msyrs/README.md

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# msyrs
A Rust implementation of the [Macrosynergy Python Package](https://github.com/macrosynergy/macrosynergy).
## Build and install the Python package
Install Cargo:
```
curl https://sh.rustup.rs -sSf | sh
```
Create a virtual environment:
```bash
python -m venv .venv
```
```bash
# source .venv/bin/activate
./.venv/Scripts/activate
pip install uv
uv pip install maturin jupyter notebook
uv pip install .
# alternatively, directly use maturin:
# maturin develop --release
```
Install from uv + Git (if authenticated):
```bash
uv pip install git+https://github.com/Magnus167/msyrs@main
```
## Status
- [x] Download
- [ ] Pending: Optimize thread pool
- Utils
- [ ] QDF
- [x] Read QDF
- [x] Reduce DF
- [x] Update DF
- [ ] Get Blacklist
- [ ] Apply Blacklist
- Panel
- [ ] Historic Volatility
- [ ] Linear Composites
- [ ] Make Relative Value
- [ ] Imputers
- [ ] Panel Calculator !?!