TL;DR — I open-sourced the data-fetcher layer of my investment SaaS. ~1.4K LOC, MIT, pure Python. Pulls FRED macro indicators, GDACS disaster events, and runs lightweight news sentiment. Repo: github.com/TCS-PLATFORM-OFFICIAL/tcs-macro-pulse

Why I built this

I'm building TCS-PLATFORM — an investment-intelligence SaaS for Vietnamese retail investors. The system is layered (L1 macro → L9 signal generation), and the lower layers (L1-L3) are just data collection from public sources.

Locking those behind a paywall would be silly. The proprietary engine is the L4-L9 stack. So I carved out L1-L3 into a standalone package: tcs-macro-pulse .

What's inside

L1 — FRED macro fetcher

10 key US macro indicators in one call:

from tcs_macro_pulse.fetchers.fred import FREDFetcher

fred = FREDFetcher () data = fred . fetch_key_indicators () # → {'fed_funds_rate': 5.33, 'cpi_yoy': 3.1, 'unemployment': 3.9, ...}

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Built-in recession indicator:

spread = fred .…