From 6ac5d49573c1b12b769c44aedc7259b39b3b9c41 Mon Sep 17 00:00:00 2001 From: Eddie Hebert Date: Wed, 2 Oct 2013 11:10:15 -0400 Subject: [PATCH] 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. --- zipline/data/loader.py | 32 ++++---------------------------- 1 file changed, 4 insertions(+), 28 deletions(-) diff --git a/zipline/data/loader.py b/zipline/data/loader.py index d4c328ff..0900a11d 100644 --- a/zipline/data/loader.py +++ b/zipline/data/loader.py @@ -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():