diff options
Diffstat (limited to 'python/markit/rates.py')
| -rw-r--r-- | python/markit/rates.py | 7 |
1 files changed, 3 insertions, 4 deletions
diff --git a/python/markit/rates.py b/python/markit/rates.py index 07d1e5f1..7d96bbb4 100644 --- a/python/markit/rates.py +++ b/python/markit/rates.py @@ -1,5 +1,4 @@ from db import dbconn -from common import root import datetime from io import BytesIO import os @@ -15,17 +14,17 @@ def downloadMarkitIRData(download_date=datetime.date.today(), conn = dbconn("serenitasdb") ## T+1 rates are published in the evening effective_date = download_date + datetime.timedelta(days=1) - basedir = os.path.join(root, "data", "Yield Curves") + basedir = os.path.join(os.environ['DATA_DIR'], "Yield Curves") filename = "InterestRates_{0}_{1:%Y%m%d}".format(currency, effective_date) if not os.path.exists(os.path.join(basedir, filename + '.xml')): r = requests.get('http://www.markit.com/news/{0}.zip'.format(filename)) if "zip" in r.headers['content-type']: with zipfile.ZipFile(BytesIO(r.content)) as z: - z.extractall(path = os.path.join(root, "data", "Yield Curves")) + z.extractall(path = os.path.join(os.environ['DATA_DIR'], "Yield Curves")) else: return downloadMarkitIRData(download_date - datetime.timedelta(days=1)) - tree = ET.parse(os.path.join(root, "data", "Yield Curves", filename + '.xml')) + tree = ET.parse(os.path.join(os.environ['DATA_DIR'], "Yield Curves", filename + '.xml')) deposits = zip([e.text for e in tree.findall('./deposits/*/tenor')], [float(e.text) for e in tree.findall('./deposits/*/parrate')]) swaps = zip([e.text for e in tree.findall('./swaps/*/tenor')], |