WIP Doc

femtotrader · Apr 24, 2024 · 32996c1 · 32996c1
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diff --git a/docs/src/api.md b/docs/src/api.md
@@ -2,6 +2,27 @@
 
 ## Portfolio analytics
 
+### Asset return
+
+```@docs
+OnlinePortfolioAnalytics.SimpleAssetReturn
+OnlinePortfolioAnalytics.LogAssetReturn
+```
+
+### Mean return
+
+### Cumulative return
+
+### Standard deviation
+
+### Drawdowns
+
+### Statistical moments
+
+### Sharpe ratio
+
+### Sortino ration
+
 ## Other
 
 ```@docs

diff --git a/src/OnlinePortfolioAnalytics.jl b/src/OnlinePortfolioAnalytics.jl
@@ -1,3 +1,20 @@
+"""
+[`OnlinePortfolioAnalytics`](@ref) module aims to provide users with functionality for performing quantitative portfolio analytics via [online algorithms](https://en.wikipedia.org/wiki/Online_algorithm).
+
+[`EXPORTS`](@ref)
+$(EXPORTS)
+
+[`IMPORTS`](@ref)
+$(IMPORTS)
+
+---
+
+$(README)
+
+---
+
+The [`LICENSE`](@ref) abbreviation can be used in the same way for the `LICENSE.md` file.
+"""
 module OnlinePortfolioAnalytics
 
 using OnlineStatsBase

diff --git a/src/asset_return.jl b/src/asset_return.jl
@@ -1,3 +1,6 @@
+"""
+    S
+"""
 mutable struct SimpleAssetReturn{T} <: PortfolioAnalytics{T}
     value::Union{Missing,T}
     n::Int
@@ -28,6 +31,24 @@ function OnlineStatsBase._fit!(stat::SimpleAssetReturn, data)
     end
 end
 
+"""
+The [`TYPEDEF`](@ref) abbreviation includes the type signature:
+
+$(TYPEDEF)
+
+---
+
+The [`FIELDS`](@ref) abbreviation creates a list of all the fields of the type.
+If the fields has a docstring attached, that will also get included.
+
+$(FIELDS)
+
+---
+
+[`TYPEDFIELDS`](@ref) also adds in types for the fields:
+
+$(TYPEDFIELDS)
+"""
 mutable struct LogAssetReturn{T} <: PortfolioAnalytics{T}
     value::Union{Missing,T}
     n::Int