query_global_rates
Fetch global rates data for backtesting and save it as a CSV file. Supports US Treasury yields, Fed funds, dollar index, and VIX.
Instructions
Query global rates for backtesting. Output is written to file_path as CSV. kind=us_treasury: 美债收益率(2/5/10/30Y 及 10Y-2Y 利差,1990 起;tenure 选期限,短端期限仅近 1000 交易日). kind=fed_rate: 美联储 EFFR 日频有效联邦基金利率(纽约联储 API,2000-07 起). kind=dxy: 美元指数(东财失败自动回退 Yahoo). kind=vix: VIX 波动率指数(CBOE 直连,1990 起).
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| kind | Yes | Query type | |
| tenure | No | Treasury tenure (us_treasury only, default all) | |
| end_date | No | End date YYYY-MM-DD | |
| file_path | Yes | Output CSV file path | |
| start_date | No | Start date YYYY-MM-DD |