def dump_treasury_curves():
"""
Dumps data to be used with zipline.
Puts source treasury and data into zipline.
"""
tr_data = []
for curve in get_treasury_data():
date_as_tuple = curve['date'].timetuple()[0:6] + \
(curve['date'].microsecond,)
# Not ideal but massaging data into expected format
del curve['date']
tr = (date_as_tuple, curve)
tr_data.append(tr)
with get_datafile('treasury_curves.msgpack', mode='wb') as tr_fp:
tr_fp.write(msgpack.dumps(tr_data))
def dump_treasury_curves():
"""
Dumps data to be used with zipline.
Puts source treasury and data into zipline.
"""
tr_data = []
for curve in get_treasury_data():
date_as_tuple = curve['date'].timetuple()[0:6] + \
(curve['date'].microsecond,)
# Not ideal but massaging data into expected format
del curve['date']
tr = (date_as_tuple, curve)
tr_data.append(tr)
with get_datafile('treasury_curves.msgpack', mode='wb') as tr_fp:
tr_fp.write(msgpack.dumps(tr_data))
def update_treasury_curves(last_date):
"""
Updates data in the zipline treasury curves message pack
last_date should be a datetime object of the most recent data
Puts source treasury and data into zipline.
"""
tr_data = []
with get_datafile('treasury_curves.msgpack', mode='rb') as tr_fp:
tr_list = msgpack.loads(tr_fp.read())
for packed_date, curve in tr_list:
tr_data.append((packed_date, curve))
for curve in get_treasury_data():
date_as_tuple = curve['date'].timetuple()[0:6] + \
(curve['date'].microsecond,)
# Not ideal but massaging data into expected format
del curve['date']
tr = (date_as_tuple, curve)
tr_data.append(tr)
with get_datafile('treasury_curves.msgpack', mode='wb') as tr_fp:
tr_fp.write(msgpack.dumps(tr_data))
def update_treasury_curves(last_date):
"""
Updates data in the zipline treasury curves message pack
last_date should be a datetime object of the most recent data
Puts source treasury and data into zipline.
"""
tr_data = []
with get_datafile('treasury_curves.msgpack', mode='rb') as tr_fp:
tr_list = msgpack.loads(tr_fp.read())
for packed_date, curve in tr_list:
tr_data.append((packed_date, curve))
for curve in get_treasury_data():
date_as_tuple = curve['date'].timetuple()[0:6] + \
(curve['date'].microsecond,)
# Not ideal but massaging data into expected format
del curve['date']
tr = (date_as_tuple, curve)
tr_data.append(tr)
with get_datafile('treasury_curves.msgpack', mode='wb') as tr_fp:
tr_fp.write(msgpack.dumps(tr_data))