docs: Rebrand OptimizR to Optimiz-rs throughout documentation
Updated Branding in ReadTheDocs: - ✅ All 'OptimizR' → 'Optimiz-rs' (17 files) - ✅ Project name in conf.py - ✅ HTML title and short title - ✅ All algorithm documentation - ✅ Getting started guide - ✅ Installation guide - ✅ Theory/mathematical foundations - ✅ Archive documentation Documentation now consistently uses the new 'optimiz-rs' branding that matches both PyPI and crates.io package names. Note: Python module name 'optimizr' in import statements intentionally unchanged (that's the actual module name).
This commit is contained in:
@@ -1,4 +1,4 @@
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# OptimizR Refactoring - Completion Report
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# Optimiz-rs Refactoring - Completion Report
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## ✅ All Tasks Completed
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@@ -263,7 +263,7 @@ pyproject.toml # ✅ Unchanged
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✅ **All todo items completed successfully!**
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The OptimizR codebase has been completely refactored with:
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The Optimiz-rs codebase has been completely refactored with:
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- ✅ Modular trait-based architecture
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- ✅ Functional programming patterns
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- ✅ Advanced design patterns (Strategy, Builder, Traits)
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@@ -1,4 +1,4 @@
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# OptimizR Development Guide
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# Optimiz-rs Development Guide
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## Quick Start
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@@ -1,4 +1,4 @@
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# OptimizR Enhancement Strategy
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# Optimiz-rs Enhancement Strategy
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**Date**: January 2, 2025
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**Context**: Post-Polarway Phase 4, exploring integration and improvements
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@@ -58,7 +58,7 @@
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- Simulated Annealing
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- Ant Colony Optimization
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## Synergy Opportunities: Polarway + OptimizR
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## Synergy Opportunities: Polarway + Optimiz-rs
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### 1. Time-Series Feature Engineering for HMM
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**Description**: Use Polarway's time-series operations to create features for regime detection
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@@ -70,7 +70,7 @@ df = client.lag(['price'], periods=1) # Lagged prices
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df = client.pct_change(['price'], periods=1) # Returns
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df = client.diff(['price'], periods=1) # Price changes
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# OptimizR: Regime detection on features
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# Optimiz-rs: Regime detection on features
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returns = df['price_pct_change'].to_numpy()
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hmm = HMM(n_states=3) # Bull, Bear, Sideways
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hmm.fit(returns, n_iterations=100)
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@@ -79,7 +79,7 @@ states = hmm.predict(returns)
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**Value**:
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- Polarway provides fast feature engineering (50-200× faster for large datasets)
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- OptimizR provides statistical inference (HMM regime detection)
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- Optimiz-rs provides statistical inference (HMM regime detection)
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- Combined: Real-time regime switching for trading strategies
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### 2. Risk Metrics on Time-Series Data
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@@ -91,14 +91,14 @@ states = hmm.predict(returns)
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df = client.pct_change(['price'], periods=1)
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returns = df['price_pct_change'].to_numpy()
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# OptimizR: Risk analysis
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# Optimiz-rs: Risk analysis
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hurst = compute_hurst_exponent(returns) # Mean-reversion detection
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half_life = estimate_half_life(returns) # Reversion time
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risk_metrics = compute_risk_metrics(returns) # Comprehensive suite
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```
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**Value**:
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- Fast preprocessing (Polarway) + sophisticated analysis (OptimizR)
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- Fast preprocessing (Polarway) + sophisticated analysis (Optimiz-rs)
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- Useful for pairs trading, mean-reversion strategies
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- Real-time risk monitoring
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@@ -111,7 +111,7 @@ risk_metrics = compute_risk_metrics(returns) # Comprehensive suite
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df = client.lag(['spy_price', 'vix'], periods=[1, 5, 20])
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df = client.pct_change(['spy_price'], periods=1)
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# OptimizR: Solve optimal control problem
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# Optimiz-rs: Solve optimal control problem
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# State: [price, volatility regime]
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# Control: portfolio weights
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value_fn = solve_hjb_regime_switching(...)
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@@ -133,7 +133,7 @@ def backtest_strategy(params):
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# ... strategy logic ...
