999999,0.04167,0.06362000000000001,1.04207541 2021-04-01,0.01,0.01433,0.041,0.06312000000000001,1.0420757 +2021-04-02,0.01,0.01433,0.041,0.06312000000000001,1.0420757 2021-04-05,0.01,0.01167,0.038,0.06118,1.04207686 2021-04-06,0.01,0.01133,0.03689,0.06072999999999999,1.04207715 2021-04-07,0.01,0.011,0.03589,0.06034,1.04207744 @@ -790,6 +824,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2021-05-26,0.01,0.01,0.01178,0.03967,1.04209162 2021-05-27,0.01,0.01,0.011559999999999999,0.03928,1.04209191 2021-05-28,0.01,0.01,0.011559999999999999,0.03889,1.0420922 +2021-05-31,0.01,0.01,0.011559999999999999,0.03889,1.0420922 2021-06-01,0.01,0.01,0.01111,0.03728,1.04209336 2021-06-02,0.01,0.01,0.01078,0.03689,1.04209365 2021-06-03,0.01,0.01,0.01067,0.03645,1.04209394 @@ -814,6 +849,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2021-06-30,0.05,0.02733,0.015780000000000002,0.02839,1.0421168 2021-07-01,0.05,0.028669999999999998,0.01622,0.02828,1.04211825 2021-07-02,0.05,0.03,0.016669999999999997,0.02817,1.0421197 +2021-07-05,0.05,0.03,0.016669999999999997,0.02817,1.0421197 2021-07-06,0.05,0.03533,0.01844,0.02717,1.04212549 2021-07-07,0.05,0.03667,0.01889,0.026889999999999997,1.04212694 2021-07-08,0.05,0.038,0.01933,0.02667,1.04212838 @@ -858,6 +894,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2021-09-01,0.05,0.05,0.04378,0.027219999999999998,1.04220799 2021-09-02,0.05,0.05,0.044219999999999995,0.027389999999999998,1.04220944 2021-09-03,0.05,0.05,0.04467,0.02756,1.04221089 +2021-09-06,0.05,0.05,0.04467,0.02756,1.04221089 2021-09-07,0.05,0.05,0.04645,0.02822,1.04221668 2021-09-08,0.05,0.05,0.04689,0.02845,1.04221813 2021-09-09,0.05,0.05,0.04734,0.028669999999999998,1.04221957 @@ -882,6 +919,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2021-10-06,0.05,0.05,0.05,0.03467,1.04225866 2021-10-07,0.05,0.05,0.05,0.03489,1.04226011 2021-10-08,0.05,0.05,0.05,0.03511,1.04226155 +2021-10-11,0.05,0.05,0.05,0.03511,1.04226155 2021-10-12,0.05,0.05,0.05,0.036,1.04226734 2021-10-13,0.05,0.05,0.05,0.03623,1.04226879 2021-10-14,0.05,0.05,0.05,0.03645,1.04227024 @@ -904,6 +942,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2021-11-08,0.05,0.04767,0.04923,0.04162,1.0423044 2021-11-09,0.05,0.04767,0.04923,0.041839999999999995,1.04230585 2021-11-10,0.05,0.04767,0.04923,0.04206,1.0423073 +2021-11-11,0.05,0.04767,0.04923,0.04206,1.0423073 2021-11-12,0.05,0.04767,0.04923,0.0425,1.04231019 2021-11-15,0.05,0.04767,0.04923,0.04317,1.04231454 2021-11-16,0.05,0.04767,0.04923,0.04339,1.04231598 @@ -913,6 +952,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2021-11-22,0.05,0.04967,0.04923,0.04473,1.04232467 2021-11-23,0.05,0.04967,0.04923,0.04495,1.04232612 2021-11-24,0.05,0.04967,0.04923,0.04517,1.04232757 +2021-11-25,0.05,0.04967,0.04923,0.04517,1.04232757 2021-11-26,0.05,0.05,0.04923,0.04562,1.04233046 2021-11-29,0.05,0.05,0.04923,0.04628,1.0423348 2021-11-30,0.05,0.05,0.04923,0.04651,1.04233625 @@ -933,6 +973,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2021-12-21,0.05,0.04967,0.04911,0.04956,1.04236636 2021-12-22,0.05,0.04967,0.04911,0.04956,1.04236781 2021-12-23,0.05,0.04967,0.04911,0.04956,1.04236926 +2021-12-24,0.05,0.04967,0.04911,0.04956,1.04236926 2021-12-27,0.05,0.04967,0.04911,0.04956,1.04237505 2021-12-28,0.05,0.04967,0.04911,0.04956,1.0423765 2021-12-29,0.05,0.04967,0.04911,0.04956,1.04237795 @@ -948,6 +989,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2022-01-12,0.05,0.04967,0.04911,0.04956,1.04239821 2022-01-13,0.05,0.04967,0.04911,0.04956,1.04239966 2022-01-14,0.05,0.04967,0.04911,0.04956,1.04240111 +2022-01-17,0.05,0.04967,0.04911,0.04956,1.04240111 2022-01-18,0.05,0.04967,0.049339999999999995,0.04956,1.0424069 2022-01-19,0.05,0.04967,0.04956,0.04956,1.04240835 