From f63eedb50a45fc342721648f965c35d16879b4b1 Mon Sep 17 00:00:00 2001
From: Palash Tyagi <23239946+Magnus167@users.noreply.github.com>
Date: Thu, 10 Apr 2025 00:33:12 +0100
Subject: [PATCH] updating hvol notebook
---
notebooks/funcwise/historic_vol.ipynb | 177 +++++---------------------
1 file changed, 32 insertions(+), 145 deletions(-)
diff --git a/notebooks/funcwise/historic_vol.ipynb b/notebooks/funcwise/historic_vol.ipynb
index 5e63c39..16d848a 100644
--- a/notebooks/funcwise/historic_vol.ipynb
+++ b/notebooks/funcwise/historic_vol.ipynb
@@ -18,6 +18,7 @@
"import numpy as np\n",
"import polars as pl\n",
"import os\n",
+ "import time\n",
"\n",
"from macrosynergy.panel import view_timelines\n",
"from macrosynergy.management.types import QuantamentalDataFrame\n"
@@ -45,10 +46,7 @@
"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\")"
+ "DATA_FOLDER_PATH = \"E:/Work/jpmaqs-data\""
]
},
{
@@ -57,7 +55,6 @@
"metadata": {},
"outputs": [],
"source": [
- "import time\n",
"\n",
"nb_start_time = time.time()"
]
@@ -66,53 +63,19 @@
"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 |