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return -sharpe_ratio # Minimize negative Sharpe
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# OptimizR: Find optimal parameters
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# Optimiz-rs: Find optimal parameters
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result = differential_evolution(
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objective_fn=backtest_strategy,
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bounds=[(1, 50), (0.01, 0.5)], # [lag_period, threshold]
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@@ -144,7 +144,7 @@ result = differential_evolution(
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**Value**:
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- Polarway handles heavy data processing
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- OptimizR finds optimal parameters
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- Optimiz-rs finds optimal parameters
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- 74-88× faster than SciPy DE
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## High-Priority Enhancements
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@@ -258,12 +258,12 @@ impl SHADEMemory {
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### Priority 3: Time-Series Integration Helpers
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**Problem**: Using Polarway + OptimizR requires manual glue code
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**Problem**: Using Polarway + Optimiz-rs requires manual glue code
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**Solution**: Create helper functions for common time-series + optimization patterns
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**Implementation Strategy**:
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1. Add `timeseries_utils` module to OptimizR
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1. Add `timeseries_utils` module to Optimiz-rs
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2. Functions for common workflows
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3. Optional Polarway integration (via feature flag)
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@@ -350,7 +350,7 @@ result = tsu.optimize_strategy_params(
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1. **Session 1 (Current)**: Time-Series Integration Helpers (1-2 hours)
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- Low effort, immediate value
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- Makes Polarway + OptimizR integration obvious
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- Makes Polarway + Optimiz-rs integration obvious
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- Creates examples for documentation
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2. **Session 2**: Enable Rust-Native Parallelization (1-2 hours)
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@@ -372,7 +372,7 @@ result = tsu.optimize_strategy_params(
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For each enhancement:
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1. **Unit tests**: Algorithm correctness (sphere function, Rosenbrock)
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2. **Benchmarks**: Performance comparison (before/after)
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3. **Integration tests**: Polarway + OptimizR workflows
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3. **Integration tests**: Polarway + Optimiz-rs workflows
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4. **Documentation**: Usage examples, API docs
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## Git Commit Strategy (per MANDATORY rules)
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@@ -404,4 +404,4 @@ Each enhancement gets:
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---
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**Next Action**: Implement Priority 3 (Time-Series Integration Helpers) as it's lowest effort with immediate value for demonstrating Polarway + OptimizR synergy.
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**Next Action**: Implement Priority 3 (Time-Series Integration Helpers) as it's lowest effort with immediate value for demonstrating Polarway + Optimiz-rs synergy.
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@@ -1,4 +1,4 @@
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# OptimizR Enhancement Suite - Implementation Complete
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# Optimiz-rs Enhancement Suite - Implementation Complete
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**Date**: January 2, 2026
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**Session Duration**: ~3 hours
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@@ -8,13 +8,13 @@
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## Overview
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Completed comprehensive enhancement suite for OptimizR v0.2.0, implementing all 3 priorities from the Enhancement Strategy:
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Completed comprehensive enhancement suite for Optimiz-rs v0.2.0, implementing all 3 priorities from the Enhancement Strategy:
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1. ✅ **Time-Series Integration Helpers** (Priority 3)
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2. ✅ **Rust Parallelization** (Priority 2)
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3. ✅ **SHADE Algorithm** (Priority 1)
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Additionally created integration examples combining Polarway + OptimizR workflows.
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Additionally created integration examples combining Polarway + Optimiz-rs workflows.
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---
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@@ -22,7 +22,7 @@ Additionally created integration examples combining Polarway + OptimizR workflow
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### 1. Time-Series Integration Helpers (Commit: 9a8032e, 7f77f29)
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**Purpose**: Bridge OptimizR's optimization with time-series analysis for financial workflows.
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**Purpose**: Bridge Optimiz-rs's optimization with time-series analysis for financial workflows.
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**Implementation**:
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- Created `src/timeseries_utils.rs` (400+ lines)
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@@ -41,7 +41,7 @@ Additionally created integration examples combining Polarway + OptimizR workflow
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- All functions tested and working
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**Impact**:
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- Enables Polarway → OptimizR workflows
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- Enables Polarway → Optimiz-rs workflows
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- Simplifies regime detection with HMM
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- Streamlines pairs trading analysis
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@@ -130,7 +130,7 @@ Additionally created integration examples combining Polarway + OptimizR workflow
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### 4. Integration Examples (Included with parallelization)
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**Purpose**: Demonstrate Polarway + OptimizR workflows.
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**Purpose**: Demonstrate Polarway + Optimiz-rs workflows.
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**Implementation**:
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- `examples/polarway_optimizr_integration.py` (500+ lines)
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@@ -148,7 +148,7 @@ Additionally created integration examples combining Polarway + OptimizR workflow
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**Impact**:
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- End-to-end examples for financial analysis
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- Demonstrates Polarway + OptimizR synergy
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- Demonstrates Polarway + Optimiz-rs synergy
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- Ready for production adaptation
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**Files**:
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@@ -221,7 +221,7 @@ All commits pushed to origin/main ✅
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## 🎯 Alignment with Roadmap
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All enhancements align with OptimizR v0.3.0 roadmap:
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All enhancements align with Optimiz-rs v0.3.0 roadmap:
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- ✅ **Time-series integration**: Enable Polarway workflows
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- ✅ **Parallelization**: Unlock Rayon infrastructure
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@@ -325,4 +325,4 @@ Future (v0.3.0+):
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**Status**: ✅ **ALL OBJECTIVES COMPLETE**
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**Next**: Integrate SHADE into DE, performance testing
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**Version**: OptimizR v0.2.0 → v0.3.0 prep
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**Version**: Optimiz-rs v0.2.0 → v0.3.0 prep
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@@ -9,7 +9,7 @@ Example notebooks in `examples/notebooks/` **ARE WORKING CORRECTLY**! They use P
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- Automatic Rust backend when available
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- Graceful fallback to pure Python
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## Actual OptimizR Python API (from lib.rs)
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## Actual Optimiz-rs Python API (from lib.rs)
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### ✅ Available Functions/Classes:
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@@ -155,7 +155,7 @@ from optimizr import (
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```
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**Features Demonstrated:**
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- Direct comparison: OptimizR (Rust) vs Python libraries
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- Direct comparison: Optimiz-rs (Rust) vs Python libraries
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- Benchmarks against: hmmlearn, scipy, sklearn
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- Performance metrics and speedup calculations
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@@ -178,7 +178,7 @@ from optimizr import (
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### Python Wrapper Design (Brilliant!)
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OptimizR uses a **two-layer architecture**:
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Optimiz-rs uses a **two-layer architecture**:
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1. **Rust Core** (`src/` with PyO3):
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- `HMMParams` class
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@@ -237,7 +237,7 @@ This design is **excellent** because:
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## Testing Summary
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| Notebook | Status | OptimizR Features | Test Result |
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| Notebook | Status | Optimiz-rs Features | Test Result |
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|----------|--------|-------------------|-------------|
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| 01_hmm_tutorial.ipynb | ✅ PASS | HMM (Rust) | All cells run |
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| 02_mcmc_tutorial.ipynb | ✅ PASS | mcmc_sample | Imports OK |
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@@ -277,7 +277,7 @@ This design is **excellent** because:
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**Actual Status:** Notebooks use Python wrappers correctly
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**What I Learned:**
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1. OptimizR has excellent two-layer design
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1. Optimiz-rs has excellent two-layer design
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2. Python wrappers provide familiar OOP interface
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3. Rust acceleration is transparent to users
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4. Only 1 minor fix needed (random_state parameter)
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@@ -1,8 +1,8 @@
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# OptimizR Project Summary
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# Optimiz-rs Project Summary
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## What is OptimizR?
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## What is Optimiz-rs?
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OptimizR is a **general-purpose optimization library** that provides high-performance implementations of advanced algorithms in Rust with easy-to-use Python bindings. It's designed to be fast, reliable, and production-ready for open-source distribution.
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Optimiz-rs is a **general-purpose optimization library** that provides high-performance implementations of advanced algorithms in Rust with easy-to-use Python bindings. It's designed to be fast, reliable, and production-ready for open-source distribution.
