BLSEconomicSurveysPpi
BLSEconomicSurveysPpi()
BLSEconomicSurveysPpi(line: str)
Bases: BaseData
BLS Producer Price Index (PPI) data. Contains 11 non-seasonally-adjusted PPI series including the Final Demand framework (headline PPI), core PPI, and major commodity groups. PPI measures the average change over time in the selling prices received by domestic producers. It is a leading indicator of consumer inflation. Released monthly by the Bureau of Labor Statistics.
Signature descriptions:
-
Default constructor required for LEAN deserialization.
-
Constructor that parses a CSV line into the data model.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
line
|
Optional[str]
|
CSV line to parse |
None
|
end_time: datetime
End time of this data point — the actual release date/time when this PPI data was published. Overridden to decouple from Time (BaseData.EndTime setter overwrites Time). Release dates are scraped from BLS schedule pages at https://www.bls.gov/schedule/{year}/home.htm
final_demand: Optional[float]
Final demand, NSA (WPUFD4). Headline PPI index. Base date: Nov 2009=100.
core_ppi: Optional[float]
Final demand less foods and energy (Core PPI), NSA (WPUFD49104). Base date: Oct 2004=100.
final_demand_less_food_energy_trade: Optional[float]
Final demand less foods, energy, and trade services, NSA (WPUFD49116). Base date: Aug 2013=100.
final_demand_goods: Optional[float]
Final demand goods, NSA (WPUFD41). Base date: Nov 2009=100.
final_demand_services: Optional[float]
Final demand services, NSA (WPUFD42). Base date: Nov 2009=100.
final_demand_construction: Optional[float]
Final demand construction, NSA (WPUFD43). Base date: Nov 2009=100.
all_commodities: Optional[float]
All commodities, NSA (WPU00000000). Base date: 1982=100.
farm_products: Optional[float]
Farm products, NSA (WPU01). Base date: 1982=100.
processed_foods_and_feeds: Optional[float]
Processed foods and feeds, NSA (WPU02). Base date: 1982=100.
crude_petroleum: Optional[float]
Crude petroleum (domestic), NSA (WPU0571). Base date: 1982=100.
final_demand_goods_less_foods: Optional[float]
Final demand goods less foods, NSA (WPUFD49112).
data_type: MarketDataType
Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.
time: datetime
Current time marker of this data packet.
value: float
Value representation of this data packet. All data requires a representative value for this moment in time. For streams of data this is the price now, for OHLC packets this is the closing price.
price: float
As this is a backtesting platform we'll provide an alias of value as price.
ALL_RESOLUTIONS: List[Resolution] = ...
A list of all Resolution
This Field is protected.
DAILY_RESOLUTION: List[Resolution] = ...
A list of Resolution.DAILY
This Field is protected.
MINUTE_RESOLUTION: List[Resolution] = ...
A list of Resolution.MINUTE
This Field is protected.
HIGH_RESOLUTION: List[Resolution] = ...
A list of high Resolution, including minute, second, and tick.
This Field is protected.
OPTION_RESOLUTIONS: List[Resolution] = ...
A list of resolutions support by Options
This Field is protected.
is_fill_forward: bool
True if this is a fill forward piece of data
data_time_zone() -> Any
BLS releases are in Eastern Time.
default_resolution() -> Resolution
Gets the default resolution for this data type.
get_source(
config: SubscriptionDataConfig,
date: datetime,
is_live_mode: bool,
) -> SubscriptionDataSource
Return the URL/path string source of the file.
is_sparse_data() -> bool
PPI data is sparse — released monthly, so most days have no data.
reader(
config: SubscriptionDataConfig,
line: str,
date: datetime,
is_live_mode: bool,
) -> BaseData
Parses the data from the line provided and loads it into LEAN.
requires_mapping() -> bool
This is unlinked macro data, not tied to specific securities.
supported_resolutions() -> List[Resolution]
Gets the supported resolutions for this data type.
to_string() -> str
Returns a string representation for debugging.
protobuf_serialize(guid: Guid) -> List[int]
protobuf_serialize(stream: Stream) -> None
Serialize a base data instance using protobuf
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
guid
|
Optional[Guid]
|
Unique guid |
None
|
stream
|
Optional[Stream]
|
The destination stream |
None
|
Returns:
| Type | Description |
|---|---|
Optional[List[int]]
|
The resulting byte array. |
deserialize_message(serialized: str) -> Sequence[BaseData]
Deserialize the message from the data server
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
serialized
|
str
|
The data server's message |
required |
Returns:
| Type | Description |
|---|---|
Sequence[BaseData]
|
An enumerable of base data, if unsuccessful, returns an empty enumerable. |
get_update_price_scale_frontier() -> datetime
Helper method to determine if price scales need an update based on the given data point
normalize(
factor: float,
normalization_mode: DataNormalizationMode,
sum_of_dividends: float,
) -> BaseData
Normalize prices based on configuration
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
factor
|
float
|
Price scale |
required |
normalization_mode
|
DataNormalizationMode
|
The price scaling normalization mode |
required |
sum_of_dividends
|
float
|
The current dividend sum |
required |
Returns:
| Type | Description |
|---|---|
BaseData
|
The provided data point adjusted. |
scale(
factor_func: Callable[[float, float, float], float],
volume_factor: float,
factor: float,
sum_of_dividends: float,
) -> BaseData
Scale data based on factor function
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
factor_func
|
Callable[[float, float, float], float]
|
Function to factor prices by |
required |
volume_factor
|
float
|
Factor to multiply volume/askSize/bidSize/quantity by |
required |
factor
|
float
|
Price scale |
required |
sum_of_dividends
|
float
|
The current dividend sum |
required |
should_cache_to_security() -> bool
Indicates whether this contains data that should be stored in the security cache
Returns:
| Type | Description |
|---|---|
bool
|
Whether this contains data that should be stored in the security cache. |
update(
last_trade: float,
bid_price: float,
ask_price: float,
volume: float,
bid_size: float,
ask_size: float,
) -> None
Update routine to build a bar/tick from a data update.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
last_trade
|
float
|
The last trade price |
required |
bid_price
|
float
|
Current bid price |
required |
ask_price
|
float
|
Current asking price |
required |
volume
|
float
|
Volume of this trade |
required |
bid_size
|
float
|
The size of the current bid, if available |
required |
ask_size
|
float
|
The size of the current ask, if available |
required |
update_ask(ask_price: float, ask_size: float) -> None
Updates this base data with the new quote ask information
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
ask_price
|
float
|
The current ask price |
required |
ask_size
|
float
|
The current ask size |
required |
update_bid(bid_price: float, bid_size: float) -> None
Updates this base data with the new quote bid information
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
bid_price
|
float
|
The current bid price |
required |
bid_size
|
float
|
The current bid size |
required |
update_quote(
bid_price: float,
bid_size: float,
ask_price: float,
ask_size: float,
) -> None
Updates this base data with new quote information
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
bid_price
|
float
|
The current bid price |
required |
bid_size
|
float
|
The current bid size |
required |
ask_price
|
float
|
The current ask price |
required |
ask_size
|
float
|
The current ask size |
required |
update_trade(last_trade: float, trade_size: float) -> None
Updates this base data with a new trade
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
last_trade
|
float
|
The price of the last trade |
required |
trade_size
|
float
|
The quantity traded |
required |