mirror of
https://github.com/Magnus167/msyrs.git
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moving stuff around
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@@ -1,16 +1,16 @@
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/// Python API for [`crate::utils::qdf`].
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/// Python wrapper for [`crate::utils::qdf`].
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pub mod qdf;
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/// Python API for [`crate::download`].
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/// Python wrapper for [`crate::download`].
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pub mod download;
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/// Python API for [`crate::panel`].
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/// Python wrapper for [`crate::panel`].
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pub mod panel;
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use pyo3::{prelude::*, wrap_pymodule};
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// use pyo3_polars::PyDataFrame;
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/// PyO3 bindings for the `msyrs` Python wrapper.
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#[allow(deprecated)]
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#[pymodule]
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pub fn msyrs(_py: Python, m: &PyModule) -> PyResult<()> {
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@@ -16,7 +16,7 @@
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//!
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/// Documentation and type-stubs for the `msyrs` Python API.
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pub mod py;
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pub mod _py;
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/// Implementation for the `download` module.
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pub mod download;
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@@ -29,4 +29,4 @@ pub mod panel;
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/// PyO3 bindings for the `msyrs` Python API.
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#[allow(unused_imports)]
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use py::msyrs;
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use _py::msyrs;
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@@ -48,6 +48,26 @@ fn flat_std(x: &Array1<f64>, remove_zeros: bool) -> f64 {
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filtered_x.mapv(f64::abs).mean().unwrap_or(0.0)
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}
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// #[allow(dead_code)]
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// fn single
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/// Calculate historic volatility.
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/// Arguments:
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/// - `df`: A Quantamental DataFrame.
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@@ -81,5 +101,46 @@ pub fn historic_vol(
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) -> Result<DataFrame, Box<dyn std::error::Error>> {
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println!("Calculating historic volatility with the following parameters:");
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println!("xcat: {:?},\ncids: {:?},\nlback_periods: {:?},lback_method: {:?},\nhalf_life: {:?},\nstart: {:?},\nend: {:?},\nest_freq: {:?},\nremove_zeros: {:?},\npostfix: {:?},\nnan_tolerance: {:?}", xcat, cids, lback_periods,lback_method, half_life, start, end, est_freq, remove_zeros, postfix, nan_tolerance);
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Ok(df.to_owned())
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}
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