added py-bindings for panel/hist_vol

src/panel/mod.rs

@@ -0,0 +1,3 @@
+pub mod historic_vol;
+
+

src/py/mod.rs

@@ -5,6 +5,9 @@ pub mod qdf;
 /// Python API for [`crate::download`].
 pub mod download;
 
+/// Python API for [`crate::panel`].
+pub mod panel;
+
 use pyo3::{prelude::*, wrap_pymodule};
 // use pyo3_polars::PyDataFrame;
 
@@ -13,5 +16,6 @@ use pyo3::{prelude::*, wrap_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(),
+    ))
+}