Table of Contents
In [43]:
import pandas_datareader as pdr
import matplotlib.pyplot as plt
import datetime as dt
import pandas as pd
from pandas.plotting import register_matplotlib_converters
register_matplotlib_converters() # Allow matplotlib have access to timestamp
import matplotlib.ticker as mplticker
In [44]:
USRec = pd.read_excel('recDates.xlsx')
In [45]:
USRec = USRec.iloc[23:]; USRec
Out[45]:
| Peak | Trough | |
|---|---|---|
| 23 | 1953-07-01 00:00:00 | 1954-05-01 00:00:00 |
| 24 | 1957-08-01 00:00:00 | 1958-04-01 00:00:00 |
| 25 | 1960-04-01 00:00:00 | 1961-02-01 00:00:00 |
| 26 | 1969-12-01 00:00:00 | 1970-11-01 00:00:00 |
| 27 | 1973-11-01 00:00:00 | 1975-03-01 00:00:00 |
| 28 | 1980-01-01 00:00:00 | 1980-07-01 00:00:00 |
| 29 | 1981-07-01 00:00:00 | 1982-11-01 00:00:00 |
| 30 | 1990-07-01 00:00:00 | 1991-03-01 00:00:00 |
| 31 | 2001-03-01 00:00:00 | 2001-11-01 00:00:00 |
| 32 | 2007-12-01 00:00:00 | 2009-06-01 00:00:00 |
In [46]:
for col in USRec.columns:
USRec[col] = pd.to_datetime(USRec[col])
In [49]:
start = dt.datetime(1950, 1, 1)
end = dt.datetime.today()
FFR = pdr.data.DataReader('FEDFUNDS', 'fred', start, end)
#TrWt_DollarIndex = pdr.data.DataReader('FEDFDTWEXBGSUNDS', 'fred', start, end)
In [53]:
FFR.max()+1
Out[53]:
FEDFUNDS 19.1 dtype: float64
In [70]:
fig, ax = plt.subplots(figsize = (12, 7))
for ix, row in USRec.iterrows():
ax.fill_between(row,FFR.max()+1, color='gray', alpha=.3)
ax.plot(FFR, color = 'CornflowerBlue')
ax.yaxis.grid(True)
ax.set_title('Federal Funds Rate')
ax.set_ylim((FFR.min()-.2).iloc[0], (FFR.max()+1).iloc[0])
plt.show()
In [72]:
USRec
Out[72]:
| Peak | Trough | |
|---|---|---|
| 23 | 1953-07-01 | 1954-05-01 |
| 24 | 1957-08-01 | 1958-04-01 |
| 25 | 1960-04-01 | 1961-02-01 |
| 26 | 1969-12-01 | 1970-11-01 |
| 27 | 1973-11-01 | 1975-03-01 |
| 28 | 1980-01-01 | 1980-07-01 |
| 29 | 1981-07-01 | 1982-11-01 |
| 30 | 1990-07-01 | 1991-03-01 |
| 31 | 2001-03-01 | 2001-11-01 |
| 32 | 2007-12-01 | 2009-06-01 |
In [73]:
USRec.iterrows?
In [ ]: