Commit Graph
10 Commits
Author SHA1 Message Date
Jonathan KamensandScott Sanderson 1d3a8759bc MAINT: Remove use of deprecated getchildren method on xml element
Rather than calling getchildren on xml.etree.ElementTree elements,
we're now supposed to just itegrate over the elements.
2014-10-08 11:39:48 -04:00
Eddie Hebert ccb05acf5c MAINT: Read text in Python 3 instead of bytes when fetching public data.
Account for byte/string compatibility when consuming response from
requests module.
2014-01-07 12:00:04 -05:00
Eddie Hebert b4959e46cf MAINT: Use six for Python 3 compatible names and behavior.
Use the six module to import functions and types that are
consistent between Python 2 and 3, so that one code base can
support both versions.

- Use integer types instead of int and long.
- Use string_types instead of basestring.
- Account for iteritems, itervalues, iterkeys.
- Use six.moves for filter and zip, reduce
- Use compatible bytes for md5 hasher.
- xrange and range
2014-01-07 11:33:50 -05:00
David StephensandThomas Wiecki e45528458f ENH: Added functionality to download Canadian treasury curves.
Added automatic switching of treasury curves based on index sent to environment.
2013-12-27 13:27:43 -05:00
Ben McCannandEddie Hebert 2751e98d1a ENH: Add function to download 10 year treasury data to use as a benchmark 2013-07-19 19:37:24 -04:00
Eddie Hebert 158988d184 MAINT: Use explicit syntax for relative imports.
Python 3 requires using dot syntax for relative imports,
otherwise the import is treated as an absolute import, i.e.
an import of a module from outside of the project.

By using dot syntax now, imports should be compatible with both
Python 2.7 and Python 3.
2013-07-02 15:54:12 -04:00
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 FrankandEddie Hebert 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