lastDate = datetime.strptime(csv['DATE'].iloc[-1], '%Y-%m-%d')
# If we have a new update:
if lastAvailableDate < lastDate:
# Pull rate from 2 yrs ago, 1 yr ago, etc
dates['twoYearsAgo'] = (lastDate - timedelta(days=730)).date()
dates['oneYearAgo'] = (lastDate - timedelta(days=365)).date()
dates['sixMonthsAgo'] = (lastDate - timedelta(days=182)).date()
dates['threeMonthsAgo'] = (lastDate - timedelta(days=91)).date()
dates['oneMonthAgo'] = (lastDate - timedelta(days=30)).date()
dates['twoWeeksAgo'] = (lastDate - timedelta(days=14)).date()
dates['oneWeekAgo'] = (lastDate - timedelta(days=7)).date()
dates['yesterday'] = (lastDate - timedelta(days=1)).date()
dates['today'] = lastDate.date()
dates = verifyDates(
csv, dates, 'DATE', 'DGS3MO'
) # If above dates (2 yrs ago, 1 yr ago) are weekends, fix to weekday
values = {
'twoYearsAgo':
getValueFromCSV(csv, dates['twoYearsAgo'].strftime('%Y-%m-%d'), 'DATE',
'DGS3MO'),
'oneYearAgo':
getValueFromCSV(csv, dates['oneYearAgo'].strftime('%Y-%m-%d'), 'DATE',
'DGS3MO'),
'sixMonthsAgo':
getValueFromCSV(csv, dates['sixMonthsAgo'].strftime('%Y-%m-%d'),
'DATE', 'DGS3MO'),
'threeMonthsAgo':
getValueFromCSV(csv, dates['threeMonthsAgo'].strftime('%Y-%m-%d'),
'DATE', 'DGS3MO'),
'oneMonthAgo':
'T10Y2Y'),
'twoWeeksAgo':
getValueFromCSV(csv, dates['twoWeeksAgo'].strftime('%Y-%m-%d'), 'DATE',
'T10Y2Y'),
'oneWeekAgo':
getValueFromCSV(csv, dates['oneWeekAgo'].strftime('%Y-%m-%d'), 'DATE',
'T10Y2Y'),
'yesterday':
getValueFromCSV(csv, dates['yesterday'].strftime('%Y-%m-%d'), 'DATE',
'T10Y2Y'),
'today':
getValueFromCSV(csv, dates['today'].strftime('%Y-%m-%d'), 'DATE',
'T10Y2Y'),
}
dates = verifyDates(
csv, dates, 'DATE',
'T10Y2Y') # Verify all dates are weekdays and not weekends
# Send tweet
tweet = f"US 10Y-2Y Treasury Yield - {lastDate.strftime('%Y-%m-%d')}: {values['today']}%\n\
1d: {values['yesterday']}% ({((values['today']-values['yesterday'])/values['yesterday'])*100:.1f}%)\n\
1w: {values['oneWeekAgo']}% ({((values['today']-values['oneWeekAgo'])/values['oneWeekAgo'])*100:.1f}%)\n\
2w: {values['twoWeeksAgo']}% ({((values['today']-values['twoWeeksAgo'])/values['twoWeeksAgo'])*100:.1f}%)\n\
1m: {values['oneMonthAgo']}% ({((values['today']-values['oneMonthAgo'])/values['oneMonthAgo'])*100:.1f}%)\n\
3m: {values['threeMonthsAgo']}% ({((values['today']-values['threeMonthsAgo'])/values['threeMonthsAgo'])*100:.1f}%)\n\
6m: {values['sixMonthsAgo']}% ({((values['today']-values['sixMonthsAgo'])/values['sixMonthsAgo'])*100:.1f}%)\n\
1y: {values['oneYearAgo']}% ({((values['today']-values['oneYearAgo'])/values['oneYearAgo'])*100:.1f}%)\n\
2y: {values['twoYearsAgo']}% ({((values['today']-values['twoYearsAgo'])/values['twoYearsAgo'])*100:.1f}%)"
notification(tweet)
# get date of last datapoint, in CSV file
lastDate = datetime.strptime(csv['DATE'].iloc[-1],'%Y-%m-%d')
# If we have a new update:
if lastAvailableDate < lastDate:
# Pull values from 2 yrs ago, 1 yr ago, etc
dates['twoYearsAgo'] = (lastDate - timedelta(days=730)).date()