2022-01-20,0.04,0.05,0.04978,0.04956,1.0424098 @@ -972,6 +1014,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2022-02-16,0.05,0.04833,0.049339999999999995,0.049280000000000004,1.04244744 2022-02-17,0.05,0.04833,0.049339999999999995,0.049280000000000004,1.04244889 2022-02-18,0.05,0.04833,0.049339999999999995,0.049280000000000004,1.04245034 +2022-02-21,0.05,0.04833,0.049339999999999995,0.049280000000000004,1.04245034 2022-02-22,0.05,0.04867,0.049339999999999995,0.049280000000000004,1.04245613 2022-02-23,0.05,0.04867,0.049339999999999995,0.049280000000000004,1.04245757 2022-02-24,0.05,0.049,0.049339999999999995,0.049280000000000004,1.04245902 @@ -1010,6 +1053,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2022-04-12,0.29,0.25903000000000004,0.11913,0.08413,1.04270866 2022-04-13,0.29,0.26703000000000005,0.1218,0.08546000000000001,1.04271706 2022-04-14,0.29,0.27503,0.12445999999999999,0.0868,1.04272546 +2022-04-15,0.29,0.27503,0.12445999999999999,0.0868,1.04272546 2022-04-18,0.29,0.29036999999999996,0.13513,0.09224,1.04275906 2022-04-19,0.28,0.29003,0.1378,0.09369,1.04276746 2022-04-20,0.27,0.28936999999999996,0.14035999999999998,0.09508,1.04277557 @@ -1040,6 +1084,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2022-05-25,0.78,0.61848,0.34259,0.19598,1.04335185 2022-05-26,0.78,0.63549,0.3507,0.20004,1.04337446 2022-05-27,0.78,0.6525,0.35882,0.2041,1.04339706 +2022-05-30,0.78,0.6525,0.35882,0.2041,1.04339706 2022-05-31,0.79,0.7192,0.3913,0.22034,1.04348749 2022-06-01,0.8,0.73621,0.39953,0.22446,1.04351039 2022-06-02,0.79,0.75289,0.40786999999999995,0.22863000000000003,1.04353358 @@ -1054,6 +1099,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2022-06-15,0.7,0.7739,0.51032,0.27986,1.04381943 2022-06-16,1.45,0.77056,0.51477,0.28347,1.04383972 2022-06-17,1.45,0.7922399999999999,0.52756,0.29125999999999996,1.04388177 +2022-06-20,1.45,0.7922399999999999,0.52756,0.29125999999999996,1.04388177 2022-06-21,1.45,0.8809600000000001,0.57907,0.32247,1.04404995 2022-06-22,1.45,0.9033100000000001,0.5922,0.33026,1.044092 2022-06-23,1.44,0.92566,0.60533,0.33805999999999997,1.04413405 @@ -1063,6 +1109,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2022-06-29,1.51,1.06443,0.68512,0.38558000000000003,1.04439047 2022-06-30,1.5,1.08879,0.6987,0.39371,1.04443427 2022-07-01,1.52,1.11248,0.71206,0.40178,1.04447779 +2022-07-04,1.52,1.11248,0.71206,0.40178,1.04447779 2022-07-05,1.54,1.21022,0.76637,0.43451000000000006,1.04465419 2022-07-06,1.54,1.23558,0.78018,0.44281000000000004,1.04469888 2022-07-07,1.54,1.26094,0.79398,0.45111,1.04474357 @@ -1107,6 +1154,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2022-08-31,2.29,2.28437,1.6862400000000002,1.0479100000000001,1.04793269 2022-09-01,2.29,2.28471,1.70297,1.0604200000000001,1.04799935 2022-09-02,2.29,2.28437,1.7198200000000001,1.07293,1.04806602 +2022-09-05,2.29,2.28437,1.7198200000000001,1.07293,1.04806602 2022-09-06,2.29,2.28503,1.7873299999999999,1.1229799999999999,1.04833269 2022-09-07,2.28,2.28536,1.8044,1.1354899999999999,1.04839938 2022-09-08,2.28,2.28536,1.82148,1.14795,1.04846578 @@ -1131,6 +1179,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2022-10-05,3.04,2.58695,2.21386,1.5061200000000001,1.05052585 2022-10-06,3.05,2.612,2.23061,1.52145,1.05061456 2022-10-07,3.05,2.63738,2.2476,1.53685,1.05070357 +2022-10-10,3.05,2.63738,2.2476,1.53685,1.05070357 2022-10-11,3.05,2.74024,2.31541,1.59854,1.05105964 2022-10-12,3.04,2.7659599999999998,2.33239,1.61399,1.05114869 2022-10-13,3.04,2.79135,2.34927,1.62939,1.05123745 @@ -1154,6 +1203,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2022-11-08,3.78,3.16891,2.72033,2.0327900000000003,1.0536567 2022-11-09,3.78,3.19332,2.73711,2.04957,1.05376734 