mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-27 19:30:28 +08:00
docs building
This commit is contained in:
fawce
+22
-4
@@ -4,14 +4,11 @@ log/*.log
|
||||
*.log
|
||||
tmp/**/*
|
||||
tmp/*
|
||||
doc/api
|
||||
doc/app
|
||||
*.swp
|
||||
*~
|
||||
#mac autosaving file
|
||||
.DS_Store
|
||||
*.py[co]
|
||||
.tddium
|
||||
.tddium-deploy-key
|
||||
|
||||
# Installer logs
|
||||
pip-log.txt
|
||||
@@ -19,3 +16,24 @@ pip-log.txt
|
||||
# Unit test / coverage reports
|
||||
.coverage
|
||||
.tox
|
||||
|
||||
*.py[co]
|
||||
|
||||
# Packages
|
||||
*.egg
|
||||
*.egg-info
|
||||
dist
|
||||
build
|
||||
eggs
|
||||
parts
|
||||
bin
|
||||
var
|
||||
sdist
|
||||
develop-eggs
|
||||
.installed.cfg
|
||||
|
||||
*.swp
|
||||
*.swo
|
||||
|
||||
# Built documentation
|
||||
docs/_build/*
|
||||
|
||||
@@ -1,17 +1,52 @@
|
||||
# qbt - Quantopian Backtesting Services
|
||||
|
||||
##Development Setup
|
||||
|
||||
Install the necessary python libraries. Because there are dependencies between the various C packages that don't seem to be handled by ```pip install -r```. So, we provide a helper to install the libraries as listed in requirements.txt and requirements_dev.txt:
|
||||
|
||||
```
|
||||
./ordered_pip.sh requirements_sci.txt #go get coffee, this will compile a heap of C/C++ code
|
||||
./ordered_pip.sh requirements.txt
|
||||
./ordered_pip.sh requirements_dev.txt
|
||||
```
|
||||
##System Setup
|
||||
|
||||
You need to have zeromq installed - http://www.zeromq.org/intro:get-the-software.
|
||||
|
||||
Running
|
||||
-------
|
||||
|
||||
Initial `virtualenv` setup::
|
||||
|
||||
$ mkvirtualenv qsim
|
||||
$ workon qsim
|
||||
#go get coffee, this will compile a heap of C/C++ code
|
||||
$ ./etc/ordered_pip.sh requirements_sci.txt
|
||||
$ ./etc/ordered_pip.sh requirements.txt
|
||||
#optionally
|
||||
$ ./etc/ordered_pip.sh requirements_dev.txt
|
||||
|
||||
|
||||
Develop
|
||||
-------
|
||||
|
||||
To run tests::
|
||||
|
||||
$ nosetests
|
||||
|
||||
To build documentation::
|
||||
|
||||
$ paver apidocs html
|
||||
# outputs to docs/_build/html
|
||||
|
||||
For an interactive shell::
|
||||
|
||||
$ paver ishell
|
||||
|
||||
For coverage information::
|
||||
|
||||
$ paver coverage
|
||||
# outputs to cover/index.html
|
||||
|
||||
For line count::
|
||||
|
||||
$ paver sloccount
|
||||
|
||||
For syntax checking::
|
||||
|
||||
$ paver pyflakes
|
||||
|
||||
### Tooling hints
|
||||
QBT relies heavily on scientific python components (numpy, scikit, pandas, matplotlib, ipython, etc). Tooling up can be a pain, and it often involves managing a configuration including your OS, c/c++/fortran compilers, python version, and versions of numerous modules. I've found the following tools absolutely indispensable:
|
||||
|
||||
|
||||
+153
@@ -0,0 +1,153 @@
|
||||
# Makefile for Sphinx documentation
|
||||
#
|
||||
|
||||
# You can set these variables from the command line.
|
||||
SPHINXOPTS =
|
||||
SPHINXBUILD = sphinx-build
|
||||
PAPER =
|
||||
BUILDDIR = _build
|
||||
|
||||
# Internal variables.
|
||||
PAPEROPT_a4 = -D latex_paper_size=a4
|
||||
PAPEROPT_letter = -D latex_paper_size=letter
|
||||
ALLSPHINXOPTS = -d $(BUILDDIR)/doctrees $(PAPEROPT_$(PAPER)) $(SPHINXOPTS) .
|
||||
# the i18n builder cannot share the environment and doctrees with the others
|
||||
I18NSPHINXOPTS = $(PAPEROPT_$(PAPER)) $(SPHINXOPTS) .
|
||||
|
||||
.PHONY: help clean html dirhtml singlehtml pickle json htmlhelp qthelp devhelp epub latex latexpdf text man changes linkcheck doctest gettext
|
||||
|
||||
help:
|
||||
@echo "Please use \`make <target>' where <target> is one of"
|
||||
@echo " html to make standalone HTML files"
|
||||
@echo " dirhtml to make HTML files named index.html in directories"
|
||||
@echo " singlehtml to make a single large HTML file"
|
||||
@echo " pickle to make pickle files"
|
||||
@echo " json to make JSON files"
|
||||
@echo " htmlhelp to make HTML files and a HTML help project"
|
||||
@echo " qthelp to make HTML files and a qthelp project"
|
||||
@echo " devhelp to make HTML files and a Devhelp project"
|
||||
@echo " epub to make an epub"
|
||||
@echo " latex to make LaTeX files, you can set PAPER=a4 or PAPER=letter"
|
||||
@echo " latexpdf to make LaTeX files and run them through pdflatex"
|
||||
@echo " text to make text files"
|
||||
@echo " man to make manual pages"
|
||||
@echo " texinfo to make Texinfo files"
|
||||
@echo " info to make Texinfo files and run them through makeinfo"
|
||||
@echo " gettext to make PO message catalogs"
|
||||
@echo " changes to make an overview of all changed/added/deprecated items"
|
||||
@echo " linkcheck to check all external links for integrity"
|
||||
@echo " doctest to run all doctests embedded in the documentation (if enabled)"
|
||||
|
||||
clean:
|
||||
-rm -rf $(BUILDDIR)/*
|
||||
|
||||
html:
|
||||
$(SPHINXBUILD) -b html $(ALLSPHINXOPTS) $(BUILDDIR)/html
|
||||
@echo
|
||||
@echo "Build finished. The HTML pages are in $(BUILDDIR)/html."
