mirror of
https://github.com/Magnus167/msyrs.git
synced 2025-08-20 11:00:00 +00:00
28 lines
593 B
Markdown
28 lines
593 B
Markdown
# msyrs
|
|
|
|
A Rust implementation of the [Macrosynergy Python Package](https://github.com/macrosynergy/macrosynergy).
|
|
|
|
## 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 !?!
|
|
|