diff options
Diffstat (limited to 'python/yieldcurve.py')
| -rw-r--r-- | python/yieldcurve.py | 7 |
1 files changed, 3 insertions, 4 deletions
diff --git a/python/yieldcurve.py b/python/yieldcurve.py index 7f27fe67..2dadf311 100644 --- a/python/yieldcurve.py +++ b/python/yieldcurve.py @@ -13,10 +13,9 @@ import matplotlib.pyplot as plt def getMarkitIRData(date = datetime.date.today()): basedir = os.path.join(root, "data", "Yield Curves") - datestr = date.strftime("%Y%m%d") - filename = "InterestRates_USD_{0}.xml".format(datestr) + filename = "InterestRates_USD_{%Y%m%d}.xml".format(date) if not os.path.exists(os.path.join(basedir, filename)): - r = requests.get('http://www.markit.com/news/InterestRates_USD_{0}.zip'.format(datestr)) + r = requests.get('http://www.markit.com/news/InterestRates_USD_{%Y%m%d}.zip'.format(date)) if "x-zip" in r.headers['content-type']: with zipfile.ZipFile(BytesIO(r.content)) as z: z.extractall(path = os.path.join(root, "data", "Yield Curves")) @@ -38,7 +37,7 @@ def getMarkitIRData(date = datetime.date.today()): def get_futures_data(date = datetime.date.today()): futures_file = os.path.join(root, "data", "Yield Curves", - "futures-{0}.csv".format(date.strftime("%Y-%m-%d"))) + "futures-{%Y-%m-%d}.csv".format(date) with open(futures_file) as fh: quotes = [float(line.split(",")[1]) for line in fh] return quotes |