2022-11-10,3.78,3.21771,2.75389,2.06635,1.05387798 +2022-11-11,3.78,3.21771,2.75389,2.06635,1.05387798 2022-11-14,3.79,3.31624,2.82088,2.13337,1.05432061 2022-11-15,3.8,3.3413199999999996,2.83766,2.15021,1.05443161 2022-11-16,3.81,3.3667199999999995,2.8545599999999998,2.1671099999999996,1.05454291 @@ -1162,6 +1212,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2022-11-21,3.8,3.49471,2.93971,2.25197,1.05509985 2022-11-22,3.8,3.5208,2.95684,2.26894,1.05521122 2022-11-23,3.79,3.5468699999999997,2.97396,2.28591,1.0553226 +2022-11-24,3.79,3.5468699999999997,2.97396,2.28591,1.0553226 2022-11-25,3.8,3.59867,3.0077599999999998,2.31973,1.05554481 2022-11-28,3.8,3.67487,3.0588,2.37059,1.05587906 2022-11-29,3.81,3.69996,3.0757,2.38745,1.05599052 @@ -1183,10 +1234,12 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2022-12-21,4.3,3.9109599999999998,3.4860900000000004,2.75102,1.05853856 2022-12-22,4.3,3.9276800000000005,3.5007699999999997,2.76701,1.058665 2022-12-23,4.3,3.9444,3.51546,2.78301,1.05879145 +2022-12-26,4.3,3.9444,3.51546,2.78301,1.05879145 2022-12-27,4.3,4.0119,3.57427,2.84614,1.05929732 2022-12-28,4.3,4.02862,3.5890699999999995,2.86192,1.05942384 2022-12-29,4.3,4.04534,3.6040900000000002,2.87758,1.05955038 2022-12-30,4.3,4.061730000000001,3.61889,2.89325,1.05967694 +2023-01-02,4.3,4.061730000000001,3.61889,2.89325,1.05967694 2023-01-03,4.31,4.12655,3.6771599999999998,2.95568,1.06018323 2023-01-04,4.3,4.143269999999999,3.6914,2.9713,1.06031016 2023-01-05,4.31,4.15966,3.7054199999999997,2.98692,1.06043681 @@ -1196,6 +1249,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2023-01-11,4.3,4.26199,3.79031,3.08092,1.06119874 2023-01-12,4.3,4.27871,3.80444,3.09649,1.06132549 2023-01-13,4.3,4.29544,3.8185800000000003,3.11206,1.06145226 +2023-01-16,4.3,4.29544,3.8185800000000003,3.11206,1.06145226 2023-01-17,4.31,4.31011,3.87497,3.1743900000000003,1.0619594 2023-01-18,4.3,4.309769999999999,3.88921,3.19008,1.06208654 2023-01-19,4.31,4.309769999999999,3.90346,3.2057700000000002,1.0622134 @@ -1220,6 +1274,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2023-02-15,4.55,4.41796,4.2051,3.55349,1.06574185 2023-02-16,4.55,4.42632,4.21352,3.5663199999999997,1.06587654 2023-02-17,4.55,4.43435,4.22195,3.57916,1.06601126 +2023-02-20,4.55,4.43435,4.22195,3.57916,1.06601126 2023-02-21,4.55,4.4674,4.2556,3.6306,1.06655019 2023-02-22,4.55,4.47577,4.26414,3.64344,1.06668499 2023-02-23,4.55,4.48413,4.27267,3.65628,1.0668198 @@ -1253,6 +1308,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2023-04-04,4.83,4.67186,4.5334900000000005,4.13336,1.07232742 2023-04-05,4.81,4.68123,4.53944,4.14346,1.07247129 2023-04-06,4.81,4.68992,4.545059999999999,4.15344,1.07261458 +2023-04-07,4.81,4.68992,4.545059999999999,4.15344,1.07261458 2023-04-10,4.81,4.72463,4.5675099999999995,4.19335,1.07318784 2023-04-11,4.8,4.73335,4.57313,4.20338,1.07333123 2023-04-12,4.8,4.74172,4.57874,4.213369999999999,1.07347434 @@ -1288,6 +1344,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2023-05-24,5.05,4.98136,4.813,4.5685400000000005,1.07965631 2023-05-25,5.06,4.989719999999999,4.81862,4.57565,1.07980776 2023-05-26,5.06,4.99843,4.82437,4.58281,1.07995953 +2023-05-29,5.06,4.99843,4.82437,4.58281,1.07995953 2023-05-30,5.06,5.03215,4.8472599999999995,4.61126,1.08056671 2023-05-31,5.08,5.04052,4.853,4.6183,1.08071859 2023-06-01,5.08,5.04955,4.85896,4.62552,1.08087109 @@ -1302,6 +1359,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2023-06-14,5.05,5.0666199999999995,4.93283,4.715330000000001,1.08284672 2023-06-15,5.06,5.06629,4.93823,4.71948,1.08299862 2023-06-16,5.05,5.0666199999999995,4.943980000000001,4.72369,1.08315084 +2023-06-19,5.05,5.0666199999999995,4.943980000000001,4.72369,1.08315084 