df6b7f61f6
chore: clean root — move 7 doc files to docs/
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- DOCUMENTATION_IMPROVEMENTS_NEEDED.md → docs/
- PUBLICATION_GUIDE_v1.0.0.md → docs/
- PUBLICATION_STATUS.md → docs/
- PYPI_PUBLISHING.md → docs/
- RELEASE_NOTES_v0.2.0.md, v0.3.0.md, v1.0.0.md → docs/
- Added build artifacts to .gitignore
2026-03-10 18:00:57 +01:00
8a1571c83f
fix(lint): fix escape sequences and matplotlib colormap API in docs scripts
2026-03-08 11:26:37 +01:00
49be6c7bf7
docs(diagrams): add 4 remaining SVG figures for §8 HMM + §10 geometry
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- fig_hmm_regime: 3-state Bull/Neutral/Bear HMM state machine + emission table
- fig_viterbi_trellis: Viterbi trellis K=3 T=4 with MAP path highlighted
- fig_std_vs_nat_gradient: standard vs natural gradient property comparison panels
- fig_lie_group_hierarchy: GL/SL/O/SO/Sp/H Lie group tree with finance annotations
All 27 SVGs regenerated; mathematical_foundations.md now 0 remaining ASCII blocks.
_fix_diagrams3.py added for reproducibility.
2026-03-07 13:39:43 +01:00
5d06f0ab57
docs: replace all ASCII/Unicode diagram blocks with matplotlib SVG figures
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Replace 23 ASCII/Unicode text diagram code-blocks in mathematical_foundations.md
with professionally rendered matplotlib SVG figures.
Changes:
- Add docs/source/_gen_diagrams.py: Python script generating all 23 SVG figures
with consistent styling (white bg, blue/orange/green/red palette, scipy/numpy/
matplotlib Agg backend)
- Add docs/source/_static/diagrams/*.svg: 23 rendered SVG figures covering:
§1 DE/random-walk/BM/GBM, §2 Ito/Picard/FP/EM/OU, §3 Poisson/Merton/Levy,
§6 Kalman, §7 MCMC, §9 KL/Fisher, §10 curvatures/natural-gradient
- Update mathematical_foundations.md: all ASCII art code-blocks replaced with
MyST {figure} directives pointing to the generated SVGs
- Sphinx build: clean success, all 23 SVGs copied to build, 1 pre-existing warning
Resolves: user request for professional publication-quality figures instead of
ASCII/Unicode art (which was too low-level for publication)
2026-03-07 11:29:14 +01:00
e80d717aa7
docs: upgrade all ASCII diagrams to Unicode box-drawing art
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Replace ~20 ASCII diagrams across §1–§10 with polished Unicode art:
- Proper axes: ╰──→ ▲ ╌ with tick marks and labels
- Curves: ╭─╮ ╰─╯ ╲ ╱ for smooth paths and bells
- Steps: ─── ┐ └ for Poisson staircase
- Fills: ▓ ░ · ◦ ● for density and scatter plots
- Tables: ┌┬─┤├┼┘ Unicode box drawing for HMM state machine
- Remove duplicate BM fan + GBM diagrams (were repeated verbatim)
- Consistent 44-char width, title banners with ┄ separators
2026-03-07 10:38:38 +01:00
d24b8b1036
docs: enrich mathematical_foundations SDE sections + transparent logo
2026-03-07 09:44:08 +01:00
b41618c627
docs(theory): enrich Section 4 optimal control with 4 worked examples
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- Add HJB/PMP/HJBI comparison overview table
- Add Merton 1969 portfolio allocation example (log-utility, constant fraction)
- Add Almgren-Chriss inventory liquidation example (LQR + TWAP-like schedule)
- Add PMP costate derivation for Merton problem
- Add American option as viscosity example (variational inequality, smooth-pasting)
- Explain jump integral term intuition in HJBI
- Add shooting method pseudocode for PMP
- Mirror all enrichments in LaTeX .tex source
- Regenerate PDF (13 pages, cross-refs resolved)
2026-03-06 20:22:35 +01:00
7a964fd9ee
fix(docs): convert mathematical_foundations.md to correct MyST Markdown syntax
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Replace all RST directives with MyST equivalents so equations and
admonitions render correctly on ReadTheDocs:
- :math:`...` inline roles -> $...$ (dollarmath extension)
- .. math:: blocks -> $$...$$ display math
- .. admonition:: -> ::::{admonition} ... :::: colon-fence blocks
- .. list-table:: -> standard Markdown pipe tables
- ``code`` -> `code` backticks
- double-colon code blocks -> fenced ``` blocks
Build: clean (no new warnings).
2026-03-06 19:31:04 +01:00
48220de0ce
docs(theory): enrich mathematical foundations with 10 sections
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Sections added/expanded:
- DE: operator table, jDE self-adaptive rules, convergence theorem
- Stochastic Processes: 4-axiom BM, Ito calculus+lemma, SDE table, OU MLE
- Jump Processes: Poisson, Merton formula, Levy-Khintchine theorem+table, SDE generator
- Optimal Control: HJB boxed PDE, LQR Riccati, PMP costate theorem, HJBI jumps, viscosity solutions
- Mean Field Games: HJB+KFP system, fixed-point pseudocode, Lasry-Lions convergence
- Kalman Filtering: predict/update recursion, KL-minimization view, Kalman-Bucy Riccati
- MCMC: MH accept-reject, optimal step h~2.38/sqrt(d), MALA+Langevin SDE
- HMM: full Baum-Welch E/M (alpha/beta/gamma/xi), Viterbi max-product
- Information Theory: Shannon entropy, KL+Gibbs, Fisher info+Cramer-Rao, mRMR, natural gradient preview
- Differential Geometry: Riemannian manifold+geodesic+Christoffel, Fisher-Rao metric,
Amari natural gradient, dually-flat exp families, Lie groups, symplectic geometry+PMP, sectional curvature
- Quick Reference table (15 rows), 11 full references
- Sphinx build clean (1 unrelated chardet warning only)
2026-03-06 19:14:43 +01:00
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
fed03f5bdf
feat: Update logo to optimiz-rs branding 🎨
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Logo Updates:
- ✅ New logo: logo_optimizrs.png (1024x1536 PNG)
- ✅ README.md: Updated logo reference
- ✅ docs/source/conf.py: Updated html_logo and html_favicon
- ✅ Removed old logos: logo_optimizr_valid.png, logo_optimizr_valid.jpeg
- ✅ Copied from: business/logo/logo_optimizrs.png
The logo now reflects the new optimiz-rs package name across:
- GitHub README
- ReadTheDocs documentation
- Sphinx HTML output
- favicon
All documentation will automatically use the updated branding.
2026-02-17 09:56:23 +01:00
3e4390e462
chore(release): Prepare OptimizR v1.0.0 for production release
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Production Release Preparation:
- 75% notebook success rate (6/8 fully functional)
- Comprehensive documentation and repository cleanup
Documentation:
- Created comprehensive examples/notebooks/README.md (200+ lines)
- Updated docs/source/index.rst version badge (0.3.0 to 1.0.0)
- Archived 17 temporary development markdown files to docs/archive/
- Added examples/notebooks/.gitignore for outputs/
Repository Cleanup:
- Removed test_release.py (temporary test script)
- Removed NOTEBOOK_EXECUTION_REPORT.md (development artifact)
- Organized development docs into docs/archive/
Working Notebooks (6/8):
1. 01_hmm_tutorial.ipynb - Market regime detection
2. 02_mcmc_tutorial.ipynb - Bayesian inference
3. 03_differential_evolution_tutorial.ipynb - Global optimization
4. 03_optimal_control_tutorial.ipynb - HJB equations
5. 04_kalman_filter_sensor_fusion.ipynb - Sensor fusion
6. 04_real_world_applications.ipynb - Portfolio optimization
Documented Limitations (2/8):
7. 05_performance_benchmarks.ipynb - Memory limits
8. mean_field_games_tutorial.ipynb - Numerical stability
Validation:
- All 11 core tests passing (0.73s)
- HMM, MCMC, Differential Evolution, Grid Search validated
2026-02-16 17:56:27 +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
7a9ab20b89
docs: add mfg tutorial and enrich theory
2026-02-09 17:27:35 +01:00
6e3367c396
docs: deepen theory and benchmarks
2026-02-09 17:09:27 +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
68fe7fdb8e
chore: organize repository structure
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- Move implementation summaries and enhancement docs to docs/
- Clean up root directory for better project organization
2026-01-23 18:42:12 +01:00
cafb3476a4
docs: fix 404 broken links
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- 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
2026-01-06 14:36:08 +01:00
a62ceaa64b
Improve code design
2025-12-03 22:08:08 +01:00
923d27e87b
Initial commit: OptimizR - High-performance optimization algorithms in Rust with Python bindings
2025-12-03 18:16:48 +01:00
ThotDjehuty