macro data · SEC · point-in-time
Data Pipeline
A local store of public economic and company data that keeps every revision, so a backtest can read a series as it was known on a past date. 1,293 curated macro series across 44 economies, plus SEC filings and XBRL facts.
Overview
A local store of public economic and company data. It downloads a series' full history once, then only what changed. A revision never overwrites a value: it adds a new row, so a series can be read as it was known on a past date. That is what a backtest needs to avoid look-ahead bias.
What it does
- A bundled catalog of 1,293 curated macro series across 44 economies, each with a stable name such as
e_us_cpiore_mx_target_rate. - Read directly from each publisher: FRED, BLS, Banxico SIE, INEGI, the World Bank, the BIS, the ECB, Eurostat, the OECD and the IMF.
- Goods trade from UN Comtrade, and the XBRL facts companies report to the SEC, each version dated with the day it was filed.
- SEC filings (10-K, 10-Q, 8-K, 20-F, 40-F) stored as the files the SEC publishes.
- Plain Parquet and JSON in a folder you choose. Reading needs no key and no network.
Status
In active development. Not on PyPI yet; the repository is public.