|
||||
|
||||
dirhtml:
|
||||
$(SPHINXBUILD) -b dirhtml $(ALLSPHINXOPTS) $(BUILDDIR)/dirhtml
|
||||
@echo
|
||||
@echo "Build finished. The HTML pages are in $(BUILDDIR)/dirhtml."
|
||||
|
||||
singlehtml:
|
||||
$(SPHINXBUILD) -b singlehtml $(ALLSPHINXOPTS) $(BUILDDIR)/singlehtml
|
||||
@echo
|
||||
@echo "Build finished. The HTML page is in $(BUILDDIR)/singlehtml."
|
||||
|
||||
pickle:
|
||||
$(SPHINXBUILD) -b pickle $(ALLSPHINXOPTS) $(BUILDDIR)/pickle
|
||||
@echo
|
||||
@echo "Build finished; now you can process the pickle files."
|
||||
|
||||
json:
|
||||
$(SPHINXBUILD) -b json $(ALLSPHINXOPTS) $(BUILDDIR)/json
|
||||
@echo
|
||||
@echo "Build finished; now you can process the JSON files."
|
||||
|
||||
htmlhelp:
|
||||
$(SPHINXBUILD) -b htmlhelp $(ALLSPHINXOPTS) $(BUILDDIR)/htmlhelp
|
||||
@echo
|
||||
@echo "Build finished; now you can run HTML Help Workshop with the" \
|
||||
".hhp project file in $(BUILDDIR)/htmlhelp."
|
||||
|
||||
qthelp:
|
||||
$(SPHINXBUILD) -b qthelp $(ALLSPHINXOPTS) $(BUILDDIR)/qthelp
|
||||
@echo
|
||||
@echo "Build finished; now you can run "qcollectiongenerator" with the" \
|
||||
".qhcp project file in $(BUILDDIR)/qthelp, like this:"
|
||||
@echo "# qcollectiongenerator $(BUILDDIR)/qthelp/QSim.qhcp"
|
||||
@echo "To view the help file:"
|
||||
@echo "# assistant -collectionFile $(BUILDDIR)/qthelp/QSim.qhc"
|
||||
|
||||
devhelp:
|
||||
$(SPHINXBUILD) -b devhelp $(ALLSPHINXOPTS) $(BUILDDIR)/devhelp
|
||||
@echo
|
||||
@echo "Build finished."
|
||||
@echo "To view the help file:"
|
||||
@echo "# mkdir -p $$HOME/.local/share/devhelp/QSim"
|
||||
@echo "# ln -s $(BUILDDIR)/devhelp $$HOME/.local/share/devhelp/QSim"
|
||||
@echo "# devhelp"
|
||||
|
||||
epub:
|
||||
$(SPHINXBUILD) -b epub $(ALLSPHINXOPTS) $(BUILDDIR)/epub
|
||||
@echo
|
||||
@echo "Build finished. The epub file is in $(BUILDDIR)/epub."
|
||||
|
||||
latex:
|
||||
$(SPHINXBUILD) -b latex $(ALLSPHINXOPTS) $(BUILDDIR)/latex
|
||||
@echo
|
||||
@echo "Build finished; the LaTeX files are in $(BUILDDIR)/latex."
|
||||
@echo "Run \`make' in that directory to run these through (pdf)latex" \
|
||||
"(use \`make latexpdf' here to do that automatically)."
|
||||
|
||||
latexpdf:
|
||||
$(SPHINXBUILD) -b latex $(ALLSPHINXOPTS) $(BUILDDIR)/latex
|
||||
@echo "Running LaTeX files through pdflatex..."
|
||||
$(MAKE) -C $(BUILDDIR)/latex all-pdf
|
||||
@echo "pdflatex finished; the PDF files are in $(BUILDDIR)/latex."
|
||||
|
||||
text:
|
||||
$(SPHINXBUILD) -b text $(ALLSPHINXOPTS) $(BUILDDIR)/text
|
||||
@echo
|
||||
@echo "Build finished. The text files are in $(BUILDDIR)/text."
|
||||
|
||||
man:
|
||||
$(SPHINXBUILD) -b man $(ALLSPHINXOPTS) $(BUILDDIR)/man
|
||||
@echo
|
||||
@echo "Build finished. The manual pages are in $(BUILDDIR)/man."
|
||||
|
||||
texinfo:
|
||||
$(SPHINXBUILD) -b texinfo $(ALLSPHINXOPTS) $(BUILDDIR)/texinfo
|
||||
@echo
|
||||
@echo "Build finished. The Texinfo files are in $(BUILDDIR)/texinfo."
|
||||
@echo "Run \`make' in that directory to run these through makeinfo" \
|
||||
"(use \`make info' here to do that automatically)."
|
||||
|
||||
info:
|
||||
$(SPHINXBUILD) -b texinfo $(ALLSPHINXOPTS) $(BUILDDIR)/texinfo
|
||||
@echo "Running Texinfo files through makeinfo..."
|
||||
make -C $(BUILDDIR)/texinfo info
|
||||
@echo "makeinfo finished; the Info files are in $(BUILDDIR)/texinfo."
|
||||
|
||||
gettext:
|
||||
$(SPHINXBUILD) -b gettext $(I18NSPHINXOPTS) $(BUILDDIR)/locale
|
||||
@echo
|
||||
@echo "Build finished. The message catalogs are in $(BUILDDIR)/locale."