dates['oneYearAgo'] = (lastDate - timedelta(days=365)).date()
dates['sixMonthsAgo'] = (lastDate - timedelta(days=182)).date()
dates['threeMonthsAgo'] = (lastDate - timedelta(days=91)).date()
dates['oneMonthAgo'] = (lastDate - timedelta(days=30)).date()
dates['twoWeeksAgo'] = (lastDate - timedelta(days=14)).date()
dates['oneWeekAgo'] = (lastDate - timedelta(days=7)).date()
dates['yesterday'] = (lastDate - timedelta(days=1)).date()
dates['today'] = lastDate.date()
dates = verifyDates(csv,dates,'DATE','EFFR') # Verify days are weekdays and not weekends
values = {
'twoYearsAgo': getValueFromCSV(csv,dates['twoYearsAgo'].strftime('%Y-%m-%d'),'DATE','EFFR'),
'oneYearAgo': getValueFromCSV(csv,dates['oneYearAgo'].strftime('%Y-%m-%d'),'DATE','EFFR'),
'sixMonthsAgo': getValueFromCSV(csv,dates['sixMonthsAgo'].strftime('%Y-%m-%d'),'DATE','EFFR'),
'threeMonthsAgo': getValueFromCSV(csv,dates['threeMonthsAgo'].strftime('%Y-%m-%d'),'DATE','EFFR'),
'oneMonthAgo': getValueFromCSV(csv,dates['oneMonthAgo'].strftime('%Y-%m-%d'),'DATE','EFFR'),
'twoWeeksAgo': getValueFromCSV(csv,dates['twoWeeksAgo'].strftime('%Y-%m-%d'),'DATE','EFFR'),
'oneWeekAgo': getValueFromCSV(csv,dates['oneWeekAgo'].strftime('%Y-%m-%d'),'DATE','EFFR'),
'yesterday': getValueFromCSV(csv,dates['yesterday'].strftime('%Y-%m-%d'),'DATE','EFFR'),
'today': getValueFromCSV(csv,dates['today'].strftime('%Y-%m-%d'),'DATE','EFFR'),
}
# Send tweet
tweet = f"Effective Federal Funds Rate (overnight) - {lastDate.strftime('%Y-%m-%d')}: {values['today']}%\n\
1d: {values['yesterday']}% ({((values['today']-values['yesterday'])/values['yesterday'])*100:.1f}%)\n\
# get date of last datapoint, in CSV file
lastDate = datetime.strptime(csv['DATE'].iloc[-1], '%Y-%m-%d')
# If we have a new update:
if lastAvailableDate < lastDate:
# Pull rate from 2 yrs ago, 1 yr ago, etc
dates['twoYearsAgo'] = (lastDate - timedelta(days=730)).date()
dates['oneYearAgo'] = (lastDate - timedelta(days=365)).date()
dates['sixMonthsAgo'] = (lastDate - timedelta(days=182)).date()
dates['threeMonthsAgo'] = (lastDate - timedelta(days=91)).date()
dates['oneMonthAgo'] = (lastDate - timedelta(days=30)).date()
dates['twoWeeksAgo'] = (lastDate - timedelta(days=14)).date()
dates['oneWeekAgo'] = (lastDate - timedelta(days=7)).date()
dates['yesterday'] = (lastDate - timedelta(days=1)).date()
dates['today'] = lastDate.date()
dates = verifyDates(csv, dates, 'DATE', 'BAMLH0A0HYM2')
values = {
'twoYearsAgo':
getValueFromCSV(csv, dates['twoYearsAgo'].strftime('%Y-%m-%d'), 'DATE',
'BAMLH0A0HYM2'),
'oneYearAgo':
getValueFromCSV(csv, dates['oneYearAgo'].strftime('%Y-%m-%d'), 'DATE',
'BAMLH0A0HYM2'),
'sixMonthsAgo':
getValueFromCSV(csv, dates['sixMonthsAgo'].strftime('%Y-%m-%d'),
'DATE', 'BAMLH0A0HYM2'),
'threeMonthsAgo':
getValueFromCSV(csv, dates['threeMonthsAgo'].strftime('%Y-%m-%d'),
'DATE', 'BAMLH0A0HYM2'),
'oneMonthAgo':
getValueFromCSV(csv, dates['oneMonthAgo'].strftime('%Y-%m-%d'), 'DATE',