add Python wrapper for downloading JPMaQS indicators as DataFrame

src/download/jpmaqsdownload.rs

@@ -368,3 +368,41 @@ fn save_indicators_list_as_csvs(
     }
     Ok(())
 }
+
+/// Function to download the JPMaQS tickers as a DataFrame. Solely exists to allow for a simpler
+/// Python wrapper for downloading JPMaQS data.
+pub fn download_jpmaqs_indicators_as_df(
+    client_id: String,
+    client_secret: String,
+    tickers: Vec<String>,
+    metrics: Option<Vec<String>>,
+    start_date: Option<String>,
+    end_date: Option<String>,
+) -> Result<polars::prelude::DataFrame, Box<dyn Error>> {
+    let metrics = metrics.unwrap_or_else(|| {
+        DEFAULT_JPMAQS_METRICS
+            .iter()
+            .map(|s| s.to_string())
+            .collect()
+    });
+
+    // if metrics== "ALL", then use the default metrics
+    let metrics = if metrics.len() == 1 && metrics[0] == "ALL" {
+        DEFAULT_JPMAQS_METRICS
+            .iter()
+            .map(|s| s.to_string())
+            .collect()
+    } else {
+        metrics
+    };
+
+    let mut jpamqs_download = JPMaQSDownload::new(client_id, client_secret);
+    let download_args = JPMaQSDownloadGetIndicatorArgs {
+        tickers: tickers,
+        metrics: metrics,
+        start_date: start_date.unwrap_or("1990-01-01".to_string()),
+        end_date: end_date.unwrap_or("TODAY+2D".to_string()),
+        ..Default::default()
+    };
+    jpamqs_download.get_indicators_qdf(download_args)
+}