souljourner / FOMC-Statements-Minutes-Scraper

A convenient class for scraping all the existing FOMC meeting statements

Geek Repo:Geek Repo

Github PK Tool:Github PK Tool

FOMC-Statements-Minutes-Scraper

A convenient Python 3.5 class for scraping all the existing FOMC meeting statements.

This class by default uses 10 threads to speed up the scraping time.

Output by default is a Pandas Dataframe. Also has the option to write to disk a pickled Pandas Dataframe.

Author: souljourner (John Zhu)

EXAMPLE USAGE

From bash:

$ python fomc.py

This creates a pickled Pandas Dataframe of the meeting minutes with the dates as the index.

From Python:

from FOMC import FOMC
fomc = FOMC()

# get the meeting statements back as a Pandas Dataframe
df = fomc.get_statements()

# write the dataframe as a pickle file
fomc.pickle("./df_minutes.pickle")

Parameters:

Parameters are passed into FOMC() init:

All parameters are optional

fomc = FOMC(base_url='https://www.federalreserve.gov', 
            calendar_url='https://www.federalreserve.gov/monetarypolicy/fomccalendars.htm',
            historical_date=2011,
            verbose=True,
            max_threads=10)

base_url: FOMC website base URL

calendar_url: URL of where the current meetings are listed

historical_date: year (int) where it is considered historical. At this time of writing, 2011 was in the historical archive rather than in the current list.

verbose: if set to False, will not print any output during scraping

max_threads: the number of threads to use for web scraping

About

A convenient class for scraping all the existing FOMC meeting statements

License:MIT License


Languages

Language:Python 100.0%