Warning issued: Risk: No rate within 1 trading day of end date

[twiecki]

[2013-04-25 17:08] WARNING: Risk: No rate within 1 trading day of end date = 2006-02-08 00:00:00+00:00 and term = 30year. Using 2002-02-15 00:00:00+00:00. Check that date doesn't exceed treasury history range.

How to reproduce:
run dual_moving_average.py example.

[u8mybrownies]

I'm having the same issue

[benmccann]

This is #1 on my wish list. I think the best fix for this is to extend back the range that we have treasury data for. I put together a pull request to grab a better data set to address this. It's not doing anything with the data after grabbing it, so that'd be the next step. #134

[ehebert]

Evaluating/getting the treasury fix in is reaching the top of my queue.

[benmccann]

that's great! thanks @ehebert =)

[richafrank]

#2626 removed the dependency on treasury curves.