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## Key Features
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@@ -140,7 +140,7 @@ x_opt, f_min = differential_evolution(
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## Differences from rust-hft-arbitrage-lab
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| Aspect | rust-hft-arbitrage-lab | OptimizR |
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| Aspect | rust-hft-arbitrage-lab | Optimiz-rs |
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|--------|----------------------|----------|
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| **Purpose** | HFT trading strategies | General optimization library |
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| **Scope** | Trading-specific | Domain-agnostic |
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@@ -165,7 +165,7 @@ x_opt, f_min = differential_evolution(
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```bash
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git init
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git add .
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git commit -m "Initial commit: OptimizR v0.1.0"
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git commit -m "Initial commit: Optimiz-rs v0.1.0"
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git remote add origin https://github.com/ThotDjehuty/optimiz-r.git
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git push -u origin main
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```
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@@ -217,7 +217,7 @@ Based on benchmarks from rust-hft-arbitrage-lab:
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## Marketing/Outreach
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1. **Reddit**: r/rust, r/python, r/MachineLearning
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2. **Hacker News**: "Show HN: OptimizR - Fast optimization algorithms in Rust"
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2. **Hacker News**: "Show HN: Optimiz-rs - Fast optimization algorithms in Rust"
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3. **Twitter/X**: Tweet with #rustlang #python
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4. **PyPI**: Ensure good package description
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5. **GitHub Topics**: optimization, rust, python, scientific-computing
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@@ -1,8 +1,8 @@
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# OptimizR Refactoring Summary
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# Optimiz-rs Refactoring Summary
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## Overview
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This document summarizes the major refactoring applied to OptimizR to improve modularity, introduce functional programming patterns, implement design patterns, and add concurrency support.
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This document summarizes the major refactoring applied to Optimiz-rs to improve modularity, introduce functional programming patterns, implement design patterns, and add concurrency support.
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## Architecture Changes
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@@ -369,7 +369,7 @@ impl ProposalStrategy for MyProposal {
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## Conclusion
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This refactoring significantly improves OptimizR's:
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This refactoring significantly improves Optimiz-rs's:
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- **Modularity**: Clear trait boundaries, easy to extend
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- **Maintainability**: Builder patterns, functional utilities reduce boilerplate
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- **Performance**: Parallel execution, memoization, lazy evaluation
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@@ -1,4 +1,4 @@
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# OptimizR Setup Complete! ✅
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# Optimiz-rs Setup Complete! ✅
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## What Was Done
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@@ -136,7 +136,7 @@ pytest tests/ -v -k HMM # Run HMM tests only
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## Performance
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OptimizR provides **50-100x speedup** over pure Python for:
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Optimiz-rs provides **50-100x speedup** over pure Python for:
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- HMM fitting (71x faster)
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- MCMC sampling (71x faster)
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- Differential Evolution (53x faster)
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@@ -144,7 +144,7 @@ OptimizR provides **50-100x speedup** over pure Python for:
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## Summary
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The OptimizR project is now **fully functional** with:
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The Optimiz-rs project is now **fully functional** with:
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- ✅ Zero compilation errors
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- ✅ All tests passing
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- ✅ Docker support
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@@ -1,7 +1,7 @@
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# Time-Series Integration Helpers Implementation Summary
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## Overview
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Completed Priority 3 from Enhancement Strategy: Time-series integration helpers for OptimizR v0.3.0. These 6 helper functions bridge OptimizR's optimization capabilities with time-series analysis, particularly useful for regime-switching models and pairs trading strategies.
|
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Completed Priority 3 from Enhancement Strategy: Time-series integration helpers for Optimiz-rs v0.3.0. These 6 helper functions bridge Optimiz-rs's optimization capabilities with time-series analysis, particularly useful for regime-switching models and pairs trading strategies.
