# msyrs

A Rust implementation of the [Macrosynergy Python Package](https://github.com/macrosynergy/macrosynergy).

## Status

- Docs 
    - [x] Building
    - [ ] written?

- Download
    - [x] OAuth workflow
    - [x] Heartbeat
    - [x] Get Catalogue
    - [x] Get Generic DQ Time Series
    - [x] Get JPMaQS Indicators (formatted as array)
    - [x] Get JPMaQS Indicators as Polars DataFrame
    - [x] Add QDF option
    - [ ] Save to disk functionality
        - [x] Hacky iterative method
        - [ ] Non-hacky way to save to disk

- Utils
    - [ ] Reduce DF
    - [ ] Reduce DF by ticker
    - [ ] Apply Blacklist
    - [ ] Get Blacklist
    - [ ] Apply Slip


- Panel
    - [ ] Historic Volatility
    - [ ] Linear Composites
    - [ ] Make Relative Value
    - [ ] Imputers
    - [ ] Panel Calculator !?!