documentation on simulator, delinting, refactoring

docs/qsim.rst

@@ -1,6 +1,81 @@
+============
 qsim Package
 ============
 
+Simulator is the heart of QSim, and the primary access point for creating, launching, and tracking simulations. You can find it in :py:class:`~qsim.core.Simulator`
+
+Simulator Sub-Components
+==========================
+
+Each simulation contains numerous subcomponents, each operating asynchronously from all others, and communicating
+via zeromq.
+
+DataSources
+--------------------
+
+A DataSource represents a historical event record, which will be played back during simulation. A simulation may have one or more DataSources, which will be combined in DataFeed. Generally, datasources read records from a persistent store (db, csv file, remote service), format the messages for downstream simulation components, and send them to a PUSH socket. See the base class for all datasources :py:class:`~qsim.sources.DataSource`
+
+DataFeed
+--------------------
+
+All simulations start with a collection of :py:class:`DataSources <qsim.sources.DataSource>`, which need to be fed to an algorithm. Each :py:class:`~qsim.sources.DataSource`can contain events of differing content (trades, quotes, corporate event) and frequency (quarterly, intraday). To simplify the process of managing the data sources, :py:class:`~qsim.core.DataFeed` can receive events from multiple :py:class:`DataSources <qsim.sources.DataSource>` and combine them into a serial chronological stream. 
+
+Transforms
+--------------------
+
+Often, an algorithm will require a running calculation on top of a :py:class:`~qsim.sources.DataSource`, or on the consolidated feed. A simple example is a technical indicator or a moving average. Transforms can be described in :py:class:`~qsim.core.Simulator`'s configuration. Subclass :py:class:`~qsim.transforms.core.Transform` to add your own Transform. Transforms must hold their own state between events, and serialize their current values into messages.
+
+
+Data Alignment
+--------------------
+
+Like Datasources, Transforms have differing frequencies and results. Simulator manages the results of parallel transforms and **aligns** transform results with the raw DataFeed. Client algorithms simply receive a map of data, which includes the current event and all the transformed values. 
+
+
+
+QSim API
+===========================
+
+:mod:`qsim` Package
+-------------------
+
+.. automodule:: qsim.__init__
+    :members:
+    :undoc-members:
+    :show-inheritance:
+
+:mod:`config` Module
+--------------------
+
+.. automodule:: qsim.config
+    :members:
+    :undoc-members:
+    :show-inheritance:
+
+:mod:`core` Module
+------------------
+
+.. automodule:: qsim.core
+    :members:
+    :undoc-members:
+    :show-inheritance:
+
+:mod:`messaging` Module
+-----------------------
+
+.. automodule:: qsim.messaging
+    :members:
+    :undoc-members:
+    :show-inheritance:
+
+:mod:`sources` Module
+---------------------
+
+.. automodule:: qsim.sources
+    :members:
+    :undoc-members:
+    :show-inheritance:
+
 :mod:`util` Module
 ------------------
 
@@ -14,9 +89,6 @@ Subpackages
 
 .. toctree::
 
-    qsim.data
-    qsim.messaging
-    qsim.simulator
     qsim.test
     qsim.transforms
 

docs/qsim.simulator.rst

@@ -1,27 +0,0 @@
-simulator Package
-=================
-
-:mod:`config` Module
---------------------
-
-.. automodule:: qsim.simulator.config
-    :members:
-    :undoc-members:
-    :show-inheritance:
-
-:mod:`feed` Module
-------------------
-
-.. automodule:: qsim.simulator.feed
-    :members:
-    :undoc-members:
-    :show-inheritance:
-
-:mod:`qbt` Module
------------------
-
-.. automodule:: qsim.simulator.qbt
-    :members:
-    :undoc-members:
-    :show-inheritance:
-

docs/qsim.transforms.rst

@@ -1,10 +1,18 @@
 transforms Package
 ==================
 
-:mod:`base` Module
+:mod:`core` Module
 ------------------
 
-.. automodule:: qsim.transforms.base
+.. automodule:: qsim.transforms.core
+    :members:
+    :undoc-members:
+    :show-inheritance:
+
+:mod:`merge` Module
+-------------------
+
+.. automodule:: qsim.transforms.merge
     :members:
     :undoc-members:
     :show-inheritance: