mirror of
https://github.com/Magnus167/msyrs.git
synced 2025-08-20 08:19:59 +00:00
44 lines
760 B
Markdown
44 lines
760 B
Markdown
# msyrs
|
|
|
|
A Rust implementation of the [Macrosynergy Python Package](https://github.com/macrosynergy/macrosynergy).
|
|
|
|
## Build and install the Python package
|
|
|
|
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
|
|
```
|
|
|
|
## 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 !?!
|