158 Commits

Author SHA1 Message Date
Palash Tyagi
df22667d63 updated notebook 2025-04-16 01:37:24 +01:00
Palash Tyagi
7d4c198067 feat: update create_blacklist_from_qdf function signature to include group_by_cid and blacklist_name parameters 2025-04-16 01:36:56 +01:00
Palash Tyagi
25192e425d completed wdf.columns implementation 2025-04-16 01:36:48 +01:00
Palash Tyagi
e602b8b2b4 fix: change code block syntax to ignore in documentation examples 2025-04-16 01:35:59 +01:00
Palash Tyagi
5d2ff3b88d fix: improve error messages in check_quantamental_dataframe function 2025-04-16 01:35:48 +01:00
Palash Tyagi
3d2afa01a8 feat: add build and install scripts for maturin integration 2025-04-15 21:28:09 +01:00
Palash Tyagi
ed9d5d01a2 update notebook 2025-04-15 19:33:29 +01:00
Palash Tyagi
dda6e3e12f wip: blacklist util 2025-04-15 19:31:15 +01:00
Palash Tyagi
5ef2c7e6c7 refactor: simplify type annotations in reduce_dataframe function 2025-04-15 00:00:45 +01:00
Palash Tyagi
5c3862c297 refactor: reorganize module exports for clarity 2025-04-14 00:25:23 +01:00
Palash Tyagi
3559a90ad2 adding blacklist ability 2025-04-14 00:25:09 +01:00
Palash Tyagi
b7368a366e add weight_xcat capability 2025-04-14 00:24:26 +01:00
Palash Tyagi
24a4176e17 fix: correct import statement for reduce_dataframe in historic_vol.rs 2025-04-14 00:24:02 +01:00
Palash Tyagi
165e1c19e4 updating linear composite binding 2025-04-14 00:22:59 +01:00
Palash Tyagi
fefe849394 updating notebook 2025-04-14 00:22:38 +01:00
4e4d1c6625
Merge pull request #2 from Magnus167/bdate_opt
Optimizing `bdates` utils
2025-04-13 11:31:21 +01:00
Palash Tyagi
cfbd54be7a add notebook with some benchmarks 2025-04-13 11:16:03 +01:00
Palash Tyagi
a4645dbc93 Update utils module: add get_bdates_series_default_opt function and include it in __all__ exports 2025-04-13 11:15:53 +01:00
Palash Tyagi
658eb0d121 Rename and update functions in utils module for clarity: change get_bdates_series_default to get_bdates_series_default_pl 2025-04-13 11:10:14 +01:00
Palash Tyagi
93f88ab537 Refactor date utilities: remove BDateFreq and AggregationType enums, integrate frequency handling in get_bdates_series_default_opt 2025-04-13 11:10:07 +01:00
Palash Tyagi
39d1a1b632 Reorder module declarations in mod.rs for improved organization 2025-04-13 02:01:38 +01:00
Palash Tyagi
28ff5c95cf Add BDateFreq enum and frequency-based date retrieval functions 2025-04-13 00:39:08 +01:00
Palash Tyagi
8343e93b46 Add from_string method to BDateFreq enum for easier conversion from String 2025-04-13 00:04:54 +01:00
Palash Tyagi
328fb24509 adding dockerfile for builds 2025-04-11 01:23:47 +01:00
Palash Tyagi
3f8a2b7c0c Update README to include Cargo installation instructions 2025-04-11 01:23:38 +01:00
Palash Tyagi
c70dc11abd Update Python version requirement to 3.8 in pyproject.toml 2025-04-11 01:23:31 +01:00
Palash Tyagi
c0f7299643 Add Python wrapper for utils module and update msyrs.pyi to include utils functions 2025-04-10 23:26:49 +01:00
Palash Tyagi
4df2d4147d Enhance dateutils with BDateFreq and AggregationType enums for improved date grouping and aggregation functionality 2025-04-10 23:26:24 +01:00
Palash Tyagi
5ae4d30560 Refactor historic_vol.rs to use dateutils for date retrieval functions 2025-04-10 20:51:36 +01:00
Palash Tyagi
cf5177d36a Add dateutils module to utils 2025-04-10 20:51:28 +01:00
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