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Merge pull request #28 from GrupoTuring/docs/sphinx
Cria documentação utilizando sphinx
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‎docs/Makefile‎

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# Minimal makefile for Sphinx documentation
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#
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# You can set these variables from the command line, and also
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# from the environment for the first two.
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SPHINXOPTS ?=
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SPHINXBUILD ?= sphinx-build
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SOURCEDIR = .
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BUILDDIR = _build
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# Put it first so that "make" without argument is like "make help".
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help:
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@$(SPHINXBUILD) -M help "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)
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.PHONY: help Makefile
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# Catch-all target: route all unknown targets to Sphinx using the new
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# "make mode" option. $(O) is meant as a shortcut for $(SPHINXOPTS).
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%: Makefile
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@$(SPHINXBUILD) -M $@ "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)

‎docs/conf.py‎

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# Configuration file for the Sphinx documentation builder.
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#
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# This file only contains a selection of the most common options. For a full
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# list see the documentation:
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# https://www.sphinx-doc.org/en/master/usage/configuration.html
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# -- Path setup --------------------------------------------------------------
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# If extensions (or modules to document with autodoc) are in another directory,
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# add these directories to sys.path here. If the directory is relative to the
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# documentation root, use os.path.abspath to make it absolute, like shown here.
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#
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import os
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import sys
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sys.path.insert(0, os.path.abspath('../'))
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# -- Project information -----------------------------------------------------
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project = 'turingquant'
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copyright = '2020, Grupo Turing'
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author = 'Grupo Turing'
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# The full version, including alpha/beta/rc tags
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release = '0.1.5'
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# -- General configuration ---------------------------------------------------
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# Add any Sphinx extension module names here, as strings. They can be
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# extensions coming with Sphinx (named 'sphinx.ext.*') or your custom
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# ones.
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extensions = [
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'sphinx.ext.autodoc',
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'sphinx.ext.autosummary',
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'sphinx.ext.napoleon',
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'sphinx_rtd_theme'
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]
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# Add any paths that contain templates here, relative to this directory.
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templates_path = ['_templates']
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# The language for content autogenerated by Sphinx. Refer to documentation
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# for a list of supported languages.
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#
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# This is also used if you do content translation via gettext catalogs.
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# Usually you set "language" from the command line for these cases.
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language = 'pt_BR'
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# List of patterns, relative to source directory, that match files and
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# directories to ignore when looking for source files.
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# This pattern also affects html_static_path and html_extra_path.
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exclude_patterns = ['_build', 'Thumbs.db', '.DS_Store']
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# Napoleon settings
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napoleon_numpy_docstring = False
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# napoleon_use_param = False
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# -- Options for HTML output -------------------------------------------------
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# The theme to use for HTML and HTML Help pages. See the documentation for
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# a list of builtin themes.
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#
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html_theme = 'sphinx_rtd_theme'
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# Add any paths that contain custom static files (such as style sheets) here,
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# relative to this directory. They are copied after the builtin static files,
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# so a file named "default.css" will overwrite the builtin "default.css".
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html_static_path = ['_static']

‎docs/index.rst‎

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turingquant
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===========
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``turingquant`` é uma biblioteca para coleta, análise e backtesting de ativos e estratégias financeiras.
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O projeto está em desenvolvimento ativo pelos membros de Finanças Quantitativas do `Grupo Turing <https://github.com/GrupoTuring>`_.
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A API de onde obtemos os dados fundamentalistas é a Alpha Vantage e você pode `obter a chave de uso gratuitamente <https://www.alphavantage.co/support/#api-key>`_.
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Essa chave será necessária sempre que você utilizar as funções daily e intraday.
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``pip install turingquant`` instala a última versão estável.
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.. toctree::
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:maxdepth: 4
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:caption: Contents:
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.. automodule:: turingquant
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:members:
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:undoc-members:
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:show-inheritance:
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Módulos
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-------
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.. autosummary::
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turingquant.metrics
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turingquant.benchmark
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turingquant.support
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Módulo metrics
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==============
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.. automodule:: turingquant.metrics
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:members:
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Módulo benchmark
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================
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.. automodule:: turingquant.benchmark
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:members:
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Módulo support
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==============
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.. automodule:: turingquant.support
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:members:
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‎docs/make.bat‎

