moving stuff around

src/_py/download.rs

@@ -0,0 +1,43 @@
+use pyo3::prelude::*;
+use pyo3_polars::PyDataFrame;
+
+/// Python wrapper for [`crate::utils::qdf`] module.
+#[allow(deprecated)]
+#[pymodule]
+pub fn download(_py: Python, m: &PyModule) -> PyResult<()> {
+    m.add_function(wrap_pyfunction!(download_jpmaqs_indicators_as_df, m)?)?;
+    Ok(())
+}
+
+/// Python wrapper for downloading JPMAQS indicators as a DataFrame.
+/// See [`crate::download::jpmaqsdownload::download_jpmaqs_indicators_as_df`] for full documentation.
+/// Arguments:
+/// - `client_id`: The client ID.
+/// - `client_secret`: The client secret.
+/// - `tickers`: The tickers.
+/// - `start_date`: The start date.
+/// - `end_date`: The end date.
+/// 
+/// Returns:
+/// - A standardized Quantamental DataFrame.
+#[pyfunction]
+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>,
+) -> PyResult<PyDataFrame> {
+    Ok(PyDataFrame(
+        crate::download::jpmaqsdownload::download_jpmaqs_indicators_as_df(
+            client_id,
+            client_secret,
+            tickers,
+            metrics,
+            start_date,
+            end_date,
+        )
+        .unwrap(),
+    ))
+}

src/_py/mod.rs

@@ -0,0 +1,21 @@
+
+/// Python wrapper for [`crate::utils::qdf`].
+pub mod qdf;
+
+/// Python wrapper for [`crate::download`].
+pub mod download;
+
+/// Python wrapper for [`crate::panel`].
+pub mod panel;
+
+use pyo3::{prelude::*, wrap_pymodule};
+
+/// PyO3 bindings for the `msyrs` Python wrapper.
+#[allow(deprecated)]
+#[pymodule]
+pub fn msyrs(_py: Python, m: &PyModule) -> PyResult<()> {
+    m.add_wrapped(wrap_pymodule!(qdf::qdf))?;
+    m.add_wrapped(wrap_pymodule!(download::download))?;
+    m.add_wrapped(wrap_pymodule!(panel::panel))?;
+    Ok(())
+}

src/_py/panel.rs

@@ -0,0 +1,46 @@
+use pyo3::prelude::*;
+use pyo3_polars::PyDataFrame;
+
+/// Python wrapper for [`crate::panel`] module.
+#[allow(deprecated)]
+#[pymodule]
+pub fn panel(_py: Python, m: &PyModule) -> PyResult<()> {
+    m.add_function(wrap_pyfunction!(historic_vol, m)?)?;
+    Ok(())
+}
+
+/// Python wrapper for calculating historic volatility.
+/// See [`crate::panel::historic_vol`] for full documentation.
+#[pyfunction]
+pub fn historic_vol(
+    df: PyDataFrame,
+    xcat: String,
+    cids: Option<Vec<String>>,
+    lback_periods: Option<usize>,
+    lback_method: Option<String>,
+    half_life: Option<f64>,
+    start: Option<String>,
+    end: Option<String>,
+    est_freq: Option<String>,
+    remove_zeros: Option<bool>,
+    postfix: Option<String>,
+    nan_tolerance: Option<f64>,
+) -> PyResult<PyDataFrame> {
+    Ok(PyDataFrame(
+        crate::panel::historic_vol::historic_vol(
+            df.into(),
+            xcat,
+            cids,
+            lback_periods,
+            lback_method,
+            half_life,
+            start,
+            end,
+            est_freq,
+            remove_zeros,
+            postfix,
+            nan_tolerance,
+        )
+        .unwrap(),
+    ))
+}

src/_py/qdf.rs

@@ -0,0 +1,88 @@
+use pyo3::prelude::*;
+use pyo3_polars::PyDataFrame;
+
+/// Python wrapper for [`crate::utils::qdf`] module.
+#[allow(deprecated)]
+#[pymodule]
+pub fn qdf(_py: Python, m: &PyModule) -> PyResult<()> {
+    m.add_function(wrap_pyfunction!(load_qdf, m)?)?;
+    m.add_function(wrap_pyfunction!(load_qdf_from_download_bank, m)?)?;
+    m.add_function(wrap_pyfunction!(reduce_dataframe, m)?)?;
+    m.add_function(wrap_pyfunction!(update_dataframe, m)?)?;
+    m.add_function(wrap_pyfunction!(pivot_dataframe_by_ticker, m)?)?;
+    Ok(())
+}
+
+/// Python wrapper for loading a Quantamental DataFrame from a CSV file.
+/// See [`crate::utils::qdf::load_quantamental_dataframe`] for full documentation.
+#[pyfunction]
+pub fn load_qdf(file_path: String) -> PyResult<PyDataFrame> {
+    Ok(PyDataFrame(
+        crate::utils::qdf::load_quantamental_dataframe(file_path).unwrap(),
+    ))
+}
+
+/// Python wrapper for loading a Quantamental DataFrame from a download bank.
+/// See [`crate::utils::qdf::load::load_qdf_from_download_bank`] for full documentation.
+#[pyfunction]
+pub fn load_qdf_from_download_bank(
+    folder_path: String,
+    cids: Option<Vec<String>>,
+    xcats: Option<Vec<String>>,
+    tickers: Option<Vec<String>>,
+) -> PyResult<PyDataFrame> {
+    Ok(PyDataFrame(
+        crate::utils::qdf::load::load_qdf_from_download_bank(folder_path, cids, xcats, tickers)
+            .unwrap(),
+    ))
+}
+
+/// Python wrapper for reduce_dataframe
+/// See [`crate::utils::qdf::reduce_df::reduce_dataframe`] for full documentation.
+#[pyfunction]
+pub fn reduce_dataframe(
+    df: PyDataFrame,
+    cids: Option<Vec<String>>,
+    xcats: Option<Vec<String>>,
+    metrics: Option<Vec<String>>,
+    start: Option<String>,
+    end: Option<String>,
+    intersect: Option<bool>,
+) -> PyResult<PyDataFrame> {
+    Ok(PyDataFrame(
+        crate::utils::qdf::reduce_df::reduce_dataframe(
+            df.into(),
+            cids,
+            xcats,
+            metrics,
+            start,
+            end,
+            intersect.unwrap_or(false),
+        )
+        .unwrap(),
+    ))
+}
+
+/// Python wrapper for update_dataframe
+/// See [`crate::utils::qdf::update_df::update_dataframe`] for full documentation.
+#[pyfunction]
+pub fn update_dataframe(
+    df: PyDataFrame,
+    df_add: PyDataFrame,
+    xcat_replace: Option<bool>,
+) -> PyResult<PyDataFrame> {
+    let xcat_replace = xcat_replace.unwrap_or(false);
+    Ok(PyDataFrame(
+        crate::utils::qdf::update_df::update_dataframe(&df.into(), &df_add.into(), xcat_replace)
+            .unwrap(),
+    ))
+}
+
+/// Python wrapper for pivoting a dataframe by ticker.
+/// See [`crate::utils::qdf::pivots::pivot_dataframe_by_ticker`] for full documentation.
+#[pyfunction]
+pub fn pivot_dataframe_by_ticker(df: PyDataFrame, metric: Option<String>) -> PyResult<PyDataFrame> {
+    Ok(PyDataFrame(
+        crate::utils::qdf::pivots::pivot_dataframe_by_ticker(df.into(), metric).unwrap(),
+    ))
+}