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MAINT: Remove duplicated treasury loading code.
The dump and update of curves were both using the entire history. So instead of having the update use a different code path, always use dump and overwrite.
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+4
-28
@@ -86,6 +86,8 @@ def dump_treasury_curves():
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curves.to_csv(datafile)
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datafile.close()
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return curves
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def dump_benchmarks(symbol):
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"""
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@@ -105,30 +107,6 @@ def dump_benchmarks(symbol):
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datafile.close()
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def update_treasury_curves(last_date):
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"""
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Updates data in the zipline treasury curves message pack
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last_date should be a datetime object of the most recent data
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Puts source treasury and data into zipline.
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"""
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datafile = get_datafile('treasury_curves.csv', mode='rb')
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curves = pd.DataFrame.from_csv(datafile).T
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datafile.close()
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for curve in get_treasury_data():
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curves[curve['date']] = curve
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updated_curves = curves.T
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datafile = get_datafile('treasury_curves.csv', mode='wb')
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updated_curves.T.to_csv(datafile)
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datafile.close()
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return updated_curves
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def update_benchmarks(symbol, last_date):
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"""
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Updates data in the zipline message pack
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@@ -215,11 +193,9 @@ Fetching data from data.treasury.gov
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# If more than 1 trading days has elapsed since the last day where
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# we have data,then we need to update
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if len(trading_days) - last_tr_date_offset > 1:
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treasury_curves = update_treasury_curves(last_tr_date)
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treasury_curves = dump_treasury_curves()
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else:
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treasury_curves = saved_curves
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treasury_curves = treasury_curves.tz_localize('UTC')
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treasury_curves = saved_curves.tz_localize('UTC')
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tr_curves = {}
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for tr_dt, curve in treasury_curves.T.iterkv():
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