|
||||
|
||||
changes:
|
||||
$(SPHINXBUILD) -b changes $(ALLSPHINXOPTS) $(BUILDDIR)/changes
|
||||
@echo
|
||||
@echo "The overview file is in $(BUILDDIR)/changes."
|
||||
|
||||
linkcheck:
|
||||
$(SPHINXBUILD) -b linkcheck $(ALLSPHINXOPTS) $(BUILDDIR)/linkcheck
|
||||
@echo
|
||||
@echo "Link check complete; look for any errors in the above output " \
|
||||
"or in $(BUILDDIR)/linkcheck/output.txt."
|
||||
|
||||
doctest:
|
||||
$(SPHINXBUILD) -b doctest $(ALLSPHINXOPTS) $(BUILDDIR)/doctest
|
||||
@echo "Testing of doctests in the sources finished, look at the " \
|
||||
"results in $(BUILDDIR)/doctest/output.txt."
|
||||
+246
@@ -0,0 +1,246 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
#
|
||||
# QSim documentation build configuration file, created by
|
||||
# sphinx-quickstart on Wed Feb 8 15:29:56 2012.
|
||||
#
|
||||
# This file is execfile()d with the current directory set to its containing dir.
|
||||
#
|
||||
# Note that not all possible configuration values are present in this
|
||||
# autogenerated file.
|
||||
#
|
||||
# All configuration values have a default; values that are commented out
|
||||
# serve to show the default.
|
||||
|
||||
import sys, os
|
||||
|
||||
# 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.
|
||||
sys.path.append(os.path.abspath('..'))
|
||||
|
||||
# -- General configuration -----------------------------------------------------
|
||||
|
||||
# If your documentation needs a minimal Sphinx version, state it here.
|
||||
#needs_sphinx = '1.0'
|
||||
|
||||
# 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.intersphinx', 'sphinx.ext.todo', 'sphinx.ext.coverage', 'sphinx.ext.mathjax', 'sphinx.ext.viewcode']
|
||||
|
||||
# Add any paths that contain templates here, relative to this directory.
|
||||
templates_path = ['_templates']
|
||||
|
||||
# The suffix of source filenames.
|
||||
source_suffix = '.rst'
|
||||
|
||||
# The encoding of source files.
|
||||
#source_encoding = 'utf-8-sig'
|
||||
|
||||
# The master toctree document.
|
||||
master_doc = 'index'
|
||||
|
||||
# General information about the project.
|
||||
project = u'QSim'
|
||||
copyright = u'2012, Quantopian: jean, fawce, sdiehl'
|
||||
|
||||
# The version info for the project you're documenting, acts as replacement for
|
||||
# |version| and |release|, also used in various other places throughout the
|
||||
# built documents.
|
||||
#
|
||||
# The short X.Y version.
|
||||
version = '0.0'
|
||||
# The full version, including alpha/beta/rc tags.
|
||||
release = 'dev'
|
||||
|
||||
# The language for content autogenerated by Sphinx. Refer to documentation
|
||||
# for a list of supported languages.
|
||||
#language = None
|
||||
|
||||
# There are two options for replacing |today|: either, you set today to some
|
||||
# non-false value, then it is used:
|
||||
#today = ''
|
||||
# Else, today_fmt is used as the format for a strftime call.
|
||||
#today_fmt = '%B %d, %Y'
|
||||
|
||||
# List of patterns, relative to source directory, that match files and
|
||||
# directories to ignore when looking for source files.
|
||||
exclude_patterns = ['_build']
|
||||
|
||||
# The reST default role (used for this markup: `text`) to use for all documents.
|
||||
#default_role = None
|
||||
|
||||
# If true, '()' will be appended to :func: etc. cross-reference text.
|
||||
#add_function_parentheses = True
|
||||
|
||||
# If true, the current module name will be prepended to all description
|
||||
# unit titles (such as .. function::).
|
||||
#add_module_names = True
|
||||
|
||||
# If true, sectionauthor and moduleauthor directives will be shown in the
|
||||
# output. They are ignored by default.
|
||||
#show_authors = False
|
||||
|
||||
# The name of the Pygments (syntax highlighting) style to use.
|
||||
pygments_style = 'sphinx'
|
||||
|
||||
# A list of ignored prefixes for module index sorting.
|
||||
#modindex_common_prefix = []
|
||||
|
||||
|
||||
# -- 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 = 'nature'
|
||||
|
||||
# Theme options are theme-specific and customize the look and feel of a theme
|
||||
# further. For a list of options available for each theme, see the
|
||||
# documentation.
|
||||
#html_theme_options = {}
|
||||
|
||||
# Add any paths that contain custom themes here, relative to this directory.
|
||||
#html_theme_path = []
|
||||
|
||||
# The name for this set of Sphinx documents. If None, it defaults to
|
||||
# "<project> v<release> documentation".
|
||||
#html_title = None
|
||||
|
||||
# A shorter title for the navigation bar. Default is the same as html_title.
|
||||
#html_short_title = None
|
||||
|
||||
# The name of an image file (relative to this directory) to place at the top
|
||||
# of the sidebar.
|
||||
#html_logo = None
|
||||
|
||||
# The name of an image file (within the static path) to use as favicon of the
|
||||
# docs. This file should be a Windows icon file (.ico) being 16x16 or 32x32
|
||||
# pixels large.
|
||||
#html_favicon = None
|
||||
|
||||
# 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']
|
||||
|
||||
# If not '', a 'Last updated on:' timestamp is inserted at every page bottom,
|
||||
# using the given strftime format.
|
||||
#html_last_updated_fmt = '%b %d, %Y'
