mirror of
https://github.com/Magnus167/msyrs.git
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36 lines
623 B
Markdown
36 lines
623 B
Markdown
# msyrs
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A Rust implementation of the [Macrosynergy Python Package](https://github.com/macrosynergy/macrosynergy).
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## Build and install the Python package
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```bash
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python -m venv .venv
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# source .venv/bin/activate
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./.venv/Scripts/activate
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pip install maturin
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maturin develop --release
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```
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## Status
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- [x] Download
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- [ ] Pending: Optimize thread pool
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- Utils
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- [ ] QDF
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- [x] Read QDF
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- [x] Reduce DF
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- [x] Update DF
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- [ ] Get Blacklist
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- [ ] Apply Blacklist
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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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