api-data-fetcher

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API Data Fetcher

API数据获取工具

Purpose

用途

This skill helps economists fetch data from major economic data APIs including FRED (Federal Reserve Economic Data), World Bank, IMF, BLS, and OECD. It generates clean, documented Python code with proper error handling.
本技能可帮助经济学家从主要经济数据API获取数据,包括FRED(美联储经济数据)、世界银行、IMF、BLS和OECD。它会生成格式规范、带文档且具备完善错误处理机制的Python代码。

When to Use

使用场景

  • Downloading macroeconomic indicators
  • Building custom datasets from multiple sources
  • Automating data updates for ongoing projects
  • Fetching cross-country panel data
  • 下载宏观经济指标
  • 从多来源构建自定义数据集
  • 为持续项目自动化更新数据
  • 获取跨国面板数据

Instructions

使用步骤

Step 1: Identify Data Requirements

步骤1:明确数据需求

Ask the user:
  1. What data do you need? (GDP, unemployment, inflation, etc.)
  2. What time period and frequency?
  3. What countries/regions?
  4. Preferred output format? (CSV, DataFrame, etc.)
询问用户:
  1. 需要什么数据?(GDP、失业率、通货膨胀率等)
  2. 时间范围和频率?
  3. 哪些国家/地区?
  4. 偏好的输出格式?(CSV、DataFrame等)

Step 2: Select Appropriate API

步骤2:选择合适的API

Data TypeBest SourcePackage
US macroFRED
fredapi
Global developmentWorld Bank
wbdata
Labor statisticsBLS
bls
Cross-countryOECD
pandasdmx
FinancialYahoo Finance
yfinance
数据类型最佳来源工具包
美国宏观数据FRED
fredapi
全球发展数据世界银行
wbdata
劳动力统计数据BLS
bls
跨国数据OECD
pandasdmx
金融数据Yahoo Finance
yfinance

Step 3: Generate Clean Code

步骤3:生成规范代码

Include:
  • API key handling (environment variables)
  • Error handling for API failures
  • Data cleaning and formatting
  • Documentation of series definitions
代码需包含:
  • API密钥处理(环境变量方式)
  • API调用失败的错误处理
  • 数据清洗与格式化
  • 数据序列定义的文档说明

Example Output

示例输出

python
"""
Economic Data Fetcher
=====================
Downloads macroeconomic data from FRED and World Bank APIs.
Requires: fredapi, wbdata, pandas

Setup: Set FRED_API_KEY environment variable
Get a free key from: https://fred.stlouisfed.org/docs/api/api_key.html
"""

import os
import pandas as pd
from datetime import datetime, timedelta
from typing import List, Optional, Dict
python
"""
Economic Data Fetcher
=====================
Downloads macroeconomic data from FRED and World Bank APIs.
Requires: fredapi, wbdata, pandas

Setup: Set FRED_API_KEY environment variable
Get a free key from: https://fred.stlouisfed.org/docs/api/api_key.html
"""

import os
import pandas as pd
from datetime import datetime, timedelta
from typing import List, Optional, Dict

============================================

============================================

FRED Data Fetcher

FRED Data Fetcher

============================================

============================================

def fetch_fred_series( series_ids: List[str], start_date: str = "2000-01-01", end_date: Optional[str] = None, api_key: Optional[str] = None ) -> pd.DataFrame: """ Fetch time series data from FRED.
Parameters
----------
series_ids : list of str
    FRED series IDs (e.g., ['GDP', 'UNRATE', 'CPIAUCSL'])
start_date : str
    Start date in YYYY-MM-DD format
end_date : str, optional
    End date (defaults to today)
api_key : str, optional
    FRED API key (defaults to FRED_API_KEY env var)

Returns
-------
pd.DataFrame
    DataFrame with date index and series as columns

Example
-------
>>> df = fetch_fred_series(['GDP', 'UNRATE'], '2010-01-01')
"""
try:
    from fredapi import Fred
except ImportError:
    raise ImportError("Install fredapi: pip install fredapi")

# Get API key
api_key = api_key or os.environ.get('FRED_API_KEY')
if not api_key:
    raise ValueError(
        "FRED API key required. Set FRED_API_KEY environment variable "
        "or pass api_key parameter. Get a key at: "
        "https://fred.stlouisfed.org/docs/api/api_key.html"
    )

fred = Fred(api_key=api_key)
end_date = end_date or datetime.now().strftime('%Y-%m-%d')

