yangxiangyuan
53 lines
2.1 KiB
JavaScript
53 lines
2.1 KiB
JavaScript
/**
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* FRED (Federal Reserve Economic Data) CSV fetcher via curl.exe
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*
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* Why curl.exe instead of axios:
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* Node.js axios → FRED's Akamai CDN times out on SP500, DGS2, DGS10 series.
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* curl.exe → same URL returns data in ~1s.
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*
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* Why date range params (cosd/coed):
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* Full DGS2/DGS10 datasets (daily from 1962) are huge → Akamai times out.
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* Limiting to recent years solves this. All calculations only need ≤3 years.
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*
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* Root cause: Akamai CDN differentiates by TLS fingerprint AND URL pattern.
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*/
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const { execFile } = require('child_process')
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const FRED_BASE = 'https://fred.stlouisfed.org/graph/fredgraph.csv'
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/**
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* Fetch FRED CSV data using curl.exe with a date range limit
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* @param {string} seriesId - FRED series ID (e.g. 'SP500', 'FEDFUNDS')
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* @param {object} [opts]
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* @param {number} [opts.timeout=20] - curl --max-time seconds
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* @param {number} [opts.lookbackYears=3] - years to look back from today
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* @param {string} [opts.coed] - custom observation end date YYYY-MM-DD (default today)
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* @param {string} [opts.cosd] - custom observation start date YYYY-MM-DD (default coed - lookbackYears)
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* @returns {Promise<string>} raw CSV text
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*/
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const fetchFredCurl = (seriesId, opts = {}) => {
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const timeout = opts.timeout || 20
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const lookbackYears = opts.lookbackYears || 3
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const now = new Date()
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const coed = opts.coed || now.toISOString().slice(0, 10)
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const cosd = opts.cosd || (new Date(now.getTime() - lookbackYears * 365 * 24 * 60 * 60 * 1000)).toISOString().slice(0, 10)
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const url = `${FRED_BASE}?id=${encodeURIComponent(seriesId)}&cosd=${cosd}&coed=${coed}`
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return new Promise((resolve, reject) => {
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execFile('curl.exe', ['-s', '--max-time', String(timeout), url], {
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encoding: 'utf8',
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timeout: (timeout + 10) * 1000,
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maxBuffer: 10 * 1024 * 1024,
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windowsHide: true
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}, (err, stdout, stderr) => {
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if (err) {
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const msg = stderr ? stderr.trim() : err.message
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return reject(new Error(`curl failed for ${seriesId}: ${msg}`))
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}
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resolve(stdout)
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})
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})
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}
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module.exports = { fetchFredCurl } |