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#!/usr/bin/env python3
"""
FRED ML Lambda Function
AWS Lambda function for processing economic data analysis
"""
import json
import os
import boto3
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import seaborn as sns
import io
import base64
from datetime import datetime, timedelta
import requests
from typing import Dict, List, Optional, Tuple
import logging
# Configure logging
logger = logging.getLogger()
logger.setLevel(logging.INFO)
# Initialize AWS clients
aws_region = os.environ.get('AWS_REGION', 'us-east-1')
s3_client = boto3.client('s3', region_name=aws_region)
lambda_client = boto3.client('lambda', region_name=aws_region)
# Configuration
FRED_API_KEY = os.environ.get('FRED_API_KEY')
S3_BUCKET = os.environ.get('S3_BUCKET', 'fredmlv1')
FRED_BASE_URL = "https://api.stlouisfed.org/fred"
# Economic indicators mapping
ECONOMIC_INDICATORS = {
"GDP": "GDP",
"UNRATE": "UNRATE",
"CPIAUCSL": "CPIAUCSL",
"FEDFUNDS": "FEDFUNDS",
"DGS10": "DGS10",
"DEXUSEU": "DEXUSEU",
"PAYEMS": "PAYEMS",
"INDPRO": "INDPRO",
"M2SL": "M2SL",
"PCE": "PCE"
}
def get_fred_data(series_id: str, start_date: str, end_date: str) -> Optional[pd.Series]:
"""Fetch data from FRED API"""
try:
url = f"{FRED_BASE_URL}/series/observations"
params = {
"series_id": series_id,
"api_key": FRED_API_KEY,
"file_type": "json",
"start_date": start_date,
"end_date": end_date,
}
response = requests.get(url, params=params)
if response.status_code == 200:
data = response.json()
observations = data.get("observations", [])
if observations:
dates = []
values = []
for obs in observations:
try:
date = pd.to_datetime(obs["date"])
value = float(obs["value"]) if obs["value"] != "." else np.nan
dates.append(date)
values.append(value)
except (ValueError, KeyError):
continue
if dates and values:
return pd.Series(values, index=dates, name=series_id)
logger.error(f"Failed to fetch data for {series_id}")
return None
except Exception as e:
logger.error(f"Error fetching data for {series_id}: {e}")
return None
def create_dataframe(series_data: Dict[str, pd.Series]) -> pd.DataFrame:
"""Create DataFrame from series data"""
if not series_data:
return pd.DataFrame()
# Find common date range
all_dates = set()
for series in series_data.values():
if series is not None:
all_dates.update(series.index)
if all_dates:
date_range = pd.date_range(min(all_dates), max(all_dates), freq='D')
df = pd.DataFrame(index=date_range)
for series_id, series_data in series_data.items():
if series_data is not None:
df[series_id] = series_data
df.index.name = 'Date'
return df
return pd.DataFrame()
def generate_statistics(df: pd.DataFrame) -> Dict:
"""Generate statistical summary"""
if df.empty:
return {}
stats = {}
for column in df.columns:
if column != 'Date':
series = df[column].dropna()
if not series.empty:
stats[column] = {
'mean': float(series.mean()),
'std': float(series.std()),
'min': float(series.min()),
'max': float(series.max()),
'count': int(len(series)),
'missing': int(df[column].isna().sum())
}
return stats
def create_correlation_matrix(df: pd.DataFrame) -> Dict:
"""Create correlation matrix"""
if df.empty:
return {}
corr_matrix = df.corr()
return corr_matrix.to_dict()
def create_visualizations(df: pd.DataFrame, s3_bucket: str, report_id: str) -> List[str]:
"""Create and upload visualizations to S3"""
if df.empty:
return []
visualization_keys = []
try:
# Time series plot
plt.figure(figsize=(12, 8))
for column in df.columns:
if column != 'Date':
plt.plot(df.index, df[column], label=column, linewidth=2)
plt.title('Economic Indicators Time Series')
plt.xlabel('Date')
plt.ylabel('Value')
plt.legend()
plt.grid(True, alpha=0.3)
plt.xticks(rotation=45)
plt.tight_layout()
# Save to S3
img_buffer = io.BytesIO()
plt.savefig(img_buffer, format='png', dpi=300, bbox_inches='tight')
img_buffer.seek(0)
time_series_key = f"visualizations/{report_id}/time_series.png"
s3_client.put_object(
Bucket=s3_bucket,
Key=time_series_key,
Body=img_buffer.getvalue(),
ContentType='image/png'
)
