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Palash Tyagi 71f9f4a674 Add logging for historic volatility calculations and implement utility to get min/max real dates
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Add logging for historic volatility calculations and implement utility to get min/max real dates
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README.md
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README.md

msyrs

A Rust implementation of the Macrosynergy Python Package.

Build and install the Python package

python -m venv .venv
# source .venv/bin/activate
./.venv/Scripts/activate
pip install maturin
maturin develop --release

Status

  • Download

    • Pending: Optimize thread pool

  • Utils

    • QDF
      • Read QDF
      • Reduce DF
      • Update DF
      • Get Blacklist
      • Apply Blacklist

  • Panel

    • Historic Volatility
    • Linear Composites
    • Make Relative Value
    • Imputers
    • Panel Calculator !?!
Description
No description provided
Readme 4.4 MiB
Languages
Rust 97%
Python 1%
Shell 0.8%
PowerShell 0.6%
Dockerfile 0.6%