# Fetch each series
data = {}
for series_id in series_ids:
    try:
        series = fred.get_series(
            series_id,
            observation_start=start_date,
            observation_end=end_date
        )
        data[series_id] = series
        print(f"✓ Downloaded {series_id}")
    except Exception as e:
        print(f"✗ Failed to download {series_id}: {e}")

# Combine into DataFrame
df = pd.DataFrame(data)
df.index.name = 'date'

return df
def fetch_fred_series( series_ids: List[str], start_date: str = "2000-01-01", end_date: Optional[str] = None, api_key: Optional[str] = None ) -> pd.DataFrame: """ Fetch time series data from FRED.
Parameters
----------
series_ids : list of str
    FRED series IDs (e.g., ['GDP', 'UNRATE', 'CPIAUCSL'])
start_date : str
    Start date in YYYY-MM-DD format
end_date : str, optional
    End date (defaults to today)
api_key : str, optional
    FRED API key (defaults to FRED_API_KEY env var)

Returns
-------
pd.DataFrame
    DataFrame with date index and series as columns

Example
-------
>>> df = fetch_fred_series(['GDP', 'UNRATE'], '2010-01-01')
"""
try:
    from fredapi import Fred
except ImportError:
    raise ImportError("Install fredapi: pip install fredapi")

# Get API key
api_key = api_key or os.environ.get('FRED_API_KEY')
if not api_key:
    raise ValueError(
        "FRED API key required. Set FRED_API_KEY environment variable "
        "or pass api_key parameter. Get a key at: "
        "https://fred.stlouisfed.org/docs/api/api_key.html"
    )

fred = Fred(api_key=api_key)
end_date = end_date or datetime.now().strftime('%Y-%m-%d')

# Fetch each series
data = {}
for series_id in series_ids:
    try:
        series = fred.get_series(
            series_id,
            observation_start=start_date,
            observation_end=end_date
        )
        data[series_id] = series
        print(f"✓ Downloaded {series_id}")
    except Exception as e:
        print(f"✗ Failed to download {series_id}: {e}")

# Combine into DataFrame
df = pd.DataFrame(data)
df.index.name = 'date'

return df

Common FRED series for economists

Common FRED series for economists

FRED_SERIES = { # GDP and Output 'GDP': 'Gross Domestic Product', 'GDPC1': 'Real GDP', 'GDPPOT': 'Real Potential GDP',
# Labor Market
'UNRATE': 'Unemployment Rate',
'PAYEMS': 'Total Nonfarm Payrolls',
'CIVPART': 'Labor Force Participation Rate',

# Prices
'CPIAUCSL': 'Consumer Price Index',
'PCEPI': 'PCE Price Index',
'CPILFESL': 'Core CPI',

# Interest Rates
'FEDFUNDS': 'Federal Funds Rate',
'DGS10': '10-Year Treasury Rate',
'T10Y2Y': '10Y-2Y Treasury Spread',

# Money and Credit
'M2SL': 'M2 Money Stock',
'TOTRESNS': 'Total Reserves',
}
FRED_SERIES = { # GDP and Output 'GDP': 'Gross Domestic Product', 'GDPC1': 'Real GDP', 'GDPPOT': 'Real Potential GDP',
# Labor Market
'UNRATE': 'Unemployment Rate',
'PAYEMS': 'Total Nonfarm Payrolls',
'CIVPART': 'Labor Force Participation Rate',

# Prices
'CPIAUCSL': 'Consumer Price Index',
'PCEPI': 'PCE Price Index',
'CPILFESL': 'Core CPI',

# Interest Rates
'FEDFUNDS': 'Federal Funds Rate',
'DGS10': '10-Year Treasury Rate',
'T10Y2Y': '10Y-2Y Treasury Spread',

# Money and Credit
'M2SL': 'M2 Money Stock',
'TOTRESNS': 'Total Reserves',
}

============================================

============================================

World Bank Data Fetcher

World Bank Data Fetcher

============================================

============================================

def fetch_world_bank_data( indicators: Dict[str, str], countries: List[str] = ['USA', 'GBR', 'DEU', 'FRA', 'JPN'], start_year: int = 2000, end_year: Optional[int] = None ) -> pd.DataFrame: """ Fetch indicator data from World Bank.
Parameters
----------
indicators : dict
    Dict mapping indicator codes to names
    e.g., {'NY.GDP.PCAP.CD': 'gdp_per_capita'}
countries : list of str
    ISO 3-letter country codes
start_year : int
    Start year
end_year : int, optional
    End year (defaults to current year)

