diff options
author | Danglewood <85772166+deeleeramone@users.noreply.github.com> | 2024-06-11 16:17:49 -0700 |
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committer | Danglewood <85772166+deeleeramone@users.noreply.github.com> | 2024-06-11 16:17:49 -0700 |
commit | 4101af7ab3f453b7e816ccdd821fd58db8973fa2 (patch) | |
tree | 16d21ff1d985246a80bd0f2cf5c637a9802fd9aa | |
parent | d2023766d5cbfee222c6ba596f54c16dfd4c1a65 (diff) |
add treasury minus fed funds to yield curve
3 files changed, 26 insertions, 2 deletions
diff --git a/openbb_platform/providers/fred/openbb_fred/models/high_quality_market.py b/openbb_platform/providers/fred/openbb_fred/models/high_quality_market.py index 3956e73d98e..d8372614644 100644 --- a/openbb_platform/providers/fred/openbb_fred/models/high_quality_market.py +++ b/openbb_platform/providers/fred/openbb_fred/models/high_quality_market.py @@ -85,7 +85,9 @@ class FredHighQualityMarketCorporateBondFetcher( dates = query.date.split(",") dates = [d.replace(d[-2:], "01") if len(d) == 10 else d for d in dates] dates = list(set(dates)) - dates = [f"&observation_date={date}" for date in dates if date] if dates else "" + dates = ( + [f"&observation_date={date}" for date in dates if date] if dates else "" + ) URLS = [ f"https://api.stlouisfed.org/fred/release/tables?release_id=402&element_id={element_id}" + f"{date}&include_observation_values=true&api_key={api_key}" diff --git a/openbb_platform/providers/fred/openbb_fred/models/yield_curve.py b/openbb_platform/providers/fred/openbb_fred/models/yield_curve.py index 0be0ba37f87..0b8aa22e4a5 100644 --- a/openbb_platform/providers/fred/openbb_fred/models/yield_curve.py +++ b/openbb_platform/providers/fred/openbb_fred/models/yield_curve.py @@ -22,12 +22,27 @@ class FREDYieldCurveQueryParams(YieldCurveQueryParams): __json_schema_extra__ = {"date": {"multiple_items_allowed": True}} yield_curve_type: Literal[ - "nominal", "real", "breakeven", "corporate_spot", "corporate_par" + "nominal", + "real", + "breakeven", + "treasury_minus_fed_funds", + "corporate_spot", + "corporate_par", ] = Field( default="nominal", description="Yield curve type." + " Nominal and Real Rates are available daily, others are monthly." + " The closest date to the requested date will be returned.", + json_schema_extra={ + "choices": [ + "nominal", + "real", + "breakeven", + "treasury_minus_fed_funds", + "corporate_spot", + "corporate_par", + ] + }, ) diff --git a/openbb_platform/providers/fred/openbb_fred/utils/fred_helpers.py b/openbb_platform/providers/fred/openbb_fred/utils/fred_helpers.py index a51cf745474..276ea7f7d2e 100644 --- a/openbb_platform/providers/fred/openbb_fred/utils/fred_helpers.py +++ b/openbb_platform/providers/fred/openbb_fred/utils/fred_helpers.py @@ -77,6 +77,13 @@ YIELD_CURVES = { "T20YIEM": "year_20", "T30YIEM": "year_30", }, + "treasury_minus_fed_funds": { + "T3MFF": "month_3", + "T6MFF": "month_6", + "T1YFF": "year_1", + "T5YFF": "year_5", + "T10YFF": "year_10", + }, "corporate_spot": { "HQMCB6MT": "month_6", "HQMCB1YR": "year_1", |