ffn: Financial Functions for Python

ffn is a Python library designed for quantitative finance. It provides a wide range of utilities including performance measurement, evaluation, graphing, and common data transformations. It is built on top of established scientific libraries like Pandas, Numpy, and Scipy.

Note: If you require a full backtesting framework, use the bt library, which is built on top of ffn to facilitate fast backtesting of quantitative strategies.

To use klink as your Sphinx theme, update your conf.py file with the following settings. You can customize the theme using html_theme_options.

import klink

html_theme = 'klink'
html_theme_path = [klink.get_html_theme_path()]
html_theme_options = {
    'github': 'yourname/yourrepo',
    'analytics_id': 'UA-your-number-here',
    'logo': 'logo.png'
}

Install the klink package using pip to use the theme in your documentation projects.

$ pip install klink

Use klink.convert_notebooks() in your conf.py to automatically convert IPython Notebooks into .rst files and copy their static assets (like images) to your _static directory.

Important:

• Place your notebooks in your documentation's source directory.
• Do not name a notebook the same as an existing .rst file, as the conversion process will overwrite it.

After conversion, use the standard Sphinx include command to insert the generated .rst files into your documentation.

You can automatically convert IPython Notebooks into .rst files (including images and output) for inclusion in your documentation using the klink.convert_notebooks() helper function.

Setup Steps:

1. Place your .ipynb files within your Sphinx source directory (the same directory containing conf.py).
2. Call klink.convert_notebooks() inside your conf.py file.

Usage Notes:

• Cell Types: You can mix in Markdown cells or Raw NBConvert cells; these will also be converted to .rst.
• Raw NBConvert Tip: If using Raw NBConvert cells containing .rst text, add a blank line at the start of the cell to avoid conversion bugs.
• Naming Conflict Warning: Do not name a notebook with the same name as an existing .rst file in your source directory, as the notebook conversion will overwrite the existing file.

Install the klink theme using pip:

$ pip install klink

Klink provides a helper function klink.convert_notebooks() that converts all .ipynb files in your source directory (the same directory as conf.py) into .rst files. This process includes all outputs, such as images.

To use this:

1. Place your notebooks in your docs' source directory.
2. Add klink.convert_notebooks() to your conf.py.
3. Once converted, use the Sphinx include command to insert the resulting .rst files into your documentation.

Note on Raw NBConvert cells: If you use Raw NBConvert cells containing rst text, ensure you add a blank line at the start of the cell to avoid conversion issues.

To customize the theme's appearance, clone the repository into a _themes folder within your documentation's source directory. To change the styles, edit the .less files directly (requires lessc to convert them to .css).

Update your conf.py to point to the local theme directory:

html_theme = 'klink'
html_theme_path = ['_themes']
html_theme_options = {
    'github': 'yourname/yourrepo',
    'analytics_id': 'UA-your-number-here',
    'logo': 'logo.png'
}

You can install ffn using pip from the Python Package Index (PyPI).

Because ffn has many dependencies, it is strongly recommended to use the Anaconda Scientific Python Distribution, which includes many required packages pre-installed.

pip install ffn

To use the klink theme in your Sphinx documentation, update your conf.py file with the following settings. You can provide a GitHub repository path, a Google Analytics ID, and a path to your logo.

import klink

html_theme = 'klink'
html_theme_path = [klink.get_html_theme_path()]
html_theme_options = {
    'github': 'yourname/yourrepo',
    'analytics_id': 'UA-your-number-here',
    'logo': 'logo.png'
}