|
||||
|
||||
# If true, SmartyPants will be used to convert quotes and dashes to
|
||||
# typographically correct entities.
|
||||
#html_use_smartypants = True
|
||||
|
||||
# Custom sidebar templates, maps document names to template names.
|
||||
#html_sidebars = {}
|
||||
|
||||
# Additional templates that should be rendered to pages, maps page names to
|
||||
# template names.
|
||||
#html_additional_pages = {}
|
||||
|
||||
# If false, no module index is generated.
|
||||
#html_domain_indices = True
|
||||
|
||||
# If false, no index is generated.
|
||||
#html_use_index = True
|
||||
|
||||
# If true, the index is split into individual pages for each letter.
|
||||
#html_split_index = False
|
||||
|
||||
# If true, links to the reST sources are added to the pages.
|
||||
#html_show_sourcelink = True
|
||||
|
||||
# If true, "Created using Sphinx" is shown in the HTML footer. Default is True.
|
||||
#html_show_sphinx = True
|
||||
|
||||
# If true, "(C) Copyright ..." is shown in the HTML footer. Default is True.
|
||||
#html_show_copyright = True
|
||||
|
||||
# If true, an OpenSearch description file will be output, and all pages will
|
||||
# contain a <link> tag referring to it. The value of this option must be the
|
||||
# base URL from which the finished HTML is served.
|
||||
#html_use_opensearch = ''
|
||||
|
||||
# This is the file name suffix for HTML files (e.g. ".xhtml").
|
||||
#html_file_suffix = None
|
||||
|
||||
# Output file base name for HTML help builder.
|
||||
htmlhelp_basename = 'QSimdoc'
|
||||
|
||||
|
||||
# -- Options for LaTeX output --------------------------------------------------
|
||||
|
||||
latex_elements = {
|
||||
# The paper size ('letterpaper' or 'a4paper').
|
||||
#'papersize': 'letterpaper',
|
||||
|
||||
# The font size ('10pt', '11pt' or '12pt').
|
||||
#'pointsize': '10pt',
|
||||
|
||||
# Additional stuff for the LaTeX preamble.
|
||||
#'preamble': '',
|
||||
}
|
||||
|
||||
# Grouping the document tree into LaTeX files. List of tuples
|
||||
# (source start file, target name, title, author, documentclass [howto/manual]).
|
||||
latex_documents = [
|
||||
('index', 'QSim.tex', u'QSim Documentation',
|
||||
u'Quantopian: jean, fawce, sdiehl', 'manual'),
|
||||
]
|
||||
|
||||
# The name of an image file (relative to this directory) to place at the top of
|
||||
# the title page.
|
||||
#latex_logo = None
|
||||
|
||||
# For "manual" documents, if this is true, then toplevel headings are parts,
|
||||
# not chapters.
|
||||
#latex_use_parts = False
|
||||
|
||||
# If true, show page references after internal links.
|
||||
#latex_show_pagerefs = False
|
||||
|
||||
# If true, show URL addresses after external links.
|
||||
#latex_show_urls = False
|
||||
|
||||
# Documents to append as an appendix to all manuals.
|
||||
#latex_appendices = []
|
||||
|
||||
# If false, no module index is generated.
|
||||
#latex_domain_indices = True
|
||||
|
||||
|
||||
# -- Options for manual page output --------------------------------------------
|
||||
|
||||
# One entry per manual page. List of tuples
|
||||
# (source start file, name, description, authors, manual section).
|
||||
man_pages = [
|
||||
('index', 'qsim', u'QSim Documentation',
|
||||
[u'Quantopian: jean, fawce, sdiehl'], 1)
|
||||
]
|
||||
|
||||
# If true, show URL addresses after external links.
|
||||
#man_show_urls = False
|
||||
|
||||
|
||||
# -- Options for Texinfo output ------------------------------------------------
|
||||
|
||||
# Grouping the document tree into Texinfo files. List of tuples
|
||||
# (source start file, target name, title, author,
|
||||
# dir menu entry, description, category)
|
||||
texinfo_documents = [
|
||||
('index', 'QSim', u'QSim Documentation',
|
||||
u'Quantopian: jean, fawce, sdiehl', 'QSim', 'One line description of project.',
|
||||
'Miscellaneous'),
|
||||
]
|
||||
|
||||
# Documents to append as an appendix to all manuals.
|
||||
#texinfo_appendices = []
|
||||
|
||||
# If false, no module index is generated.
|
||||
#texinfo_domain_indices = True
|
||||
|
||||
# How to display URL addresses: 'footnote', 'no', or 'inline'.
|
||||
#texinfo_show_urls = 'footnote'
|
||||
|
||||
|
||||
# Example configuration for intersphinx: refer to the Python standard library.
|
||||
intersphinx_mapping = {'http://docs.python.org/': None}
|
||||
@@ -0,0 +1,23 @@
|
||||
.. QSim documentation master file, created by
|
||||
sphinx-quickstart on Wed Feb 8 15:29:56 2012.
|
||||
You can adapt this file completely to your liking, but it should at least
|
||||
contain the root `toctree` directive.
|
||||
|
||||
Welcome to QSim's documentation!
|
||||
================================
|
||||
|
||||
Contents:
|
||||
|
||||
.. toctree::
|
||||
:maxdepth: 2
|
||||
|
||||
notes.rst
|
||||
modules.rst
|
||||
|
||||
Indices and tables
|
||||
==================
|
||||
|
||||
* :ref:`genindex`
|
||||
* :ref:`modindex`
|
||||
* :ref:`search`
|
||||
|
||||
+190
@@ -0,0 +1,190 @@
|
||||
@ECHO OFF
|
||||
|
||||
REM Command file for Sphinx documentation
|
||||
|
||||
if "%SPHINXBUILD%" == "" (
|
||||
set SPHINXBUILD=sphinx-build
|
||||
)
|
||||
set BUILDDIR=_build
|
||||
set ALLSPHINXOPTS=-d %BUILDDIR%/doctrees %SPHINXOPTS% .
|
||||
set I18NSPHINXOPTS=%SPHINXOPTS% .
