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).
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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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