macrosynergy.management

Description

This subpackage contains core utilities and functions used across the macrosynergy package. These include:

• macrosynergy.management.decorators - decorators for reducing boilerplate code.

• macrosynergy.management.simulate - subpackage containing functions for simulating data.

• macrosynergy.management.types - type definitions and type checking functions.

• macrosynergy.management.utils - subpackage containing dataframe opertions, mathematical operations, and other miscellaneous functions.

• macrosynergy.management.validation - functions for validating data.

Subpackages

• macrosynergy.management.simulate
  • make_qdf()
  • make_test_df()
  • dataframe_generator()
  • generate_lines()
  • make_qdf_black()
  • simulate_ar()
  • simulate_returns_and_signals()
  • VintageData
  • Submodules
• macrosynergy.management.utils
  • get_cid()
  • get_xcat()
  • split_ticker()
  • is_valid_iso_date()
  • convert_iso_to_dq()
  • convert_dq_to_iso()
  • form_full_url()
  • common_cids()
  • generate_random_date()
  • get_dict_max_depth()
  • rec_search_dict()
  • Timer
  • check_package_version()
  • standardise_dataframe()
  • drop_nan_series()
  • qdf_to_ticker_df()
  • ticker_df_to_qdf()
  • concat_single_metric_qdfs()
  • apply_slip()
  • downsample_df_on_real_date()
  • update_df()
  • update_tickers()
  • update_categories()
  • reduce_df()
  • reduce_df_by_ticker()
  • categories_df()
  • categories_df_aggregation_helper()
  • weeks_btwn_dates()
  • months_btwn_dates()
  • years_btwn_dates()
  • quarters_btwn_dates()
  • get_eops()
  • get_sops()
  • merge_categories()
  • estimate_release_frequency()
  • rotate_cid_xcat()
  • create_delta_data()
  • calculate_score_on_sparse_indicator()
  • sparse_to_dense()
  • temporal_aggregator_exponential()
  • temporal_aggregator_period()
  • temporal_aggregator_mean()
  • InformationStateChanges
  • expanding_mean_with_nan()
  • ewm_sum()
  • calculate_cumulative_weights()
  • concat_categorical()
  • forward_fill_wide_df()
  • Submodules

Submodules

• macrosynergy.management.constants
  • Frequency Mappings
  • Cross-sections of interest
• macrosynergy.management.decorators
  • deprecate()
  • is_matching_subscripted_type()
  • get_expected_type()
  • argvalidation()
  • argcopy()
• macrosynergy.management.types
  • QuantamentalDataFrame
  • QuantamentalDataFrameBase
  • NoneType
  • SubscriptableMeta
  • ArgValidationMeta
  • Subpackages
  • Submodules
• macrosynergy.management.validation
  • QDFArgs
  • validate_and_reduce_qdf()