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mirror of https://github.com/bspeice/metrik synced 2025-08-03 06:04:47 -04:00

Can now fetch LIBOR data correctly

This commit is contained in:
Bradlee Speice
2016-08-12 20:18:12 -04:00
parent 14e0b404dd
commit 98d669eab3
8 changed files with 84 additions and 19 deletions

View File

@ -1,4 +1,5 @@
from luigi.task import Task
from luigi.parameter import DateParameter, Parameter
# noinspection PyUnresolvedReferences
from six.moves.urllib.parse import quote_plus
import pytz
@ -9,6 +10,8 @@ import csv
from io import StringIO
from dateutil.parser import parse
from metrik.targets.mongo_target import MongoTarget
LiborRate = namedtuple('LiborRate', [
'publication', 'overnight', 'one_week', 'one_month', 'two_month',
@ -18,6 +21,16 @@ LiborRate = namedtuple('LiborRate', [
class LiborRateTask(Task):
date = DateParameter()
currency = Parameter()
def output(self):
return MongoTarget('libor', hash(self.task_id))
def run(self):
libor_record = self.retrieve_data(self.date, self.currency)
self.output().persist(libor_record._asdict())
@staticmethod
def retrieve_data(date, currency):
url = ('https://www.theice.com/marketdata/reports/icebenchmarkadmin/'