106 lines
5.4 KiB
Python
106 lines
5.4 KiB
Python
from dataclasses import dataclass
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from typing import Literal
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@dataclass(frozen=True)
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class Indicator:
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name: str
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importance: int
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unit: str = "%"
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rate_channel: Literal["inverse", "ambiguous"] = "ambiguous"
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@dataclass(frozen=True)
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class Family:
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country_code: str
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source: str
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indicators: tuple[str, ...]
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COUNTRIES = {"US": "美国", "EA": "欧元区", "GB": "英国", "DE": "德国", "FR": "法国"}
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INDICATORS = {
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# 项目分级，不冒充第三方星级；rate_channel 仅描述利率传导下的参考方向。
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"cpi_mom": Indicator("CPI 月率", 4, rate_channel="inverse"),
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"cpi_yoy": Indicator("CPI 年率", 5, rate_channel="inverse"),
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"core_cpi_mom": Indicator("核心 CPI 月率", 5, rate_channel="inverse"),
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"core_cpi_yoy": Indicator("核心 CPI 年率", 5, rate_channel="inverse"),
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"ppi_mom": Indicator("PPI 最终需求月率", 3, rate_channel="inverse"),
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"ppi_yoy": Indicator("PPI 最终需求年率", 3, rate_channel="inverse"),
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"payrolls": Indicator("非农就业新增", 5, "万人"),
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"unemployment": Indicator("失业率", 4),
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"pce_mom": Indicator("PCE 物价月率", 3, rate_channel="inverse"),
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"core_pce_mom": Indicator("核心 PCE 物价月率", 4, rate_channel="inverse"),
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"pce_yoy": Indicator("PCE 物价年率", 4, rate_channel="inverse"),
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"core_pce_yoy": Indicator("核心 PCE 物价年率", 5, rate_channel="inverse"),
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"gdp": Indicator("实际 GDP 年化季率", 4),
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"fed_rate": Indicator("联邦基金利率目标上限", 5, rate_channel="inverse"),
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"umich_sentiment": Indicator("密歇根大学消费者信心指数", 3, "点"),
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"initial_claims": Indicator("初请失业金人数（季调）", 4, "万人"),
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"continued_claims": Indicator("续请失业金人数（季调）", 3, "万人"),
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"adp_jobs": Indicator("ADP 私营部门就业净变动（月度）", 4, "万人"),
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"eia_crude": Indicator("EIA 商业原油库存变动（不含战略储备）", 4, "万桶"),
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"eia_gasoline": Indicator("EIA 汽油库存变动", 3, "万桶"),
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"eia_distillate": Indicator("EIA 精炼油库存变动", 3, "万桶"),
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}
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FAMILIES = {
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"cpi": Family("US", "bls", ("cpi_mom", "cpi_yoy", "core_cpi_mom", "core_cpi_yoy")),
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"ppi": Family("US", "bls", ("ppi_mom", "ppi_yoy")),
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"jobs": Family("US", "bls", ("payrolls", "unemployment")),
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"pce": Family("US", "bea", ("pce_mom", "pce_yoy", "core_pce_mom", "core_pce_yoy")),
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"gdp": Family("US", "bea", ("gdp",)),
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"fomc": Family("US", "fed", ("fed_rate",)),
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"umich": Family("US", "umich", ("umich_sentiment",)),
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"initial_claims": Family("US", "dol", ("initial_claims",)),
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"continued_claims": Family("US", "dol", ("continued_claims",)),
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"adp_jobs": Family("US", "adp", ("adp_jobs",)),
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"eia_stocks": Family("US", "eia", ("eia_crude", "eia_gasoline", "eia_distillate")),
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}
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STAGES = {"preliminary": "初值", "final": "终值", "initial": "首发值", "updated": "更新估计", "advance": "初值", "second": "二次估计", "third": "终值"}
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STAGES["flash"] = "快报值"
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# 欧洲指标保留自己的口径，不复用美国年化 GDP 或美国通胀的方向标签。
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INDICATORS.update({
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"eu_cpi_mom": Indicator("CPI 月率", 4),
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"eu_cpi_yoy": Indicator("CPI 年率", 4),
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"eu_core_cpi_yoy": Indicator("核心 CPI 年率", 4),
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"hicp_mom": Indicator("HICP 月率", 4),
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"hicp_yoy": Indicator("HICP 年率", 4),
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"core_hicp_yoy": Indicator("核心 HICP 年率", 4),
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"gdp_qoq": Indicator("实际 GDP 季率", 4),
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"gdp_yoy": Indicator("实际 GDP 年率", 4),
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"ilo_unemployment": Indicator("ILO 失业率", 3),
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"uk_unemployment": Indicator("ILO 失业率（三个月）", 3),
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"ecb_deposit": Indicator("存款便利利率", 5),
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"ecb_main": Indicator("主要再融资利率", 5),
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"ecb_marginal": Indicator("边际贷款利率", 5),
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"bank_rate": Indicator("英国央行基准利率", 5),
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})
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FAMILIES.update({
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"ecb_rate": Family("EA", "ecb", ("ecb_deposit", "ecb_main", "ecb_marginal")),
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"ea_hicp": Family("EA", "eurostat", ("hicp_yoy", "hicp_mom", "core_hicp_yoy")),
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"ea_gdp": Family("EA", "eurostat", ("gdp_qoq", "gdp_yoy")),
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"ea_jobs": Family("EA", "eurostat", ("ilo_unemployment",)),
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"boe_rate": Family("GB", "boe", ("bank_rate",)),
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"uk_cpi": Family("GB", "ons", ("eu_cpi_yoy", "eu_cpi_mom", "eu_core_cpi_yoy")),
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"uk_gdp": Family("GB", "ons", ("gdp_qoq", "gdp_yoy")),
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"uk_jobs": Family("GB", "ons", ("uk_unemployment",)),
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"de_cpi": Family("DE", "destatis", ("eu_cpi_yoy", "eu_cpi_mom", "hicp_yoy", "hicp_mom")),
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"de_gdp": Family("DE", "destatis", ("gdp_qoq", "gdp_yoy")),
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"de_jobs": Family("DE", "destatis", ("ilo_unemployment",)),
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"fr_cpi": Family("FR", "insee", ("eu_cpi_yoy", "eu_cpi_mom", "hicp_yoy", "hicp_mom")),
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"fr_gdp": Family("FR", "insee", ("gdp_qoq", "gdp_yoy")),
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"fr_jobs": Family("FR", "insee", ("ilo_unemployment",)),
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})
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UMICH_HOME = "https://www.sca.isr.umich.edu/"
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UMICH_HISTORY = "https://data.sca.isr.umich.edu/technical-docs.php"
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UMICH_INFO = "https://data.sca.isr.umich.edu/survey-info.php"
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UMICH_CSV = "https://www.sca.isr.umich.edu/files/tbmics.csv"
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UMICH_REPORTS = "https://data.sca.isr.umich.edu/reports.php"
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SCHEDULE_URLS = {
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"bls": "https://www.bls.gov/schedule/news_release/bls.ics",
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"bea": "https://www.bea.gov/news/schedule/ics/online-calendar-subscription.ics",
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"fed": "https://www.federalreserve.gov/newsevents/calendar.htm",
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}
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