class MyAlgo(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2017, 1, 1)
        self.SetCash(25000)

        self.yield_curve = self.AddData(Quandl1moRate, "USTREASURY/YIELD", Resolution.Daily)

    def OnData(self, slice):
        data = slice["USTREASURY/YIELD"]
        
        one_year = data.GetProperty("1 yr")
        
        # Alternatively, we could do this:
        # one_year = self.yield_curve.GetLastData().GetProperty("1 yr")
        
        self.Log(f'1 mo: {slice["USTREASURY/YIELD"].Value}')
        self.Log(f'1 yr: {one_year}')
        

class Quandl1moRate(PythonQuandl):
    def __init__(self):
        self.ValueColumnName = "1 mo"