Merge pull request #28 from GrupoTuring/docs/sphinx

Cria documentação utilizando sphinx

docs/Makefile

@@ -0,0 +1,20 @@
+# Minimal makefile for Sphinx documentation
+#
+
+# You can set these variables from the command line, and also
+# from the environment for the first two.
+SPHINXOPTS    ?=
+SPHINXBUILD   ?= sphinx-build
+SOURCEDIR     = .
+BUILDDIR      = _build
+
+# Put it first so that "make" without argument is like "make help".
+help:
+	@$(SPHINXBUILD) -M help "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)
+
+.PHONY: help Makefile
+
+# Catch-all target: route all unknown targets to Sphinx using the new
+# "make mode" option.  $(O) is meant as a shortcut for $(SPHINXOPTS).
+%: Makefile
+	@$(SPHINXBUILD) -M $@ "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)

docs/conf.py

@@ -0,0 +1,69 @@
+# Configuration file for the Sphinx documentation builder.
+#
+# This file only contains a selection of the most common options. For a full
+# list see the documentation:
+# https://www.sphinx-doc.org/en/master/usage/configuration.html
+
+# -- Path setup --------------------------------------------------------------
+
+# If extensions (or modules to document with autodoc) are in another directory,
+# add these directories to sys.path here. If the directory is relative to the
+# documentation root, use os.path.abspath to make it absolute, like shown here.
+#
+import os
+import sys
+sys.path.insert(0, os.path.abspath('../'))
+
+# -- Project information -----------------------------------------------------
+
+project = 'turingquant'
+copyright = '2020, Grupo Turing'
+author = 'Grupo Turing'
+
+# The full version, including alpha/beta/rc tags
+release = '0.1.5'
+
+
+# -- General configuration ---------------------------------------------------
+
+# Add any Sphinx extension module names here, as strings. They can be
+# extensions coming with Sphinx (named 'sphinx.ext.*') or your custom
+# ones.
+extensions = [
+    'sphinx.ext.autodoc',
+    'sphinx.ext.autosummary',
+    'sphinx.ext.napoleon',
+    'sphinx_rtd_theme'
+]
+
+# Add any paths that contain templates here, relative to this directory.
+templates_path = ['_templates']
+
+# The language for content autogenerated by Sphinx. Refer to documentation
+# for a list of supported languages.
+#
+# This is also used if you do content translation via gettext catalogs.
+# Usually you set "language" from the command line for these cases.
+language = 'pt_BR'
+
+# List of patterns, relative to source directory, that match files and
+# directories to ignore when looking for source files.
+# This pattern also affects html_static_path and html_extra_path.
+exclude_patterns = ['_build', 'Thumbs.db', '.DS_Store']
+
+# Napoleon settings
+
+napoleon_numpy_docstring = False
+# napoleon_use_param = False
+
+# -- Options for HTML output -------------------------------------------------
+
+# The theme to use for HTML and HTML Help pages.  See the documentation for
+# a list of builtin themes.
+#
+html_theme = 'sphinx_rtd_theme'
+
+# Add any paths that contain custom static files (such as style sheets) here,
+# relative to this directory. They are copied after the builtin static files,
+# so a file named "default.css" will overwrite the builtin "default.css".
+html_static_path = ['_static']

docs/index.rst

@@ -0,0 +1,47 @@
+turingquant
+===========
+
+``turingquant`` é uma biblioteca para coleta, análise e backtesting de ativos e estratégias financeiras.
+O projeto está em desenvolvimento ativo pelos membros de Finanças Quantitativas do `Grupo Turing <https://github.com/GrupoTuring>`_.
+
+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>`_.
+Essa chave será necessária sempre que você utilizar as funções daily e intraday.
+
+``pip install turingquant`` instala a última versão estável.
+
+.. toctree::
+   :maxdepth: 4
+   :caption: Contents:
+
+.. automodule:: turingquant
+   :members:
+   :undoc-members:
+   :show-inheritance:
+
+Módulos
+-------
+
+.. autosummary::
+
+   turingquant.metrics
+   turingquant.benchmark
+   turingquant.support
+
+Módulo metrics
+==============
+
+.. automodule:: turingquant.metrics
+   :members:
+
+Módulo benchmark
+================
+
+.. automodule:: turingquant.benchmark
+   :members:
+
+Módulo support
+==============
+
+.. automodule:: turingquant.support
+   :members:
+

