问在日期上循环函数- Python

EN

def importdata (fileloc, date, name, max_maturity=None):
    'Imports data from a given location, date and name'
    data = pd.read_csv(fileloc) # file location 
    data = data[ (data['date']) == date] # getting the date of the curve
    data =  data.loc[:, data.columns.str.startswith(name)] # getting the curve wanted at the date
    data = data.T # Transposing the data
    data = data.reset_index()
    data.columns = ['maturity','spot rate'] # renaming columns
    data['maturity'] = data.maturity.str.rsplit(n=1).str[-1]
    if max_maturity:
        data = data.iloc[:data.loc[data.maturity.str.contains(max_maturity,na=False)].index[0]+1]
    return data


def interpolate (dataframe, TENOR, freq):

    'Gets the forward rates from given tenors (X) and corresponding spot rates (Y)'
    
    terms= dataframe["maturity"].tolist()
    rates= dataframe['spot rate'].tolist() 
    
    dc = ql.Actual360()
    settlement_days = 0
    if Curve =='3M USD' or Curve == '6M EUR' or Curve == '6M GBP': 
        
        helpers = []

        for term, r in zip(terms, rates):
            if Curve == '3M USD': 
                swapIndex = ql.UsdLiborSwapIsdaFixAm(ql.Period((term)))
                helpers.append(ql.SwapRateHelper(r/100, swapIndex))
            elif Curve == '6M EUR':
                swapIndex = ql.EuriborSwapIsdaFixB(ql.Period((term)))
                helpers.append(ql.SwapRateHelper(r/100, swapIndex))
            elif Curve == '6M GBP': 
                #swapIndex = ql.SwapIndex('GBP Libor', ql.Period(term), settlement_days, ql.GBPCurrency(), ql.UnitedKingdom(), ql.Period('6M'), ql.Following, dc, ql.GBPLibor)
                swapIndex = ql.GbpLiborSwapIsdaFix(ql.Period((term)))
                helpers.append(ql.SwapRateHelper(r/100, swapIndex))
            
    elif Curve == 'EONIA' or Curve =='SONIA' or Curve =='FF':
       
        OIS_helpers = []
        
        if Curve == 'EONIA': 
            calendar = ql.TARGET()
            EONIA = ql.OvernightIndex("EONIA", settlement_days, ql.EURCurrency(), calendar, dc)
           
            for i in range(len(terms)):
                tenor = ql.Period(terms[i])
                rate = rates[i]
                OIS_helpers.append(ql.OISRateHelper(settlement_days, tenor, ql.QuoteHandle(ql.SimpleQuote(rate/100)), EONIA)) 
           
        elif Curve =='SONIA': 
            calendar = ql.UnitedKingdom()
            SONIA = ql.OvernightIndex("SONIA", settlement_days, ql.GBPCurrency(), calendar, dc)
            
            for i in range(len(terms)):
                tenor = ql.Period(terms[i])
                rate = rates[i]
                OIS_helpers.append(ql.OISRateHelper(settlement_days, tenor, ql.QuoteHandle(ql.SimpleQuote(rate/100)), SONIA)) 
                    
        elif Curve == 'FF': 
            calendar = ql.UnitedStates()
            FedF = ql.OvernightIndex("FedF", settlement_days, ql.USDCurrency(), calendar, dc)
            
            for i in range(len(terms)):
                tenor = ql.Period(terms[i])
                rate = rates[i]
                OIS_helpers.append(ql.OISRateHelper(settlement_days, tenor, ql.QuoteHandle(ql.SimpleQuote(rate/100)), FedF)) 
         
        helpers = OIS_helpers
    
    curve = ql.PiecewiseSplineCubicDiscount(0, ql.TARGET(), helpers, dc)
    curve.enableExtrapolation()                                                                           
    
    days = ql.MakeSchedule(curve.referenceDate(), curve.maxDate() , ql.Period(freq)) #Frequency
    
    if Curve == '3M USD' or Curve =='FF':
        fwds = [
            curve.forwardRate(d, ql.UnitedStates().advance(d,ql.Period(TENOR)), dc, ql.Simple).rate()*100
            for d in days
        ]
   
    elif Curve =='6M EUR' or Curve == 'EONIA': 
        fwds = [
            curve.forwardRate(d, ql.TARGET().advance(d,ql.Period(TENOR)), dc, ql.Simple).rate()*100 
            for d in days
        ]
    
    elif Curve =='6M GBP' or Curve == 'SONIA':
        fwds = [
            curve.forwardRate(d, ql.UnitedKingdom().advance(d,ql.Period(TENOR)), dc, ql.Simple).rate()*100
            for d in days
        ]
  
    fwdsdic = {Date:fwds}
    fwdcomp = pd.DataFrame(fwdsdic)
 
    ALL_FWD = fwdcomp.to_csv('1y1y.csv', header = '1y1y')     
    
    return fwdcomp;

    maturity    spot rate
0   1Y  0.105
1   18M 0.19
2   2Y  0.265
3   3Y  0.41100000000000003
4   4Y  0.542
5   5Y  0.655
6   6Y  0.7509999999999999
7   7Y  0.833
8   8Y  0.904
9   9Y  0.966
10  10Y 1.021
11  12Y 1.093
12  15Y 1.157
13  20Y 1.182
14  25Y 1.18
15  30Y 1.162
16  40Y 1.073
17  50Y 1.01

AllDate = all_data['date']
for dt in AllDate.iteritems():
    data = importdata(locationAll, dt, Curve)
    interpolate(data, '1y', '1y')

ValueError: Length mismatch: Expected axis has 1 elements, new values have 2 elements

AllDate = all_data['date']
for dt in AllDate.iterrows():
    data = importdata(location, dt, Curve)
    interpolate(data, '1y', '1y')