10-Y bond historical daily data from yahoo.finance

US_bond.py

import time
import datetime
from datetime import date
from selenium import webdriver
from webdriver_manager.chrome import ChromeDriverManager
from selenium.webdriver.common.keys import Keys
import pandas as pd
import os

def download_tables(last_date = date.today(), historical_days = 1450):
    '''
    Downloads 10-Y bond historical daily data
    '''
    driver = webdriver.Chrome(ChromeDriverManager().install())
    driver.get('https://finance.yahoo.com/quote/%5ETNX/history?period1=1492732800&period2=1650326400&interval=1d&filter=history&frequency=1d&includeAdjustedClose=true')
    
    #remove old file with data if it's available
    filePath = 'C:\\Users\\oleg.kazanskyi\\Downloads\\^TNX.csv'
            
    # Check whether the  specified file is available and remove it  
    if os.path.exists(filePath):
        os.remove(filePath)
        print("We remove old csv file with metadata and replace with the newer one")
    
    #Calculating current and historical periods
    todays_year = last_date.year
    todays_month = last_date.month
    todays_day = last_date.day
    historical_date = last_date-datetime.timedelta(days=historical_days)
    historical_year = historical_date.year
    historical_month = historical_date.month
    historical_day = historical_date.day
    
    #Searching an input field for dates
    elem = driver.find_element_by_xpath('//*[@id="Col1-1-HistoricalDataTable-Proxy"]/section/div[1]/div[1]/div[1]/div/div/div/span')
    elem.click()
    time.sleep(3)
    
    #Enter historical date
    elem = driver.find_element_by_xpath('//*[@id="dropdown-menu"]/div/div[1]/input')
    elem.send_keys(historical_year)
    elem.send_keys(Keys.TAB)
    elem.send_keys(historical_month)
    elem.send_keys(historical_day)
    time.sleep(3)
    
    #Enter last date
    elem = driver.find_element_by_xpath('//*[@id="dropdown-menu"]/div/div[2]/input')
    elem.send_keys(todays_year)
    elem.send_keys(Keys.TAB)
    elem.send_keys(todays_month)
    elem.send_keys(todays_day)
    time.sleep(3)
    
    #Press done after entering dates
    elem = driver.find_element_by_xpath('//*[@id="dropdown-menu"]/div/div[3]/button[1]')
    elem.click()
    time.sleep(3)
    
    #Press apply dates range
    elem = driver.find_element_by_xpath('//*[@id="Col1-1-HistoricalDataTable-Proxy"]/section/div[1]/div[1]/button')
    elem.click()
    time.sleep(3)
    
    #press download data
    elem = driver.find_element_by_xpath('//*[@id="Col1-1-HistoricalDataTable-Proxy"]/section/div[1]/div[2]/span[2]/a/span')
    elem.click()
    time.sleep(3)
    
    driver.close
    
    data = pd.read_csv("C:\\Users\\oleg.kazanskyi\\Downloads\\^TNX.csv")
    
    data.Date = pd.to_datetime(data.Date)
    data.rename(columns = {"Date":"date", "Adj Close":"10Y_bonds"}, inplace = True)
    data.set_index(["date"], inplace = True)
    data = data["10Y_bonds"]
    data.dropna(axis = 0, inplace = True)
    
    return data