2023-06-20,5.05,5.06655,4.96643,4.74061,1.08375861 2023-06-21,5.05,5.06655,4.97206,4.74488,1.08391064 2023-06-22,5.05,5.06655,4.97487,4.74915,1.08406268 @@ -1312,6 +1370,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2023-06-29,5.06,5.0652800000000004,4.99354,4.77907,1.08512786 2023-06-30,5.09,5.0652800000000004,4.99569,4.7834,1.08528038 2023-07-03,5.06,5.0666,5.003430000000001,4.796819999999999,1.08574072 +2023-07-04,5.06,5.0666,5.003430000000001,4.796819999999999,1.08574072 2023-07-05,5.06,5.065930000000001,5.008830000000001,4.8054,1.08604593 2023-07-06,5.06,5.065930000000001,5.01166,4.80967,1.08619858 2023-07-07,5.06,5.06626,5.01449,4.8139400000000006,1.08635125 @@ -1355,6 +1414,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2023-08-30,5.3,5.3116900000000005,5.181780000000001,5.05184,1.09487318 2023-08-31,5.31,5.31135,5.18426,5.05612,1.09503437 2023-09-01,5.31,5.31135,5.18697,5.06045,1.09519589 +2023-09-04,5.31,5.31135,5.18697,5.06045,1.09519589 2023-09-05,5.31,5.31261,5.1980699999999995,5.07774,1.09584205 2023-09-06,5.3,5.31295,5.20099,5.08207,1.09600369 2023-09-07,5.31,5.31295,5.20381,5.08635,1.09616505 @@ -1379,6 +1439,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2023-10-04,5.32,5.31805,5.27991,5.17886,1.10053617 2023-10-05,5.32,5.31838,5.28284,5.181780000000001,1.10069881 2023-10-06,5.31,5.31872,5.28578,5.18469,1.10086147 +2023-10-09,5.31,5.31872,5.28578,5.18469,1.10086147 2023-10-10,5.31,5.31964,5.297,5.1961699999999995,1.10151098 2023-10-11,5.31,5.31998,5.299919999999999,5.19908,1.10167345 2023-10-12,5.31,5.32031,5.30274,5.20199,1.10183594 @@ -1411,6 +1472,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2023-11-20,5.31,5.32739,5.344609999999999,5.28691,1.10819654 2023-11-21,5.31,5.32775,5.34472,5.28839,1.10836 2023-11-22,5.31,5.32809,5.34483,5.28982,1.10852348 +2023-11-23,5.31,5.32809,5.34483,5.28982,1.10852348 2023-11-24,5.32,5.32873,5.34507,5.29269,1.1088505 2023-11-27,5.32,5.33004,5.34572,5.29712,1.10934209 2023-11-28,5.32,5.3304,5.34595,5.29849,1.10950602 @@ -1432,10 +1494,12 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2023-12-20,5.31,5.33743,5.35217,5.33306,1.11312564 2023-12-21,5.31,5.33743,5.35228,5.33455,1.11328983 2023-12-22,5.32,5.33743,5.35241,5.33603,1.11345404 +2023-12-25,5.32,5.33743,5.35241,5.33603,1.11345404 2023-12-26,5.35,5.33805,5.35304,5.34211,1.11411222 2023-12-27,5.39,5.33905,5.3533800000000005,5.34376,1.11427779 2023-12-28,5.4,5.3414,5.35428,5.34548,1.11444462 2023-12-29,5.38,5.344069999999999,5.35531,5.34725,1.11461178 +2024-01-01,5.38,5.344069999999999,5.35531,5.34725,1.11461178 2024-01-02,5.4,5.34734,5.35808,5.35436,1.11527807 2024-01-03,5.39,5.34768,5.35898,5.3563,1.11544537 2024-01-04,5.32,5.34835,5.35977,5.3581900000000005,1.11561237 @@ -1445,6 +1509,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2024-01-10,5.31,5.3463400000000005,5.35991,5.36685,1.11660029 2024-01-11,5.31,5.346,5.35991,5.36834,1.11676499 2024-01-12,5.31,5.346,5.35993,5.36983,1.11692971 +2024-01-15,5.31,5.346,5.35993,5.36983,1.11692971 2024-01-16,5.32,5.34526,5.35988,5.37562,1.1175887 2024-01-17,5.32,5.34526,5.36011,5.3771,1.11775386 2024-01-18,5.31,5.34526,5.36033,5.37865,1.11791904 @@ -1469,6 +1534,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2024-02-14,5.3,5.32474,5.35977,5.38754,1.12238221 2024-02-15,5.31,5.3244,5.35954,5.38755,1.12254745 2024-02-16,5.3,5.32407,5.35945,5.38761,1.12271302 +2024-02-19,5.3,5.32407,5.35945,5.38761,1.12271302 2024-02-20,5.3,5.3223199999999995,5.35873,5.387580000000001,1.12337418 2024-02-21,5.3,5.32198,5.358630000000001,5.387580000000001,1.12353956 2024-02-22,5.3,5.32165,5.35851,5.38759,1.12370497 @@ -1497,6 +1563,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2024-03-26,5.32,5.32139,5.352119999999999,5.38857,1.12918717 