fixedincome/treasury some fixes (#4413)

* Fix treasury * Update oecd_model.py --------- Co-authored-by: James Maslek <jmaslek11@gmail.com>
2026-11-13 21:02:13 +00:00 · 2023-03-07 15:18:51 +01:00
parent fdcc6b0252
commit 3d84247e5f
10 changed files with 86 additions and 28 deletions
--- a/openbb_terminal/fixedincome/fixedincome_controller.py
+++ b/openbb_terminal/fixedincome/fixedincome_controller.py
@@ -77,10 +77,10 @@ class FixedIncomeController(BaseController):
            # These values need to work with multi options which
            # is why they are defined here
            self.choices["treasury"]["--short"] = {
-                c: None for c in oecd_model.COUNTRY_TO_CODE
+                c: None for c in oecd_model.COUNTRY_TO_CODE_SHORT
            }
            self.choices["treasury"]["--long"] = {
-                c: None for c in oecd_model.COUNTRY_TO_CODE
+                c: None for c in oecd_model.COUNTRY_TO_CODE_LONG
            }

            self.choices["spot"]["--maturity"] = {
--- a/openbb_terminal/fixedincome/oecd_model.py
+++ b/openbb_terminal/fixedincome/oecd_model.py
@@ -11,8 +11,57 @@ from openbb_terminal.decorators import log_start_end

 logger = logging.getLogger(__name__)

+COUNTRY_TO_CODE_SHORT = {
+    "australia": "AUS",
+    "austria": "AUT",
+    "belgium": "BEL",
+    "bulgaria": "BGR",
+    "canada": "CAN",
+    "switzerland": "CHE",
+    "chile": "CHL",
+    "china": "CHN",
+    "colombia": "COL",
+    "costa_rica": "CRI",
+    "czech_republic": "CZE",
+    "germany": "DEU",
+    "denmark": "DNK",
+    "euro_area": "EA19",
+    "spain": "ESP",
+    "estonia": "EST",
+    "finland": "FIN",
+    "france": "FRA",
+    "united_kingdom": "GBR",
+    "greece": "GRC",
+    "croatia": "HRV",
+    "hungary": "HUN",
+    "indonesia": "IDN",
+    "india": "IND",
+    "ireland": "IRL",
+    "iceland": "ISL",
+    "israel": "ISR",
+    "italy": "ITA",
+    "japan": "JPN",
+    "korea": "KOR",
+    "lithuania": "LTU",
+    "luxembourg": "LUX",
+    "latvia": "LVA",
+    "mexico": "MEX",
+    "netherlands": "NLD",
+    "norway": "NOR",
+    "new_zealand": "NZL",
+    "poland": "POL",
+    "portugal": "PRT",
+    "romania": "ROU",
+    "russia": "RUS",
+    "slovak_republic": "SVK",
+    "slovenia": "SVN",
+    "sweden": "SWE",
+    "united_states": "USA",
+    "south_africa": "ZAF",
+}