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## Implementation Details
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@@ -15,7 +15,7 @@ Completed Priority 3 from Enhancement Strategy: Time-series integration helpers
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- Volatility proxy: squared returns
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- Lagged returns for each lag period
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- Returns: Feature matrix (N-max_lag rows × (3 + num_lags) columns)
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- Use case: Prepare price data for OptimizR's HMM regime detection
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- Use case: Prepare price data for Optimiz-rs's HMM regime detection
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2. **`rolling_hurst_exponent(returns: &[f64], window_size: usize) -> Vec<f64>`**
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- Purpose: Detect mean-reversion vs trending behavior
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@@ -146,7 +146,7 @@ import optimizr
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prices = [100.0, 101.5, 99.8, 102.3, 103.7]
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features = optimizr.prepare_for_hmm_py(prices, [1, 2])
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# Use with OptimizR's HMM for regime detection
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# Use with Optimiz-rs's HMM for regime detection
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```
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### Mean-Reversion Check
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@@ -303,7 +303,7 @@ print(f"Function evaluations: {result.nfev}")
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|
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## Adaptive Control (jDE)
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OptimizR implements **jDE** (self-adaptive DE), where the parameters $F$ and $CR$
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Optimiz-rs implements **jDE** (self-adaptive DE), where the parameters $F$ and $CR$
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evolve with the population:
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$$
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@@ -161,7 +161,7 @@ $$
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This is symmetric, so Metropolis acceptance applies.
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**This is what OptimizR implements.**
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**This is what Optimiz-rs implements.**
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||||
---
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||||
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+3
-3
@@ -6,7 +6,7 @@ import sys
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sys.path.insert(0, os.path.abspath('../../python'))
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# -- Project information -----------------------------------------------------
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project = 'OptimizR'
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project = 'Optimiz-rs'
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copyright = '2026, HFThot Research Lab'
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author = 'HFThot Research Lab'
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release = '0.3.0'
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@@ -32,8 +32,8 @@ exclude_patterns = []
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# -- Options for HTML output -------------------------------------------------
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html_theme = 'furo' # Modern, clean theme
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html_static_path = ['_static']
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html_title = 'OptimizR Documentation'
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||||
html_short_title = 'OptimizR'
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html_title = 'Optimiz-rs Documentation'
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html_short_title = 'Optimiz-rs'
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html_logo = 'logo_optimizrs.png'
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html_favicon = 'logo_optimizrs.png'
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@@ -1,6 +1,6 @@
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# Examples
|
||||
|
||||
Practical snippets for every OptimizR component.
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Practical snippets for every Optimiz-rs component.
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||||
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||||
## Differential Evolution (global optimization)
|
||||
|
||||
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||||
@@ -12,7 +12,7 @@ pip install -r docs/requirements.txt
|
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pip install maturin numpy
|
||||
```
|
||||
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||||
## 2. Build and install OptimizR locally
|
||||
## 2. Build and install Optimiz-rs locally
|
||||
|
||||
```bash
|
||||
pip install .
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||||
@@ -26,7 +26,7 @@ maturin develop --release
|
||||
python - <<'PY'
|
||||
import optimizr
|
||||
from optimizr import differential_evolution, HMM
|
||||
print("OptimizR version:", optimizr.__version__)
|
||||
print("Optimiz-rs version:", optimizr.__version__)
|
||||
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||||
# Simple objective
|
||||
f = lambda x: sum(v * v for v in x)
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
.. OptimizR documentation master file
|
||||
.. Optimiz-rs documentation master file
|
||||
|
||||
OptimizR Documentation
|
||||
Optimiz-rs Documentation
|
||||
======================
|
||||
|
||||
**High-performance optimization algorithms in Rust with Python bindings**
|
||||
@@ -13,7 +13,7 @@ OptimizR Documentation
|
||||
:target: https://github.com/ThotDjehuty/optimiz-r/blob/main/LICENSE
|
||||
:alt: License
|
||||
|
||||
OptimizR provides blazingly fast, production-ready implementations of advanced optimization and statistical inference algorithms. Built with Rust for maximum performance and exposed to Python through PyO3, it delivers **50-100× speedup** over pure Python implementations.
|
||||
Optimiz-rs provides blazingly fast, production-ready implementations of advanced optimization and statistical inference algorithms. Built with Rust for maximum performance and exposed to Python through PyO3, it delivers **50-100× speedup** over pure Python implementations.
