From 8a9b6bc88f8650dd4ea991297693080e247d3084 Mon Sep 17 00:00:00 2001
From: Palash Tyagi <23239946+Magnus167@users.noreply.github.com>
Date: Tue, 8 Apr 2025 22:37:53 +0100
Subject: [PATCH] Add linear_composite function to panel module with
 appropriate signature

---
 src/_py/panel.rs | 55 +++++++++++++++++++++++++++++++++++++++++++++++-
 1 file changed, 54 insertions(+), 1 deletion(-)

diff --git a/src/_py/panel.rs b/src/_py/panel.rs
index a332677..493a933 100644
--- a/src/_py/panel.rs
+++ b/src/_py/panel.rs
@@ -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(),
+    ))
+}