Skip to content

Commit 6da420e

Browse files
lsbardellsbardel
committed
Restructure docs
1 parent 74fc6f2 commit 6da420e

30 files changed

+324
-142
lines changed

‎notebooks/_config.yml

Lines changed: 8 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -9,6 +9,7 @@ logo: assets/quantflow-light.svg
99
# Force re-execution of notebooks on each build.
1010
# See https://jupyterbook.org/content/execute.html
1111
execute:
12+
#execute_notebooks: "off"
1213
execute_notebooks: force
1314

1415
# Define the name of the latex output file for PDF builds
@@ -45,6 +46,7 @@ parse:
4546
- amsmath
4647

4748
sphinx:
49+
recursive_update: true
4850
config:
4951
html_js_files:
5052
# required by plotly charts
@@ -54,5 +56,9 @@ sphinx:
5456
}
5557
extra_extensions:
5658
- "sphinx.ext.autodoc"
57-
# TODO: enable once we use sphinx 7
58-
# - "sphinx_autodoc_typehints"
59+
- "sphinx_autodoc_typehints"
60+
- "sphinx.ext.autosummary"
61+
- "sphinx.ext.intersphinx"
62+
- "sphinx_autosummary_accessors"
63+
- "sphinx_copybutton"
64+
- "autodocsumm"

‎notebooks/_toc.yml

Lines changed: 1 addition & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -36,9 +36,7 @@ parts:
3636
- file: examples/poisson_sampling
3737
- file: examples/heston_vol_surface
3838

39-
- file: api/overview.rst
40-
sections:
41-
- file: api/sp.rst
39+
- file: api/index.rst
4240

4341
- caption: Reference
4442
chapters:

‎notebooks/api/data/index.rst

Lines changed: 6 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,6 @@
1+
==============
2+
Data fetching
3+
==============
4+
5+
.. currentmodule:: quantflow.data
6+

‎notebooks/api/index.rst

Lines changed: 40 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,40 @@
1+
2+
API Reference
3+
==============
4+
5+
.. grid::
6+
7+
.. grid-item-card::
8+
9+
.. toctree::
10+
:maxdepth: 2
11+
12+
sp/index
13+
14+
.. grid-item-card::
15+
16+
.. toctree::
17+
:maxdepth: 2
18+
19+
options/index
20+
.. grid-item-card::
21+
22+
.. toctree::
23+
:maxdepth: 2
24+
25+
ta/index
26+
.. grid::
27+
28+
.. grid-item-card::
29+
30+
.. toctree::
31+
:maxdepth: 2
32+
33+
data/index
34+
35+
.. grid-item-card::
36+
37+
.. toctree::
38+
:maxdepth: 2
39+
40+
utils/index

‎notebooks/api/options/index.rst

Lines changed: 10 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,10 @@
1+
==================================
2+
Option Pricing
3+
==================================
4+
5+
.. currentmodule:: quantflow.options
6+
7+
.. toctree::
8+
:maxdepth: 1
9+
10+
vol_surface

‎notebooks/api/options.rst renamed to ‎notebooks/api/options/vol_surface.rst

Lines changed: 1 addition & 5 deletions
Original file line numberDiff line numberDiff line change
@@ -1,10 +1,6 @@
11
==================================
2-
Options Calibration and Pricing
3-
==================================
4-
5-
62
VolSurface
7-
==================
3+
==================================
84

95
.. module:: quantflow.options.surface
106

‎notebooks/api/overview.rst

Lines changed: 0 additions & 10 deletions
This file was deleted.

‎notebooks/api/sp.rst

Lines changed: 0 additions & 75 deletions
This file was deleted.

‎notebooks/api/sp/cir.rst

Lines changed: 10 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,10 @@
1+
================
2+
CIR
3+
================
4+
5+
The Cox–Ingersoll–Ross (CIR) model
6+
7+
.. currentmodule:: quantflow.sp.cir
8+
9+
.. autoclass:: CIR
10+
:members:

‎notebooks/api/sp/compound_poisson.rst

Lines changed: 8 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,8 @@
1+
===================
2+
Compound Poisson
3+
===================
4+
5+
.. currentmodule:: quantflow.sp.poisson
6+
7+
.. autoclass:: CompoundPoissonProcess
8+
:members:

‎notebooks/api/sp/heston.rst

Lines changed: 8 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,8 @@
1+
================
2+
Heston process
3+
================
4+
5+
.. currentmodule:: quantflow.sp.heston
6+
7+
.. autoclass:: Heston
8+
:members:

