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Author	SHA1	Message	Date
Palash Tyagi	6c72a6ef0a	Remove date utility functions from misc.rs and move them to dateutils.rs	2025-04-10 20:51:24 +01:00
Palash Tyagi	b4bc443f64	updating notebook	2025-04-10 12:53:17 +01:00
Palash Tyagi	42f3b4022a	Add installation instructions for Git-based package installation	2025-04-10 00:43:08 +01:00
Palash Tyagi	f84879119b	updating linear composites notebook	2025-04-10 00:33:28 +01:00
Palash Tyagi	f63eedb50a	updating hvol notebook	2025-04-10 00:33:12 +01:00
Palash Tyagi	3ca7221965	Refactor normalization logic to apply NaN mask in a separate function	2025-04-10 00:24:30 +01:00
Palash Tyagi	de62daaf8b	Refactor check_weights_signs_lengths to enforce f64 types and validate non-zero weights and signs	2025-04-10 00:24:00 +01:00
Palash Tyagi	1a7d3c1491	added basic-utils notebook	2025-04-09 20:45:34 +01:00
Palash Tyagi	973fb07601	updating notebook	2025-04-09 00:22:01 +01:00
Palash Tyagi	e780f34188	wip: normalization not wroking	2025-04-09 00:21:08 +01:00
Palash Tyagi	0b97e2d0be	Add linear_composite method to panel class	2025-04-08 22:39:08 +01:00
Palash Tyagi	8a9b6bc88f	Add linear_composite function to panel module with appropriate signature	2025-04-08 22:37:53 +01:00
Palash Tyagi	e37b4c19cb	working except normalization	2025-04-08 22:37:20 +01:00
Palash Tyagi	9fad1fbae5	updating python notebook	2025-04-08 19:10:59 +01:00
Palash Tyagi	b249c45979	added hist vol notebook	2025-04-08 19:03:58 +01:00
Palash Tyagi	7c2ed3b818	adding linear_composite initial cut	2025-04-07 00:22:34 +01:00
Palash Tyagi	acbe621704	Enhance documentation by adding argument descriptions to functions in historic_vol, pivots, reduce_df, and update_df modules	2025-04-07 00:22:23 +01:00
Palash Tyagi	c10b6adfcd	Merge pull request #1 from Magnus167/qdf ... Adding QDF related functionality and exemplar implementation of HistoricVol	2025-04-06 05:16:25 +01:00
Palash Tyagi	c723b751fc	Implement code changes to enhance functionality and improve performance	2025-04-06 05:14:58 +01:00
Palash Tyagi	72e10626fc	Update README.md to enhance installation instructions for the Python package	2025-04-06 05:14:52 +01:00
Palash Tyagi	977a94086f	Add dependencies section to pyproject.toml for required packages	2025-04-06 05:14:46 +01:00
Palash Tyagi	8ce7c7b6e4	Add type hints for get_bdates_from_col_hv and get_period_indices_hv methods	2025-04-06 05:14:09 +01:00
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	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