added documentation

Signed-off-by: Amichay Oren <[email protected]>
amor71 · Nov 21, 2020 · 9a1faf4 · 9a1faf4
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diff --git a/README.md b/README.md
@@ -51,6 +51,13 @@ LiuAlgoTrader `quickstart` wizard installs samples allowing a first-time experie
 
 Additional samples can we found in the [examples](examples) directory. 
 
+## Analysis & Analytics
+
+The framework includes a wide ranges of analysis `Jupyter Notebooks`, as well as `streamlit` applications for analysis for both trading and back-testing sessions. To name a few of the visual analytical tools:
+* tear-sheet analysis,
+* anchored-vwaps, 
+* indicators & distributions
+
 ## What's Next?
 
 Read the [documentation](https://liualgotrader.readthedocs.io/en/latest/) and learn how to use LiuAlgoTrader to develop, deploy & testing money making strategies.

diff --git a/docs/source/Analysis.rst b/docs/source/Analysis.rst
@@ -5,7 +5,7 @@ Liu Analysis Tool-box
 for analysing portfolio, trader, and back-testing sessions.
 
 .. _notebooks:
-    https://github.com/amor71/LiuAlgoTrader/blob/master/analyis_notebooks/portfolio_performance_analysis.ipynb
+    https://github.com/amor71/LiuAlgoTrader/blob/master/analysis/notebooks/portfolio_performance_analysis.ipynb
 
 .. # define a hard line break for HTML
 .. |br| raw:: html
@@ -18,14 +18,52 @@ prerequisites
 1. Both `APCA_API_KEY_ID` and `APCA_API_SECRET_KEY` environment variables should be properly set and include the credentials to Alpaca Markets account (can be either PAPER or LIVE),
 2. Environment variable `DSN` holds valid DB connection string,
 
+Anchored-VWAP Notebook
+----------------------
 
-Tear Sheet
-----------
+The `anchored vwap`_ analysis notebook calculates and visualizes anchored vwaps on top of an interactive stock candlestick diagram, with volume .
+
+.. _anchored vwap:
+    https://github.com/amor71/LiuAlgoTrader/tree/master/analysis/notebooks/anchored-vwap-lab.ipynb
+
+prerequisites
+*************
+if you do not have `pyplot` installed:
+
+.. code-block:: bash
+
+   pip install pyplot
+
+running the notebook
+********************
+
+once loaded, the top of the notebook looks like:
+
+
+.. image:: /images/anchored-1.png
+    :width: 1000
+    :align: left
+    :alt: anchored vwap top of notebook
+
+
+The list `anchored_vwaps_start` holds start timestamps for anchored VWAPs, per `symbol` between the `start_date` and `end_date`.
+
+Once executed, the output generated includes an interactive candlestick diagram including the selected anchored VWAPs:
+
+.. image:: /images/anchored-2.png
+    :width: 1000
+    :align: left
+    :alt: anchored vwaps example
+
+
+
+Tear Sheet Notebook
+-------------------
 
 The `tear sheet`_ analysis notebook provide basic means to analyze your portfolio performance over time.
 
 .. _tear sheet:
-    https://github.com/amor71/LiuAlgoTrader/tree/master/analyis/notebooks/tear_sheet.ipynb
+    https://github.com/amor71/LiuAlgoTrader/tree/master/analysis/notebooks/tear_sheet.ipynb
 
 The top of the notebook looks like:
 
@@ -137,7 +175,7 @@ Prerequisites
 3. Download the latest version of backtester analysis notebook_.
 
 .. _notebook :
-    https://github.com/amor71/LiuAlgoTrader/blob/master/analyis_notebooks/backtest_performance_analysis.ipynb
+    https://github.com/amor71/LiuAlgoTrader/blob/master/analysis/notebooks/backtest_performance_analysis.ipynb
 
 Usage
 *****

diff --git a/docs/source/Quickstart.rst b/docs/source/Quickstart.rst
@@ -50,7 +50,7 @@ if you follow the installation till the end, the wizard will direct you how to r
 
 .. code-block:: bash
 
-    streamlit run https://raw.github.com/amor71/LiuAlgoTrader/master/analyis/backtester_ui.py
+    streamlit run https://raw.github.com/amor71/LiuAlgoTrader/master/analysis/backtester_ui.py
 
 Once executed, your screen should look like this:
 
@@ -63,8 +63,8 @@ Once executed, your screen should look like this:
 Select the `Analyzer` app on the upper-right drop-down and enter
 '2398380c-5146-4b58-843a-a50c458c8071' as a pre-loaded batch-id.
 
-Voila!
-^^^^^^
+`Voila!`
+^^^^^^^^
 You should be now seeing a pre-loaded session from your local database.
 You're all set now.
 

diff --git a/docs/source/Usage.rst b/docs/source/Usage.rst
@@ -253,7 +253,7 @@ To run the tool type:
 
 .. code-block:: bash
 
-    streamlit run https://raw.github.com/amor71/LiuAlgoTrader/master/analyis/backtester_ui.py
+    streamlit run https://raw.github.com/amor71/LiuAlgoTrader/master/analysis/backtester_ui.py
 
 Once the browser opens, it would look like:
 

diff --git a/docs/source/What's New.rst b/docs/source/What's New.rst
@@ -4,6 +4,9 @@ What's New
 +------------------+----------------------------------------------+
 | Release          | Notes                                        |
 +------------------+----------------------------------------------+
+| 0.0.76           | adding `anchored-vwap` calculation, and      |
+|                  | notebook w/ advanced visuals.                |
++------------------+----------------------------------------------+
 | 0.0.74           | 1. adding `symbol` and `duration` parameters |
 |                  |    to `backtester`, updated documentation,   |
 |                  | 2. clean-ups to back-testing notebook.       |

diff --git a/docs/source/images/anchored-1.png b/docs/source/images/anchored-1.png
diff --git a/docs/source/images/anchored-2.png b/docs/source/images/anchored-2.png
diff --git a/liualgotrader/__init__.py b/liualgotrader/__init__.py
@@ -1 +1 @@
-__version__ = "0.0.75"
+__version__ = "0.0.76"
diff --git a/liualgotrader/liu b/liualgotrader/liu
@@ -265,7 +265,7 @@ def quickstart():
             print("2. run the env-vars script ('env_vars.bat'),")
         else:
             print("2. run the env-vars script ('source env_vars.sh'),")
-        print(f"3.`streamlit run https://raw.github.com/amor71/LiuAlgoTrader/master/analyis/backtester_ui.py`")
+        print(f"3.`streamlit run https://raw.github.com/amor71/LiuAlgoTrader/master/analysis/backtester_ui.py`")
         if restore_sample_db:
             print("4. On the app selection select the 'analyzer` app")
             print("5. copy and paste the batch-id '2398380c-5146-4b58-843a-a50c458c8071' and press <enter>")