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https://github.com/bspeice/metrik
synced 2025-08-03 06:04:47 -04:00
Get command-line tools up and running
I now have something that actually gets stuff done.
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@ -11,6 +11,7 @@ from luigi.parameter import DateParameter, Parameter
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from six.moves.urllib.parse import quote_plus
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from metrik.tasks.base import MongoCreateTask
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from metrik.trading_days import TradingDay
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LiborRate = namedtuple('LiborRate', [
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'publication', 'overnight', 'one_week', 'one_month', 'two_month',
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@ -27,7 +28,7 @@ class LiborRateTask(MongoCreateTask):
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return 'libor'
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@staticmethod
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def retrieve_data(date, currency):
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def retrieve_historical_libor(date, currency):
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url = ('https://www.theice.com/marketdata/reports/icebenchmarkadmin/'
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'ICELiborHistoricalRates.shtml?excelExport='
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'&criteria.reportDate={}&criteria.currencyCode={}').format(
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@ -80,3 +81,12 @@ class LiborRateTask(MongoCreateTask):
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'six_month': six_month,
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'one_year': one_year
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}
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@staticmethod
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def retrieve_data(date, currency):
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# ICE publish data a day late, so we actually need to retrieve data
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# for the trading day prior to this.
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return LiborRateTask.retrieve_historical_libor(
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date - TradingDay(1),
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currency
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)
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