docs/make.bat

@@ -0,0 +1,35 @@
+@ECHO OFF
+
+pushd %~dp0
+
+REM Command file for Sphinx documentation
+
+if "%SPHINXBUILD%" == "" (
+	set SPHINXBUILD=sphinx-build
+)
+set SOURCEDIR=.
+set BUILDDIR=_build
+
+if "%1" == "" goto help
+
+%SPHINXBUILD% >NUL 2>NUL
+if errorlevel 9009 (
+	echo.
+	echo.The 'sphinx-build' command was not found. Make sure you have Sphinx
+	echo.installed, then set the SPHINXBUILD environment variable to point
+	echo.to the full path of the 'sphinx-build' executable. Alternatively you
+	echo.may add the Sphinx directory to PATH.
+	echo.
+	echo.If you don't have Sphinx installed, grab it from
+	echo.http://sphinx-doc.org/
+	exit /b 1
+)
+
+%SPHINXBUILD% -M %1 %SOURCEDIR% %BUILDDIR% %SPHINXOPTS% %O%
+goto end
+
+:help
+%SPHINXBUILD% -M help %SOURCEDIR% %BUILDDIR% %SPHINXOPTS% %O%
+
+:end
+popd

setup.py

@@ -5,7 +5,7 @@
 
 setup(
     name="turingquant",
-    version="0.1.4",
+    version="0.1.5",
     packages=find_packages(),
     install_requires=["pandas", "pandas_datareader", "numpy", "matplotlib", "alpha_vantage", "bs4", "plotly", "yfinance"],
 

turingquant/benchmark.py

@@ -1,3 +1,5 @@
+"""Módulo para comparação e benchmarking de ativos e retornos."""
+
 import pandas as pd
 import plotly.express as px
 from datetime import datetime
@@ -9,13 +11,15 @@ def benchmark(ticker, start: datetime, end: datetime, source='yahoo', plot=True)
     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.
     Os dados são coletados da API do yahoo, caso haja dados faltantes, os retornos são contabilizados como nulos.
 
-    ticker[str]: recebe o ticker do papel que será obtido
-
-    start[datetime]: início do intervalo
+    Args:
+        ticker (str): recebe o ticker do papel que será obtido.
+        start (datetime): início do intervalo.
+        end (datetime): final do intervalo.
+        plot (bool): opcional; exibe o gráfico caso `True`.
 
-    end[datetime]: final do interval
+    Returns:
+        pd.series: uma série de ativos indexados com o tempo com o retorno cumulativo para o período.
 
-    plot[bool]: (default = True) se True, realiza o plot
     """
 
     asset = data.DataReader(ticker, data_source=source, start=start, end=end)
@@ -35,11 +39,13 @@ def benchmark_ibov(start: datetime, end: datetime, source='yahoo', plot=True):
     """
     Essa função produz um plot da evolução do Índice Bovespa ao longo de um dado intervalo, definido pelos parâmetros start e end.
 
-    start[datetime]: início do intervalo
+    Args:
+        start (datetime): início do intervalo.
+        end (datetime): final do intervalo.
+        plot (bool): opcional; exibe o gráfico caso `True`.
 
-    end[datetime]: final do interval
-
-    plot[bool]: (default = True) se True, realiza o plot
+    Returns:
+        pd.series: uma série temporal com o retorno acumulado do Ibovespa para o período.
     """
 
     return benchmark('^BVSP', start=start, end=end, source=source, plot=plot)
@@ -49,11 +55,13 @@ def benchmark_sp500(start: datetime, end: datetime, source='yahoo', plot=True):
     """
     Essa função produz um plot da evolução do Índice S&P500 ao longo de um dado intervalo, definido pelos parâmetros start e end.
 
-    start[datetime]: início do intervalo
-
-    end[datetime]: final do interval
+    Args:
+        start (datetime): início do intervalo.
+        end (datetime): final do intervalo.
+        plot (bool): opcional; exibe o gráfico caso `True`.
 
-    plot[bool]: (default = True) se True, realiza o plot
+    Returns:
+        pd.series: uma série temporal com o retorno acumulado do S&P500 para o período.
     """
 
     return benchmark('^GSPC', start=start, end=end, source=source, plot=plot)