# msyrs

A Rust implementation of the [Macrosynergy Python Package](https://github.com/macrosynergy/macrosynergy).

## Build and install the Python package

Install Cargo:

```
curl https://sh.rustup.rs -sSf | sh
```

Create a virtual environment:

```bash
python -m venv .venv
```

```bash
# source .venv/bin/activate
./.venv/Scripts/activate
pip install uv
uv pip install maturin jupyter notebook
uv pip install .

# alternatively, directly use maturin:
# maturin develop --release
```

Install from uv + Git (if authenticated):

```bash
uv pip install git+https://github.com/Magnus167/msyrs@main
```

## Status

- [x] Download

  - [ ] Pending: Optimize thread pool

- Utils

  - [ ] QDF
    - [x] Read QDF
    - [x] Reduce DF
    - [x] Update DF
    - [ ] Get Blacklist
    - [ ] Apply Blacklist

- Panel
  - [ ] Historic Volatility
  - [ ] Linear Composites
  - [ ] Make Relative Value
  - [ ] Imputers
  - [ ] Panel Calculator !?!