‎notebooks/api/sp/index.rst

Lines changed: 35 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,35 @@
1+
===================
2+
Stochastic Process
3+
===================
4+
5+
This page gives an overview of all Stochastic Processes available in the library.
6+
7+
.. _sp:
8+
9+
.. currentmodule:: quantflow.sp.base
10+
11+
.. autoclass:: StochasticProcess
12+
:members:
13+
:noindex:
14+
:autosummary:
15+
:autosummary-nosignatures:
16+
17+
.. autoclass:: StochasticProcess1D
18+
:members:
19+
:noindex:
20+
21+
22+
.. autoclass:: IntensityProcess
23+
:members:
24+
:noindex:
25+
26+
.. toctree::
27+
:maxdepth: 1
28+
29+
weiner
30+
poisson
31+
compound_poisson
32+
ou
33+
cir
34+
jump_diffusion
35+
heston

‎notebooks/api/sp/jump_diffusion.rst

Lines changed: 17 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,17 @@
1+
================
2+
Jump diffusions
3+
================
4+
5+
Jump-diffusions models are a class of stochastic processes that combine a diffusion process with a jump process. The jump process is a Poisson process that generates jumps in the value of the underlying asset. The jump-diffusion model is a generalization of the Black-Scholes model that allows for the possibility of large,
6+
discontinuous jumps in the value of the underlying asset.
7+
8+
The most famous jump-diffusion model is the Merton model, which was introduced by Robert Merton in 1976. The Merton model assumes that the underlying asset follows a geometric Brownian motion with jumps that are normally distributed.
9+
10+
.. currentmodule:: quantflow.sp.jump_diffusion
11+
12+
.. autoclass:: JumpDiffusion
13+
:members:
14+
15+
16+
.. autoclass:: Merton
17+
:members:

‎notebooks/api/sp/ou.rst

Lines changed: 16 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,16 @@
1+
================
2+
OU Processes
3+
================
4+
5+
These are the classes that implement gaussian and non-gaussian
6+
`Ornstein-Uhlenbeck <https://en.wikipedia.org/wiki/Ornstein%E2%80%93Uhlenbeck_process>` process.
7+
8+
9+
.. currentmodule:: quantflow.sp.ou
10+
11+
.. autoclass:: Vasicek
12+
:members:
13+
14+
15+
.. autoclass:: GammaOU
16+
:members:

‎notebooks/api/sp/poisson.rst

Lines changed: 8 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,8 @@
1+
================
2+
Poisson process
3+
================
4+
5+
.. currentmodule:: quantflow.sp.poisson
6+
7+
.. autoclass:: PoissonProcess
8+
:members:

‎notebooks/api/sp/weiner.rst

Lines changed: 8 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,8 @@
1+
===============
2+
Weiner process
3+
===============
4+
5+
.. module:: quantflow.sp.weiner
6+
7+
.. autoclass:: WeinerProcess
8+
:members:

‎notebooks/api/ta/index.rst

Lines changed: 10 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,10 @@
1+
==================================
2+
Timeseries Analysis
3+
==================================
4+
5+
.. currentmodule:: quantflow.ta
6+
7+
.. toctree::
8+
:maxdepth: 1
9+
10+
ohlc

‎notebooks/api/ta/ohlc.rst

Lines changed: 12 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,12 @@
1+
================
2+
OHLC
3+
================
4+
5+
.. currentmodule:: quantflow.ta.ohlc
6+
7+
.. autoclass:: OHLC
8+
:members:
9+
:member-order: groupwise
10+
:member-order: groupwise
11+
:autosummary:
12+
:autosummary-nosignatures:

‎notebooks/api/utils.rst

Lines changed: 0 additions & 21 deletions
This file was deleted.

‎notebooks/api/utils/index.rst

Lines changed: 11 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,11 @@
1+
======
2+
Utils
3+
======
4+
5+
.. currentmodule:: quantflow.utils
6+
7+
.. toctree::
8+
:maxdepth: 1
9+
10+
paths
11+
marginal1d

‎notebooks/api/utils/marginal1d.rst

Lines changed: 11 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,11 @@
1+
===========
2+
Marginal1D
3+
===========
4+
5+
.. module:: quantflow.utils.marginal
6+
7+
.. autoclass:: Marginal1D
8+
:members:
9+
:member-order: groupwise
10+
:autosummary:
11+
:autosummary-nosignatures:

‎notebooks/api/utils/paths.rst

Lines changed: 11 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,11 @@
1+
===========
2+
Paths
3+
===========
4+
5+
.. module:: quantflow.utils.paths
6+
7+
.. autoclass:: Paths
8+
:members:
9+
:member-order: groupwise
10+
:autosummary:
11+
:autosummary-nosignatures:

0 commit comments

Comments
 (0)