From 421178a5bba96764128854fac2c0341f55ca079c Mon Sep 17 00:00:00 2001
From: Palash Tyagi <23239946+Magnus167@users.noreply.github.com>
Date: Fri, 29 Nov 2024 00:49:11 +0000
Subject: [PATCH] wip: hist vol

---
 src/panel/historic_vol.rs | 25 ++++++++++++++++++++++++-
 1 file changed, 24 insertions(+), 1 deletion(-)

diff --git a/src/panel/historic_vol.rs b/src/panel/historic_vol.rs
index d89dcef..8b2baa2 100644
--- a/src/panel/historic_vol.rs
+++ b/src/panel/historic_vol.rs
@@ -249,7 +249,7 @@ fn get_period_indices(
 /// - `remove_zeros`: Whether to remove zero values from the calculation. Defaults to False.
 /// - `postfix`: A string to append to XCAT of the result series.
 /// - `nan_tolerance`: The maximum proportion of NaN values allowed in the calculation.
-/// 
+///
 #[allow(unused_variables)]
 pub fn historic_vol(
     df: polars::prelude::DataFrame,
@@ -269,19 +269,40 @@ pub fn historic_vol(
     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);
     let mut dfw = pivot_dataframe_by_ticker(df.clone(), Some("value".to_string()))?;
 
+    println!("Successfully pivoted the DataFrame.");
+
     let lback_periods = lback_periods.unwrap_or(20);
     let lback_method = lback_method.unwrap_or("ma".to_string());
     let half_life = half_life;
+
+    println!("Successfully got lback_periods, lback_method, and half_life.");
+
     let start = start.unwrap_or(dfw.column("real_date")?.date()?.min().unwrap().to_string());
     let end = end.unwrap_or(dfw.column("real_date")?.date()?.max().unwrap().to_string());
+
+    println!("Successfully got start and end dates.");
+
     let est_freq = est_freq.unwrap_or("D".to_string());
+
+    println!("Successfully got est_freq.");
+
     let remove_zeros = remove_zeros.unwrap_or(false);
+
+    println!("Successfully got remove_zeros.");
+
     let postfix = postfix.unwrap_or("_HISTVOL".to_string());
+
+    println!("Successfully got postfix.");
+
     let nan_tolerance = nan_tolerance.unwrap_or(0.25);
 
+    println!("Successfully got nan_tolerance.");
+
     let start_date = NaiveDate::parse_from_str(&start, "%Y-%m-%d")?;
     let end_date = NaiveDate::parse_from_str(&end, "%Y-%m-%d")?;
 
+    println!("Successfully parsed start and end dates.");
+
     dfw = dfw
         .lazy()
         .filter(
@@ -298,6 +319,8 @@ pub fn historic_vol(
         )
         .collect()?;
 
+    println!("Successfully filtered the DataFrame.");
+
     let period = match est_freq.as_str() {
         "W" => "weekly",
         "M" => "monthly",