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fix(ecos): correct all 6 ECOS API stat/item codes #task-292

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- GDP: 111Y002/10111 -> 902Y015/KOR (international comparative stats)
- Unemployment: 901Y027/3 -> 901Y027/I61BC (correct item for rate)
- CD rate: 817Y002/010502000 -> 721Y001/2010000 (market interest rates)
- CPI: now computes YoY growth from level index (pct_change)
- Leading index: monthly (M) fetch + annual average (no annual data available)
- Fix DataFrame merge: dedup index, dropna before concat
- Fix NaN in scenario Z paths: fallback to z_scenario
- Update config.yaml with verified stat codes
This commit is contained in:
Variet Agent
2026-03-10 22:53:51 +09:00
parent 3a9374c61a
commit 9fba224623
10 changed files with 53 additions and 28 deletions
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3
scenarios/scenario_engine.py
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@@ -107,7 +107,8 @@ class ScenarioEngine:
# Phase 1: PIT 기간 (1~pit_horizon년)
for t in range(min(n_short, self.total_horizon)):
z_path[t] = z_short[t] if t < len(z_short) else z_scenario
val = z_short[t] if t < len(z_short) else z_scenario
z_path[t] = val if np.isfinite(val) else z_scenario
# Phase 2: Mean-reversion 기간 (pit_horizon+1 ~ transition_horizon년)
for t in range(self.pit_horizon, min(self.transition_horizon, self.total_horizon)):