-COUNTRY_TO_CODE = {
+
+COUNTRY_TO_CODE_LONG = {
    "australia": "AUS",
    "austria": "AUT",
    "belgium": "BEL",
@@ -27,6 +76,7 @@ COUNTRY_TO_CODE = {
    "czech_republic": "CZE",
    "germany": "DEU",
    "denmark": "DNK",
+    "euro_area": "EA19",
    "spain": "ESP",
    "estonia": "EST",
    "finland": "FIN",
@@ -112,7 +162,7 @@ def get_interest_rate_data(
        elif len(end_date) > 8:
            end_date = end_date[:8]
        df = pd.read_csv(
-            f"https://stats.oecd.org/sdmx-json/data/DP_LIVE/.LTINT.TOT.PC_PA.M/OECD?contentType=csv&detail=code"
+            f"https://stats.oecd.org/sdmx-json/data/DP_LIVE/.STINT.TOT.PC_PA.M/OECD?contentType=csv&detail=code"
            f"&separator=comma&csv-lang=en&startPeriod={start_date}&endPeriod={end_date}",
            index_col=5,
        )
@@ -131,11 +181,12 @@ def get_interest_rate_data(
            month = int(end_date[5:7])
            end_date = end_date[:4] + "-Q" + str((month - 1) // 3 + 1)
        df = pd.read_csv(
-            f"https://stats.oecd.org/sdmx-json/data/DP_LIVE/.LTINTFORECAST.TOT.PC_PA.Q/OECD?contentType=csv&detail"
+            f"https://stats.oecd.org/sdmx-json/data/DP_LIVE/.STINTFORECAST.TOT.PC_PA.Q/OECD?contentType=csv&detail"
            f"=code&separator=comma&csv-lang=en&startPeriod={start_date}&endPeriod={end_date}",
            index_col=5,
        )
        data_name = "3 month with forecast"
+
    elif data == "long":
        if isinstance(start_date, datetime):
            start_date = start_date.strftime("%Y-%m")
@@ -146,7 +197,7 @@ def get_interest_rate_data(
        elif len(end_date) > 8:
            end_date = end_date[:8]
        df = pd.read_csv(
-            f"https://stats.oecd.org/sdmx-json/data/DP_LIVE/.STINT.TOT.PC_PA.M/OECD?contentType=csv&detail=code"
+            f"https://stats.oecd.org/sdmx-json/data/DP_LIVE/.LTINT.TOT.PC_PA.M/OECD?contentType=csv&detail=code"
            f"&separator=comma&csv-lang=en&startPeriod={start_date}&endPeriod={end_date}",
            index_col=5,
        )
@@ -165,7 +216,7 @@ def get_interest_rate_data(
            month = int(end_date[5:7])
            end_date = end_date[:4] + "-Q" + str((month - 1) // 3 + 1)
        df = pd.read_csv(
-            f"https://stats.oecd.org/sdmx-json/data/DP_LIVE/.STINTFORECAST.TOT.PC_PA.Q/OECD?contentType=csv&detail"
+            f"https://stats.oecd.org/sdmx-json/data/DP_LIVE/.LTINTFORECAST.TOT.PC_PA.Q/OECD?contentType=csv&detail"
            f"=code&separator=comma&csv-lang=en&startPeriod={start_date}&endPeriod={end_date}",
            index_col=5,
        )
@@ -176,7 +227,14 @@ def get_interest_rate_data(

    result = pd.DataFrame()
    for country in countries:  # type: ignore
-        temp = pd.DataFrame(df[df["LOCATION"] == COUNTRY_TO_CODE[country]]["Value"])
+        if data in ["short", "short_forecast"]:
+            temp = pd.DataFrame(
+                df[df["LOCATION"] == COUNTRY_TO_CODE_SHORT[country]]["Value"]
+            )
+        else:
+            temp = pd.DataFrame(
+                df[df["LOCATION"] == COUNTRY_TO_CODE_LONG[country]]["Value"]
+            )
        temp.columns = [f"{country} ({data_name})"]
        result = pd.concat([result, temp], axis=1)

