import treasury as ty #pull the yields for the most recently reported date current = ty.current() #pull the data for 2026 y2026,stacked2026 = ty.get('2026') #pull multiple years of data data, stacked = ty.get(['2025', '2026']) #get all the years available all, all_stacked = ty.get('all')

expires-treasury=86400

from datetime import date, timedelta, datetime import requests import xml.etree.ElementTree as ET from pathlib import Path import pandas as pd from dotenv import load_dotenv import os import davinci.python as py from dotenv import load_dotenv load_dotenv() # expires = os.getenv('expires-treasury') if expires != None:expires = int(expires) ''' Returns an object representing the most recent yields ''' def current(): today_iso = date.today().isoformat() year = today_iso.split('-')[0] flat,_ = get(year) return flat[len(flat)-1] # get all years in a single dataset def get_all(): update() flat = [] stacked = [] files = [f for f in Path(root).iterdir() if f.is_file()] for file in files : content = file.read_text(encoding="utf-8") flat1, stacked1 = process(content) for item in flat1:flat.append(item) for item in stacked1:stacked.append(item) pass return flat, stacked def get_years(): current_year = date.today().year return list(range(1990, current_year)) ''' get takes a single parameter which can be either a list of years a year denoted as a string the string 'all' ''' def get(years): global root flat = [] stacked = [] if isinstance(years, int): years = str(years) if years == 'all': years = get_years() if isinstance(years, str): flat1, stacked1 = retrieve(years) return flat1, stacked1 else: for year in years: flat1, stacked1 = get(year) for item in flat1:flat.append(item) for item in stacked1:stacked.append(item) pass return flat, stacked def process(xml): root = ET.fromstring(xml) date = None stacked = [] flat = [] record = None for elem in root.iter(): tag = elem.tag if 'NEW_DATE' in tag: date = elem.text.split('T')[0] record = {"date":date} flat.append(record) if 'BC_' in tag and 'YEARDISPLAY' not in tag: tagname = tag[tag.find('}')+1:] tagname = tagname.replace('BC_','').replace('YEAR','Y').replace('MONTH','M').replace('_','.') record[tagname] = float(elem.text) record2 = {"date":date} record2['value'] = float(elem.text) record2['period'] = tagname if 'Y' in tagname:record2['time'] = int(tagname[:-1]) else: record2['time'] = float(tagname[:-1])/12 stacked.append(record2) pass return flat, stacked #downloads the file from the treasury website #if save is set to true, it will save it as a local file def retrieve(year, save=True): global root url = 'https://home.treasury.gov/resource-center/data-chart-center/interest-rates/pages/xml?data=daily_treasury_yield_curve&field_tdr_date_value='+str(year) #if the year being requested is not the current year, then do not redownload it, it will not be updated #otherwise, default to the standard expires framework today_iso = date.today().isoformat() cyear = today_iso.split('-')[0] cexpires = expires if cyear!=year:cexpires = None xml = py.cache(url,expires=cexpires) '''with open(root+'treasury/'+year+".txt", "w", encoding="utf-8") as file: file.write(response.text)''' flat, stacked = process(xml) return flat, stacked