2024-03-27,5.33,5.3217300000000005,5.35134,5.3886199999999995,1.12935403 2024-03-28,5.34,5.3224,5.35055,5.38875,1.12952124 +2024-03-29,5.34,5.3224,5.35055,5.38875,1.12952124 2024-04-01,5.35,5.32597,5.34875,5.38924,1.13019142 2024-04-02,5.34,5.32734,5.34818,5.38941,1.13035938 2024-04-03,5.32,5.32834,5.34762,5.38952,1.13052705 @@ -1537,6 +1604,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2024-05-22,5.31,5.32374,5.34857,5.3893699999999995,1.13873052 2024-05-23,5.31,5.32374,5.34869,5.38932,1.13889848 2024-05-24,5.32,5.32374,5.3487,5.38927,1.13906647 +2024-05-27,5.32,5.32374,5.3487,5.38927,1.13906647 2024-05-28,5.32,5.324330000000001,5.34911,5.3893,1.13973978 2024-05-29,5.33,5.324330000000001,5.34922,5.38924,1.13990821 2024-05-30,5.33,5.32466,5.34934,5.38891,1.14007698 @@ -1553,6 +1621,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2024-06-14,5.31,5.33303,5.35262,5.38874,1.14261106 2024-06-17,5.33,5.333,5.3526,5.38861,1.14311667 2024-06-18,5.33,5.3337,5.3528199999999995,5.388730000000001,1.14328591 +2024-06-19,5.33,5.3337,5.3528199999999995,5.388730000000001,1.14328591 2024-06-20,5.32,5.33501,5.353269999999999,5.38891,1.14362445 2024-06-21,5.31,5.33535,5.3534,5.38892,1.14379345 2024-06-24,5.31,5.33501,5.3533800000000005,5.38857,1.14429958 @@ -1563,6 +1632,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2024-07-01,5.4,5.336069999999999,5.3528400000000005,5.3863,1.14548597 2024-07-02,5.35,5.3381,5.35352,5.38636,1.1456578 2024-07-03,5.33,5.33844,5.35386,5.3865300000000005,1.14582805 +2024-07-04,5.33,5.33844,5.35386,5.3865300000000005,1.14582805 2024-07-05,5.32,5.33774,5.35409,5.38676,1.14616735 2024-07-08,5.32,5.33671,5.35419,5.38692,1.14667548 2024-07-09,5.34,5.3364,5.3543,5.38698,1.14684493 @@ -1604,6 +1674,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2024-08-28,5.35,5.34583,5.36828,5.39471,1.15537762 2024-08-29,5.33,5.3465,5.36851,5.39494,1.15554932 2024-08-30,5.32,5.3465,5.36841,5.39506,1.15572041 +2024-09-02,5.32,5.3465,5.36841,5.39506,1.15572041 2024-09-03,5.34,5.3414,5.36747,5.3952599999999995,1.15640357 2024-09-04,5.35,5.34106,5.36758,5.39543,1.1565751 2024-09-05,5.35,5.34207,5.3678099999999995,5.39567,1.15674698 @@ -1633,6 +1704,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2024-10-09,4.83,5.02688,5.26405,5.34475,1.16228228 2024-10-10,4.82,5.00981,5.25831,5.34202,1.16243822 2024-10-11,4.81,4.99274,5.25247,5.339230000000001,1.16259386 +2024-10-14,4.81,4.99274,5.25247,5.339230000000001,1.16259386 2024-10-15,4.86,4.92341,5.22846,5.32774,1.1632152 2024-10-16,4.86,4.90768,5.22295,5.32523,1.16337223 2024-10-17,4.85,4.890280000000001,5.21755,5.32268,1.16352929 @@ -1652,6 +1724,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2024-11-06,4.81,4.8431,5.10379,5.26828,1.16665975 2024-11-07,4.82,4.84243,5.09783,5.26544,1.16681563 2024-11-08,4.6,4.84176,5.092,5.26265,1.16697186 +2024-11-11,4.6,4.84176,5.092,5.26265,1.16697186 2024-11-12,4.6,4.81264,5.058669999999999,5.24644,1.16756831 2024-11-13,4.59,4.805630000000001,5.05045,5.24239,1.1677175 2024-11-14,4.58,4.79827,5.0419,5.23829,1.16786638 @@ -1664,6 +1737,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2024-11-25,4.58,4.6992199999999995,4.94878,5.19163,1.1694981 2024-11-26,4.58,4.690869999999999,4.940119999999999,5.18735,1.16964689 2024-11-27,4.57,4.68251,4.9314599999999995,5.18308,1.16979569 +2024-11-28,4.57,4.68251,4.9314599999999995,5.18308,1.16979569 2024-11-29,4.59,4.66576,4.9145,5.17431,1.17009269 2024-12-02,4.64,4.63898,4.889880000000001,5.16148,1.17054025 2024-12-03,4.64,4.63164,4.88201,5.15755,1.17069112 @@ -1681,4 +1755,7 @@ DATE,SOFR,SOFR30DAYAVG,SOFR90DAYAVG,SOFR180DAYAVG,SOFRINDEX 2024-12-19,4.3,4.6046,4.75643,5.09285,1.17309225 