pull_bondret_treasury

Functions to pull and save treasury returns data.

Data source: https://openbondassetpricing.com/wp-content/uploads/2024/06/bondret_treasury.csv

This module provides functions to download the treasury returns CSV file from the given URL and save it to a local data directory. You can later load the saved file for further analysis.

Module Contents

Functions

pull_bondret_treasury_file	Pulls the treasury returns CSV file from the specified URL.
load_bondret_treasury_file	Loads the locally saved treasury returns file.
_demo

Data

DATA_DIR
BOND_TREASURY_URL

API

pull_bondret_treasury.DATA_DIR

‘Path(…)’

pull_bondret_treasury.BOND_TREASURY_URL

‘https://openbondassetpricing.com/wp-content/uploads/2024/06/bondret_treasury.csv’

pull_bondret_treasury.pull_bondret_treasury_file(url=BOND_TREASURY_URL)

Pulls the treasury returns CSV file from the specified URL.

Parameters

url : str, optional URL of the CSV file containing treasury returns data, by default BOND_TREASURY_URL

Returns

pd.DataFrame DataFrame with the treasury returns data.

pull_bondret_treasury.load_bondret_treasury_file(data_dir=DATA_DIR)

Loads the locally saved treasury returns file.

Parameters

data_dir : Path, optional The directory where the treasury returns file is saved, by default DATA_DIR

Returns

pd.DataFrame DataFrame with the treasury returns data.

pull_bondret_treasury._demo()