d780ed81d7
release(v1.1.0): additive CPU-only generic numerical primitives
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Adds 9 new top-level / sub-modules to the Rust API only (no Python
bindings yet), with at least one analytic unit test per module.
New Rust modules:
- optimal_control::matrix_riccati (RK4 backward solver)
- timeseries_utils::nonsync_covariance (Hayashi-Yoshida)
- timeseries_utils::wavelet (Haar / Daubechies DWT and MODWT)
- risk_measures (VaR, CVaR, projected sub-gradient CVaR minimisation)
- graph::laplacian + graph::spectral_clustering (Jacobi + k-means++)
- topology (Vietoris-Rips persistent homology, bottleneck distance)
- volterra (Caputo Adams, Markovian lift, second-kind Volterra,
Fourier inversion of characteristic functions)
- signatures (truncated tensor signature, log-sig, random reservoir,
Salvi-Cass-Lyons signature kernel, shuffle product)
All previously stable APIs untouched; abi3-py38 ABI preserved.
New module tests: 29/29 passing. Pre-existing 5 unrelated failures
unchanged.
2026-05-12 10:59:09 +02:00
f6a74716e2
docs: replace ASCII diagrams with Mermaid visuals + brand CSS
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- Add sphinxcontrib-mermaid>=0.9.2 to requirements.txt
- Add custom.css with orange brand theme (admonitions, tables, mermaid containers)
- Replace Complete Algorithm ASCII pseudocode with Mermaid flowchart (differential_evolution.md)
- Add Mermaid stateDiagram-v2 for Bull/Normal/Bear regime transitions (hmm.md)
- Replace Rust module file tree with Mermaid graph TD (point_processes.md)
- Configure mermaid_version=10.9.0 and dark+orange themeVariables in conf.py
2026-03-06 17:39:03 +01:00
6ab4976e7a
docs(point_processes): add comprehensive ReadTheDocs documentation
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- Algorithm guide: Hawkes processes, fBM, mixed fBM, Mittag-Leffler
- Full mathematical background with LaTeX equations
- API reference for all 8 Python-bound functions
- Usage examples, performance benchmarks, module architecture
- Updated index.rst toctree with new entries
2026-02-19 21:16:26 +01:00
6c2ce3d238
refactor: remove finance-specific code from point_processes module
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- Removed order_flow.rs (UnifiedTheoryParams, OrderFlowAnalyzer, MarketImpact)
- Removed analyze_order_flow, unified_theory_params, market_impact Python bindings
- Updated mod.rs documentation to be generic (no trading references)
- Kept general-purpose: Hawkes, fBM, mfBM, Mittag-Leffler, Hurst estimation
Finance-specific code moved to rust-hft-arbitrage-lab-internal
2026-02-19 19:35:04 +01:00
fc8a8d036e
docs: Comprehensive enhancement of optimal control and HMM API documentation
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Optimal Control: 94 to 610 lines with HJB theory, viscosity solutions, finite differences
HMM API: 16 to 571 lines with complete API reference and usage examples
2026-02-18 20:30:15 +01:00
b10263b4f2
docs: Rebrand OptimizR to Optimiz-rs throughout documentation
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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).
2026-02-17 10:09:15 +01:00
50a4313d5a
docs: enhance ReadTheDocs with visualization outputs and GitHub links
2026-02-16 16:42:24 +01:00
ea2265cb49
Enhance documentation content
2026-02-09 18:58:45 +01:00
74fbbd369b
Add make docs commands for html build
2026-02-09 18:31:14 +01:00
43af949904
docs(optimizr): add logo and fix rtd deps
2026-02-09 16:15:41 +01:00
c1f4c0bde7
docs: add ReadTheDocs configuration and Sphinx documentation structure
2026-02-08 17:16:41 +01:00
ThotDjehuty