diff options
Diffstat (limited to 'python/yieldcurve.py')
| -rw-r--r-- | python/yieldcurve.py | 3 |
1 files changed, 1 insertions, 2 deletions
diff --git a/python/yieldcurve.py b/python/yieldcurve.py index ce85110f..8978ecb5 100644 --- a/python/yieldcurve.py +++ b/python/yieldcurve.py @@ -1,4 +1,3 @@ -from common import root from contextlib import closing from itertools import islice import datetime @@ -59,7 +58,7 @@ def getMarkitIRData(effective_date = datetime.date.today(), return MarkitData def get_futures_data(date = datetime.date.today()): - futures_file = os.path.join(root, "data", "Yield Curves", + futures_file = os.path.join(os.environ['DATA_DIR'], "Yield Curves", "futures-{0:%Y-%m-%d}.csv".format(date)) with open(futures_file) as fh: quotes = [float(line.split(",")[1]) for line in fh] |