Created
July 9, 2017 19:51
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Generate unemployment rate vs 3-year moving average chart
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#!/usr/bin/env ruby | |
require "json" | |
require "date" | |
require "rest-client" | |
require "axlsx" | |
BLS_REGISTRATION_KEY = "<get your own from https://data.bls.gov/registrationEngine/>" | |
# How many spreadsheet rows before the data actually starts | |
TABLE_OFFSET = 1 | |
THREE_YEARS = 12*3 | |
def main | |
response = RestClient::Request.execute( | |
method: :post, | |
url: "https://api.bls.gov/publicAPI/v2/timeseries/data/LNS14000000?registrationkey=#{BLS_REGISTRATION_KEY}&startyear=2004&endyear=#{Date.today.year}", | |
timeout: 999, # they're VERY slow... | |
content_type: :json, accept: :json | |
) | |
data = JSON.parse(response.body, symbolize_names: true)[:Results][:series].first[:data] | |
monthly_rates = data.reverse.each_with_object({}) do |d, memo| | |
memo[Date.parse("#{d[:periodName]} #{d[:year]}")] = Float(d[:value]) | |
end | |
Axlsx::Package.new do |p| | |
p.workbook.add_worksheet(name: "3-year Moving Average") do |sheet| | |
sheet.add_row ["Month", "Unemployment Rate", "3-year Moving Average"] | |
monthly_rates.each_with_index do |month_rate, i| | |
sheet.add_row [*month_rate, moving_average_formula(i+1+TABLE_OFFSET)] | |
end | |
sheet.add_chart(Axlsx::LineChart, title: "Unemployment Rate vs 3-year Moving Average") do |chart| | |
chart.start_at("E3") | |
chart.end_at("W35") | |
chart.add_series data: sheet["B#{1+TABLE_OFFSET}:B#{TABLE_OFFSET+monthly_rates.size}"], | |
title: sheet["B1"], labels: sheet["A#{1+TABLE_OFFSET}:A#{TABLE_OFFSET+monthly_rates.size}"] | |
chart.add_series data: sheet["C#{1+TABLE_OFFSET}:C#{TABLE_OFFSET+monthly_rates.size}"], | |
title: sheet["C1"], labels: sheet["A#{1+TABLE_OFFSET}:A#{TABLE_OFFSET+monthly_rates.size}"] | |
chart.catAxis.gridlines = false | |
chart.valAxis.gridlines = false | |
chart.catAxis.label_rotation = -67 | |
chart.catAxis.tick_lbl_skip = 12 | |
chart.catAxis.title = "Month" | |
chart.valAxis.title = "Unemployment Rate (%)" | |
end | |
end | |
p.serialize("unemployment_recession_indicator.xlsx") | |
end | |
end | |
def moving_average_formula(row) | |
start = row - THREE_YEARS + 1 | |
return unless start > TABLE_OFFSET | |
"=AVERAGE(B#{start}:B#{row})" | |
end | |
main | |
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