Add Python wrappers for get_bdates_from_col_hv and get_period_indices_hv functions

src/_py/mod.rs

@@ -1,4 +1,3 @@
-
 /// Python wrapper for [`crate::utils::qdf`].
 pub mod qdf;
 

src/_py/panel.rs

@@ -1,11 +1,13 @@
 use pyo3::prelude::*;
-use pyo3_polars::PyDataFrame;
+use pyo3_polars::{PyDataFrame, PySeries};
 
 /// 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)?)?;
+    m.add_function(wrap_pyfunction!(get_bdates_from_col_hv, m)?)?;
+    m.add_function(wrap_pyfunction!(get_period_indices_hv, m)?)?;
     Ok(())
 }
 
@@ -44,3 +46,18 @@ pub fn historic_vol(
         .unwrap(),
     ))
 }
+
+#[pyfunction]
+pub fn get_bdates_from_col_hv(dfw: PyDataFrame, est_freq: &str) -> PyResult<PySeries> {
+    Ok(PySeries(
+        crate::panel::historic_vol::get_bdates_from_col_hv(&dfw.into(), est_freq)
+            .unwrap()
+            .into(),
+    ))
+}
+
+
+#[pyfunction]
+pub fn get_period_indices_hv(dfw: PyDataFrame, est_freq: &str) -> PyResult<Vec<usize>> {
+    Ok(crate::panel::historic_vol::get_period_indices_hv(&dfw.into(), est_freq).unwrap())
+}