Refactored Calendar

cuemacro · Dec 26, 2020 · b6156e8 · b6156e8
1 parent 29da4d5
commit b6156e8
Show file tree

Hide file tree

Showing 18 changed files with 182 additions and 223 deletions.
diff --git a/README.md b/README.md
@@ -126,7 +126,8 @@ individual data providers)
 # Coding log
 
 * 26 Dec 2020
-    * Added missing holiday file
+  * Added missing holiday file
+  * Refactored Calendar (so is no longer dependent on Filter)
 * 24 Dec 2020
   * Remove logger as field variable in IOEngine
   * Fixed Calendar methods so can take single input

diff --git a/findatapy/market/market.py b/findatapy/market/market.py
@@ -801,13 +801,13 @@ def get_base_depos(self, start, end, currencies, tenor, cut="NYC", data_source="
 
         for cr in currencies:
 
-            # Special case for Fed Funds Effective Rate
-            if cr == 'USD':
-                tickers.append("Fed Funds Effective Rate")
-
             for tn in tenor:
                 tickers.append(cr + tn)
 
+        # Special case for Fed Funds Effective Rate
+        if 'USDFedEffectiveRate' not in tickers:
+            tickers.append("USDFedEffectiveRate")
+
         # For depos there usually isn't a 10AM NYC cut available, so just use TOK data
         if cut == '10AM':
             cut = 'TOK'