Process the Permanent Open Market Operation (POMO) XML data from the NY Federal Reserve Bank.

processPOMO.py

import csv
import dateutil.parser
import lxml, lxml.etree

rangeString = '20050825_20101025'
xmlRoot = lxml.etree.parse("data/pomo_{0}.xml".format(rangeString)).getroot()
xmlData = xmlRoot.getchildren()[1]

pomoData = []

for xmlGroup in xmlData:
	operationDate = dateutil.parser.parse(xmlGroup.attrib['operationDate'])
	operationDirection = xmlGroup.attrib['operationDirection']
	operationType = xmlGroup.attrib['operationType']
	releaseTime = xmlGroup.attrib['releaseTime']
	closeTime = xmlGroup.attrib['closeTime']
	
	if operationType != 'AGENCY':
		maturityRangeStart = dateutil.parser.parse(xmlGroup.attrib['maturityRangeStart'])
		maturityRangeEnd = dateutil.parser.parse(xmlGroup.attrib['maturityRangeEnd'])
	else:
		maturityRangeStart = None
		maturityRangeEnd = None

	numIssues = len(list(xmlGroup)) - 2
	totalAccepted = float(list(xmlGroup)[-2].getchildren()[0].attrib['value'])
	totalSubmitted = float(list(xmlGroup)[-1].getchildren()[0].attrib['value'])
	
	pomoData.append((operationDate, operationDirection, operationType, releaseTime, closeTime, maturityRangeStart, maturityRangeEnd, numIssues, totalAccepted, totalSubmitted))

w = csv.writer(open("pomo_{0}.csv".format(rangeString), 'w'))
w.writerows(pomoData)