|
||||
if NOT "%PAPER%" == "" (
|
||||
set ALLSPHINXOPTS=-D latex_paper_size=%PAPER% %ALLSPHINXOPTS%
|
||||
set I18NSPHINXOPTS=-D latex_paper_size=%PAPER% %I18NSPHINXOPTS%
|
||||
)
|
||||
|
||||
if "%1" == "" goto help
|
||||
|
||||
if "%1" == "help" (
|
||||
:help
|
||||
echo.Please use `make ^<target^>` where ^<target^> is one of
|
||||
echo. html to make standalone HTML files
|
||||
echo. dirhtml to make HTML files named index.html in directories
|
||||
echo. singlehtml to make a single large HTML file
|
||||
echo. pickle to make pickle files
|
||||
echo. json to make JSON files
|
||||
echo. htmlhelp to make HTML files and a HTML help project
|
||||
echo. qthelp to make HTML files and a qthelp project
|
||||
echo. devhelp to make HTML files and a Devhelp project
|
||||
echo. epub to make an epub
|
||||
echo. latex to make LaTeX files, you can set PAPER=a4 or PAPER=letter
|
||||
echo. text to make text files
|
||||
echo. man to make manual pages
|
||||
echo. texinfo to make Texinfo files
|
||||
echo. gettext to make PO message catalogs
|
||||
echo. changes to make an overview over all changed/added/deprecated items
|
||||
echo. linkcheck to check all external links for integrity
|
||||
echo. doctest to run all doctests embedded in the documentation if enabled
|
||||
goto end
|
||||
)
|
||||
|
||||
if "%1" == "clean" (
|
||||
for /d %%i in (%BUILDDIR%\*) do rmdir /q /s %%i
|
||||
del /q /s %BUILDDIR%\*
|
||||
goto end
|
||||
)
|
||||
|
||||
if "%1" == "html" (
|
||||
%SPHINXBUILD% -b html %ALLSPHINXOPTS% %BUILDDIR%/html
|
||||
if errorlevel 1 exit /b 1
|
||||
echo.
|
||||
echo.Build finished. The HTML pages are in %BUILDDIR%/html.
|
||||
goto end
|
||||
)
|
||||
|
||||
if "%1" == "dirhtml" (
|
||||
%SPHINXBUILD% -b dirhtml %ALLSPHINXOPTS% %BUILDDIR%/dirhtml
|
||||
if errorlevel 1 exit /b 1
|
||||
echo.
|
||||
echo.Build finished. The HTML pages are in %BUILDDIR%/dirhtml.
|
||||
goto end
|
||||
)
|
||||
|
||||
if "%1" == "singlehtml" (
|
||||
%SPHINXBUILD% -b singlehtml %ALLSPHINXOPTS% %BUILDDIR%/singlehtml
|
||||
if errorlevel 1 exit /b 1
|
||||
echo.
|
||||
echo.Build finished. The HTML pages are in %BUILDDIR%/singlehtml.
|
||||
goto end
|
||||
)
|
||||
|
||||
if "%1" == "pickle" (
|
||||
%SPHINXBUILD% -b pickle %ALLSPHINXOPTS% %BUILDDIR%/pickle
|
||||
if errorlevel 1 exit /b 1
|
||||
echo.
|
||||
echo.Build finished; now you can process the pickle files.
|
||||
goto end
|
||||
)
|
||||
|
||||
if "%1" == "json" (
|
||||
%SPHINXBUILD% -b json %ALLSPHINXOPTS% %BUILDDIR%/json
|
||||
if errorlevel 1 exit /b 1
|
||||
echo.
|
||||
echo.Build finished; now you can process the JSON files.
|
||||
goto end
|
||||
)
|
||||
|
||||
if "%1" == "htmlhelp" (
|
||||
%SPHINXBUILD% -b htmlhelp %ALLSPHINXOPTS% %BUILDDIR%/htmlhelp
|
||||
if errorlevel 1 exit /b 1
|
||||
echo.
|
||||
echo.Build finished; now you can run HTML Help Workshop with the ^
|
||||
.hhp project file in %BUILDDIR%/htmlhelp.
|
||||
goto end
|
||||
)
|
||||
|
||||
if "%1" == "qthelp" (
|
||||
%SPHINXBUILD% -b qthelp %ALLSPHINXOPTS% %BUILDDIR%/qthelp
|
||||
if errorlevel 1 exit /b 1
|
||||
echo.
|
||||
echo.Build finished; now you can run "qcollectiongenerator" with the ^
|
||||
.qhcp project file in %BUILDDIR%/qthelp, like this:
|
||||
echo.^> qcollectiongenerator %BUILDDIR%\qthelp\QSim.qhcp
|
||||
echo.To view the help file:
|
||||
echo.^> assistant -collectionFile %BUILDDIR%\qthelp\QSim.ghc
|
||||
goto end
|
||||
)
|
||||
|
||||
if "%1" == "devhelp" (
|
||||
%SPHINXBUILD% -b devhelp %ALLSPHINXOPTS% %BUILDDIR%/devhelp
|
||||
if errorlevel 1 exit /b 1
|
||||
echo.
|
||||
echo.Build finished.
|
||||
goto end
|
||||
)
|
||||
|
||||
if "%1" == "epub" (
|
||||
%SPHINXBUILD% -b epub %ALLSPHINXOPTS% %BUILDDIR%/epub
|
||||
if errorlevel 1 exit /b 1
|
||||
echo.
|
||||
echo.Build finished. The epub file is in %BUILDDIR%/epub.
|
||||
goto end
|
||||
)
|
||||
|
||||
if "%1" == "latex" (
|
||||
%SPHINXBUILD% -b latex %ALLSPHINXOPTS% %BUILDDIR%/latex
|
||||
if errorlevel 1 exit /b 1
|
||||
echo.