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@ECHO OFF
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pushd %~dp0
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REM Command file for Sphinx documentation
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if "%SPHINXBUILD%" == "" (
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set SPHINXBUILD=sphinx-build
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)
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set SOURCEDIR=.
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set BUILDDIR=_build
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if "%1" == "" goto help
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%SPHINXBUILD% >NUL 2>NUL
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if errorlevel 9009 (
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echo.
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echo.The 'sphinx-build' command was not found. Make sure you have Sphinx
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echo.installed, then set the SPHINXBUILD environment variable to point
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echo.to the full path of the 'sphinx-build' executable. Alternatively you
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echo.may add the Sphinx directory to PATH.
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echo.
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echo.If you don't have Sphinx installed, grab it from
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echo.http://sphinx-doc.org/
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exit /b 1
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)
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%SPHINXBUILD% -M %1 %SOURCEDIR% %BUILDDIR% %SPHINXOPTS% %O%
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goto end
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:help
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%SPHINXBUILD% -M help %SOURCEDIR% %BUILDDIR% %SPHINXOPTS% %O%
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:end
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popd

‎setup.py‎

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setup(
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name="turingquant",
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version="0.1.4",
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version="0.1.5",
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packages=find_packages(),
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install_requires=["pandas", "pandas_datareader", "numpy", "matplotlib", "alpha_vantage", "bs4", "plotly", "yfinance"],
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‎turingquant/benchmark.py‎

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"""Módulo para comparação e benchmarking de ativos e retornos."""
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import pandas as pd
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import plotly.express as px
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from datetime import datetime
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Essa função fornece um plot de retorno acumulado de um ativo ao longo de um dado intervalo de tempo, definido pelos parâmetros start e end.
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Os dados são coletados da API do yahoo, caso haja dados faltantes, os retornos são contabilizados como nulos.
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ticker[str]: recebe o ticker do papel que será obtido
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start[datetime]: início do intervalo
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Args:
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ticker (str): recebe o ticker do papel que será obtido.
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start (datetime): início do intervalo.
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end (datetime): final do intervalo.
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plot (bool): opcional; exibe o gráfico caso `True`.
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end[datetime]: final do interval
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Returns:
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pd.series: uma série de ativos indexados com o tempo com o retorno cumulativo para o período.
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plot[bool]: (default = True) se True, realiza o plot
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"""
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asset = data.DataReader(ticker, data_source=source, start=start, end=end)
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"""
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Essa função produz um plot da evolução do Índice Bovespa ao longo de um dado intervalo, definido pelos parâmetros start e end.
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start[datetime]: início do intervalo
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Args:
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start (datetime): início do intervalo.
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end (datetime): final do intervalo.
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plot (bool): opcional; exibe o gráfico caso `True`.
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end[datetime]: final do interval
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plot[bool]: (default = True) se True, realiza o plot
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Returns:
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pd.series: uma série temporal com o retorno acumulado do Ibovespa para o período.
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"""
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return benchmark('^BVSP', start=start, end=end, source=source, plot=plot)
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"""
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Essa função produz um plot da evolução do Índice S&P500 ao longo de um dado intervalo, definido pelos parâmetros start e end.
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start[datetime]: início do intervalo
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end[datetime]: final do interval
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Args:
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start (datetime): início do intervalo.
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end (datetime): final do intervalo.
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plot (bool): opcional; exibe o gráfico caso `True`.
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plot[bool]: (default = True) se True, realiza o plot
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Returns:
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pd.series: uma série temporal com o retorno acumulado do S&P500 para o período.
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"""
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return benchmark('^GSPC', start=start, end=end, source=source, plot=plot)

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