Remove frozendict from us_fed script

scripts/us_fed/treasury_constant_maturity_rates/generate_csv_and_mcf.py

@@ -28,7 +28,6 @@
 from absl import app
 from absl import flags
 import pandas as pd
-from frozendict import frozendict
 
 FLAGS = flags.FLAGS
 flags.DEFINE_boolean("csv", True, "Whether or not to generate the csv.")
@@ -42,7 +41,7 @@
 # Maturities for which interest rates are provided by BEA.
 # Treasury bills have maturities of a year or less, notes greater than 1 year up
 # to 10 years, and bonds greater than 10 years.
-MATURITIES = frozendict({
+MATURITIES = {
     "1-month": "Bill",
     "3-month": "Bill",
     "6-month": "Bill",
@@ -54,7 +53,7 @@
     "10-year": "Note",
     "20-year": "Bond",
     "30-year": "Bond"
-})
+}
 
 # URL of the raw csv
 CSV_URL = "https://www.federalreserve.gov/datadownload/Output.aspx?rel=H15&"\

scripts/us_fed/treasury_constant_maturity_rates/treasury_constant_maturity_rates.csv

@@ -16163,3 +16163,34 @@ date,1-Month,3-Month,6-Month,1-Year,2-Year,3-Year,5-Year,7-Year,10-Year,20-Year,
 2023-12-13,5.52,5.44,5.33,4.94,4.46,4.18,4.00,4.04,4.04,4.36,4.19
 2023-12-14,5.54,5.43,5.31,4.90,4.37,4.09,3.90,3.93,3.92,4.21,4.03
 2023-12-15,5.54,5.44,5.33,4.95,4.44,4.13,3.91,3.94,3.91,4.19,4.00
+2023-12-18,5.52,5.46,5.36,4.95,4.43,4.15,3.94,3.97,3.95,4.23,4.05
+2023-12-19,5.51,5.43,5.35,4.93,4.41,4.15,3.94,3.96,3.93,4.23,4.03
+2023-12-20,5.50,5.44,5.33,4.88,4.34,4.06,3.86,3.88,3.86,4.17,3.98
+2023-12-21,5.54,5.42,5.31,4.84,4.33,4.06,3.87,3.91,3.89,4.19,4.03
+2023-12-22,5.54,5.44,5.31,4.82,4.31,4.04,3.87,3.92,3.90,4.21,4.05
+2023-12-25,,,,,,,,,,,
+2023-12-26,5.53,5.45,5.28,4.83,4.26,4.05,3.89,3.91,3.89,4.20,4.04
+2023-12-27,5.55,5.44,5.26,4.79,4.20,3.97,3.78,3.81,3.79,4.10,3.95
+2023-12-28,5.57,5.45,5.28,4.82,4.26,4.02,3.83,3.84,3.84,4.14,3.98
+2023-12-29,5.60,5.40,5.26,4.79,4.23,4.01,3.84,3.88,3.88,4.20,4.03
+2024-01-01,,,,,,,,,,,
+2024-01-02,5.55,5.46,5.24,4.80,4.33,4.09,3.93,3.95,3.95,4.25,4.08
+2024-01-03,5.54,5.48,5.25,4.81,4.33,4.07,3.90,3.92,3.91,4.21,4.05
+2024-01-04,5.56,5.48,5.25,4.85,4.38,4.14,3.97,3.99,3.99,4.30,4.13
+2024-01-05,5.54,5.47,5.24,4.84,4.40,4.17,4.02,4.04,4.05,4.37,4.21
+2024-01-08,5.54,5.49,5.24,4.82,4.36,4.11,3.97,3.99,4.01,4.33,4.17
+2024-01-09,5.53,5.47,5.24,4.82,4.36,4.09,3.97,4.00,4.02,4.33,4.18
+2024-01-10,5.53,5.46,5.23,4.82,4.37,4.10,3.99,4.01,4.04,4.35,4.20
+2024-01-11,5.54,5.46,5.22,4.75,4.26,4.02,3.90,3.95,3.98,4.32,4.18
+2024-01-12,5.55,5.45,5.16,4.65,4.14,3.92,3.84,3.91,3.96,4.32,4.20
+2024-01-15,,,,,,,,,,,
+2024-01-16,5.54,5.45,5.18,4.70,4.22,4.02,3.95,4.01,4.07,4.43,4.30
+2024-01-17,5.54,5.47,5.20,4.80,4.34,4.12,4.02,4.07,4.10,4.42,4.31
+2024-01-18,5.53,5.45,5.20,4.80,4.34,4.13,4.04,4.10,4.14,4.48,4.37
+2024-01-19,5.54,5.45,5.21,4.84,4.39,4.18,4.08,4.12,4.15,4.47,4.36
+2024-01-22,5.53,5.46,5.22,4.83,4.37,4.14,4.03,4.07,4.11,4.44,4.32
+2024-01-23,5.53,5.45,5.21,4.81,4.31,4.16,4.06,4.11,4.14,4.48,4.38
+2024-01-24,5.52,5.44,5.22,4.83,4.34,4.19,4.06,4.14,4.18,4.52,4.41
+2024-01-25,5.54,5.44,5.19,4.76,4.28,4.12,4.01,4.07,4.14,4.49,4.38
+2024-01-26,5.54,5.44,5.19,4.78,4.34,4.15,4.04,4.10,4.15,4.49,4.38
+2024-01-29,5.53,5.42,5.19,4.76,4.29,4.10,3.97,4.02,4.08,4.42,4.31