|
||||
echo.Build finished; the LaTeX files are in %BUILDDIR%/latex.
|
||||
goto end
|
||||
)
|
||||
|
||||
if "%1" == "text" (
|
||||
%SPHINXBUILD% -b text %ALLSPHINXOPTS% %BUILDDIR%/text
|
||||
if errorlevel 1 exit /b 1
|
||||
echo.
|
||||
echo.Build finished. The text files are in %BUILDDIR%/text.
|
||||
goto end
|
||||
)
|
||||
|
||||
if "%1" == "man" (
|
||||
%SPHINXBUILD% -b man %ALLSPHINXOPTS% %BUILDDIR%/man
|
||||
if errorlevel 1 exit /b 1
|
||||
echo.
|
||||
echo.Build finished. The manual pages are in %BUILDDIR%/man.
|
||||
goto end
|
||||
)
|
||||
|
||||
if "%1" == "texinfo" (
|
||||
%SPHINXBUILD% -b texinfo %ALLSPHINXOPTS% %BUILDDIR%/texinfo
|
||||
if errorlevel 1 exit /b 1
|
||||
echo.
|
||||
echo.Build finished. The Texinfo files are in %BUILDDIR%/texinfo.
|
||||
goto end
|
||||
)
|
||||
|
||||
if "%1" == "gettext" (
|
||||
%SPHINXBUILD% -b gettext %I18NSPHINXOPTS% %BUILDDIR%/locale
|
||||
if errorlevel 1 exit /b 1
|
||||
echo.
|
||||
echo.Build finished. The message catalogs are in %BUILDDIR%/locale.
|
||||
goto end
|
||||
)
|
||||
|
||||
if "%1" == "changes" (
|
||||
%SPHINXBUILD% -b changes %ALLSPHINXOPTS% %BUILDDIR%/changes
|
||||
if errorlevel 1 exit /b 1
|
||||
echo.
|
||||
echo.The overview file is in %BUILDDIR%/changes.
|
||||
goto end
|
||||
)
|
||||
|
||||
if "%1" == "linkcheck" (
|
||||
%SPHINXBUILD% -b linkcheck %ALLSPHINXOPTS% %BUILDDIR%/linkcheck
|
||||
if errorlevel 1 exit /b 1
|
||||
echo.
|
||||
echo.Link check complete; look for any errors in the above output ^
|
||||
or in %BUILDDIR%/linkcheck/output.txt.
|
||||
goto end
|
||||
)
|
||||
|
||||
if "%1" == "doctest" (
|
||||
%SPHINXBUILD% -b doctest %ALLSPHINXOPTS% %BUILDDIR%/doctest
|
||||
if errorlevel 1 exit /b 1
|
||||
echo.
|
||||
echo.Testing of doctests in the sources finished, look at the ^
|
||||
results in %BUILDDIR%/doctest/output.txt.
|
||||
goto end
|
||||
)
|
||||
|
||||
:end
|
||||
@@ -0,0 +1,7 @@
|
||||
qsim
|
||||
====
|
||||
|
||||
.. toctree::
|
||||
:maxdepth: 4
|
||||
|
||||
qsim
|
||||
@@ -0,0 +1,95 @@
|
||||
# qbt - Quantopian Backtesting Services
|
||||
|
||||
##System Setup
|
||||
|
||||
You need to have zeromq installed - http://www.zeromq.org/intro:get-the-software.
|
||||
|
||||
Running
|
||||
-------
|
||||
|
||||
Initial `virtualenv` setup::
|
||||
|
||||
$ mkvirtualenv qsim
|
||||
$ workon qsim
|
||||
#go get coffee, this will compile a heap of C/C++ code
|
||||
$ ./etc/ordered_pip.sh requirements_sci.txt
|
||||
$ ./etc/ordered_pip.sh requirements.txt
|
||||
#optionally
|
||||
$ ./etc/ordered_pip.sh requirements_dev.txt
|
||||
|
||||
|
||||
Develop
|
||||
-------
|
||||
|
||||
To run tests::
|
||||
|
||||
$ nosetests
|
||||
|
||||
To build documentation::
|
||||
|
||||
$ paver apidocs html
|
||||
# outputs to docs/_build/html
|
||||
|
||||
For an interactive shell::
|
||||
|
||||
$ paver ishell
|
||||
|
||||
For coverage information::
|
||||
|
||||
$ paver coverage
|
||||
# outputs to cover/index.html
|
||||
|
||||
For line count::
|
||||
|
||||
$ paver sloccount
|
||||
|
||||
For syntax checking::
|
||||
|
||||
$ paver pyflakes
|
||||
|
||||
### Tooling hints
|
||||
QBT relies heavily on scientific python components (numpy, scikit, pandas, matplotlib, ipython, etc). Tooling up can be a pain, and it often involves managing a configuration including your OS, c/c++/fortran compilers, python version, and versions of numerous modules. I've found the following tools absolutely indispensable:
|
||||
|
||||
- some kind of package manager for your platform. package managers generally give you a way to search, install, uninstall, and check currently installed packages. They also do a great job of managing dependencies.
|
||||
- linux: yum/apt-get
|
||||
- mac: homebrew/macport/fink (I highly recommend homebrew: https://github.com/mxcl/homebrew)
|
||||
- windows: probably best if you use a complete distribution, like: enthought, ActiveState, or Python(x,y)
|
||||
- Python also provides good package management tools to help you manage the components you install for Python.
|
||||
- pip
|
||||
- easy_install/setuptools. I have always used setuptools, and I've been quite happy with it. Just remember that setuptools is coupled to your python version.
|
||||
- virtualenv and virtualenvwrapper are your very best friends. They complement your python package manager by allowing you to create and quickly switch between named configurations.
