diff options
| -rw-r--r-- | python/markit/rates.py | 5 |
1 files changed, 2 insertions, 3 deletions
diff --git a/python/markit/rates.py b/python/markit/rates.py index 386cea7e..700a9304 100644 --- a/python/markit/rates.py +++ b/python/markit/rates.py @@ -4,6 +4,7 @@ from io import BytesIO import lz4 import os import pandas as pd +from pandas.tseries.offsets import BDay from psycopg2 import sql import requests import xml.etree.ElementTree as ET @@ -14,10 +15,8 @@ from pickle import dumps def downloadMarkitIRData(download_date=datetime.date.today(), currency="USD"): conn = dbconn("serenitasdb") - ## T+1 rates are published in the evening - effective_date = download_date + datetime.timedelta(days=1) basedir = os.path.join(os.environ['DATA_DIR'], "Yield Curves") - filename = f"InterestRates_{currency}_{effective_date:%Y%m%d}" + filename = f"InterestRates_{currency}_{download_date:%Y%m%d}" if not os.path.exists(os.path.join(basedir, filename + '.xml')): r = requests.post(f'http://www.markit.com/news/{filename}.zip') if "zip" in r.headers['content-type']: |