2024-12-20,4.3,4.59556,4.75049,5.0871,1.17323237 2024-12-23,4.31,4.56879,4.7326,5.069719999999999,1.17365278 -2024-12-24,4.31,4.56011,4.72665,5.06385,1.17379329 +2024-12-24,4.4,4.56011,4.72665,5.06385,1.17379329 +2024-12-25,4.4,4.56011,4.72665,5.06385,1.17379329 +2024-12-26,4.53,4.54838,4.71686,5.05321,1.17408022 +2024-12-27,4.53,4.54671,4.71339,5.04866,1.17422796 diff --git a/data/dff/data.csv b/data/dff/data.csv index 117864b..e36455c 100644 --- a/data/dff/data.csv +++ b/data/dff/data.csv @@ -25745,3 +25745,4 @@ DATE,DFF 2024-12-23,4.33 2024-12-24,4.33 2024-12-25,4.33 +2024-12-26,4.33 diff --git a/data/dff/dff.pkl b/data/dff/dff.pkl index 91b20aa..523ed54 100644 Binary files a/data/dff/dff.pkl and b/data/dff/dff.pkl differ diff --git a/data/sofr/combined_sofr_data.pkl b/data/sofr/combined_sofr_data.pkl deleted file mode 100644 index cd4bab2..0000000 Binary files a/data/sofr/combined_sofr_data.pkl and /dev/null differ diff --git a/main.py b/main.py index bf1eb43..23d0f02 100644 --- a/main.py +++ b/main.py @@ -8,8 +8,8 @@ from fredapi import Fred import dotenv -from src.utils import load_config, get_gcp_bucket -from src.data_operations import process_non_sofr_data, process_sofr_data +from src.utils import load_config, get_gcp_bucket, setup_logging +from src.data_operations import process_data warnings.filterwarnings('ignore') pd.set_option('display.max_columns', None) @@ -18,47 +18,37 @@ dotenv.load_dotenv(".env") -# Setup paths -root_folder = "." -projectPath = Path(rf'{root_folder}') -dataPath = projectPath / 'data' -configPath = projectPath / 'config' -credsPath = projectPath / 'credentials' +def main(): + # Setup logging + logger = setup_logging() -dataPath.mkdir(parents=True, exist_ok=True) -configPath.mkdir(parents=True, exist_ok=True) + # Setup paths + root_folder = "." + projectPath = Path(rf'{root_folder}') + dataPath = projectPath / 'data' + configPath = projectPath / 'config' -# Load configuration and setup -config = load_config(path=configPath / "settings.yml") -fred_api_key = os.environ.get("FRED_API_KEY") -fred = Fred(api_key=fred_api_key) + dataPath.mkdir(parents=True, exist_ok=True) + configPath.mkdir(parents=True, exist_ok=True) -PUSH_TO_GITHUB = os.environ.get("PUSH_TO_GITHUB") != 'False' -PUSH_TO_GCP = os.environ.get("PUSH_TO_GCP") != 'False' -SAVE_AS_PICKLE = os.environ.get("SAVE_AS_PICKLE") != 'False' + # Load configuration and setup + config = load_config(path=configPath / "settings.yml") + fred_api_key = os.environ.get("FRED_API_KEY") + fred = Fred(api_key=fred_api_key) -bucket = get_gcp_bucket() -print('Retrieved GCP bucket: {}'.format(bucket)) + PUSH_TO_GITHUB = os.environ.get("PUSH_TO_GITHUB") != 'False' + PUSH_TO_GCP = os.environ.get("PUSH_TO_GCP") != 'False' + SAVE_AS_PICKLE = os.environ.get("SAVE_AS_PICKLE") != 'False' -data_map_dict = config["data_map_dict"] -col_date = config["col_date"] + bucket = get_gcp_bucket() if PUSH_TO_GCP else None + logger.info(f'Retrieved GCP bucket: {bucket}') -# GitHub setup -token = os.environ.get("GIT_TOKEN") -g = Github(token) -repo = g.get_repo("deerfieldgreen/FRED_data") + data_map_dict = config["data_map_dict"] + col_date = config["col_date"] + + # Process data + audit_data = process_data(data_map_dict, fred, col_date, dataPath, SAVE_AS_PICKLE, PUSH_TO_GCP, bucket) -# Main execution -def main(): - audit_data = [] - - # Process non-SOFR data - audit_data.extend(process_non_sofr_data(data_map_dict, fred, col_date, dataPath, SAVE_AS_PICKLE, PUSH_TO_GCP, bucket)) - - # Process SOFR data - sofr_series = ['SOFR', 'SOFR30DAYAVG', 'SOFR90DAYAVG', 'SOFR180DAYAVG', 'SOFRINDEX'] - audit_data.extend(process_sofr_data(sofr_series, fred, col_date, dataPath, SAVE_AS_PICKLE, PUSH_TO_GCP, bucket)) - # Create