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https://github.com/OpenBB-finance/OpenBB.git
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830159f718
* Update treasury command to get directly from fed * test * Fix the codespell lint * Mypy * help text * mypy + askobb update * pylint now * Fix #5190 * Fix report * ruff life * Fix #5172 * economy report titles * Make the chart nicer
83 lines
2.0 KiB
Python
83 lines
2.0 KiB
Python
from datetime import datetime
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from io import BytesIO
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from typing import List, Literal, Optional, Union
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import numpy as np
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import pandas as pd
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from openbb_terminal.helper_funcs import request
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maturities = Literal[
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"1m",
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"3m",
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"6m",
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"1y",
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"2y",
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"3y",
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"5y",
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"7y",
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"10y",
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"20y",
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"30y",
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]
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maturityType = Union[maturities, List[maturities]]
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all_mat = [
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"1m",
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"3m",
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"6m",
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"1y",
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"2y",
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"3y",
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"5y",
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"7y",
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"10y",
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"20y",
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"30y",
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]
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def get_treasury_rates(
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maturity: Optional[maturityType] = None,
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start_date: str = "2005-01-01",
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end_date: Optional[str] = datetime.now().strftime("%Y-%m-%d"),
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) -> pd.DataFrame:
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"""Get treasury rates from Federal Reserve
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Parameters
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----------
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maturity : maturityType, optional
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Maturity to get, by default all
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start_date : str, optional
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Start date of data, by default "2005-01-01"
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end_date : str, optional
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End date , by default today
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Returns
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-------
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pd.DataFrame
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Dataframe with date as index and maturity as columns
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Examples
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--------
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>>> from openbb_terminal.sdk import openbb
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>>> treasury_rates = openbb.economy.treasury()
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"""
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url = (
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"https://www.federalreserve.gov/datadownload/Output.aspx?rel=H15&series=bf17364827e38702b42a58cf8eaa3f78"
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"&lastobs=&from=&to=&filetype=csv&label=include&layout=seriescolumn"
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)
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r = request(url)
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df = pd.read_csv(BytesIO(r.content), header=5, index_col=None, parse_dates=True)
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df.columns = ["date"] + all_mat
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df = df.replace("ND", np.nan).fillna("-").dropna(axis=0)
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df = df[
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(pd.to_datetime(df.date) >= pd.to_datetime(start_date))
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& (pd.to_datetime(df.date) <= pd.to_datetime(end_date))
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]
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df[all_mat] = df[all_mat].applymap(lambda x: float(x) if x != "-" else x)
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df["date"] = pd.to_datetime(df["date"])
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df = df.reset_index(drop=True).set_index("date")
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if not maturity:
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return df
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return df[maturity]
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