diff options
Diffstat (limited to 'python/yieldcurve.py')
| -rw-r--r-- | python/yieldcurve.py | 10 |
1 files changed, 2 insertions, 8 deletions
diff --git a/python/yieldcurve.py b/python/yieldcurve.py index 14faaa74..9fcae54f 100644 --- a/python/yieldcurve.py +++ b/python/yieldcurve.py @@ -3,7 +3,6 @@ from collections import namedtuple from contextlib import closing from itertools import islice import datetime -import lz4.block import os import pandas as pd from quantlib.settings import Settings @@ -55,15 +54,10 @@ def load_curves(currency="USD", date=None): c.execute(sql_str, (date,)) if c: _, curve = c.fetchone() - return YieldCurve.from_bytes(lz4.block.decompress(curve)) + return YieldCurve.from_bytes(curve) else: c.execute(sql_str) - return sorteddict( - [ - (d, YieldCurve.from_bytes(lz4.block.decompress(curve))) - for d, curve in c - ] - ) + return sorteddict([(d, YieldCurve.from_bytes(curve)) for d, curve in c]) def get_curve(effective_date, currency="USD"): |