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, ...} Enter fullscreen mode Exit fullscreen mode Built-in recession indicator: spread = fred .…