--- a/tests/openbb_terminal/fixedincome/cassettes/test_oecd_model/test_get_interest_rates[long].yaml
+++ b/tests/openbb_terminal/fixedincome/cassettes/test_oecd_model/test_get_interest_rates[long].yaml
@@ -9,11 +9,11 @@ interactions:
      User-Agent:
      - Python-urllib/3.9
    method: GET
-    uri: https://stats.oecd.org/sdmx-json/data/DP_LIVE/.STINT.TOT.PC_PA.M/OECD?contentType=csv&detail=code&separator=comma&csv-lang=en&startPeriod=2022-01&endPeriod=2022-01
+    uri: https://stats.oecd.org/sdmx-json/data/DP_LIVE/.LTINT.TOT.PC_PA.M/OECD?contentType=csv&detail=code&separator=comma&csv-lang=en&startPeriod=2022-01&endPeriod=2022-01
  response:
    body:
      string: "\uFEFF\"LOCATION\",\"INDICATOR\",\"SUBJECT\",\"MEASURE\",\"FREQUENCY\",\"TIME\",\"Value\",\"Flag
-        Codes\"\r\n\"CHL\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",5.56,\r\n\"USA\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",0.22,\r\n\"NZL\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",1.03,\r\n\"DNK\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",-0.29,\r\n\"ISR\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",0.02,\r\n\"GBR\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",0.53,\r\n\"BEL\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",-0.5601,\r\n\"RUS\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",8.96,\r\n\"IDN\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",3.75,\r\n\"HUN\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",4.0645,\r\n\"FIN\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",-0.5601,\r\n\"LUX\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",-0.5601,\r\n\"ESP\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",-0.5601,\r\n\"NOR\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",1.1,\r\n\"JPN\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",-0.049,\r\n\"GRC\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",-0.5601,\r\n\"KOR\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",1.39,\r\n\"AUT\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",-0.5601,\r\n\"SVK\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",-0.5601,\r\n\"EST\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",-0.5601,\r\n\"SVN\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",-0.5601,\r\n\"CAN\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",0.4571955,\r\n\"DEU\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",-0.5601,\r\n\"PRT\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",-0.5601,\r\n\"ISL\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",2.71,\r\n\"AUS\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",0.07,\r\n\"IRL\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",-0.5601,\r\n\"NLD\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",-0.5601,\r\n\"CHE\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",-0.72,\r\n\"ZAF\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",3.87,\r\n\"CZE\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",4.21,\r\n\"POL\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",3.02,\r\n\"CHN\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",3.32,\r\n\"SWE\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",-0.16,\r\n\"MEX\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",5.87,\r\n\"FRA\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",-0.5601,\r\n\"ITA\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",-0.5601,\r\n\"COL\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",3.47,\r\n\"LVA\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",-0.5601,\r\n\"EA19\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",-0.5601,\r\n\"LTU\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",-0.5601,\r\n\"CRI\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",1.83,\r\n\"IND\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",3.63,\r\n\"BGR\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",0.0089,\r\n\"HRV\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",-0.5601,\r\n\"ROU\",\"STINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",3.0465,\r\n"
+        Codes\"\r\n\"IRL\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",0.3803,\r\n\"AUS\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",1.88,\r\n\"POL\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",4,\r\n\"CHE\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",0.045,\r\n\"NLD\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",-0.098,\r\n\"DEU\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",-0.1147619,\r\n\"ISL\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",4.48,\r\n\"PRT\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",0.58,\r\n\"CAN\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",1.759,\r\n\"ITA\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",1.346,\r\n\"FRA\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",0.31,\r\n\"CHL\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",5.886167,\r\n\"CZE\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",3.12,\r\n\"SWE\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",0.36,\r\n\"SVN\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",0.4,\r\n\"ZAF\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",9.83,\r\n\"USA\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",1.76,\r\n\"FIN\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",0.17909,\r\n\"NZL\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",2.56,\r\n\"ESP\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",0.6645238,\r\n\"HUN\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",4.71,\r\n\"LUX\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",-0.039,\r\n\"DNK\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",0.114,\r\n\"BEL\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",0.26,\r\n\"ISR\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",1.43,\