# msyrs

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

## Running Notebook

```bash
cargo install evcxr_jupyter
evcxr_jupyter --install
pip install jupyterlab
jupyter lab
```

Or try following this guide here: [DataCrayon - Setup Jupyter with Rust](https://datacrayon.com/data-analysis-with-rust-notebooks/setup-anaconda-jupyter-and-rust/)

## Status

- Download

  - [x] Get Catalogue
  - [x] Get Generic DQ Time Series
  - [x] Get JPMaQS Indicators as Polars DataFrame
  - [ ] Save to disk functionality
    - [x] Hacky iterative method
    - [ ] Non-hacky way to save to disk

- Utils

  - [ ] Reduce DF
  - [ ] Apply Blacklist
  - [ ] Update DF

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