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A Dockerized Airflow ETL pipeline that processes macroeconomic indicators from the Federal Reserve.

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Illustration of Macro DAG

The purpose of this ETL pipeline is to pull the following macroeconomic indicators:

  • Willshire 5000 on a nightly basis.
  • Federal interest rates on a nightly basis.
  • GDP rates on a quarterly basis. The frequency will be interpolated into a daily frequency (as opposed to weekdays) using a variety of methods (linear interpolation, knn, spline, ensemble methods).

Each rate will be pulled in such a fashion:

Test Image 6

To-do list (in order of priority)

  1. Deploy on AWS.
  2. Calculate Buffett Indicator using (WILLSHIRE5000/Daily interpolated GDP)
  3. Estimation using fbprophet

Requirements:

  • Docker
  • Docker compose

Instructions

  1. Run start.sh to execute the docker-compose (you can do this in command prompt by typing ./start.sh).
  2. Optional: In /airflow-docker-hdfs-spark-example/mnt/airflow/airflow.cfg , fill in smtp_host, smtp_user, smtp_password, smtp_mail_from under the smtp tag.
  3. Type docker ps in command line to view running containers. Copy the Container ID for Airflow
  4. You can access the Airflow UI by going to http://localhost:8080 . Turn the DAG on, and trigger it.

Starting your connections

  1. In command prompt, type docker exec -it <your Airflow Container ID> /bin/bash.
  2. You are now in your Airflow container. Type cd usr/local/airflow/dags/airflow_local_connections in command prompt, and start your connections by typing in python3 airflow_connections.py

Stopping your containers

  1. Exit your Airflow container by pressing Ctrl + D.
  2. Run stop.sh ( type ./stop.sh ).

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A Dockerized Airflow ETL pipeline that processes macroeconomic indicators from the Federal Reserve.

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