audit CSV audit_df = pd.DataFrame(audit_data) audit_df.to_csv("audit_trail.csv", index=False) @@ -67,6 +57,8 @@ def main(): if PUSH_TO_GITHUB: push_to_github() + logger.info("Data processing and updates completed successfully.") + def push_to_github(): repo_object = Repo('.') remote_url = f"https://{os.getenv('GIT_TOKEN')}@github.com/deerfieldgreen/FRED_data.git" diff --git a/src/data_operations.py b/src/data_operations.py index b44dd70..36da443 100644 --- a/src/data_operations.py +++ b/src/data_operations.py @@ -1,39 +1,67 @@ -import pandas as pd +import logging +import pickle import time from datetime import datetime from io import StringIO -import pickle -from fredapi import Fred -def process_non_sofr_data(data_map_dict, fred, col_date, dataPath, SAVE_AS_PICKLE, PUSH_TO_GCP, bucket): +import pandas as pd +from google.cloud import exceptions +from tenacity import retry, stop_after_attempt, wait_exponential +from typing import Dict, Any, List + + +def process_data(data_map_dict, fred, col_date, dataPath, SAVE_AS_PICKLE, PUSH_TO_GCP, bucket): audit_data = [] for data_type, data_info in data_map_dict.items(): - if not data_type.startswith('SOFR'): - data_df = fetch_and_process_data(fred, data_info, col_date) - save_data(data_df, data_type, dataPath, SAVE_AS_PICKLE) - audit_data.append(collect_audit_info(data_df, data_type, data_info['data_ref'])) - if PUSH_TO_GCP: - upload_to_gcp(data_df, data_type, bucket, SAVE_AS_PICKLE) + if data_info.get('enabled', True): + if isinstance(data_info['data_ref'], list): + audit_data.extend(process_combined_dataset(data_type, data_info, fred, col_date, dataPath, SAVE_AS_PICKLE, PUSH_TO_GCP, bucket)) + else: + audit_data.extend(process_single_dataset(data_type, data_info, fred, col_date, dataPath, SAVE_AS_PICKLE, PUSH_TO_GCP, bucket)) print(f"# {data_type}: Updated") time.sleep(1) return audit_data +def process_single_dataset(data_type, data_info, fred, col_date, dataPath, SAVE_AS_PICKLE, PUSH_TO_GCP, bucket): + data_df = fetch_and_process_data(fred, data_info, col_date) + save_data(data_df, data_type, dataPath, SAVE_AS_PICKLE) + if PUSH_TO_GCP: + upload_to_gcp(data_df, data_type, bucket, SAVE_AS_PICKLE) + return [collect_audit_info(data_df, data_type, data_info['data_ref'])] -def process_sofr_data(sofr_series, fred, col_date, dataPath, SAVE_AS_PICKLE, PUSH_TO_GCP, bucket): - sofr_data = pd.DataFrame() - audit_data = [] - for series in sofr_series: - data_df = fetch_and_process_data(fred, {'data_ref': series}, col_date) - sofr_data = update_sofr_data(sofr_data, data_df, col_date, series) - audit_data.append(collect_audit_info(data_df, series, series)) - print(f"# {series}: Updated") - time.sleep(1) - - sofr_data = sofr_data.sort_values(col_date).ffill() - save_combined_data(sofr_data, dataPath, "sofr/combined_sofr_data", SAVE_AS_PICKLE) +def process_combined_dataset( + data_type: str, + data_info: Dict[str, Any], + fred: Fred, + col_date: str, + dataPath: Path, + SAVE_AS_PICKLE: bool, + PUSH_TO_GCP: bool, + bucket +) -> List[Dict[str, Any]]: + combined_data = pd.DataFrame() + for series_id in data_info['data_ref']: + data = fred.get_series(series_id) + df = pd.DataFrame(data, columns=[series_id]) + df.index.name = col_date + df.reset_index(inplace=True) + + if combined_data.empty: + combined_data = df + else: + combined_data = pd.merge(combined_data, df, on=col_date, how='outer') + + combined_data = combined_data.ffill() + save_data(combined_data, f"{data_type}_combined", dataPath, SAVE_AS_PICKLE) if PUSH_TO_GCP: - upload_combined_to_gcp(sofr_data, "sofr/sofr_data", bucket, SAVE_AS_PICKLE) - return audit_data + upload_to_gcp(combined_data, f"{data_type}_combined", bucket, SAVE_AS_PICKLE) + + return [{ + "Series