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4 Commits

Author SHA1 Message Date
Eddie Hebert 097c225c6b BUG: Fix treasury loading. 
Make adjustments for using Python built-in ElementTree instead of lxml
based lxml.

lxml was edited out during pulling in of memory friendly loading of
treasury curves, however some of the use of ETree was lxml specific.

Mea culpa.
 2013-04-22 14:03:25 -04:00
Richard Frank 4ba35d7d46 ENH: Stream benchmark and treasury data when downloading 
Instead of loading entire csv or xml into memory.
 2013-04-22 12:35:17 -04:00
Eddie Hebert 092af814b8 MAINT: Adds license to treasuries module. 2013-03-04 11:11:57 -05:00
Eddie Hebert 0ab136f1c8 Adds a loader for market data when it doesn't exist locally. 
Hopefully, this helps ease ramp up time for developing against
market data, without us distributing the data.

We do a check for the data when attempting to read the msgpack
files, if they don't exist the loader makes a web request and
retrieves and serializes the data for the user.

Provides a loader for:

- curves from data.treasury.gov
- benchmarks from Yahoo! Finance

Adds dependency of requests library in dev requirements.
 2012-10-19 11:19:14 -04:00