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No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/backtest-statistics.md b/docs-site/src/content/docs/modules/backtest-statistics.md index 6663e0a..958525e 100644 --- a/docs-site/src/content/docs/modules/backtest-statistics.md +++ b/docs-site/src/content/docs/modules/backtest-statistics.md @@ -3,7 +3,7 @@ title: "backtest_statistics" description: "Performance diagnostics for strategy returns and position trajectories." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/backtesting-engine.md b/docs-site/src/content/docs/modules/backtesting-engine.md index daad5a1..3c1b9bb 100644 --- a/docs-site/src/content/docs/modules/backtesting-engine.md +++ b/docs-site/src/content/docs/modules/backtesting-engine.md @@ -3,7 +3,7 @@ title: "backtesting_engine" description: "Backtesting core with walk-forward, purged CV, and combinatorial purged CV (CPCV) workflows." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/bet-sizing.md b/docs-site/src/content/docs/modules/bet-sizing.md index c029ad8..ad43a3d 100644 --- a/docs-site/src/content/docs/modules/bet-sizing.md +++ b/docs-site/src/content/docs/modules/bet-sizing.md @@ -3,7 +3,7 @@ title: "bet_sizing" description: "Transforms model confidence and constraints into executable position sizes." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/cla.md b/docs-site/src/content/docs/modules/cla.md index d814cb7..525edb8 100644 --- a/docs-site/src/content/docs/modules/cla.md +++ b/docs-site/src/content/docs/modules/cla.md @@ -3,7 +3,7 @@ title: "cla" description: "Critical Line Algorithm implementation for constrained mean-variance optimization." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/codependence.md b/docs-site/src/content/docs/modules/codependence.md index 7a8244f..a0a8596 100644 --- a/docs-site/src/content/docs/modules/codependence.md +++ b/docs-site/src/content/docs/modules/codependence.md @@ -3,7 +3,7 @@ title: "codependence" description: "Dependence metrics beyond linear correlation for feature and asset relationships." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/combinatorial-optimization.md b/docs-site/src/content/docs/modules/combinatorial-optimization.md index 7ca476c..363c2b9 100644 --- a/docs-site/src/content/docs/modules/combinatorial-optimization.md +++ b/docs-site/src/content/docs/modules/combinatorial-optimization.md @@ -3,7 +3,7 @@ title: "combinatorial_optimization" description: "AFML Chapter 21 integer-encoded optimization and trajectory state-space tooling with exact baselines and solver adapters." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/cross-validation.md b/docs-site/src/content/docs/modules/cross-validation.md index 15eaf86..5fe69cd 100644 --- a/docs-site/src/content/docs/modules/cross-validation.md +++ b/docs-site/src/content/docs/modules/cross-validation.md @@ -3,7 +3,7 @@ title: "cross_validation" description: "Purged cross-validation utilities designed for label overlap and leakage control." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/data-structures.md b/docs-site/src/content/docs/modules/data-structures.md index f0bf7c2..7ea9edd 100644 --- a/docs-site/src/content/docs/modules/data-structures.md +++ b/docs-site/src/content/docs/modules/data-structures.md @@ -3,7 +3,7 @@ title: "data_structures" description: "Constructs standard/time/run/imbalance bars from trade streams." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/data.md b/docs-site/src/content/docs/modules/data.md index 8d4e400..fd06863 100644 --- a/docs-site/src/content/docs/modules/data.md +++ b/docs-site/src/content/docs/modules/data.md @@ -3,7 +3,7 @@ title: "data" description: "OHLCV loading, cleaning, calendar alignment, and data quality reporting." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/ef3m.md b/docs-site/src/content/docs/modules/ef3m.md index 0591e26..4dc200b 100644 --- a/docs-site/src/content/docs/modules/ef3m.md +++ b/docs-site/src/content/docs/modules/ef3m.md @@ -3,7 +3,7 @@ title: "ef3m" description: "Moment-based mixture fitting utilities for two-normal components." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/ensemble-methods.md b/docs-site/src/content/docs/modules/ensemble-methods.md index 164589a..bdb0e94 100644 --- a/docs-site/src/content/docs/modules/ensemble-methods.md +++ b/docs-site/src/content/docs/modules/ensemble-methods.md @@ -3,7 +3,7 @@ title: "ensemble_methods" description: "Bias/variance diagnostics and practical bagging-vs-boosting ensemble utilities." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/etf-trick.md b/docs-site/src/content/docs/modules/etf-trick.md index 78e86ba..bde679b 100644 --- a/docs-site/src/content/docs/modules/etf-trick.md +++ b/docs-site/src/content/docs/modules/etf-trick.md @@ -3,7 +3,7 @@ title: "etf_trick" description: "Synthetic ETF and futures roll utilities for realistic PnL path construction." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/feature-diagnostics.md b/docs-site/src/content/docs/modules/feature-diagnostics.md index 1ad34a4..83687e5 100644 --- a/docs-site/src/content/docs/modules/feature-diagnostics.md +++ b/docs-site/src/content/docs/modules/feature-diagnostics.md @@ -3,7 +3,7 @@ title: "feature_diagnostics" description: "Feature importance diagnostics: MDI, MDA, SFI, PCA orthogonalization, and substitution-effect analysis." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/feature-importance.md b/docs-site/src/content/docs/modules/feature-importance.md index d6e5459..7d079da 100644 --- a/docs-site/src/content/docs/modules/feature-importance.md +++ b/docs-site/src/content/docs/modules/feature-importance.md @@ -3,7 +3,7 @@ title: "feature_importance" description: "Feature ranking methods: MDI, MDA, and single-feature importance with PCA diagnostics." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/filters.md b/docs-site/src/content/docs/modules/filters.md index 3e338a7..a865532 100644 --- a/docs-site/src/content/docs/modules/filters.md +++ b/docs-site/src/content/docs/modules/filters.md @@ -3,7 +3,7 @@ title: "filters" description: "CUSUM and z-score event filters for event-driven sampling." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/fingerprint.md b/docs-site/src/content/docs/modules/fingerprint.md index 06a4db0..0daa843 100644 --- a/docs-site/src/content/docs/modules/fingerprint.md +++ b/docs-site/src/content/docs/modules/fingerprint.md @@ -3,7 +3,7 @@ title: "fingerprint" description: "Model fingerprinting for linear, non-linear, and pairwise feature effects." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/fracdiff.md b/docs-site/src/content/docs/modules/fracdiff.md index 8ebb5fa..919319f 100644 --- a/docs-site/src/content/docs/modules/fracdiff.md +++ b/docs-site/src/content/docs/modules/fracdiff.md @@ -3,7 +3,7 @@ title: "fracdiff" description: "Fractional differentiation to improve stationarity while retaining memory." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/hcaa.md b/docs-site/src/content/docs/modules/hcaa.md index 8be9e92..df889d8 100644 --- a/docs-site/src/content/docs/modules/hcaa.md +++ b/docs-site/src/content/docs/modules/hcaa.md @@ -3,7 +3,7 @@ title: "hcaa" description: "Hierarchical Clustering Asset Allocation variant with cluster-level constraints." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/hpc-parallel.md b/docs-site/src/content/docs/modules/hpc-parallel.md index 3900498..337b8ae 100644 --- a/docs-site/src/content/docs/modules/hpc-parallel.md +++ b/docs-site/src/content/docs/modules/hpc-parallel.md @@ -3,7 +3,7 @@ title: "hpc_parallel" description: "AFML Chapter 20 atom/molecule execution utilities with serial/threaded modes and partition diagnostics." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/hrp.md b/docs-site/src/content/docs/modules/hrp.md index 3325809..b1a5a00 100644 --- a/docs-site/src/content/docs/modules/hrp.md +++ b/docs-site/src/content/docs/modules/hrp.md @@ -3,7 +3,7 @@ title: "hrp" description: "Hierarchical Risk Parity allocation with recursive bisection." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/hyperparameter-tuning.md b/docs-site/src/content/docs/modules/hyperparameter-tuning.md index 0e509a8..fedd748 100644 --- a/docs-site/src/content/docs/modules/hyperparameter-tuning.md +++ b/docs-site/src/content/docs/modules/hyperparameter-tuning.md @@ -3,7 +3,7 @@ title: "hyperparameter_tuning" description: "Leakage-aware grid/randomized hyper-parameter search with purged CV and weighted scoring." