Ejemplo n.º 1
0
end=dt.date.today()
LI3=pd.date_range(start, end, freq='D')


curr=['USD','GBP','EUR']
libor_1m=[]
for i in curr:
    tick=i+'1MTD156N'
    libor_1m.append(tick)


df_libor_1m=pd.DataFrame(index=LI3)
for i in libor_1m:
    df2 = DataReader(i, "fred", start,end)
    df2=df2.applymap(f)
    df2=df2.ffill()
    df_libor_1m[i]=df2
df_libor_1m=df_libor_1m.ffill()
df_libor_1m.columns=curr
print df_libor_1m.head(8)


libor_1w=[]
for i in curr:
    tick=i+'1WKD156N'
    libor_1w.append(tick)

df_libor_1w=pd.DataFrame(index=LI3)
for i in libor_1w:
    df2 = DataReader(i, "fred", start,end)
    df2=df2.applymap(f)
Ejemplo n.º 2
0
def get_data(start,end,sec):
    fl = lambda x: float(x)
    data = DataReader(sec, "yahoo", start,end)
    data=data.applymap(fl)
    data=data.ffill()
    return data