visualization_keys.append(time_series_key)
plt.close()
# Correlation heatmap
if len(df.columns) > 1:
plt.figure(figsize=(10, 8))
corr_matrix = df.corr()
sns.heatmap(corr_matrix, annot=True, cmap='coolwarm', center=0)
plt.title('Correlation Matrix')
plt.tight_layout()
img_buffer = io.BytesIO()
plt.savefig(img_buffer, format='png', dpi=300, bbox_inches='tight')
img_buffer.seek(0)
correlation_key = f"visualizations/{report_id}/correlation.png"
s3_client.put_object(
Bucket=s3_bucket,
Key=correlation_key,
Body=img_buffer.getvalue(),
ContentType='image/png'
)
visualization_keys.append(correlation_key)
plt.close()
# Distribution plots
for column in df.columns:
if column != 'Date':
plt.figure(figsize=(8, 6))
plt.hist(df[column].dropna(), bins=30, alpha=0.7, edgecolor='black')
plt.title(f'Distribution of {column}')
plt.xlabel('Value')
plt.ylabel('Frequency')
plt.grid(True, alpha=0.3)
plt.tight_layout()
img_buffer = io.BytesIO()
plt.savefig(img_buffer, format='png', dpi=300, bbox_inches='tight')
img_buffer.seek(0)
dist_key = f"visualizations/{report_id}/distribution_{column}.png"
s3_client.put_object(
Bucket=s3_bucket,
Key=dist_key,
Body=img_buffer.getvalue(),
ContentType='image/png'
)
visualization_keys.append(dist_key)
plt.close()
except Exception as e:
logger.error(f"Error creating visualizations: {e}")
return visualization_keys
def save_report_to_s3(report_data: Dict, s3_bucket: str, report_id: str) -> str:
"""Save report data to S3"""
try:
report_key = f"reports/{report_id}/report.json"
s3_client.put_object(
Bucket=s3_bucket,
Key=report_key,
Body=json.dumps(report_data, default=str),
ContentType='application/json'
)
return report_key
except Exception as e:
logger.error(f"Error saving report to S3: {e}")
raise
def lambda_handler(event: Dict, context) -> Dict:
"""Main Lambda handler function"""
try:
logger.info(f"Received event: {json.dumps(event)}")
# Parse input
if isinstance(event.get('body'), str):
payload = json.loads(event['body'])
else:
payload = event
indicators = payload.get('indicators', ['GDP', 'UNRATE', 'CPIAUCSL'])
start_date = payload.get('start_date', (datetime.now() - timedelta(days=365)).strftime('%Y-%m-%d'))
end_date = payload.get('end_date', datetime.now().strftime('%Y-%m-%d'))
options = payload.get('options', {})
# Generate report ID
report_id = f"report_{datetime.now().strftime('%Y%m%d_%H%M%S')}"
logger.info(f"Processing analysis for indicators: {indicators}")
logger.info(f"Date range: {start_date} to {end_date}")
# Fetch data from FRED
series_data = {}
for indicator in indicators:
if indicator in ECONOMIC_INDICATORS:
series_id = ECONOMIC_INDICATORS[indicator]
data = get_fred_data(series_id, start_date, end_date)
if data is not None:
series_data[indicator] = data
logger.info(f"Successfully fetched data for {indicator}")
else:
logger.warning(f"Failed to fetch data for {indicator}")
# Create DataFrame
df = create_dataframe(series_data)
if df.empty:
raise ValueError("No data available for analysis")
# Generate analysis results
report_data = {
'report_id': report_id,
'timestamp': datetime.now().isoformat(),
'indicators': indicators,
'start_date': start_date,
'end_date': end_date,
'total_observations': len(df),
'data_shape': df.shape,
'statistics': generate_statistics(df),
'correlation_matrix': create_correlation_matrix(df),
'data': df.reset_index().to_dict('records')
}
# Create visualizations if requested
if options.get('visualizations', True):
visualization_keys = create_visualizations(df, S3_BUCKET, report_id)
report_data['visualizations'] = visualization_keys
# Save report to S3
report_key = save_report_to_s3(report_data, S3_BUCKET, report_id)
logger.info(f"Analysis completed successfully. Report saved to: {report_key}")
return {
'statusCode': 200,
'body': json.dumps({
'status': 'success',
'report_id': report_id,
'report_key': report_key,
'message': 'Analysis completed successfully'
})
}
except Exception as e:
logger.error(f"Error in lambda_handler: {e}")
return {
'statusCode': 500,
'body': json.dumps({
'status': 'error',
'message': str(e)
})
} |