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.
This commit is contained in:
Eddie Hebert
2013-10-02 11:10:15 -04:00
parent 65637b9430
commit 6ac5d49573
+4 -28
View File
@@ -86,6 +86,8 @@ def dump_treasury_curves():
curves.to_csv(datafile)
datafile.close()
return curves
def dump_benchmarks(symbol):
"""
@@ -105,30 +107,6 @@ def dump_benchmarks(symbol):
datafile.close()
def update_treasury_curves(last_date):
"""
Updates data in the zipline treasury curves message pack
last_date should be a datetime object of the most recent data
Puts source treasury and data into zipline.
"""
datafile = get_datafile('treasury_curves.csv', mode='rb')
curves = pd.DataFrame.from_csv(datafile).T
datafile.close()
for curve in get_treasury_data():
curves[curve['date']] = curve
updated_curves = curves.T
datafile = get_datafile('treasury_curves.csv', mode='wb')
updated_curves.T.to_csv(datafile)
datafile.close()
return updated_curves
def update_benchmarks(symbol, last_date):
"""
Updates data in the zipline message pack
@@ -215,11 +193,9 @@ Fetching data from data.treasury.gov
# If more than 1 trading days has elapsed since the last day where
# we have data,then we need to update
if len(trading_days) - last_tr_date_offset > 1:
treasury_curves = update_treasury_curves(last_tr_date)
treasury_curves = dump_treasury_curves()
else:
treasury_curves = saved_curves
treasury_curves = treasury_curves.tz_localize('UTC')
treasury_curves = saved_curves.tz_localize('UTC')
tr_curves = {}
for tr_dt, curve in treasury_curves.T.iterkv():