1 files changed, 9 insertions, 15 deletions
diff --git a/python/markit/rates.py b/python/markit/rates.py
index 8b596217..433a8a6a 100644
--- a/python/markit/rates.py
+++ b/python/markit/rates.py
@@ -1,33 +1,28 @@
 from . import dbconn
 import datetime
+from env import DATA_DIR
 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
 import zipfile
 from yieldcurve import YC, ql_to_jp
-from pickle import dumps
 
 
-def downloadMarkitIRData(download_date=datetime.date.today(), currency="USD"):
-    conn = dbconn("serenitasdb")
-    basedir = os.path.join(os.environ["DATA_DIR"], "Yield Curves")
-    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")
+def downloadMarkitIRData(conn, download_date=datetime.date.today(), currency="USD"):
+    base_dir = DATA_DIR / "Yield Curves"
+    curve_file = base_dir / f"InterestRates_{currency}_{download_date:%Y%m%d}.xml"
+    if not curve_file.exists():
+        r = requests.post(f"http://www.markit.com/news/{curve_file.stem}.zip")
         if "zip" in r.headers["content-type"]:
             with zipfile.ZipFile(BytesIO(r.content)) as z:
-                z.extractall(path=os.path.join(os.environ["DATA_DIR"], "Yield Curves"))
+                z.extractall(path=base_dir)
         else:
             raise ValueError(r.content.decode().rstrip())
 
-    tree = ET.parse(
-        os.path.join(os.environ["DATA_DIR"], "Yield Curves", filename + ".xml")
-    )
+    tree = ET.parse(curve_file)
     deposits = zip(
         [e.text for e in tree.findall("./deposits/*/tenor")],
         [float(e.text) for e in tree.findall("./deposits/*/parrate")],
@@ -40,7 +35,7 @@ def downloadMarkitIRData(download_date=datetime.date.today(), currency="USD"):
     MarkitData = {
         "deposits": list(deposits),
         "swaps": list(swaps),
-        "effectiveasof": pd.Timestamp(effectiveasof).date(),
+        "effectiveasof": datetime.date.fromisoformat(effectiveasof),
     }
     ql_yc = YC(
         currency=currency,
@@ -67,4 +62,3 @@ def downloadMarkitIRData(download_date=datetime.date.today(), currency="USD"):
             insert_str, [MarkitData["effectiveasof"]] + [r[1] for r in instruments]
         )
     conn.commit()
-    conn.close()