|
||||
- *Install all the versions of Python you like to use, but install setuptools, virtualenv, and virtualenvwrapper with the very latest python.* Use the latest python to install the latest setuptools, and the latest setuptools to install virtualenv and virtualenvwrapper. virtualenvwrapper allows you to specify the python version you wish to use (mkvirtualenv -p <python executable> <env name>), so you can create envs of any python denomination.
|
||||
|
||||
### Mac OS hints
|
||||
|
||||
Scientific python on the Mac can be a bit confusing because of the many independent variables. You need to have several components installed, and be aware of the versions of each:
|
||||
|
||||
- XCode. XCode includes the gcc and g++ compilers and architecture specific assemblers. Your version of XCode will determine which compilers and assemblers are available. The most common issue I encountered with scientific python libraries is compilation errors of underlying C code. Most scientific libraries are optimized with C routines, so this is a major hurdle. In my environment (XCode 4.0.2 with iOS components installed) I ran into problems with -arch flags asking for power pc (-arch ppc passed to the compiler). Read this stackoverflow to see how to handle similar problems: http://stackoverflow.com/questions/5256397/python-easy-install-fails-with-assembler-for-architecture-ppc-not-installed-on
|
||||
- gfortran - you need this to build numpy. With brew you can install with just: ```brew install gfortran```
|
||||
- umfpack - you need this to build scipy. ```brew install umfpack```
|
||||
- swig - you need this to build scipy. ```brew install swig```
|
||||
- hdf5 - you need this to build tables. ```brew install hdf5```
|
||||
- zeromq - you need this to run qbt. ```brew install zmq```
|
||||
|
||||
### Database and Collections expected in MongoDB ###
|
||||
QBT requires a running mongodb instance with a few collections:
|
||||
|
||||
- user collection. See handlers.BaseHandler and handlers.LoginHandler for code using this collection. Documents must have:
|
||||
- email - standard email address
|
||||
- salt - sha256 hex of: datetime.utcnow()--password
|
||||
- encrypted_password - an sha256 hex digest of: salt--password
|
||||
- _id - standard issue mongodb primary key
|
||||
|
||||
## Authenticating
|
||||
|
||||
## Requesting a Backtest
|
||||
|
||||
#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 <date>" from all sources.
|
||||
3. All datasources send all events in their history from before <date>, moving their internal pointer forward to the next unsent event.
|
||||
4. QBT merges all events in memory
|
||||
5. goto 1!
|
||||
@@ -0,0 +1,11 @@
|
||||
data Package
|
||||
============
|
||||
|
||||
:mod:`equity` Module
|
||||
--------------------
|
||||
|
||||
.. automodule:: qsim.data.equity
|
||||
:members:
|
||||
:undoc-members:
|
||||
:show-inheritance:
|
||||
|
||||
@@ -0,0 +1,22 @@
|
||||
qsim Package
|
||||
============
|
||||
|
||||
:mod:`util` Module
|
||||
------------------
|
||||
|
||||
.. automodule:: qsim.util
|
||||
:members:
|
||||
:undoc-members:
|
||||
:show-inheritance:
|
||||
|
||||
Subpackages
|
||||
-----------
|
||||
|
||||
.. toctree::
|
||||
|
||||
qsim.data
|
||||
qsim.messaging
|
||||
qsim.simulator
|
||||
qsim.test
|
||||
qsim.transforms
|
||||
|
||||
@@ -0,0 +1,27 @@
|
||||
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:
|
||||
|
||||
@@ -0,0 +1,19 @@
|
||||
test Package
|
||||
============
|
||||
|
||||
:mod:`client` Module
|
||||
--------------------
|
||||
|
||||
.. automodule:: qsim.test.client
|
||||
:members:
|
||||
:undoc-members:
|
||||
:show-inheritance:
|
||||
|
||||
:mod:`test_messaging` Module
|
||||
----------------------------
|
||||
|
||||
.. automodule:: qsim.test.test_messaging
|
||||
:members:
|
||||
:undoc-members:
|
||||
:show-inheritance:
|
||||
|
||||
@@ -0,0 +1,19 @@
|
||||
transforms Package
|
||||
==================
|
||||
|
||||
:mod:`base` Module
|
||||
------------------
|
||||
|
||||
.. automodule:: qsim.transforms.base
|
||||
:members:
|
||||
:undoc-members:
|
||||
:show-inheritance:
|
||||
|
||||
:mod:`technical` Module
|
||||
-----------------------
|
||||
|
||||
.. automodule:: qsim.transforms.technical
|
||||
:members:
|
||||
:undoc-members:
|
||||
:show-inheritance:
|
||||
|
||||
+185
@@ -0,0 +1,185 @@
|
||||
import os, sys
|
||||
import time
|
||||
import re
|
||||
import platform
|
||||
|
||||
from subprocess import call
|
||||
|
||||
from paver.easy import *
|
||||
from paver.doctools import *
|
||||
from paver.setuputils import *
|
||||
|
||||
from paved import *
|
||||
from paved.util import *
|
||||
from paved.pycheck import *
|
||||
|
||||
operating_system = platform.system()
|
||||
|
||||
# ===========
|
||||
# Setuputils
|
||||
# ===========
|
||||
|
||||
def parse_requirements(file_name):
|
||||
requirements = []
|
||||
for line in open(file_name, 'r').read().split('\n'):
|
||||
if re.match(r'(\s*#)|(\s*$)', line):
|
||||
continue
|
||||
if re.match(r'\s*-e\s+', line):
|
||||
requirements.append(re.sub(r'\s*-e\s+.*#egg=(.*)$', r'\1', line))
|
||||
elif re.match(r'\s*-f\s+', line):
|
||||
pass
|
||||
else:
|
||||
requirements.append(line)
|
||||
return requirements
|
||||
|
||||
version='dev'
|
||||
install_requires = parse_requirements('./etc/requirements.txt') + parse_requirements('./etc/requirements_sci.txt')
|
||||
tests_require = install_requires + parse_requirements('./etc/requirements_dev.txt')
|
||||
|
||||
options(
|
||||
sphinx=Bunch(
|
||||
builddir="_build",
|
||||
sourcedir=""
|
||||
),
|
||||
setup = Bunch(name='qsim',
|
||||
version = version,
|
||||
classifiers = [],
|
||||
packages = find_packages(),
|
||||
install_requires = install_requires,
|
||||
tests_require = tests_require,
|
||||
test_suite = 'nose.collector',
|
||||
include_package_data = True,
|
||||
zip_safe = False,
|
||||
),
|
||||
)
|
||||
|
||||
options.paved.clean.patterns.extend([
|
||||
#'*.swp', # vim related
|
||||
#'*.swo', # vim related
|
||||
'nosetests.xml',
|
||||
'.coverage',
|
||||
',coverage',
|
||||
'*.lprof',
|
||||
'*.prof',
|
||||
])
|
||||
|
||||
# Because I'm lazy
|
||||
stuff_i_want_in_my_debug_shell = [
|
||||
('qutil', 'qsim.util', []),
|
||||
('zmq', 'zmq', []),
|
||||
]
|
||||
|
||||
# ======
|
||||
# Tasks
|
||||
# ======
|
||||
|
||||
@task
|
||||
def coverage():
|
||||
"""
|
||||
Run the devsever under the coverage reporter, generate the
|
||||
coverage report.
