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)
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