79 lines
2.5 KiB
TypeScript
79 lines
2.5 KiB
TypeScript
// A5 BIS central bank policy rates (WS_CBPOL), monthly and daily, in one call each.
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import { getText, log, run, sql, writeSeries, type ObsRow, type SeriesRow } from './common';
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const AREAS: Record<string, { name: string; region: string | null }> = {
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US: { name: 'Federal Reserve (US)', region: 'USA' },
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XM: { name: 'ECB (euro area)', region: 'EA' },
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KR: { name: 'Bank of Korea', region: 'KOR' },
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CN: { name: "People's Bank of China", region: 'CHN' },
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GB: { name: 'Bank of England', region: 'GBR' },
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JP: { name: 'Bank of Japan', region: 'JPN' }
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};
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function parseCsv(text: string): Record<string, string>[] {
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const lines = text.trim().split(/\r?\n/);
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const split = (line: string) => {
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const out: string[] = [];
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let cur = '';
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let q = false;
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for (const ch of line) {
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if (ch === '"') q = !q;
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else if (ch === ',' && !q) {
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out.push(cur);
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cur = '';
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} else cur += ch;
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}
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out.push(cur);
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return out;
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};
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const head = split(lines[0]);
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return lines.slice(1).map((l) => Object.fromEntries(split(l).map((v, i) => [head[i], v])));
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}
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export async function bis(opts: { job: string }) {
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await run('bis', opts.job, async () => {
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let total = 0;
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for (const freq of ['M', 'D'] as const) {
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const csv = await getText(
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`https://stats.bis.org/api/v2/data/dataflow/BIS/WS_CBPOL/1.0/${freq}.${Object.keys(AREAS).join('+')}?format=csv`
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);
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const rows = parseCsv(csv)
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.filter((r) => r.TIME_PERIOD && r.REF_AREA)
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.map((r) => ({
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ref_area: r.REF_AREA,
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freq,
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period: freq === 'M' ? `${r.TIME_PERIOD.slice(0, 7)}-01` : r.TIME_PERIOD.slice(0, 10),
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rate: r.OBS_VALUE === '' || r.OBS_VALUE === 'NaN' ? null : Number(r.OBS_VALUE)
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}));
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await sql.begin(async (tx) => {
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await tx`delete from stats.bis_policy_rate where freq = ${freq}`;
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for (let i = 0; i < rows.length; i += 5000)
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await tx`insert into stats.bis_policy_rate ${tx(rows.slice(i, i + 5000))} on conflict do nothing`;
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});
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const series: SeriesRow[] = Object.entries(AREAS).map(([code, a]) => ({
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series_id: `bis:${freq}:${code}`,
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source_id: 'bis',
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source_code: `WS_CBPOL/${freq}.${code}`,
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title: `${a.name} policy rate`,
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unit: '%',
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freq,
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region_code: a.region,
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theme: 'economy',
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meta: {}
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}));
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const obs: ObsRow[] = rows
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.filter((r) => r.rate != null)
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.map((r) => ({
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series_id: `bis:${freq}:${r.ref_area}`,
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period: r.period,
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value: r.rate,
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status: null
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}));
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await writeSeries(series, obs);
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log(`bis ${freq}: ${rows.length} rows`);
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total += rows.length;
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}
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return total;
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});
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}
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