Welcome to treasurycurves’s documentation!
Readme
Access and chart US Treasury Curve data
Full documentation can be found at treasury-curves.readthedocs.io
Selecting and plotting data
Using the Developer API found at treasury.gov, one can find yield curves dating back to the 90’s.
Access data for a particular date using curves("2022-08-08")
.
curves will find the nearest valid date (weekday) and returns a pandas dataframes of all curves
available on that date or nearest to it. calling curves()
will use the current date.
Optionally specify curves(allow_missing=True)
to keep years with missing data.
Alternatively, you can retrieve all data by calling download()
.
Once you have the data, it is possible to plot out the yield curves with
plot(curves_data, start="2022-01-01", end="2022-05-03", num_years=1)
.
Specify the number of years, or pick a start and end date to sample from, as the chart would otherwise
become inundated with yield curve data.
Save your data in a spreadsheet using export(curves_data, file_extension="csv")
and specify
“csv” or “xlsx” to determine the file type.
Using treasurycurves from the Command Line
Install through pip:
pip install treasury-curves
Once installing, you can run the entrypoint:
treasury --help
Use the module directly:
import treasury
Working inside the repository
python treasury.py --help
usage: treasury.py [-h] [-a] [-s START] [-e END] [-d DATE] [-y YEARS] [-p] [-o OUTPUT]
treasurycurves - query and analyze US Treasury yield data
optional arguments:
-h, --help show this help message and exit
-a, --allowna Allow NaN values
-s START, --start START
Year to start analysis
-e END, --end END Year to end analysis. If equal to start, analyze curves for the year
-d DATE, --date DATE Date in YYYY-MM-DD to analyze
-y YEARS, --years YEARS
Num years before end to analyze
-p, --plot Plot yield curves
-o OUTPUT, --output OUTPUT
File extension to save data (csv or xlsx), leave empty to avoid saving file