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/index.md b/docs-site/src/content/docs/modules/index.md index 36f2906..35aafb0 100644 --- a/docs-site/src/content/docs/modules/index.md +++ b/docs-site/src/content/docs/modules/index.md @@ -3,7 +3,7 @@ title: "Module Reference Index" description: "Full OpenQuant module documentation index with AFML-aligned summaries." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/labeling.md b/docs-site/src/content/docs/modules/labeling.md index 1dd4b41..e870607 100644 --- a/docs-site/src/content/docs/modules/labeling.md +++ b/docs-site/src/content/docs/modules/labeling.md @@ -3,7 +3,7 @@ title: "labeling" description: "Triple-barrier event labeling and metadata generation." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/microstructural-features.md b/docs-site/src/content/docs/modules/microstructural-features.md index f104ec9..b6298ee 100644 --- a/docs-site/src/content/docs/modules/microstructural-features.md +++ b/docs-site/src/content/docs/modules/microstructural-features.md @@ -3,7 +3,7 @@ title: "microstructural_features" description: "Price-impact, spread, entropy, and flow toxicity estimators." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/onc.md b/docs-site/src/content/docs/modules/onc.md index 8fc2eb5..52c41bc 100644 --- a/docs-site/src/content/docs/modules/onc.md +++ b/docs-site/src/content/docs/modules/onc.md @@ -3,7 +3,7 @@ title: "onc" description: "Optimal Number of Clusters utilities for clustering stability and allocation workflows." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/pipeline.md b/docs-site/src/content/docs/modules/pipeline.md index b0175f0..e92b4df 100644 --- a/docs-site/src/content/docs/modules/pipeline.md +++ b/docs-site/src/content/docs/modules/pipeline.md @@ -3,7 +3,7 @@ title: "pipeline" description: "End-to-end AFML research pipeline: events → signals → portfolio → risk → backtest with leakage checks." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/portfolio-optimization.md b/docs-site/src/content/docs/modules/portfolio-optimization.md index 77357f4..996acc9 100644 --- a/docs-site/src/content/docs/modules/portfolio-optimization.md +++ b/docs-site/src/content/docs/modules/portfolio-optimization.md @@ -3,7 +3,7 @@ title: "portfolio_optimization" description: "Mean-variance and constrained allocation methods with ergonomic APIs." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/research.md b/docs-site/src/content/docs/modules/research.md index 2883b5c..533130d 100644 --- a/docs-site/src/content/docs/modules/research.md +++ b/docs-site/src/content/docs/modules/research.md @@ -3,7 +3,7 @@ title: "research" description: "Synthetic dataset generation and flywheel research iteration with cost modeling and promotion gates." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/risk-metrics.md b/docs-site/src/content/docs/modules/risk-metrics.md index d8f08c1..5ff2d49 100644 --- a/docs-site/src/content/docs/modules/risk-metrics.md +++ b/docs-site/src/content/docs/modules/risk-metrics.md @@ -3,7 +3,7 @@ title: "risk_metrics" description: "Portfolio and return-distribution risk measures for downside control." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/sample-weights.md b/docs-site/src/content/docs/modules/sample-weights.md index 8553210..e202019 100644 --- a/docs-site/src/content/docs/modules/sample-weights.md +++ b/docs-site/src/content/docs/modules/sample-weights.md @@ -3,7 +3,7 @@ title: "sample_weights" description: "Sample weighting utilities for overlapping event structure." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/sampling.md b/docs-site/src/content/docs/modules/sampling.md index ac89537..3c01a0f 100644 --- a/docs-site/src/content/docs/modules/sampling.md +++ b/docs-site/src/content/docs/modules/sampling.md @@ -3,7 +3,7 @@ title: "sampling" description: "Indicator matrix and sequential bootstrap tooling." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/sb-bagging.md b/docs-site/src/content/docs/modules/sb-bagging.md index dd717d0..4558a50 100644 --- a/docs-site/src/content/docs/modules/sb-bagging.md +++ b/docs-site/src/content/docs/modules/sb-bagging.md @@ -3,7 +3,7 @@ title: "sb_bagging" description: "Sequentially bootstrapped bagging classifiers/regressors." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/strategy-risk.md b/docs-site/src/content/docs/modules/strategy-risk.md index ec88bab..9ad51b7 100644 --- a/docs-site/src/content/docs/modules/strategy-risk.md +++ b/docs-site/src/content/docs/modules/strategy-risk.md @@ -3,7 +3,7 @@ title: "strategy_risk" description: "AFML Chapter 15 strategy-viability diagnostics based on precision, payout asymmetry, and bet frequency." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/streaming-hpc.md b/docs-site/src/content/docs/modules/streaming-hpc.md index f7b2b4c..096b62e 100644 --- a/docs-site/src/content/docs/modules/streaming-hpc.md +++ b/docs-site/src/content/docs/modules/streaming-hpc.md @@ -3,7 +3,7 @@ title: "streaming_hpc" description: "AFML Chapter 22 streaming analytics utilities for low-latency early-warning metrics with bounded-memory incremental state." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/structural-breaks.md b/docs-site/src/content/docs/modules/structural-breaks.md index 16a98d2..1589f08 100644 --- a/docs-site/src/content/docs/modules/structural-breaks.md +++ b/docs-site/src/content/docs/modules/structural-breaks.md @@ -3,7 +3,7 @@ title: "structural_breaks" description: "Regime change and bubble diagnostics (Chow, CUSUM variants, SADF)." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/synthetic-backtesting.md b/docs-site/src/content/docs/modules/synthetic-backtesting.md index 2abe32d..9ab8952 100644 --- a/docs-site/src/content/docs/modules/synthetic-backtesting.md +++ b/docs-site/src/content/docs/modules/synthetic-backtesting.md @@ -3,7 +3,7 @@ title: "synthetic_backtesting" description: "Synthetic-data OTR backtesting with O-U calibration, PT/SL mesh search, and stability diagnostics." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/util-fast-ewma.md b/docs-site/src/content/docs/modules/util-fast-ewma.md index 89cdbfd..e0bdeab 100644 --- a/docs-site/src/content/docs/modules/util-fast-ewma.md +++ b/docs-site/src/content/docs/modules/util-fast-ewma.md @@ -3,7 +3,7 @@ title: "util::fast_ewma" description: "Fast EWMA primitive shared across feature and volatility routines." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/content/docs/modules/util-volatility.md b/docs-site/src/content/docs/modules/util-volatility.md index 0357a82..65ce525 100644 --- a/docs-site/src/content/docs/modules/util-volatility.md +++ b/docs-site/src/content/docs/modules/util-volatility.md @@ -3,7 +3,7 @@ title: "util::volatility" description: "Volatility estimators used across labeling and risk workflows." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: @@ -13,7 +13,7 @@ module: "util::volatility" api_surface: "both" rust_api: - "get_daily_vol" - - "get_parksinson_vol" + - "get_parkinson_vol" - "get_garman_class_vol" - "get_yang_zhang_vol" sidebar: @@ -50,7 +50,7 @@ where $\sigma_o^2$ is the overnight (close-to-open) variance, $\sigma_c^2$ the o ```rust use chrono::{Duration, NaiveDateTime}; -use openquant::util::volatility::{get_daily_vol, get_parksinson_vol}; +use openquant::util::volatility::{get_daily_vol, get_parkinson_vol}; let t0 = NaiveDateTime::parse_from_str("2024-01-02 00:00:00", "%Y-%m-%d %H:%M:%S")?; let close: Vec<(NaiveDateTime, f64)> = (0..300) @@ -62,7 +62,7 @@ let low: Vec = close.iter().map(|(_, p)| p - 0.4).collect(); // Close-to-close EWMA vol on a timestamped series; `lookback` is the EWMA span. let daily = get_daily_vol(&close, 100); // Parkinson uses the high/low range, so it needs no timestamps — `window` bars. -let parkinson = get_parksinson_vol(&high, &low, 20); +let parkinson = get_parkinson_vol(&high, &low, 20); println!("daily vol tail = {:?}", daily.last()); println!("parkinson vol tail = {:?}", parkinson.last()); @@ -73,14 +73,14 @@ println!("parkinson vol tail = {:?