|
||||
|
||||
.. toctree::
|
||||
:maxdepth: 2
|
||||
|
||||
@@ -8,7 +8,7 @@
|
||||
|
||||
## Install from PyPI
|
||||
|
||||
**Coming soon**: OptimizR will be available on PyPI.
|
||||
**Coming soon**: Optimiz-rs will be available on PyPI.
|
||||
|
||||
```bash
|
||||
pip install optimizr
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
# Mathematical Foundations
|
||||
|
||||
This page collects the core equations driving OptimizR’s Rust kernels, plus short intuition blurbs and micro-checks you can run in a notebook. For visuals and full walkthroughs, see the example notebooks in `examples/notebooks/`.
|
||||
This page collects the core equations driving Optimiz-rs’s Rust kernels, plus short intuition blurbs and micro-checks you can run in a notebook. For visuals and full walkthroughs, see the example notebooks in `examples/notebooks/`.
|
||||
|
||||
## Differential Evolution (DE)
|
||||
|
||||
@@ -29,7 +29,7 @@ $$
|
||||
\end{cases}
|
||||
$$
|
||||
|
||||
**Self-adaptive jDE (used by OptimizR):**
|
||||
**Self-adaptive jDE (used by Optimiz-rs):**
|
||||
$$
|
||||
F_i^{g+1} = \begin{cases}
|
||||
F_{\min} + r_1 \cdot F_{\max} & r_2 < \tau_1,\\
|
||||
@@ -52,7 +52,7 @@ $$
|
||||
-\partial_t V(t,x) = \inf_{u\in\mathcal{U}} \Big[ \ell(x,u) + \nabla_x V(t,x)^{\top} b(x,u) + \tfrac12 \operatorname{Tr}\big(\sigma\sigma^{\top}(x,u) \, \nabla_x^2 V(t,x)\big) \Big],\quad V(T,x) = g(x).
|
||||
$$
|
||||
|
||||
OptimizR uses finite differences with backward time-stepping and optional policy iteration. On a uniform grid $(t_n, x_j)$:
|
||||
Optimiz-rs uses finite differences with backward time-stepping and optional policy iteration. On a uniform grid $(t_n, x_j)$:
|
||||
$$
|
||||
V^{n} = \min_{u}\Big\{ \ell(x_j,u)\,\Delta t + V^{n+1} + \nabla_x V^{n+1}\cdot b\,\Delta t + \tfrac12 \operatorname{Tr}(\sigma\sigma^{\top}\nabla_x^2 V^{n+1})\,\Delta t \Big\}.
|
||||
$$
|
||||
@@ -62,7 +62,7 @@ The control that attains the minimum yields the feedback policy $u^{\star}(x_j,
|
||||
|
||||
## Mean Field Games (1D solver)
|
||||
|
||||
OptimizR’s MFG module solves the coupled system for value $u$ and density $m$:
|
||||
Optimiz-rs’s MFG module solves the coupled system for value $u$ and density $m$:
|
||||
$$
|
||||
\begin{aligned}
|
||||
-\partial_t u(t,x) - \nu\,\partial_{xx} u(t,x) + H\big(x,\partial_x u(t,x), m(t,x)\big) &= 0,\\
|
||||
@@ -100,7 +100,7 @@ For target density $\pi(x)$ and proposal $q(x'\mid x)$:
|
||||
$$
|
||||
\alpha(x \to x') = \min\Big(1, \frac{\pi(x')\, q(x \mid x')}{\pi(x)\, q(x' \mid x)}\Big).
|
||||
$$
|
||||
OptimizR uses symmetric Gaussian proposals (so $q$ cancels) by default, with optional bounds projection and burn-in.
|
||||
Optimiz-rs uses symmetric Gaussian proposals (so $q$ cancels) by default, with optional bounds projection and burn-in.
|
||||
|
||||
**Heuristic:** Tune proposal std so acceptance is ~0.25–0.35 for moderate dimensions; see `examples/notebooks/02_mcmc.ipynb` for trace plots.
|
||||
|
||||
|
||||
Reference in New Issue
Block a user