Remove jupyter book

Author: lsbardel

.gitignore

@@ -21,6 +21,7 @@ htmlcov
 .eggs
 *.egg-info
 __pycache__
+__marimo__
 build
 dist
 .venv

.vscode/settings.json

@@ -1,3 +1,7 @@
 {
-    "python.defaultInterpreterPath": ".venv/bin/python"
+    "python.defaultInterpreterPath": ".venv/bin/python",
+    "[python]": {
+        "editor.defaultFormatter": "ms-python.black-formatter",
+        "editor.formatOnSave": true
+    }
 }

Makefile

@@ -20,6 +20,13 @@ lint-check:			## Lint check only
 install-dev:			## Install development dependencies
 	@./dev/install
 
+.PHONY: marimo
+marimo:				## Run marimo for editing notebooks
+	@./dev/marimo edit
+
+.PHONY: marimo-export
+marimo-export:				## Run marimo for editing notebooks
+	@./dev/marimo export html-wasm -f --show-code notebooks/supersmoother.py -o docs/applications/supersmoother
 
 .PHONY: notebook
 notebook:			## Run Jupyter notebook server
@@ -44,6 +51,14 @@ nbsync:				## Sync python myst notebooks to .ipynb files - needed for vs noteboo
 sphinx-config:			## Build sphinx config
 	poetry run jupyter-book config sphinx notebooks
 
+.PHONY: docs
+docs:				## build documentation
+	@cp docs/index.md readme.md
+	@poetry run mkdocs build
+
+.PHONY: docs-serve
+docs-serve:			## serve documentation
+	@poetry run mkdocs serve --livereload --watch quantflow --watch docs
 
 .PHONY: sphinx
 sphinx:				## Build sphinx docs

app/__main__.py

@@ -0,0 +1,21 @@
+from typing import Annotated, Callable, Coroutine
+from fastapi.responses import HTMLResponse, RedirectResponse
+import marimo
+from fastapi import FastAPI, Form, Request, Response
+
+
+def crate_app() -> FastAPI:
+    # Create a marimo asgi app
+    server = (
+        marimo.create_asgi_app()
+        .with_app(path="/supersmoother", root="./app/supersmoother.py")
+    )
+    # Create a FastAPI app
+    app = FastAPI()
+    app.mount("/", server.build())
+    return app
+
+# Run the server
+if __name__ == "__main__":
+    import uvicorn
+    uvicorn.run(crate_app(), host="localhost", port=8001)

app/supersmoother.py

@@ -0,0 +1,110 @@
+import marimo
+
+__generated_with = "0.19.7"
+app = marimo.App(width="medium")
+
+
+@app.cell(hide_code=True)
+def _(mo):
+    mo.md(r"""
+    # Supermsoother & EWMA
+    """)
+    return
+
+
+@app.cell
+def _():
+    import marimo as mo
+
+    app = mo.App(
+        requirements=["quantflow"] 
+    )
+    return (mo,)
+
+
+@app.cell
+def _():
+    from quantflow.data.fmp import FMP
+    fmp = FMP()
+    return (fmp,)
+
+
+@app.cell
+async def _(fmp):
+    from datetime import date
+    data = await fmp.prices("BTCUSD", from_date=date(2024,1,1))
+    data
+    return (data,)
+
+
+@app.cell
+def _():
+    import altair as alt
+    import pandas as pd
+    return (alt,)
+
+
+@app.cell
+def _(mo):
+    period = mo.ui.slider(start=2, stop=100, step=1, value=10, label="Period:")
+    period
+    return (period,)
+
+
+@app.cell
+def _(data, period):
+    from quantflow.ta.supersmoother import SuperSmoother
+    from quantflow.ta.ewma import EWMA
+    smoother = SuperSmoother(period=period.value)
+    ewma = EWMA(period=period.value)
+    sm = data[["date", "close"]].copy()
+    sm["supersmoother"] = data["close"].apply(smoother.update)
+    sm["ewma"] = data["close"].apply(ewma.update)
+    return (sm,)
+
+
+@app.cell(hide_code=True)
+def _(alt, sm):
+    # Melt the dataframe to a long format suitable for Altair
+    sm_long = sm.melt(
+        id_vars=['date'],
+        value_vars=['close', 'supersmoother', "ewma"],
+        var_name='Signal',
+        value_name='Price'
+    )
+
+    # Create the chart with both SuperSmoothers
+    line_chart_combined = alt.Chart(sm_long).mark_line().encode(
+        x=alt.X('date:T', title='Date'),
+        y=alt.Y('Price:Q', title='Price (USD)', scale=alt.Scale(zero=False)),
+        color=alt.Color('Signal:N', title='Signal',
+                        scale=alt.Scale(
+                            domain=['close', 'supersmoother', 'ewma'],
+                            range=['#4c78a8', '#f58518', '#e45756'])  # Vega-Lite default palette
+                       ),
+        tooltip=[
+            alt.Tooltip('date:T', title='Date'),
+            alt.Tooltip('Signal:N', title='Signal'),
+            alt.Tooltip('Price:Q', title='Price', format='$,.2f')
+        ]
+    ).properties(
+        title='BTCUSD Close Price vs. SuperSmoothers'
+    ).interactive()
+
+    line_chart_combined
+    return
+
+
+@app.cell
+def _(sm):
+    sm
+    return
+
+
+@app.cell
+def _():
+    return
+
+
+if __name__ == "__main__":
+    app.run()

dev/install

@@ -1,4 +1,4 @@
 #!/usr/bin/env bash
 
 pip install -U pip poetry
-poetry install --all-extras --with book
+poetry install --all-extras --with book --with docs

dev/marimo

@@ -0,0 +1,6 @@
+#!/usr/bin/env bash
+set -e
+
+export PYTHONPATH=${PWD}:${PYTHONPATH}
+
+poetry run marimo "$@"

docs/api/data/deribit.md

@@ -0,0 +1,11 @@
+# Deribit
+
+Fetch market and static data from [Deribit API](https://docs.deribit.com/).
+
+You can import the module via
+
+```python
+from quantflow.data.deribit import Deribit
+```
+
+::: quantflow.data.deribit.Deribit

docs/api/data/fed.md

@@ -0,0 +1,9 @@
+# Federal Reserve
+
+You can import the module via
+
+```python
+from quantflow.data.fed import FederalReserve
+```
+
+::: quantflow.data.fed.FederalReserve

docs/api/data/fmp.md

@@ -0,0 +1,13 @@
+# FMP
+
+
+Reference information for the Financial Modeling Prep (FMP) data fetching module.
+You can find more information about FMP at [FMP developer docs](https://site.financialmodelingprep.com/developer/docs/stable).
+
+You can import the module via
+
+```python
+from quantflow.data.fmp import FMP
+```
+
+::: quantflow.data.fmp.FMP