{ "cells": [ { "cell_type": "markdown", "id": "8d04a212-4025-41d7-809e-864649b08ab5", "metadata": {}, "source": [ "## Setup kernel" ] }, { "cell_type": "code", "execution_count": 2, "id": "9edf8272-762c-48c6-a003-2b4f484471b1", "metadata": {}, "outputs": [], "source": [ ":dep msyrs = { path = \"../../msyrs\" }\n", ":dep polars" ] }, { "cell_type": "markdown", "id": "0c8ac34a-d0e5-458d-81a3-f7825ad50612", "metadata": {}, "source": [ "## Download data" ] }, { "cell_type": "markdown", "id": "3ba562d3-2f32-4da3-891e-451288077530", "metadata": {}, "source": [ "### Import download functions" ] }, { "cell_type": "code", "execution_count": 3, "id": "137d6b3e-498d-48b1-8e3c-2f9fedfb64e2", "metadata": {}, "outputs": [], "source": [ "use msyrs::download::jpmaqsdownload::JPMaQSDownload;\n", "use msyrs::download::jpmaqsdownload::JPMaQSDownloadGetIndicatorArgs;\n", "use polars::prelude::*;" ] }, { "cell_type": "markdown", "id": "677da413-44b1-4746-b723-c17b0ff0c8a8", "metadata": {}, "source": [ "### Check connection" ] }, { "cell_type": "code", "execution_count": 4, "id": "6bcbfc0c-8249-4253-80b9-257115b50055", "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "Connection is successful: 200 OK\n", "Connection to DataQuery API successful\n" ] }, { "data": { "text/plain": [ "()" ] }, "execution_count": 4, "metadata": {}, "output_type": "execute_result" } ], "source": [ "let mut jpamqs_download = JPMaQSDownload::default();\n", "\n", "match jpamqs_download.check_connection() {\n", " Ok(_) => println!(\"Connection to DataQuery API successful\"),\n", " Err(e) => println!(\"Error connecting to DataQuery API: {:?}\", e),\n", "}" ] }, { "cell_type": "markdown", "id": "612e565f-4fa6-400b-a5ac-a4358dbc05ef", "metadata": {}, "source": [ "### Get catalogue" ] }, { "cell_type": "code", "execution_count": 5, "id": "9ac7096a-fae8-43e9-9584-c5f055a9f14e", "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "AED_FCBICRY_NSA, AED_FCBICRY_VT10, AED_FCBIR_NSA, AED_FCBIXR_NSA, AED_FCBIXR_VT10, AED_GGDGDPRATIO_NSA, AED_GGEGDPRATIO_NSA, AED_GGOBGDPRATIO_NSA, AED_GGPBGDPRATIO_NSA, AED_GGRGDPRATIO_NSA, AED_LTFCRATING_NSA, AED_LTLCRATING_NSA, ALM_COCRR_NSA, ALM_COCRR_SA, ALM_COCRR_SAVT10, ALM_COCRR_VT10, ALM_COCRY_NSA, ALM_COCRY_SA, ALM_COCRY_SAVT10, ALM_COCRY_VT10, ALM_COXR_NSA, ALM_COXR_VT10, ALM_COXRxEASD_NSA, ALM_COXRxLEV10_NSA, ALM_XINVCN_SA, ALM_XINVLME_SA, ALM_XINVSCORECN_SA, ALM