예제 #1
0
파일: cftccot.py 프로젝트: waldenven/tsdata
 def _updateyear(self, y):
     # docot
     if y<2011:
         url = 'http://cftc.gov/files/dea/history/com_disagg_xls_hist_2006_2010.zip'
     else:
         url = 'http://cftc.gov/files/dea/history/com_disagg_xls_%d.zip' % (y)
     df   = parsecftc(url)
     return dropdupe(df, ['date', 'Market_and_Exchange_Names'])
예제 #2
0
 def _loadarchive(self):
     if self._cache is not None:
         return
     session      = Session(self.url, True, False, False)
     root         = session.book.get_root_account()
     book         = session.book
     account      = book.get_root_account()
     commod_table = book.get_table()
     pdb          = book.get_price_db()
     df           = full_price_list(commod_table, pdb)
     df['value']  = df['num'] * 1.0 / df['denom']
     session.end()
     session.destroy()
     self._cache  = dropdupe(df, ['date', 'namespace', 'commod'])