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Add Python wrapper for utils module and update msyrs.pyi to include utils functions
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@ -7,6 +7,9 @@ pub mod download;
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/// Python wrapper for [`crate::panel`].
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/// Python wrapper for [`crate::panel`].
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pub mod panel;
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pub mod panel;
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/// Python wrapper for [`crate::utils`].
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pub mod utils;
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use pyo3::{prelude::*, wrap_pymodule};
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use pyo3::{prelude::*, wrap_pymodule};
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/// PyO3 bindings for the `msyrs` Python wrapper.
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/// PyO3 bindings for the `msyrs` Python wrapper.
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@ -16,5 +19,6 @@ pub fn msyrs(_py: Python, m: &PyModule) -> PyResult<()> {
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m.add_wrapped(wrap_pymodule!(qdf::qdf))?;
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m.add_wrapped(wrap_pymodule!(qdf::qdf))?;
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m.add_wrapped(wrap_pymodule!(download::download))?;
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m.add_wrapped(wrap_pymodule!(download::download))?;
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m.add_wrapped(wrap_pymodule!(panel::panel))?;
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m.add_wrapped(wrap_pymodule!(panel::panel))?;
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m.add_wrapped(wrap_pymodule!(utils::utils))?;
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Ok(())
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Ok(())
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}
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}
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22
src/_py/utils.rs
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22
src/_py/utils.rs
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@ -0,0 +1,22 @@
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use pyo3::prelude::*;
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use pyo3_polars::{PyDataFrame, PySeries};
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/// Python wrapper for [`crate::utils::qdf`] module.
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#[allow(deprecated)]
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#[pymodule]
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pub fn utils(_py: Python, m: &PyModule) -> PyResult<()> {
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m.add_function(wrap_pyfunction!(get_bdates_series_default, m)?)?;
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Ok(())
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}
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#[pyfunction]
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pub fn get_bdates_series_default(
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start_date: String,
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end_date: String,
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freq: Option<String>,
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) -> PyResult<PySeries> {
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Ok(PySeries(
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crate::utils::dateutils::get_bdates_series_default(start_date, end_date, freq)
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.map_err(|e| PyErr::new::<pyo3::exceptions::PyValueError, _>(format!("{}", e)))?,
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))
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}
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@ -34,16 +34,23 @@ class qdf:
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def pivot_dataframe_by_ticker(*args, **kwargs) -> DataFrame: ...
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def pivot_dataframe_by_ticker(*args, **kwargs) -> DataFrame: ...
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class panel:
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class panel:
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__all__ = ["historic_vol"]
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__all__ = [
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"historic_vol",
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"get_bdates_from_col_hv",
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"get_period_indices_hv",
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"linear_composite",
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]
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@staticmethod
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@staticmethod
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def historic_vol(*args, **kwargs) -> DataFrame: ...
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def historic_vol(*args, **kwargs) -> DataFrame: ...
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@staticmethod
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@staticmethod
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def get_bdates_from_col_hv(*args, **kwargs) -> Series: ...
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def get_bdates_from_col_hv(*args, **kwargs) -> Series: ...
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@staticmethod
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@staticmethod
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def get_period_indices_hv(*args, **kwargs) -> Series: ...
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def get_period_indices_hv(*args, **kwargs) -> Series: ...
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@staticmethod
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@staticmethod
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def linear_composite(*args, **kwargs) -> DataFrame: ...
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def linear_composite(*args, **kwargs) -> DataFrame: ...
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class utils:
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__all__ = ["get_bdates_series_default"]
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@staticmethod
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def get_bdates_series_default(*args, **kwargs) -> Series: ...
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