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MAINT: Remove label=omit from treasury link

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MAINT: Switch to https
This commit is contained in:
Freddie Vargus
2017-05-26 13:57:51 -04:00
committed by Freddie Vargus
parent c1280daaa3
commit 77235a6eaa
1 changed files with 2 additions and 3 deletions
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zipline/data/treasuries.py
+2 -3
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@@ -60,14 +60,13 @@ def earliest_possible_date():
def get_treasury_data(start_date, end_date):
return pd.read_csv(
"http://www.federalreserve.gov/datadownload/Output.aspx"
"https://www.federalreserve.gov/datadownload/Output.aspx"
"?rel=H15"
"&series=bf17364827e38702b42a58cf8eaa3f78"
"&lastObs="
"&from=" # An unbounded query is ~2x faster than specifying dates.
"&to="
"&filetype=csv"
"&label=omit"
"&layout=seriescolumn"
"&type=package",
skiprows=1, # First row is a useless header.
@@ -93,7 +92,7 @@ def dataconverter(s):
def get_daily_10yr_treasury_data():
"""Download daily 10 year treasury rates from the Federal Reserve and
return a pandas.Series."""
url = "http://www.federalreserve.gov/datadownload/Output.aspx?rel=H15" \
url = "https://www.federalreserve.gov/datadownload/Output.aspx?rel=H15" \
"&series=bcb44e57fb57efbe90002369321bfb3f&lastObs=&from=&to=" \
"&filetype=csv&label=include&layout=seriescolumn"
return pd.read_csv(url, header=5, index_col=0, names=['DATE', 'BC_10YEAR'],