_XINVSCORECN_SA_3MMA, ALM_XINVSCORECN_SA_3MMA_D1M1ML12, ALM_XINVSCORECN_SA_D1M1ML1, ALM_XINVSCORECN_SA_D3M3ML3, ALM_XINVSCORECN_SA_D6M6ML6, ALM_XINVSCORELME_SA, ALM_XINVSCORELME_SA_3MMA, ALM_XINVSCORELME_SA_3MMA_D1M1ML12, ALM_XINVSCORELME_SA_D1M1ML1, ALM_XINVSCORELME_SA_D3M3ML3, ALM_XINVSCORELME_SA_D6M6ML6, ALM_XINVSCOREUS_SA, ALM_XINVSCOREUS_SA_3MMA, ALM_XINVSCOREUS_SA_3MMA_D1M1ML12, ALM_XINVSCOREUS_SA_D1M1ML1, ALM_XINVSCOREUS_SA_D3M3ML3, ALM_XINVSCOREUS_SA_D6M6ML6, ALM_XINVUS_SA, ARS_GGOBGDPRATIO_NSA, ARS_GGPBGDPRATIO_NSA, ARS_IIPLIABGDP_NSA, ARS_IIPLIABGDP_NSA_D1M1ML12, ARS_IIPLIABGDP_NSA_D1Mv2YMA, ARS_IIPLIABGDP_NSA_D1Mv5YMA, ARS_LTFCRATING_NSA, ARS_LTLCRATING_NSA, ARS_NIIPGDP_NSA, ARS_NIIPGDP_NSA_D1M1ML12, ARS_NIIPGDP_NSA_D1Mv2YMA, ARS_NIIPGDP_NSA_D1Mv5YMA, AUD_ALLIFCDSGDP_NSA, AUD_BXBGDPRATIO_NSA_12MMA, AUD_BXBGDPRATIO_NSA_12MMA_D1M1ML3, AUD_BXBGDPRATIO_NSA_12MMAv120MMA, AUD_BXBGDPRATIO_NSA_12MMAv60MMA, AUD_CABGDPRATIO_NSA_12MMA, AUD_CABGDPRATIO_SA, AUD_CABGDPRATIO_SA_1QMA_D1Q1QL1, AUD_CABGDPRATIO_SA_1QMAv20QMA, AUD_CABGDPRATIO_SA_2QMA_D1Q1QL2, AUD_CCSCORE_SA, AUD_CCSCORE_SA_3MMA, AUD_CCSCORE_SA_3MMA_D1M1ML12, AUD_CCSCORE_SA_D1M1ML1, AUD_CCSCORE_SA_D3M3ML3, AUD_CCSCORE_SA_D6M6ML6, AUD_CDS02YCRYHvGDRB_NSA, AUD_CDS02YCRY_NSA, AUD_CDS02YCRY_VT10, AUD_CDS02YSPRD_NSA, AUD_CDS02YXRHvGDRB_NSA, AUD_CDS02YXR_NSA, AUD_CDS02YXR_VT10, AUD_CDS02YXRxEASD_NSA, AUD_CDS02YXRxLEV10_NSA, AUD_CDS05YCRYHvGDRB_NSA, AUD_CDS05YCRY_NSA, AUD_CDS05YCRY_VT10, AUD_CDS05YSPRD_NSA, AUD_CDS05YXRHvGDRB_NSA, AUD_CDS05YXR_NSA, AUD_CDS05YXR_VT10, AUD_CDS05YXRxEASD_NSA, AUD_CDS05YXRxLEV10_NSA, AUD_CDS10YCRYHvGDRB_NSA, AUD_CDS10YCRY_NSA, AUD_CDS10YCRY_VT10, AUD_CDS10YSPRD_NSA, AUD_CDS10YXRHvGDRB_NSA, AUD_CDS10YXR_NSA, AUD_CDS10YXR_VT10, AUD_CDS10YXRxEASD_NSA, AUD_CDS10YXRxLEV10_NSA, \n" ] } ], "source": [ "let tickers: Vec = jpamqs_download.get_catalogue().unwrap();\n", "let some_tickers = tickers.iter().take(100).map(|s| s.to_string()).collect::>();\n", "for ticker in some_tickers.clone() {\n", " print!(\"{}, \", ticker);\n", "}\n", "println!