diff --git a/docs/index.rst b/docs/index.rst index 05ae6948..829c7aef 100644 --- a/docs/index.rst +++ b/docs/index.rst @@ -33,7 +33,7 @@ Contents .. toctree:: :maxdepth: 4 - notes.rst + installation.rst overview.rst modules.rst messaging.rst diff --git a/docs/notes.rst b/docs/installation.rst similarity index 82% rename from docs/notes.rst rename to docs/installation.rst index bf2d2237..358f4b35 100644 --- a/docs/notes.rst +++ b/docs/installation.rst @@ -1,3 +1,7 @@ +************ +Installation +************ + System Setup ============== @@ -78,11 +82,22 @@ Scientific python on the Mac can be a bit confusing because of the many independ Data Sources ============= -The Backtest can handle multiple concurrent data sources. QBT will start a subprocess to run each datasource, and merge all events from all sources into a single serial feed, ordered by date. -Data sources have events with very different frequencies. For example, liquid stocks will trade many times per minute, while illiquid stocks may trade just once a day. In order to serialize events from all sources into a single feed, qbt loads events from all sources into memory, then sorts. The communication happens like this: -1. QBT requests the next event from each data source, ignoring date (i.e. just next in sequence for all) -2. Using the earliest date from all the events from all sources, QBT then asks for "next after " from all sources. -3. All datasources send all events in their history from before , moving their internal pointer forward to the next unsent event. -4. QBT merges all events in memory -5. goto 1! +The Backtest can handle multiple concurrent data sources. QBT will start a +subprocess to run each datasource, and merge all events from all sources into a +single serial feed, ordered by date. + +Data sources have events with very different frequencies. For example, liquid +stocks will trade many times per minute, while illiquid stocks may trade just +once a day. In order to serialize events from all sources into a single feed, +qbt loads events from all sources into memory, then sorts. The communication +happens like this: + +1. QBT requests the next event from each data source, ignoring date (i.e. + just next in sequence for all) +2. Using the earliest date from all the events from all sources, QBT then + asks for "next after " from all sources. +3. All datasources send all events in their history from before , + moving their internal pointer forward to the next unsent event. +4. QBT merges all events in memory +5. goto 1!