From b249c45979bd41f817538f4fc69f8de133063f01 Mon Sep 17 00:00:00 2001
From: Palash Tyagi <23239946+Magnus167@users.noreply.github.com>
Date: Tue, 8 Apr 2025 19:03:58 +0100
Subject: [PATCH] added hist vol notebook
---
notebooks/funcwise/historic_vol.ipynb | 515 ++++++++++++++++++++++++++
1 file changed, 515 insertions(+)
create mode 100644 notebooks/funcwise/historic_vol.ipynb
diff --git a/notebooks/funcwise/historic_vol.ipynb b/notebooks/funcwise/historic_vol.ipynb
new file mode 100644
index 0000000..5e63c39
--- /dev/null
+++ b/notebooks/funcwise/historic_vol.ipynb
@@ -0,0 +1,515 @@
+{
+ "cells": [
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "### Import Python packages\n"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 1,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "import macrosynergy\n",
+ "import pandas as pd\n",
+ "import numpy as np\n",
+ "import polars as pl\n",
+ "import os\n",
+ "\n",
+ "from macrosynergy.panel import view_timelines\n",
+ "from macrosynergy.management.types import QuantamentalDataFrame\n"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "### Import Python bindings - `msyrs`\n"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 2,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "import msyrs"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 3,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "DATA_FOLDER_PATH = \"E:/Work/jpmaqs-data\"\n",
+ "# DATA_FOLDER_PATH = \"C:/Users/PalashTyagi/Code/go-dataquery/jpmaqs-data\"\n",
+ "DQ_CLIENT_ID = os.getenv(\"DQ_CLIENT_ID\")\n",
+ "DQ_CLIENT_SECRET = os.getenv(\"DQ_CLIENT_SECRET\")"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 4,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "import time\n",
+ "\n",
+ "nb_start_time = time.time()"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 5,
+ "metadata": {},
+ "outputs": [
+ {
+ "name": "stdout",
+ "output_type": "stream",
+ "text": [
+ "Time taken to load qdf: 0.0\n"
+ ]
+ },
+ {
+ "data": {
+ "text/html": [
+ "\n",
+ "
shape: (5, 7)| real_date | cid | xcat | value | grading | eop_lag | mop_lag |
|---|
| date | str | str | f64 | f64 | i64 | i64 |
| 2010-03-03 | "USD" | "ADPEMPL_SA_P1M1ML1" | -0.173806 | 3.0 | 3 | 33 |
| 2010-03-04 | "USD" | "ADPEMPL_SA_P1M1ML1" | -0.173806 | 3.0 | 4 | 34 |
| 2010-03-05 | "USD" | "ADPEMPL_SA_P1M1ML1" | -0.173806 | 3.0 | 5 | 35 |
| 2010-03-08 | "USD" | "ADPEMPL_SA_P1M1ML1" | -0.173806 | 3.0 | 8 | 38 |
| 2010-03-09 | "USD" | "ADPEMPL_SA_P1M1ML1" | -0.173806 | 3.0 | 9 | 39 |