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38 lines
818 B
Markdown
38 lines
818 B
Markdown
# msyrs
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A Rust implementation of the [Macrosynergy Python Package](https://github.com/macrosynergy/macrosynergy).
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## Status
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- Docs
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- [x] Building
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- [ ] written?
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- Download
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- [x] OAuth workflow
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- [x] Heartbeat
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- [x] Get Catalogue
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- [x] Get Generic DQ Time Series
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- [x] Get JPMaQS Indicators (formatted as array)
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- [x] Get JPMaQS Indicators as Polars DataFrame
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- [x] Add QDF option
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- [ ] Save to disk functionality
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- [x] Hacky iterative method
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- [ ] Non-hacky way to save to disk
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- Utils
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- [ ] Reduce DF
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- [ ] Reduce DF by ticker
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- [ ] Apply Blacklist
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- [ ] Get Blacklist
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- [ ] Apply Slip
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- Panel
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- [ ] Historic Volatility
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- [ ] Linear Composites
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- [ ] Make Relative Value
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- [ ] Imputers
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- [ ] Panel Calculator !?!
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