From 4aa50721542f17058fea27a46646226bf06ba222 Mon Sep 17 00:00:00 2001 From: Scott Sanderson Date: Fri, 12 Jun 2015 10:59:43 -0400 Subject: [PATCH] DOC: Add docstring for risk.py:choose_treasury. --- zipline/finance/risk/risk.py | 7 +++++++ 1 file changed, 7 insertions(+) diff --git a/zipline/finance/risk/risk.py b/zipline/finance/risk/risk.py index e44c787b..f3ec615a 100644 --- a/zipline/finance/risk/risk.py +++ b/zipline/finance/risk/risk.py @@ -239,6 +239,13 @@ def select_treasury_duration(start_date, end_date): def choose_treasury(select_treasury, treasury_curves, start_date, end_date, compound=True): + """ + Find the latest known interest rate for a given duration within a date + range. + + If we find one but it's more than a trading day ago from the date we're + looking for, then we log a warning + """ treasury_duration = select_treasury(start_date, end_date) end_day = end_date.replace(hour=0, minute=0, second=0, microsecond=0) search_day = None