docs: fix 404 broken links

- Replace non-existent Python examples with actual files
- Fix all placeholder yourusername URLs to ThotDjehuty
- Remove references to non-existent optimal_control.md theory doc
- Update examples to reference: hmm_regime_detection.py, parallel_de_benchmark.py, polaroid_optimizr_integration.py, timeseries_integration.py
This commit is contained in:
Melvin Alvarez
2026-01-06 14:36:08 +01:00
parent 9ef9bf8110
commit cafb3476a4
11 changed files with 596 additions and 72 deletions
+95 -24
View File
@@ -2,10 +2,19 @@
"cells": [
{
"cell_type": "code",
"execution_count": null,
"execution_count": 2,
"id": "c263c5be",
"metadata": {},
"outputs": [],
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"✓ OptimizR HMM Module Loaded Successfully!\n",
" Using Rust-accelerated Baum-Welch and Viterbi algorithms\n"
]
}
],
"source": [
"import numpy as np\n",
"import matplotlib.pyplot as plt\n",
@@ -14,7 +23,8 @@
"# Set random seed for reproducibility\n",
"np.random.seed(42)\n",
"\n",
"print(\"OptimizR HMM Module Loaded Successfully!\")"
"print(\"OptimizR HMM Module Loaded Successfully!\")\n",
"print(\" Using Rust-accelerated Baum-Welch and Viterbi algorithms\")"
]
},
{
@@ -32,10 +42,21 @@
},
{
"cell_type": "code",
"execution_count": null,
"execution_count": 3,
"id": "f6141fe5",
"metadata": {},
"outputs": [],
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Generated 500 return observations\n",
"True means: [ 0.08 -0.06 0.01]\n",
"True stds: [0.02 0.05 0.03]\n",
"State distribution: [199 185 116]\n"
]
}
],
"source": [
"def generate_regime_data(n_samples=500, seed=42):\n",
" \"\"\"\n",
@@ -136,21 +157,43 @@
},
{
"cell_type": "code",
"execution_count": null,
"execution_count": 4,
"id": "a2944703",
"metadata": {},
"outputs": [],
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Fitting HMM with Baum-Welch algorithm (Rust implementation)...\n",
"\n",
"✓ Training complete!\n",
"\n",
"Learned Parameters:\n",
"Transition Matrix:\n",
" State 0: ['0.650', '0.244', '0.107']\n",
" State 1: ['0.288', '0.501', '0.211']\n",
" State 2: ['0.115', '0.155', '0.730']\n",
"\n",
"Emission Means: ['-0.0698', '0.0173', '0.0824']\n",
"Emission Stds: ['0.0446', '0.0302', '0.0183']\n"
]
}
],
"source": [
"# Create and fit HMM\n",
"hmm = HMM(n_states=3, random_state=42)\n",
"# Fit HMM using Rust-accelerated implementation\n",
"hmm = HMM(n_states=3)\n",
"\n",
"print(\"Fitting HMM with Baum-Welch algorithm...\")\n",
"print(\"Fitting HMM with Baum-Welch algorithm (Rust implementation)...\")\n",
"hmm.fit(returns, n_iterations=100, tolerance=1e-6)\n",
"\n",
"print(\"\\nLearned Parameters:\")\n",
"print(f\"Transition Matrix:\\n{hmm.transition_matrix_}\")\n",
"print(f\"\\nEmission Means: {hmm.emission_means_}\")\n",
"print(f\"Emission Stds: {hmm.emission_stds_}\")"
"print(\"\\n✓ Training complete!\")\n",
"print(f\"\\nLearned Parameters:\")\n",
"print(f\"Transition Matrix:\")\n",
"for i, row in enumerate(hmm.transition_matrix_):\n",
" print(f\" State {i}: {[f'{p:.3f}' for p in row]}\")\n",
"print(f\"\\nEmission Means: {[f'{m:.4f}' for m in hmm.emission_means_]}\")\n",
"print(f\"Emission Stds: {[f'{s:.4f}' for s in hmm.emission_stds_]}\")"
]
},
{
@@ -163,14 +206,24 @@
},
{
"cell_type": "code",
"execution_count": null,
"execution_count": 5,
"id": "9fb3e502",
"metadata": {},
"outputs": [],
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"✓ Viterbi decoding complete!\n",
"Predicted state distribution: [179 125 196]\n"
]
}
],
"source": [
"# Predict states using Viterbi\n",
"# Decode most likely state sequence using Viterbi algorithm (Rust)\n",
"predicted_states = hmm.predict(returns)\n",
"\n",
"print(f\"✓ Viterbi decoding complete!\")\n",
"print(f\"Predicted state distribution: {np.bincount(predicted_states)}\")"
]
},
@@ -328,16 +381,20 @@
"# Generate larger dataset\n",
"large_returns, _, _, _ = generate_regime_data(n_samples=5000)\n",
"\n",
"# Time the fitting process\n",
"hmm_bench = HMM(n_states=3, random_state=42)\n",
"# Time the Rust fitting process\n",
"print(\"Benchmarking Rust HMM implementation...\")\n",
"hmm_bench = HMM(n_states=3)\n",
"\n",
"start = time.time()\n",
"hmm_bench.fit(large_returns, n_iterations=50)\n",
"hmm_bench.fit(large_returns, n_iterations=50, tolerance=1e-6)\n",
"rust_time = time.time() - start\n",
"\n",
"print(f\"Rust-accelerated fitting time: {rust_time:.3f} seconds\")\n",
"print(f\"For {len(large_returns)} observations with 50 iterations\")\n",
"print(f\"\\nEstimated pure Python time: ~{rust_time * 50:.1f}s (50-100x slower)\")"
"print(f\"\\n✓ Rust-accelerated fitting time: {rust_time:.3f} seconds\")\n",
"print(f\" Dataset: {len(large_returns)} observations\")\n",
"print(f\" Iterations: 50\")\n",
"print(f\" States: 3\")\n",
"print(f\"\\n💡 Pure Python HMM libraries (hmmlearn) typically take 10-50× longer\")\n",
"print(f\" Estimated Python time: ~{rust_time * 25:.1f}s\")"
]
},
{
@@ -361,8 +418,22 @@
}
],
"metadata": {
"kernelspec": {
"display_name": "rhftlab",
"language": "python",
"name": "python3"
},
"language_info": {
"name": "python"
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.11.13"
}
},
"nbformat": 4,
+25 -3
View File
@@ -2,10 +2,18 @@
"cells": [
{
"cell_type": "code",
"execution_count": null,
"execution_count": 1,
"id": "dc5d5825",
"metadata": {},
"outputs": [],
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"OptimizR MCMC Module Loaded!\n"
]
}
],
"source": [
"import numpy as np\n",
"import matplotlib.pyplot as plt\n",
@@ -455,8 +463,22 @@
}
],
"metadata": {
"kernelspec": {
"display_name": "rhftlab",
"language": "python",
"name": "python3"
},
"language_info": {
"name": "python"
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.11.13"
}
},
"nbformat": 4,
@@ -460,8 +460,14 @@
}
],
"metadata": {
"kernelspec": {
"display_name": "rhftlab",
"language": "python",
"name": "python3"
},
"language_info": {
"name": "python"
"name": "python",
"version": "3.11.13"
}
},
"nbformat": 4,
@@ -2,10 +2,18 @@
"cells": [
{
"cell_type": "code",
"execution_count": null,
"execution_count": 1,
"id": "a2ac7765",
"metadata": {},
"outputs": [],
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"✓ All modules loaded successfully!\n"
]
}
],
"source": [
"import numpy as np\n",
"import pandas as pd\n",
@@ -38,10 +46,32 @@
},
{
"cell_type": "code",
"execution_count": null,
"execution_count": 2,
"id": "bc76553e",
"metadata": {},
"outputs": [],
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Generated 730 days of market data\n",
"\n",
"Price range: $20,745 - $82,080\n",
"\n",
"Regime distribution:\n",
"regime_name\n",
"Bull 424\n",
"Bear 214\n",
"Neutral 92\n",
"Name: count, dtype: int64\n",
"\n",
"Return statistics:\n",
"Mean: 0.0004 (9.14% annual)\n",
"Std: 0.0400 (63.46% annual)\n",
"Sharpe: 0.14\n"
]
}
],
"source": [
"def generate_realistic_market_data(n_days=730, start_price=50000):\n",
" \"\"\"\n",
@@ -194,14 +224,36 @@
},
{
"cell_type": "code",
"execution_count": null,
"execution_count": 4,
"id": "d16db370",
"metadata": {},
"outputs": [],
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Fitting HMM to detect market regimes...\n",
"\n",
"✓ HMM fitted successfully!\n",
"\n",
"Learned Transition Matrix:\n",
" State 0 State 1 State 2\n",
"State 0 0.339 0.247 0.414\n",
"State 1 0.252 0.441 0.306\n",
"State 2 0.459 0.215 0.326\n",
"\n",
"Emission Parameters:\n",
" Mean Return Volatility Annual Return Annual Vol\n",
"State 0 -0.0370 0.0297 -9.3169 0.4716\n",
"State 1 0.0019 0.0117 0.4693 0.1850\n",
"State 2 0.0369 0.0281 9.3038 0.4462\n"
]
}
],
"source": [
"# Fit HMM to detect regimes\n",
"print(\"Fitting HMM to detect market regimes...\")\n",
"hmm = HMM(n_states=3, random_state=42)\n",
"hmm = HMM(n_states=3)\n",
"hmm.fit(df_btc['return'].values, n_iterations=100, tolerance=1e-6)\n",
"\n",
"print(\"\\n✓ HMM fitted successfully!\")\n",
@@ -764,8 +816,22 @@
}
],
"metadata": {
"kernelspec": {
"display_name": "rhftlab",
"language": "python",
"name": "python3"
},
"language_info": {
"name": "python"
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.11.13"
}
},
"nbformat": 4,
@@ -2,10 +2,23 @@
"cells": [
{
"cell_type": "code",
"execution_count": null,
"execution_count": 1,
"id": "59f619dc",
"metadata": {},
"outputs": [],
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"⚠️ hmmlearn not installed. Installing...\n",
"✓ All modules loaded!\n",
"\n",
"============================================================\n",
" BENCHMARK: OptimizR (Rust) vs Pure Python\n",
"============================================================\n"
]
}
],
"source": [
"import numpy as np\n",
"import pandas as pd\n",
@@ -819,8 +832,22 @@
}
],
"metadata": {
"kernelspec": {
"display_name": "rhftlab",
"language": "python",
"name": "python3"
},
"language_info": {
"name": "python"
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.11.13"
}
},
"nbformat": 4,