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jeffgortmaker avatar jeffgortmaker commented on August 10, 2024

Hi Claudio, thanks for the input. I made this choice early on for two reasons:

  1. Instruments tend to be application-specific, and
  2. Most other statistical computing packages I've seen are structured this way.

Although it's clear to me how a problem should be re-created under an approximation to the optimal instruments, I'd be uncomfortable with functionality that constructs instruments "under the hood" without any user involvement/meditation.

That said, I think constructing instruments with the functions you mentioned and adding these to your dataset can be somewhat cumbersome (even with functions like pyblp.data_to_dict), so I'm open to suggestions about how to make this easier, either though new functionality or new tutorials.

Is there anything in particular that you find cumbersome with the current API? (I can think of a lot of things personally, but it's helpful to get feedback on these things.)

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claudiolucinda avatar claudiolucinda commented on August 10, 2024

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jeffgortmaker avatar jeffgortmaker commented on August 10, 2024

Thanks! Your suggestions make a lot of sense. Feedback like this is very helpful. At a minimum I'll definitely do (1).

I'll leave this open as a reminder going forward.

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