|
||||
"""
|
||||
call('nosetests --with-coverage --cover-package qsim', shell=True)
|
||||
call('coverage html', shell=True)
|
||||
call('chromium %s/cover/index.html' % (os.path.abspath(".")), shell=True)
|
||||
|
||||
@task
|
||||
def profile():
|
||||
"""
|
||||
Runtime profiling using cProfile, use pStats to find heavy
|
||||
calls. Or use python -m pstats to get more granular
|
||||
statistics about runtimes.
|
||||
"""
|
||||
try:
|
||||
call('python -m cProfile -o qsim.prof qexec/web/devserver.py --hostsettings', shell=True)
|
||||
except KeyboardInterrupt:
|
||||
pass
|
||||
import pstats
|
||||
time.sleep(1) # wait for disk io
|
||||
|
||||
p = pstats.Stats('qsim.prof')
|
||||
# Print the hundred heaviest function calls
|
||||
p.sort_stats('time').print_stats(100)
|
||||
|
||||
@task
|
||||
def lineprofile():
|
||||
"""
|
||||
Line by line profiler. Find hotspots in your code using the
|
||||
@profile decorator .
|
||||
"""
|
||||
path('devserver.py.lprof').remove()
|
||||
try:
|
||||
call('kernprof.py -l qexec/web/devserver.py --hostsettings', shell=True)
|
||||
except KeyboardInterrupt:
|
||||
pass
|
||||
time.sleep(1) # wait for disk io
|
||||
call('python -m line_profiler devserver.py.lprof', shell=True)
|
||||
|
||||
def magic_shell():
|
||||
sys.path.append(path())
|
||||
imported_objects = {}
|
||||
for mod in find_packages():
|
||||
imported_objects[mod] = __import__(mod)
|
||||
|
||||
for name, mod, defs in stuff_i_want_in_my_debug_shell:
|
||||
imported_objects[name] = __import__(mod, globals(), locals(), defs)
|
||||
|
||||
return imported_objects
|
||||
|
||||
@task
|
||||
def shell():
|
||||
"""
|
||||
Run a bpython shell with all your desired modules right at
|
||||
your fingertips.
|
||||
"""
|
||||
from bpython import embed
|
||||
embed(magic_shell())
|
||||
|
||||
@task
|
||||
def ishell():
|
||||
"""
|
||||
Run a ipython shell with all your desired modules right at
|
||||
your fingertips.
|
||||
"""
|
||||
from IPython.frontend.terminal.embed import InteractiveShellEmbed
|
||||
shell = InteractiveShellEmbed(user_ns=magic_shell())
|
||||
#shell.extensiosn = ['line_profiler',]
|
||||
shell()
|
||||
|
||||
@task
|
||||
def findbugs():
|
||||
"""
|
||||
Google's bug prediction algorithm. Algorithmically find
|
||||
hotspots in your code where bugs are likely to occur based on
|
||||
their git history.
|
||||
"""
|
||||
call('bugspot.py qsim', shell=True)
|
||||
|
||||
@task
|
||||
def findtodos():
|
||||
"""
|
||||
Grep for TODO
|
||||
"""
|
||||
call('grep TODO qsim/*/*.py -C 3 ', shell=True)
|
||||
|
||||
@task
|
||||
def findpdb():
|
||||
"""
|
||||
find references to debugger
|
||||
"""
|
||||
call('grep "import pdb; pdb.set_trace()" qsim/*/*.py -C 3 ', shell=True)
|
||||
|
||||
@task
|
||||
def guppy():
|
||||
"""
|
||||
Guppy heap analyzer
|
||||
"""
|
||||
pass
|
||||
|
||||
@task
|
||||
def apidocs():
|
||||
"""
|
||||
Recursively autogenerate the Sphinx autodoc for the module and
|
||||
its submodules.
|
||||
"""
|
||||
call('sphinx-apidoc -o docs/ qsim', shell=True)
|
||||
@@ -0,0 +1,17 @@
|
||||
[nosetests]
|
||||
verbosity=2
|
||||
detailed-errors=1
|
||||
|
||||
with-coverage=1
|
||||
cover-package=qsim
|
||||
#cover-erase=1
|
||||
cover-html=1
|
||||
cover-html-dir=cover
|
||||
|
||||
# Drop into debugger on failure
|
||||
pdb=1
|
||||
pdb-failures=1
|
||||
|
||||
# For Jenkins
|
||||
with-coverage=1
|
||||
with-xunit=1
|
||||
Reference in New Issue
Block a user