Returns
-------
pd.DataFrame
    Panel data with country and year

Example
-------
>>> indicators = {
...     'NY.GDP.PCAP.CD': 'gdp_per_capita',
...     'SP.POP.TOTL': 'population'
... }
>>> df = fetch_world_bank_data(indicators, ['USA', 'GBR'])
"""
try:
    import wbdata
except ImportError:
    raise ImportError("Install wbdata: pip install wbdata")

end_year = end_year or datetime.now().year

all_data = []

for indicator_code, indicator_name in indicators.items():
    try:
        # Fetch data
        data = wbdata.get_dataframe(
            {indicator_code: indicator_name},
            country=countries,
        )
        data = data.reset_index()
        all_data.append(data)
        print(f"✓ Downloaded {indicator_name}")
        
    except Exception as e:
        print(f"✗ Failed to download {indicator_name}: {e}")

# Merge all indicators
if all_data:
    df = all_data[0]
    for other_df in all_data[1:]:
        df = df.merge(other_df, on=['country', 'date'], how='outer')
    
    # Filter years
    df['year'] = pd.to_datetime(df['date']).dt.year
    df = df[(df['year'] >= start_year) & (df['year'] <= end_year)]
    
    return df

return pd.DataFrame()
def fetch_world_bank_data( indicators: Dict[str, str], countries: List[str] = ['USA', 'GBR', 'DEU', 'FRA', 'JPN'], start_year: int = 2000, end_year: Optional[int] = None ) -> pd.DataFrame: """ Fetch indicator data from World Bank.
Parameters
----------
indicators : dict
    Dict mapping indicator codes to names
    e.g., {'NY.GDP.PCAP.CD': 'gdp_per_capita'}
countries : list of str
    ISO 3-letter country codes
start_year : int
    Start year
end_year : int, optional
    End year (defaults to current year)

Returns
-------
pd.DataFrame
    Panel data with country and year

Example
-------
>>> indicators = {
...     'NY.GDP.PCAP.CD': 'gdp_per_capita',
...     'SP.POP.TOTL': 'population'
... }
>>> df = fetch_world_bank_data(indicators, ['USA', 'GBR'])
"""
try:
    import wbdata
except ImportError:
    raise ImportError("Install wbdata: pip install wbdata")

end_year = end_year or datetime.now().year

all_data = []

for indicator_code, indicator_name in indicators.items():
    try:
        # Fetch data
        data = wbdata.get_dataframe(
            {indicator_code: indicator_name},
            country=countries,
        )
        data = data.reset_index()
        all_data.append(data)
        print(f"✓ Downloaded {indicator_name}")
        
    except Exception as e:
        print(f"✗ Failed to download {indicator_name}: {e}")

# Merge all indicators
if all_data:
    df = all_data[0]
    for other_df in all_data[1:]:
        df = df.merge(other_df, on=['country', 'date'], how='outer')
    
    # Filter years
    df['year'] = pd.to_datetime(df['date']).dt.year
    df = df[(df['year'] >= start_year) & (df['year'] <= end_year)]
    
    return df

return pd.DataFrame()

Common World Bank indicators

Common World Bank indicators

WORLD_BANK_INDICATORS = { # Income and Growth 'NY.GDP.PCAP.CD': 'GDP per capita (current US$)', 'NY.GDP.PCAP.KD.ZG': 'GDP per capita growth (%)', 'NY.GDP.MKTP.KD.ZG': 'GDP growth (%)',
# Population
'SP.POP.TOTL': 'Population, total',
'SP.URB.TOTL.IN.ZS': 'Urban population (%)',

# Trade
'NE.TRD.GNFS.ZS': 'Trade (% of GDP)',
'BX.KLT.DINV.WD.GD.ZS': 'FDI, net inflows (% of GDP)',

# Human Capital
'SE.XPD.TOTL.GD.ZS': 'Education expenditure (% of GDP)',
'SH.XPD.CHEX.GD.ZS': 'Health expenditure (% of GDP)',

# Inequality
'SI.POV.GINI': 'Gini index',
'SI.POV.DDAY': 'Poverty headcount ratio ($1.90/day)',
}
WORLD_BANK_INDICATORS = { # Income and Growth 'NY.GDP.PCAP.CD': 'GDP per capita (current US$)', 'NY.GDP.PCAP.KD.ZG': 'GDP per capita growth (%)', 'NY.GDP.MKTP.KD.ZG': 'GDP growth (%)',
# Population
'SP.POP.TOTL': 'Population, total',
'SP.URB.TOTL.IN.ZS': 'Urban population (%)',

# Trade
'NE.TRD.GNFS.ZS': 'Trade (% of GDP)',
'BX.KLT.DINV.WD.GD.ZS': 'FDI, net inflows (% of GDP)',

# Human Capital
'SE.XPD.TOTL.GD.ZS': 'Education expenditure (% of GDP)',
'SH.XPD.CHEX.GD.ZS': 'Health expenditure (% of GDP)',

# Inequality
'SI.POV.GINI': 'Gini index',
'SI.POV.DDAY': 'Poverty headcount ratio ($1.90/day)',
}

============================================

============================================

Usage Example

Usage Example

============================================

============================================

if name == "main": # Example 1: Fetch US macro data from FRED us_macro = fetch_fred_series( series_ids=['GDP', 'UNRATE', 'CPIAUCSL', 'FEDFUNDS'], start_date='2010-01-01' )
print("\nUS Macro Data (FRED):")
print(us_macro.tail())

# Save to CSV
us_macro.to_csv('data/us_macro_fred.csv')
print("\nSaved to data/us_macro_fred.csv")

# Example 2: Fetch cross-country data from World Bank
indicators = {
    'NY.GDP.PCAP.CD': 'gdp_per_capita',
    'SP.POP.TOTL': 'population',
    'NY.GDP.MKTP.KD.ZG': 'gdp_growth'
}

cross_country = fetch_world_bank_data(
    indicators=indicators,
    countries=['USA', 'GBR', 'DEU', 'FRA', 'JPN', 'CHN', 'IND', 'BRA'],
    start_year=2000
)

print("\nCross-Country Data (World Bank):")
print(cross_country.head(10))

# Save to CSV
cross_country.to_csv('data/cross_country_wb.csv', index=False)
print("\nSaved to data/cross_country_wb.csv")
undefined
if name == "main": # Example 1: Fetch US macro data from FRED us_macro = fetch_fred_series( series_ids=['GDP', 'UNRATE', 'CPIAUCSL', 'FEDFUNDS'], start_date='2010-01-01' )
print("\nUS Macro Data (FRED):")
print(us_macro.tail())

# Save to CSV
us_macro.to_csv('data/us_macro_fred.csv')
print("\nSaved to data/us_macro_fred.csv")

# Example 2: Fetch cross-country data from World Bank
indicators = {
    'NY.GDP.PCAP.CD': 'gdp_per_capita',
    'SP.POP.TOTL': 'population',
    'NY.GDP.MKTP.KD.ZG': 'gdp_growth'
}

cross_country = fetch_world_bank_data(
    indicators=indicators,
    countries=['USA', 'GBR', 'DEU', 'FRA', 'JPN', 'CHN', 'IND', 'BRA'],
    start_year=2000
)

print("\nCross-Country Data (World Bank):")
print(cross_country.head(10))

# Save to CSV
cross_country.to_csv('data/cross_country_wb.csv', index=False)
print("\nSaved to data/cross_country_wb.csv")
undefined

Requirements

依赖要求

Python Packages

Python工具包

bash
pip install fredapi wbdata pandas
bash
pip install fredapi wbdata pandas

API Keys

API密钥

Set environment variables:
bash
export FRED_API_KEY="your_key_here"
设置环境变量:
bash
export FRED_API_KEY="your_key_here"

Best Practices

最佳实践

  1. Store API keys in environment variables - never hardcode
  2. Add rate limiting for bulk downloads
  3. Cache data locally to avoid repeated API calls
  4. Document series definitions from the source
  5. Check for revisions in real-time data
  1. 将API密钥存储在环境变量中 - 绝对不要硬编码
  2. 批量下载时添加速率限制
  3. 本地缓存数据 以避免重复调用API
  4. 记录来源中的数据序列定义
  5. 检查实时数据的修订版本

Common Pitfalls

常见误区

  • ❌ Hardcoding API keys in scripts
  • ❌ Not handling API rate limits
  • ❌ Ignoring data vintages/revisions
  • ❌ Mixing data frequencies without proper handling
  • ❌ 在脚本中硬编码API密钥
  • ❌ 未处理API速率限制
  • ❌ 忽略数据版本/修订信息
  • ❌ 未正确处理就混合不同频率的数据

References

参考资料

Changelog

更新日志

v1.0.0

v1.0.0

  • Initial release with FRED and World Bank support
  • 初始版本,支持FRED和世界银行数据获取