treasuries.py 文件源码

def get_treasury_data(start_date, end_date):
    return pd.read_csv(
        "http://www.federalreserve.gov/datadownload/Output.aspx"
        "?rel=H15"
        "&series=bf17364827e38702b42a58cf8eaa3f78"
        "&lastObs="
        "&from="  # An unbounded query is ~2x faster than specifying dates.
        "&to="
        "&filetype=csv"
        "&label=omit"
        "&layout=seriescolumn"
        "&type=package",
        skiprows=1,  # First row is a useless header.
        parse_dates=['Time Period'],
        na_values=['ND'],  # Presumably this stands for "No Data".
        index_col=0,
    ).loc[
        start_date:end_date
    ].dropna(
        how='all'
    ).rename(
        columns=parse_treasury_csv_column
    ).tz_localize('UTC') * 0.01  # Convert from 2.57% to 0.0257.