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Feature: ticker_df_to_qdf() utility #1034

Merged
merged 15 commits into from
Oct 6, 2023
Merged

Feature: ticker_df_to_qdf() utility #1034

merged 15 commits into from
Oct 6, 2023

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Magnus167
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@Magnus167 Magnus167 commented Oct 6, 2023

Adding functionality for ticker_df_to_qdf() and qdf_to_ticker_df().
This utility is useful across a lot of calculation functions and is implemented implicitly in various files.
Although it may not yet be optimized, it would make sense to centralize such utils.
This PR also includes utils for split_ticker() - to get the cid or xcat from a ticker, and convenience functions get_cid() and get_xcat() (overloaded for str and List[str], use split_ticker() as a backend).

@Magnus167 Magnus167 changed the title Feature: ticker_df_to_qdf utility Feature: ticker_df_to_qdf() utility Oct 6, 2023
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codecov bot commented Oct 6, 2023

Codecov Report

Merging #1034 (5d6a73c) into develop (f821170) will increase coverage by 0.34%.
Report is 1 commits behind head on develop.
The diff coverage is 85.29%.

❗ Current head 5d6a73c differs from pull request most recent head b4a30a8. Consider uploading reports for the commit b4a30a8 to get more accurate results

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@@             Coverage Diff             @@
##           develop    #1034      +/-   ##
===========================================
+ Coverage    63.76%   64.10%   +0.34%     
===========================================
  Files           45       45              
  Lines         5003     5051      +48     
===========================================
+ Hits          3190     3238      +48     
  Misses        1813     1813              
Files Coverage Δ
macrosynergy/panel/historic_vol.py 80.17% <90.00%> (ø)
macrosynergy/management/utils.py 90.44% <84.48%> (+3.52%) ⬆️

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sandresen1
sandresen1 previously approved these changes Oct 6, 2023
@Magnus167 Magnus167 merged commit 28a63f4 into develop Oct 6, 2023
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@Magnus167 Magnus167 deleted the feature/wide_df_util branch October 6, 2023 14:57
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3 participants