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Author	SHA1	Message	Date
Palash Tyagi	1dd82e0b23	Fix typo in function name from create_interesecting_tickers to create_intersecting_tickers	2025-04-06 00:39:44 +01:00
Palash Tyagi	0f0b7b7259	updating notebook	2025-04-05 16:35:22 +01:00
Palash Tyagi	879aa2ebe3	Update pyo3-polars dependency to version 0.18.0 and adjust polars features	2025-04-05 16:31:13 +01:00
Palash Tyagi	19ff090508	Refactor historic volatility calculations to improve data handling and add postfix renaming for result columns	2025-04-05 16:31:04 +01:00
Palash Tyagi	e4412c638b	Remove unused import of NaiveDate from polars::export and retain chrono::NaiveDate	2025-04-05 16:30:55 +01:00
Palash Tyagi	bbdbc3d8e6	Add pivot_wide_dataframe_to_qdf function for transforming ticker dataframes	2025-04-05 15:06:41 +01:00
Palash Tyagi	b20659e04d	Update polars dependency version and clean up unused features in Cargo.toml	2025-04-05 03:03:23 +01:00
Palash Tyagi	6822f9a5a0	Update .gitignore to include data/ and Cargo.lock	2025-04-05 03:03:07 +01:00
Palash Tyagi	5830bc6e1a	removed file	2025-04-05 03:01:01 +01:00
Palash Tyagi	6d285ebb8f	Add polars as a dependency in pyproject.toml	2025-04-05 00:20:33 +01:00
Palash Tyagi	34e5f6feb7	wip	2025-04-05 00:01:34 +01:00
Palash Tyagi	71f9f4a674	Add logging for historic volatility calculations and implement utility to get min/max real dates	2025-03-15 00:03:09 +00:00
Palash Tyagi	421178a5bb	wip: hist vol	2024-11-29 00:49:11 +00:00
Palash Tyagi	6fb9b0f076	wip: hist vol	2024-11-26 23:59:45 +00:00
Palash Tyagi	82fed27116	fixing deps	2024-11-26 23:59:37 +00:00
Palash Tyagi	d692476d05	add annualization factor and implement frequency calculation for historic volatility	2024-11-26 00:31:59 +00:00
Palash Tyagi	26a220cc4c	moving stuff around	2024-11-22 23:39:56 +00:00
Palash Tyagi	f9ccad855f	add comparisions to macrosynergy package	2024-11-22 17:17:37 +00:00
Palash Tyagi	a9056ef308	added historic_vol method to panel class in msyrs.pyi	2024-11-22 17:17:27 +00:00
Palash Tyagi	70f135da61	mplementation stubs for panel	2024-11-22 17:17:20 +00:00
Palash Tyagi	6599f265b6	added py-bindings for panel/hist_vol	2024-11-22 17:16:36 +00:00
Palash Tyagi	8f3ffa6298	added ndarray to cargo.toml	2024-11-22 17:15:58 +00:00
Palash Tyagi	f9d2513202	added place holder for historic vol	2024-11-22 17:15:37 +00:00
Palash Tyagi	cc08a3da59	adding scripts	2024-11-22 14:42:46 +00:00
Palash Tyagi	89f20299b5	updating notebook	2024-11-22 14:42:40 +00:00
Palash Tyagi	ac769b31a0	updating PYIs	2024-11-22 13:38:36 +00:00
Palash Tyagi	8c9034e7d9	updating pyproject	2024-11-22 13:38:02 +00:00
Palash Tyagi	3ffab4c95d	feat: update Cargo.toml and enhance pivot functionality in QDF	2024-11-21 01:29:46 +00:00
Palash Tyagi	99a33237d6	wip	2024-11-20 18:21:48 +00:00
Palash Tyagi	fdc5f7d95f	wip	2024-11-20 01:44:15 +00:00
Palash Tyagi	7ea8aa6dd8	wip	2024-11-19 17:27:18 +00:00
Palash Tyagi	1ea698a1e2	wip	2024-11-19 01:15:52 +00:00
Palash Tyagi	2b55b199d6	feat: add pivot functionality for Quantamental DataFrame	2024-11-19 00:32:21 +00:00
Palash Tyagi	0a400fb5b2	ad comments	2024-11-19 00:31:37 +00:00
Palash Tyagi	e9d53e48f7	refactor: update documentation to use "Quantamental DataFrame" terminology	2024-11-19 00:26:51 +00:00
Palash Tyagi	6c6a656efb	redoing-deps.	2024-11-18 14:31:23 +00:00
Palash Tyagi	6ea183419a	updated python ntoebook	2024-11-18 01:03:14 +00:00
Palash Tyagi	b72a9b3441	update documentation and organization of the msyrs Rust library	2024-11-18 01:03:03 +00:00
Palash Tyagi	213ea72b20	add Python wrapper for downloading JPMaQS indicators as DataFrame	2024-11-18 01:02:51 +00:00
Palash Tyagi	5c8263d03e	add download module to Python API	2024-11-18 01:02:42 +00:00
Palash Tyagi	bba5acd724	python working with notebook!	2024-11-17 23:58:47 +00:00
Palash Tyagi	09f74916e8	python imports working!	2024-11-17 20:44:05 +00:00
Palash Tyagi	861fadf733	output logging	2024-11-17 15:20:18 +00:00
Palash Tyagi	5b4370a6a8	add imports	2024-11-17 15:20:05 +00:00
Palash Tyagi	e9be07bd1e	updating nb	2024-11-17 05:33:50 +00:00
Palash Tyagi	41e544d5bf	adding filter layer to jpmaqsdownload	2024-11-17 05:12:21 +00:00
Palash Tyagi	d4721a0b79	update module structure	2024-11-17 02:02:31 +00:00
Palash Tyagi	566c7be71d	working!	2024-11-15 01:32:19 +00:00
Palash Tyagi	ee19862036	working!	2024-11-14 23:50:15 +00:00
Palash Tyagi	ab30aa2380	feat: add documentation for JPMaQSDownloadGetIndicatorArgs struct and its default implementation	2024-11-14 17:09:07 +00:00