Add logo

Makefile

@@ -22,6 +22,12 @@ notebook:			## Run Jupyter notebook server
 book:				## Build static jupyter {book}
 	poetry run jupyter-book build notebooks --all
 
+sphinx-config:			## Build sphinx config
+	poetry run jupyter-book config sphinx notebooks
+
+sphinx:
+	poetry run sphinx-build notebooks path/to/book/_build/html -b html
+
 publish:			## release to pypi
 	@poetry publish --build -u lsbardel -p $(PYPI_PASSWORD)
 

notebooks/_config.yml

@@ -2,9 +2,9 @@
 # Learn more at https://jupyterbook.org/customize/config.html
 
 title: Quantflow library
-author: Luca Sbardella
-copyright: "2022"
-logo: logo.png
+author: Quantmind Team
+copyright: "2023"
+logo: quantflow-1.png
 
 # Force re-execution of notebooks on each build.
 # See https://jupyterbook.org/content/execute.html
@@ -24,7 +24,7 @@ bibtex_bibfiles:
 repository:
   url: https://github.com/quantmind/quantflow  # Online location of your book
   path_to_book: notebooks  # Optional path to your book, relative to the repository root
-  branch: master  # Which branch of the repository should be used when creating links (optional)
+  branch: main  # Which branch of the repository should be used when creating links (optional)
 
 # Add GitHub buttons to your book
 # See https://jupyterbook.org/customize/config.html#add-a-link-to-your-repository
@@ -47,3 +47,7 @@ sphinx:
     mathjax_options: {
         "async": "async",
     }
+  extra_extensions:
+    - "sphinx.ext.autodoc"
+    # TODO: enable once we use sphinx 7
+    # - "sphinx_autodoc_typehints"

notebooks/_toc.yml

@@ -24,6 +24,10 @@ parts:
   - file: applications/volatility_surface
   - file: applications/calibration
 
+- caption: API Reference
+  chapters:
+    - file: api/sp.rst
+
 - caption: Reference
   chapters:
   - file: reference/contributing

notebooks/api/sp.rst

@@ -0,0 +1,27 @@
+==================================
+Stochastic Process API Reference
+==================================
+
+
+.. module:: quantflow.sp.base
+
+
+StochasticProcess
+==================
+
+.. autoclass:: StochasticProcess
+   :members:
+
+
+StochasticProcess1d
+=====================
+
+.. autoclass:: StochasticProcess1d
+   :members:
+
+
+IntensityProcess
+=====================
+
+.. autoclass:: IntensityProcess
+   :members:

notebooks/applications/volatility_surface.md

@@ -144,7 +144,7 @@ pricer.reset()
 ```
 
 ```{code-cell} ipython3
-cal.plot(index=1, max_moneyness_ttm=1)
+cal.plot(index=6, max_moneyness_ttm=1.5)
 ```
 
 ## Serialization

notebooks/conf.py

@@ -0,0 +1,37 @@
+###############################################################################
+# Auto-generated by `jupyter-book config`
+# If you wish to continue using _config.yml, make edits to that file and
+# re-generate this one.
+###############################################################################
+author = 'Luca Sbardella'
+bibtex_bibfiles = ['reference/references.bib']
+comments_config = {'hypothesis': False, 'utterances': False}
+copyright = '2022'
+exclude_patterns = ['**.ipynb_checkpoints', '.DS_Store', 'Thumbs.db', '_build']
+extensions = ['sphinx_togglebutton', 'sphinx_copybutton', 'myst_nb', 'jupyter_book', 'sphinx_thebe', 'sphinx_comments', 'sphinx_external_toc', 'sphinx.ext.intersphinx', 'sphinx_design', 'sphinx_book_theme', 'sphinx.ext.autodoc', 'sphinxcontrib.bibtex', 'sphinx_jupyterbook_latex']
+external_toc_exclude_missing = False
+external_toc_path = '_toc.yml'
+html_baseurl = ''
+html_favicon = ''
+html_js_files = ['https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.4/require.min.js']
+html_logo = 'logo.png'
+html_sourcelink_suffix = ''
+html_theme = 'sphinx_book_theme'
+html_theme_options = {'search_bar_text': 'Search this book...', 'launch_buttons': {'notebook_interface': 'classic', 'binderhub_url': '', 'jupyterhub_url': '', 'thebe': False, 'colab_url': ''}, 'path_to_docs': 'notebooks', 'repository_url': 'https://github.com/quantmind/quantflow', 'repository_branch': 'master', 'extra_footer': '', 'home_page_in_toc': True, 'announcement': '', 'analytics': {'google_analytics_id': ''}, 'use_repository_button': True, 'use_edit_page_button': False, 'use_issues_button': True}
+html_title = 'Quantflow library'
+latex_engine = 'pdflatex'
+mathjax_options = {'async': 'async'}
+myst_enable_extensions = ['dollarmath', 'amsmath']
+myst_url_schemes = ['mailto', 'http', 'https']
+nb_execution_allow_errors = False
+nb_execution_cache_path = ''
+nb_execution_excludepatterns = []
+nb_execution_in_temp = False
+nb_execution_mode = 'force'
+nb_execution_timeout = 30
+nb_output_stderr = 'show'
+numfig = True
+pygments_style = 'sphinx'
+suppress_warnings = ['myst.domains']
+use_jupyterbook_latex = True
+use_multitoc_numbering = True

quantflow/sp/base.py

@@ -22,8 +22,8 @@ class StochasticProcess(BaseModel, ABC):
     """
 
     @abstractmethod
-    def sample_from_draws(self, path: Paths, *args: Paths) -> Paths:
-        """Sample a path from the process given a set of draws"""
+    def sample_from_draws(self, draws: Paths, *args: Paths) -> Paths:
+        """Sample paths from the process given a set of draws"""
 
     @abstractmethod
     def sample(

readme.md

@@ -1,4 +1,4 @@
-# Quantflow
+[![quantflow jupyter book](./notebooks/quantflow-small-1.png)](https://quantmind.github.io/quantflow)
 
 [![PyPI version](https://badge.fury.io/py/quantflow.svg)](https://badge.fury.io/py/quantflow)
 [![Python versions](https://img.shields.io/pypi/pyversions/quantflow.svg)](https://pypi.org/project/quantflow)
@@ -7,7 +7,7 @@
 
 Quantitative analysis and pricing tools.
 
-Documentation is available as [quantflow jupyter book](http://quantmind.github.io/quantflow/).
+Documentation is available as [quantflow jupyter book](https://quantmind.github.io/quantflow/).
 
 ## Installation