magnus167/msyrs
1
0
Fork 0
mirror of https://github.com/Magnus167/msyrs.git synced 2025-08-20 04:20:00 +00:00
Code Issues Packages Projects Releases Wiki Activity

Add linear_composite function to panel module with appropriate signature

Browse Source
This commit is contained in:
Palash Tyagi 2025-04-08 22:37:53 +01:00
parent e37b4c19cb
commit 8a9b6bc88f
1 changed files with 54 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

55
src/_py/panel.rs
View File

@ -8,6 +8,7 @@ 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)?)?;
m.add_function(wrap_pyfunction!(linear_composite, m)?)?;
Ok(())
}
@ -56,8 +57,60 @@ pub fn get_bdates_from_col_hv(dfw: PyDataFrame, est_freq: &str) -> PyResult<PySe
))
}
#[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())
}
#[pyfunction(signature = (
df,
xcats,
cids,
weights = None,
signs = None,
weight_xcats = None,
normalize_weights = false,
start = None,
end = None,
blacklist = None,
complete_xcats = false,
complete_cids = false,
new_xcat = None,
new_cid = None
))]
pub fn linear_composite(
df: PyDataFrame,
xcats: Vec<String>,
cids: Vec<String>,
weights: Option<Vec<f64>>,
signs: Option<Vec<f64>>,
weight_xcats: Option<Vec<String>>,
normalize_weights: bool,
start: Option<String>,
end: Option<String>,
blacklist: Option<std::collections::HashMap<String, Vec<String>>>,
complete_xcats: bool,
complete_cids: bool,
new_xcat: Option<String>,
new_cid: Option<String>,
) -> PyResult<PyDataFrame> {
Ok(PyDataFrame(
crate::panel::linear_composite::linear_composite(
&df.into(),
xcats,
cids,
weights,
signs,
weight_xcats,
normalize_weights,
start,
end,
blacklist,
complete_xcats,
complete_cids,
new_xcat,
new_cid,
)
.unwrap(),
))
}