Name": f"{data_type}_Combined", + "Last Date": combined_data[col_date].max(), + "Last Value": ", ".join([f"{series}: {combined_data[series].iloc[-1]:.2f}" for series in data_info['data_ref']]), + "Last Request Datetime": datetime.now().strftime("%Y-%m-%d %H:%M:%S") + }] def fetch_and_process_data(fred, data_info, col_date): data_ref = data_info['data_ref'] @@ -61,40 +89,32 @@ def collect_audit_info(data_df, series_name, data_ref): "Last Request Datetime": datetime.now().strftime("%Y-%m-%d %H:%M:%S") } + +@retry(stop=stop_after_attempt(3), wait=wait_exponential(multiplier=1, min=4, max=10)) def upload_to_gcp(data_df, data_type, bucket, SAVE_AS_PICKLE): - csv_buffer = StringIO() - data_df.to_csv(csv_buffer, index=False) - blob_name = f'{data_type.lower()}.csv' - blob = bucket.blob(blob_name) - blob.upload_from_string(csv_buffer.getvalue(), content_type='text/csv') - if SAVE_AS_PICKLE: - pickle_buffer = pickle.dumps(data_df) - pickle_blob_name = f'{data_type.lower()}.pkl' - pickle_blob = bucket.blob(pickle_blob_name) - pickle_blob.upload_from_string(pickle_buffer, content_type='application/octet-stream') + logger = logging.getLogger(__name__) -def update_sofr_data(sofr_data, new_data, col_date, series): - if sofr_data.empty: - return new_data - else: - return pd.merge(sofr_data, new_data, on=col_date, how='outer') + try: + # Upload CSV + csv_buffer = StringIO() + data_df.to_csv(csv_buffer, index=False) + blob_name = f'{data_type.lower()}.csv' + blob = bucket.blob(blob_name) + blob.upload_from_string(csv_buffer.getvalue(), content_type='text/csv') + logger.info(f"Successfully uploaded {blob_name} to GCP") -def save_combined_data(data, dataPath, filename, SAVE_AS_PICKLE): - file_path = dataPath / filename - file_path.parent.mkdir(parents=True, exist_ok=True) - data.to_csv(f"{file_path}.csv", index=False) - if SAVE_AS_PICKLE: - with open(f"{file_path}.pkl", 'wb') as f: - pickle.dump(data, f) + # Upload pickle if enabled + if SAVE_AS_PICKLE: + pickle_buffer = pickle.dumps(data_df) + pickle_blob_name = f'{data_type.lower()}.pkl' + pickle_blob = bucket.blob(pickle_blob_name) + pickle_blob.upload_from_string(pickle_buffer, content_type='application/octet-stream') + logger.info(f"Successfully uploaded {pickle_blob_name} to GCP") -def upload_combined_to_gcp(data, filename, bucket, SAVE_AS_PICKLE): - csv_buffer = StringIO() - data.to_csv(csv_buffer, index=False) - blob_name = f'{filename}.csv' - blob = bucket.blob(blob_name) - blob.upload_from_string(csv_buffer.getvalue(), content_type='text/csv') - if SAVE_AS_PICKLE: - pickle_buffer = pickle.dumps(data) - pickle_blob_name = f'{filename}.pkl' - pickle_blob = bucket.blob(pickle_blob_name) - pickle_blob.upload_from_string(pickle_buffer, content_type='application/octet-stream') + except exceptions.GoogleCloudError as e: + logger.error(f"GCP upload failed for {data_type}: {str(e)}") + raise # Re-raise the exception to trigger a retry + + except Exception as e: + logger.error(f"Unexpected error during GCP upload for {data_type}: {str(e)}") + raise # Re-raise the exception to trigger a retry \ No newline at end of file diff --git a/src/utils.py b/src/utils.py index 18e396c..d90177b 100644 --- a/src/utils.py +++ b/src/utils.py @@ -1,12 +1,19 @@ +import base64 +import logging import os -import numpy as np -import pandas as pd +from datetime import timedelta + import yaml -from datetime import datetime, timedelta -import base64 -from google.cloud import storage from google.auth import default +from google.cloud import storage + + +def setup_logging() -> logging.Logger: + logging.basicConfig(level=logging.INFO, + format='%(asctime)s - %(levelname)s - %(message)s', + datefmt='%Y-%m-%d %H:%M:%S') + return logging.getLogger(__name__) def load_config(path):