docs: add ReadTheDocs configuration and Sphinx documentation structure

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Melvin Alvarez
2026-02-08 17:16:41 +01:00
parent 68fe7fdb8e
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# OptimizR Enhancement Strategy
**Date**: January 2, 2025
**Context**: Post-Polaroid Phase 4, exploring integration and improvements
**Context**: Post-Polarway Phase 4, exploring integration and improvements
**Based On**: v0.2.0 codebase review, roadmap analysis, synergy opportunities
## Current State Analysis
@@ -58,14 +58,14 @@
- Simulated Annealing
- Ant Colony Optimization
## Synergy Opportunities: Polaroid + OptimizR
## Synergy Opportunities: Polarway + OptimizR
### 1. Time-Series Feature Engineering for HMM
**Description**: Use Polaroid's time-series operations to create features for regime detection
**Description**: Use Polarway's time-series operations to create features for regime detection
**Implementation**:
```python
# Polaroid: Fast feature creation
# Polarway: Fast feature creation
df = client.lag(['price'], periods=1) # Lagged prices
df = client.pct_change(['price'], periods=1) # Returns
df = client.diff(['price'], periods=1) # Price changes
@@ -78,7 +78,7 @@ states = hmm.predict(returns)
```
**Value**:
- Polaroid provides fast feature engineering (50-200× faster for large datasets)
- Polarway provides fast feature engineering (50-200× faster for large datasets)
- OptimizR provides statistical inference (HMM regime detection)
- Combined: Real-time regime switching for trading strategies
@@ -87,7 +87,7 @@ states = hmm.predict(returns)
**Implementation**:
```python
# Polaroid: Efficient return calculation
# Polarway: Efficient return calculation
df = client.pct_change(['price'], periods=1)
returns = df['price_pct_change'].to_numpy()
@@ -98,7 +98,7 @@ risk_metrics = compute_risk_metrics(returns) # Comprehensive suite
```
**Value**:
- Fast preprocessing (Polaroid) + sophisticated analysis (OptimizR)
- Fast preprocessing (Polarway) + sophisticated analysis (OptimizR)
- Useful for pairs trading, mean-reversion strategies
- Real-time risk monitoring
@@ -107,7 +107,7 @@ risk_metrics = compute_risk_metrics(returns) # Comprehensive suite
**Implementation**:
```python
# Polaroid: Multi-asset feature creation
# Polarway: Multi-asset feature creation
df = client.lag(['spy_price', 'vix'], periods=[1, 5, 20])
df = client.pct_change(['spy_price'], periods=1)
@@ -127,7 +127,7 @@ value_fn = solve_hjb_regime_switching(...)
**Implementation**:
```python
# Polaroid: Backtest execution (fast data ops)
# Polarway: Backtest execution (fast data ops)
def backtest_strategy(params):
df = client.lag(['price'], periods=int(params[0]))
# ... strategy logic ...
@@ -143,7 +143,7 @@ result = differential_evolution(
```
**Value**:
- Polaroid handles heavy data processing
- Polarway handles heavy data processing
- OptimizR finds optimal parameters
- 74-88× faster than SciPy DE
@@ -258,14 +258,14 @@ impl SHADEMemory {
### Priority 3: Time-Series Integration Helpers
**Problem**: Using Polaroid + OptimizR requires manual glue code
**Problem**: Using Polarway + OptimizR requires manual glue code
**Solution**: Create helper functions for common time-series + optimization patterns
**Implementation Strategy**:
1. Add `timeseries_utils` module to OptimizR
2. Functions for common workflows
3. Optional Polaroid integration (via feature flag)
3. Optional Polarway integration (via feature flag)
**Code Outline**:
```rust
@@ -350,7 +350,7 @@ result = tsu.optimize_strategy_params(
1. **Session 1 (Current)**: Time-Series Integration Helpers (1-2 hours)
- Low effort, immediate value
- Makes Polaroid + OptimizR integration obvious
- Makes Polarway + OptimizR integration obvious
- Creates examples for documentation
2. **Session 2**: Enable Rust-Native Parallelization (1-2 hours)
@@ -372,7 +372,7 @@ result = tsu.optimize_strategy_params(
For each enhancement:
1. **Unit tests**: Algorithm correctness (sphere function, Rosenbrock)
2. **Benchmarks**: Performance comparison (before/after)
3. **Integration tests**: Polaroid + OptimizR workflows
3. **Integration tests**: Polarway + OptimizR workflows
4. **Documentation**: Usage examples, API docs
## Git Commit Strategy (per MANDATORY rules)
@@ -404,4 +404,4 @@ Each enhancement gets:
---
**Next Action**: Implement Priority 3 (Time-Series Integration Helpers) as it's lowest effort with immediate value for demonstrating Polaroid + OptimizR synergy.
**Next Action**: Implement Priority 3 (Time-Series Integration Helpers) as it's lowest effort with immediate value for demonstrating Polarway + OptimizR synergy.