79 Commits

Author	SHA1	Message	Date
Palash Tyagi	48fe8db61e	Add Python wrappers for get_bdates_from_col_hv and get_period_indices_hv functions	2025-04-06 05:14:00 +01:00
Palash Tyagi	d897965dd2	Refactor frequency calculation functions to use estimated frequency and improve date handling	2025-04-06 05:13:41 +01:00
Palash Tyagi	3bca3a931f	Refactor get_bdates_from_col to enhance business day identification and bucket dates by period	2025-04-06 05:13:27 +01:00
Palash Tyagi	46d705a5f6	Add function to retrieve business dates from a date column in a DataFrame	2025-04-06 00:57:51 +01:00
Palash Tyagi	ed9b0c2e0f	Add documentation comments for ticker-related functions	2025-04-06 00:41:58 +01:00
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	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	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	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	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	f9d2513202	added place holder for historic vol	2024-11-22 17:15:37 +00:00
Palash Tyagi	ac769b31a0	updating PYIs	2024-11-22 13:38:36 +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	e9d53e48f7	refactor: update documentation to use "Quantamental DataFrame" terminology	2024-11-19 00:26:51 +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	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
Palash Tyagi	e8b5cc4354	adding docs	2024-11-14 17:08:57 +00:00
Palash Tyagi	03b94fa462	wip, testing is_quantamental_dataframe	2024-11-14 16:54:27 +00:00
Palash Tyagi	9fe2c5d6fb	feat: add utils module and integrate metrics into save_indicators_as_csv function	2024-11-14 02:02:44 +00:00
Palash Tyagi	4338c7d6d3	docs: update comment to format file path in code documentation for clarity	2024-11-14 02:02:26 +00:00
Palash Tyagi	abf699f38c	feat: add utils/dftools, is_quantamental_dataframe function to validate DataFrame structure	2024-11-14 01:21:20 +00:00
Palash Tyagi	09a2da68d6	docs: add documentation for save_indicators_as_csv function in jpmaqsdownload.rs	2024-11-14 01:20:47 +00:00
Palash Tyagi	356e442400	refactor: remove commented-out save_indicators_as_csv function in jpmaqsdownload.rs	2024-11-14 00:07:38 +00:00
Palash Tyagi	5bcc1da4f0	fix: enhance save_path handling in JPMaQSDownload to ensure valid directory structure	2024-11-13 16:48:20 +00:00
Palash Tyagi	9e1197662e	fix: update print statement to use save_path instead of folder_path in JPMaQSDownload	2024-11-13 13:14:09 +00:00
Palash Tyagi	0978cb0a67	docs: add example usage for JPMaQSDownload in jpmaqsdownload.rs	2024-11-13 12:18:36 +00:00
Palash Tyagi	332ed9ec25	refactor: reorder module declarations in download/mod.rs for consistency	2024-11-13 10:29:00 +00:00
Palash Tyagi	ad92f10633	refactor: reorganize DQCatalogueResponse and related structs for clarity	2024-11-13 10:28:49 +00:00