diff options
| -rw-r--r-- | python/ecb_yieldcurve.py | 17 | ||||
| -rw-r--r-- | python/futures.py | 3 |
2 files changed, 17 insertions, 3 deletions
diff --git a/python/ecb_yieldcurve.py b/python/ecb_yieldcurve.py new file mode 100644 index 00000000..358fde0f --- /dev/null +++ b/python/ecb_yieldcurve.py @@ -0,0 +1,17 @@ +# coding: utf-8 +import requests +import io +from zipfile import ZipFile +import os +import common +import datetime + +r = requests.get('http://www.ecb.europa.eu/stats/money/yc/data/fmd/download/yc_latest.zip?') +yc = io.BytesIO(r.content) +ycunzip = ZipFile(yc) +zipinfos = ycunzip.infolist() +if len(zipinfos)>1: + raise + +zipinfos[0].filename = "ecb_yieldcurve-{0}.csv".format(datetime.date.today()) +ycunzip.extract(zipinfos[0], os.path.join(common.root, "data", "Yield Curves")) diff --git a/python/futures.py b/python/futures.py index 8aca1d25..46aaf115 100644 --- a/python/futures.py +++ b/python/futures.py @@ -8,9 +8,6 @@ import pytz ticker = "GE"
monthcodes = ["F", "G", "H", "J", "K", "M", "N", "Q", "U", "V", "X", "Z"]
-d = datetime.date.today().day
-m = datetime.date.today().month
-y = datetime.date.today().year
def nextIMMDates(startdate, length = 8):
y = startdate.year
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