Add fred (#10)

Author: lsbardel

quantflow/cli/config.py

@@ -0,0 +1,4 @@
+# re-export aio-fluid's http clients
+from fluid.utils.http_client import AioHttpClient, HttpxClient
+
+__all__ = ["AioHttpClient", "HttpxClient"]

quantflow/data/client.py

@@ -2,7 +2,7 @@
 from dataclasses import dataclass, field
 from datetime import date, timedelta
 from typing import Any, cast
-from fluid.utils.http_client import AioHttpClient
+from .client import AioHttpClient
 from fluid.utils.data import compact_dict
 import pandas as pd
 from enum import StrEnum

quantflow/data/fmp.py

@@ -0,0 +1,23 @@
+from .client import AioHttpClient
+from dataclasses import dataclass, field
+from typing import Any, cast
+import os
+
+
+@dataclass
+class Fred(AioHttpClient):
+    url: str = "https://api.stlouisfed.org/fred"
+    key: str = field(default_factory=lambda: os.environ.get("FRED_API_KEY", ""))
+
+    async def categiories(self, **kw: Any) -> list[dict]:
+        return await self.get_path("category", **kw)
+
+    # Internals
+    async def get_path(self, path: str, **kw: Any) -> list[dict]:
+        result = await self.get(f"{self.url}/{path}", **self.params(**kw))
+        return cast(list[dict], result)
+
+    def params(self, params: dict | None = None, **kw: Any) -> dict:
+        params = params.copy() if params is not None else {}
+        params.update(api_key=self.key, file_type="json")
+        return {"params": params, **kw}