r\n\"GBR\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",1.2051,\r\n\"AUT\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",0.1813,\r\n\"KOR\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",2.492,\r\n\"NOR\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",1.86,\r\n\"GRC\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",1.62,\r\n\"SVK\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",0.25235,\r\n\"JPN\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",0.17,\r\n\"LVA\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",0.38,\r\n\"EA19\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",0.5339,\r\n\"COL\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",9.26,\r\n\"LTU\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",0.16,\r\n\"CRI\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",8.33,\r\n\"IND\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",6.65,\r\n\"EST\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",0.31,\r\n\"IDN\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",6.413286,\r\n\"BRA\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",6.08,\r\n\"CHN\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",2.6997,\r\n\"BGR\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",0.57,\r\n\"HRV\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",0.7,\r\n\"ROU\",\"LTINT\",\"TOT\",\"PC_PA\",\"M\",\"2022-01\",5.37,\r\n"
    headers:
      Access-Control-Allow-Headers:
      - Content-Type
@@ -26,11 +26,11 @@ interactions:
      Connection:
      - close
      Content-Disposition:
-      - attachment;filename=DP_LIVE_21022023190450184.csv
+      - attachment;filename=DP_LIVE_06032023232908485.csv
      Content-Type:
      - text/csv
      Date:
-      - Tue, 21 Feb 2023 18:04:49 GMT
+      - Mon, 06 Mar 2023 22:29:07 GMT
      Transfer-Encoding:
      - chunked
    status:
--- a/tests/openbb_terminal/fixedincome/cassettes/test_oecd_model/test_get_interest_rates[long_forecast].yaml
+++ b/tests/openbb_terminal/fixedincome/cassettes/test_oecd_model/test_get_interest_rates[long_forecast].yaml
@@ -9,11 +9,11 @@ interactions:
      User-Agent:
      - Python-urllib/3.9
    method: GET
-    uri: https://stats.oecd.org/sdmx-json/data/DP_LIVE/.STINTFORECAST.TOT.PC_PA.Q/OECD?contentType=csv&detail=code&separator=comma&csv-lang=en&startPeriod=2022-Q1&endPeriod=2022-Q1
+    uri: https://stats.oecd.org/sdmx-json/data/DP_LIVE/.LTINTFORECAST.TOT.PC_PA.Q/OECD?contentType=csv&detail=code&separator=comma&csv-lang=en&startPeriod=2022-Q1&endPeriod=2022-Q1
  response:
    body:
      string: "\uFEFF\"LOCATION\",\"INDICATOR\",\"SUBJECT\",\"MEASURE\",\"FREQUENCY\",\"TIME\",\"Value\",\"Flag
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      - Content-Type
@@ -26,11 +26,11 @@ interactions:
      Connection:
      - close
      Content-Disposition:
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+      - attachment;filename=DP_LIVE_06032023232909938.csv
      Content-Type:
      - text/csv
      Date:
-      - Tue, 21 Feb 2023 18:04:49 GMT
+      - Mon, 06 Mar 2023 22:29:09 GMT
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--- a/tests/openbb_terminal/fixedincome/cassettes/test_oecd_model/test_get_interest_rates[short].yaml
+++ b/tests/openbb_terminal/fixedincome/cassettes/test_oecd_model/test_get_interest_rates[short].yaml
@@ -9,11 +9,11 @@ interactions:
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@@ -26,11 +26,11 @@ interactions:
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+      - attachment;filename=DP_LIVE_06032023232907547.csv
      Content-Type:
      - text/csv
      Date:
-      - Tue, 21 Feb 2023 18:04:47 GMT
+      - Mon, 06 Mar 2023 22:29:07 GMT
      Transfer-Encoding:
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--- a/tests/openbb_terminal/fixedincome/cassettes/test_oecd_model/test_get_interest_rates[short_forecast].yaml
+++ b/tests/openbb_terminal/fixedincome/cassettes/test_oecd_model/test_get_interest_rates[short_forecast].yaml
@@ -9,11 +9,11 @@ interactions:
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    headers:
      Access-Control-Allow-Headers:
      - Content-Type
@@ -26,11 +26,11 @@ interactions:
      Connection:
      - close
      Content-Disposition:
-      - attachment;filename=DP_LIVE_21022023190449372.csv
+      - attachment;filename=DP_LIVE_06032023232907985.csv
      Content-Type:
      - text/csv
      Date:
-      - Tue, 21 Feb 2023 18:04:48 GMT
+      - Mon, 06 Mar 2023 22:29:07 GMT
      Transfer-Encoding:
      - chunked
    status:
--- a/tests/openbb_terminal/fixedincome/csv/test_oecd_model/test_get_interest_rates[long].csv
+++ b/tests/openbb_terminal/fixedincome/csv/test_oecd_model/test_get_interest_rates[long].csv
@@ -1,2 +1,2 @@
 ,united_states (10 year),canada (10 year)
-2022-01-01,0.22,0.4571955
+2022-01-01,1.76,1.759
--- a/tests/openbb_terminal/fixedincome/csv/test_oecd_model/test_get_interest_rates[long_forecast].csv
+++ b/tests/openbb_terminal/fixedincome/csv/test_oecd_model/test_get_interest_rates[long_forecast].csv
@@ -1,2 +1,2 @@
 ,united_states (10 year with forecast),canada (10 year with forecast)
-2022-01-01,0.443333333333333,0.651304655666667
+2022-01-01,1.94,1.923549199
--- a/tests/openbb_terminal/fixedincome/csv/test_oecd_model/test_get_interest_rates[short].csv
+++ b/tests/openbb_terminal/fixedincome/csv/test_oecd_model/test_get_interest_rates[short].csv
@@ -1,2 +1,2 @@
 ,united_states (3 month),canada (3 month)
-2022-01-01,1.76,1.759
+2022-01-01,0.22,0.4571955
--- a/tests/openbb_terminal/fixedincome/csv/test_oecd_model/test_get_interest_rates[short_forecast].csv
+++ b/tests/openbb_terminal/fixedincome/csv/test_oecd_model/test_get_interest_rates[short_forecast].csv
@@ -1,2 +1,2 @@
 ,united_states (3 month with forecast),canada (3 month with forecast)
-2022-01-01,1.94,1.923549199
+2022-01-01,0.443333333333333,0.651304655666667