}", parkinson.last()); ### Python API - `volatility.get_daily_vol` -- `volatility.get_parksinson_vol` +- `volatility.get_parkinson_vol` - `volatility.get_garman_class_vol` - `volatility.get_yang_zhang_vol` ### Rust API - `get_daily_vol` -- `get_parksinson_vol` +- `get_parkinson_vol` - `get_garman_class_vol` - `get_yang_zhang_vol` diff --git a/docs-site/src/content/docs/modules/viz.md b/docs-site/src/content/docs/modules/viz.md index b4e444e..58bee17 100644 --- a/docs-site/src/content/docs/modules/viz.md +++ b/docs-site/src/content/docs/modules/viz.md @@ -3,7 +3,7 @@ title: "viz" description: "Visualization payload builders for feature importance, drawdown, regime, frontier, and cluster charts." status: generated generated_from: src/data/moduleDocs.ts -last_generated: '2026-08-30' +last_generated: '2026-08-31' banner: content: 'Generated Assembled automatically from moduleDocs.ts. No human has reviewed this page.' audience: diff --git a/docs-site/src/data/apiInventory.ts b/docs-site/src/data/apiInventory.ts index 86d6406..c1a54bd 100644 --- a/docs-site/src/data/apiInventory.ts +++ b/docs-site/src/data/apiInventory.ts @@ -372,7 +372,7 @@ export const apiInventory = { "openquant::util::volatility": [ "get_daily_vol", "get_garman_class_vol", - "get_parksinson_vol", + "get_parkinson_vol", "get_yang_zhang_vol" ], "pyopenquant::backtest_stats": [ diff --git a/docs-site/src/data/moduleDocs.ts b/docs-site/src/data/moduleDocs.ts index 44198dc..90c5013 100644 --- a/docs-site/src/data/moduleDocs.ts +++ b/docs-site/src/data/moduleDocs.ts @@ -1584,7 +1584,7 @@ The result is a bootstrap sample where the drawn labels are as independent as po subject: "Market Microstructure, Dependence and Regime Detection", summary: "Volatility estimators used across labeling and risk workflows.", whyItExists: "Volatility is a foundational scaling target for barriers, sizing, and risk controls.", - keyApis: ["get_daily_vol", "get_parksinson_vol", "get_garman_class_vol", "get_yang_zhang_vol"], + keyApis: ["get_daily_vol", "get_parkinson_vol", "get_garman_class_vol", "get_yang_zhang_vol"], formulas: [ { label: "Parkinson", @@ -1601,12 +1601,12 @@ The result is a bootstrap sample where the drawn labels are as independent as po { title: "Compute daily and range-based volatility", language: "rust", - code: `use chrono::{Duration, NaiveDateTime};\nuse openquant::util::volatility::{get_daily_vol, get_parksinson_vol};\n\nlet t0 = NaiveDateTime::parse_from_str("2024-01-02 00:00:00", "%Y-%m-%d %H:%M:%S")?;\nlet close: Vec<(NaiveDateTime, f64)> = (0..300)\n .map(|i| (t0 + Duration::days(i), 100.0 + (i as f64 * 0.07).sin() * 2.0))\n .collect();\nlet high: Vec = close.iter().map(|(_, p)| p + 0.4).collect();\nlet low: Vec = close.iter().map(|(_, p)| p - 0.4).collect();\n\n// Close-to-close EWMA vol on a timestamped series; \`lookback\` is the EWMA span.\nlet daily = get_daily_vol(&close, 100);\n// Parkinson uses the high/low range, so it needs no timestamps — \`window\` bars.\nlet parkinson = get_parksinson_vol(&high, &low, 20);\n\nprintln!("daily vol tail = {:?}", daily.last());\nprintln!("parkinson vol tail = {:?}", parkinson.last());`, + code: `use chrono::{Duration, NaiveDateTime};\nuse openquant::util::volatility::{get_daily_vol, get_parkinson_vol};\n\nlet t0 = NaiveDateTime::parse_from_str("2024-01-02 00:00:00", "%Y-%m-%d %H:%M:%S")?;\nlet close: Vec<(NaiveDateTime, f64)> = (0..300)\n .map(|i| (t0 + Duration::days(i), 100.0 + (i as f64 * 0.07).sin() * 2.0))\n .collect();\nlet high: Vec = close.iter().map(|(_, p)| p + 0.4).collect();\nlet low: Vec = close.iter().map(|(_, p)| p - 0.4).collect();\n\n// Close-to-close EWMA vol on a timestamped series; \`lookback\` is the EWMA span.\nlet daily = get_daily_vol(&close, 100);\n// Parkinson uses the high/low range, so it needs no timestamps — \`window\` bars.\nlet parkinson = get_parkinson_vol(&high, &low, 20);\n\nprintln!("daily vol tail = {:?}", daily.last());\nprintln!("parkinson vol tail = {:?}", parkinson.last());`, }, ], notes: ["Choose estimator based on available fields and microstructure noise.", "Daily-vol lookback should be matched to event horizon."], apiSurface: "both", - pythonApis: ["volatility.get_daily_vol", "volatility.get_parksinson_vol", "volatility.get_garman_class_vol", "volatility.get_yang_zhang_vol"], + pythonApis: ["volatility.get_daily_vol", "volatility.get_parkinson_vol", "volatility.get_garman_class_vol", "volatility.get_yang_zhang_vol"], }, // ── Python-only modules ────────────────────────────────────────────── {