(\"\");" ] }, { "cell_type": "markdown", "id": "f3a0bb91-3b3a-4c7e-959e-37311827b884", "metadata": {}, "source": [ "### Setup download args" ] }, { "cell_type": "code", "execution_count": 6, "id": "45b1f5fa-d99b-4f24-9b0b-1e04f484efc2", "metadata": {}, "outputs": [], "source": [ "\n", "// setup arguments\n", "\n", "let all_metrics: Vec = [\"value\", \"grading\", \"eop_lag\", \"mop_lag\"]\n", " .iter()\n", " .map(|x| x.to_string())\n", " .collect();\n", "\n", "let download_args = JPMaQSDownloadGetIndicatorArgs {\n", " tickers: some_tickers,\n", " start_date: \"2024-11-11\".to_string(),\n", " // metrics: all_metrics // defaults to all metrics\n", " ..Default::default()\n", "};\n" ] }, { "cell_type": "markdown", "id": "52d4ec91-a024-4f83-aaec-692f5d2645f9", "metadata": {}, "source": [ "### Download data as a dataframe" ] }, { "cell_type": "code", "execution_count": 7, "id": "12e7055b-c68f-4b6e-9bb3-43c1886dab97", "metadata": {}, "outputs": [ { "data": { "text/plain": [ "shape: (100, 7)\n", "┌────────────┬─────┬────────────────────────┬───────────┬─────────┬─────────┬─────────┐\n", "│ real_date ┆ cid ┆ xcat ┆ value ┆ grading ┆ eop_lag ┆ mop_lag │\n", "│ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- │\n", "│ date ┆ str ┆ str ┆ f64 ┆ f64 ┆ f64 ┆ f64 │\n", "╞════════════╪═════╪════════════════════════╪═══════════╪═════════╪═════════╪═════════╡\n", "│ 2024-11-11 ┆ AED ┆ FCBICRY_NSA ┆ 5.133382 ┆ 1.0 ┆ 0.0 ┆ 0.0 │\n", "│ 2024-11-12 ┆ AED ┆ FCBICRY_NSA ┆ 5.170067 ┆ 1.0 ┆ 0.0 ┆ 0.0 │\n", "│ 2024-11-13 ┆ AED ┆ FCBICRY_NSA ┆ 5.187262 ┆ 1.0 ┆ 0.0 ┆ 0.0 │\n", "│ 2024-11-11 ┆ AED ┆ FCBICRY_VT10 ┆ 13.853753 ┆ 1.0 ┆ 0.0 ┆ 0.0 │\n", "│ 2024-11-12 ┆ AED ┆ FCBICRY_VT10 ┆ 13.952759 ┆ 1.0 ┆ 0.0 ┆ 0.0 │\n", "│ … ┆ … ┆ … ┆ … ┆ … ┆ … ┆ … │\n", "│ 2024-11-13 ┆ ALM ┆ XINVSCORECN_SA_D6M6ML6 ┆ 0.803339 ┆ 1.0 ┆ 13.0 ┆ 195.0 │\n", "│ 2024-11-11 ┆ ALM ┆ XINVSCORELME_SA ┆ -1.000911 ┆ 1.0 ┆ 11.0 ┆ 26.0 │\n", "│ 2024-11-12 ┆ ALM ┆ XINVSCORELME_SA ┆ -1.000911 ┆ 1.0 ┆ 12.0 ┆ 27.0 │\n", "│ 2024-11-13 ┆ ALM ┆ XINVSCORELME_SA ┆ -1.000911 ┆ 1.0 ┆ 13.0 ┆ 28.0 │\n", "│ 2024-11-11 ┆ ALM ┆ XINVSCORELME_SA_3MMA ┆ -1.017197 ┆ 1.0 ┆ 11.0 ┆ 56.0 │\n", "└────────────┴─────┴────────────────────────┴───────────┴─────────┴─────────┴─────────┘" ] }, "execution_count": 7, "metadata": {}, "output_type": "execute_result" } ], "source": [ "let res_df: DataFrame = jpamqs_download.get_indicators_qdf(download_args).unwrap();\n", "\n", "res_df.head(Some(100))" ] } ], "metadata": { "kernelspec": { "display_name": "Rust", "language": "rust", "name": "rust" }, "language_info": { "codemirror_mode": "rust", "file_extension": ".rs", "mimetype": "text/rust", "name": "Rust", "pygment_lexer": "rust", "version": "" } }, "nbformat": 4, "nbformat_minor": 5 }