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# ML4T Data Documentation
# MkDocs Material configuration with Picasso Blue palette
# Template for all ml4t-* libraries
site_name: ML4T Data
site_description: High-performance market data acquisition for quantitative finance
site_url: https://www.ml4trading.io/docs/data/
repo_url: https://github.com/ml4t/data
repo_name: ml4t/data
# Theme configuration - Picasso Blue Period palette
theme:
name: material
custom_dir: docs/overrides
palette:
scheme: default
primary: custom
accent: custom
font: false
features:
- navigation.tabs
- navigation.tabs.sticky
- navigation.indexes
- navigation.sections
- navigation.expand
- navigation.top
- navigation.footer
- toc.follow
- search.suggest
- search.highlight
- content.code.copy
- content.code.annotate
- content.tabs.link
icon:
repo: fontawesome/brands/github
logo: assets/logo.svg
favicon: assets/favicon.ico
# Custom CSS for Picasso palette
extra_css:
- stylesheets/ml4t-theme.css
# Extensions
markdown_extensions:
- abbr
- admonition
- attr_list
- def_list
- footnotes
- md_in_html
- tables
- toc:
permalink: true
- pymdownx.arithmatex:
generic: true
- pymdownx.betterem
- pymdownx.caret
- pymdownx.details
- pymdownx.emoji:
emoji_index: !!python/name:material.extensions.emoji.twemoji
emoji_generator: !!python/name:material.extensions.emoji.to_svg
- pymdownx.highlight:
anchor_linenums: true
line_spans: __span
pygments_lang_class: true
- pymdownx.inlinehilite
- pymdownx.keys
- pymdownx.magiclink
- pymdownx.mark
- pymdownx.smartsymbols
- pymdownx.superfences:
custom_fences:
- name: mermaid
class: mermaid
format: !!python/name:pymdownx.superfences.fence_code_format
- pymdownx.tabbed:
alternate_style: true
- pymdownx.tasklist:
custom_checkbox: true
- pymdownx.tilde
# Plugins
plugins:
- search
- mkdocstrings:
default_handler: python
handlers:
python:
paths: [src]
options:
docstring_style: google
show_source: true
show_root_heading: true
show_root_full_path: false
show_symbol_type_heading: true
show_symbol_type_toc: true
members_order: source
merge_init_into_class: true
separate_signature: true
signature_crossrefs: true
# Navigation structure
nav:
- Home: index.md
- Getting Started:
- Installation: getting-started/installation.md
- Quickstart: getting-started/quickstart.md
- Provider Selection: getting-started/provider-selection.md
- User Guide:
- user-guide/index.md
- CLI Reference: user-guide/cli-reference.md
- Configuration: user-guide/configuration.md
- Incremental Updates: user-guide/incremental-updates.md
- Data Quality: user-guide/data-quality.md
- Storage: user-guide/storage.md
- Providers:
- providers/index.md
- Yahoo Finance: providers/yahoo.md
- Alpaca: providers/alpaca.md
- CoinGecko: providers/coingecko.md
- FRED: providers/fred.md
- Fama-French: providers/fama_french.md
- AQR: providers/aqr.md
- Wiki Prices: providers/wiki_prices.md
- Kalshi: providers/kalshi.md
- Polymarket: providers/polymarket.md
- Binance Public: providers/binance_public.md
- NASDAQ ITCH: providers/nasdaq_itch.md
- EODHD: providers/eodhd.md
- Tiingo: providers/tiingo.md
- TwelveData: providers/twelve_data.md
- DataBento: providers/databento.md
- Massive: providers/massive.md
- Polygon Compatibility: providers/polygon.md
- Finnhub: providers/finnhub.md
- Binance: providers/binance.md
- OKX: providers/okx.md
- CryptoCompare: providers/cryptocompare.md
- Oanda: providers/oanda.md
- Synthetic Data: providers/synthetic.md
- Tutorials:
- tutorials/index.md
- Understanding OHLCV: tutorials/01_understanding_ohlcv.md
- Rate Limiting: tutorials/02_rate_limiting.md
- Incremental Updates: tutorials/03_incremental_updates.md
- Data Quality: tutorials/04_data_quality.md
- Multi-Provider: tutorials/05_multi_provider.md
- API Reference:
- api/index.md
- Book Guide:
- book-guide/index.md
- Contributing:
- contributing/index.md
- Creating a Provider: contributing/creating-a-provider.md
- Architecture: contributing/architecture.md
- Testing: contributing/testing.md
# Extra configuration
extra:
social:
- icon: fontawesome/brands/github
link: https://github.com/ml4t/data
- icon: fontawesome/brands/twitter
link: https://twitter.com/mlaboratory
generator: false # Hide "Made with Material for MkDocs"
# Analytics (configure when ready)
# analytics:
# provider: google
# property: G-XXXXXXXXXX
# Copyright
copyright: Copyright © 2024-2026 Stefan Jansen
# These pages remain searchable but are intentionally outside the primary navigation.
not_in_nav: |
/ASYNC_STORAGE.md
/FEATURES.md
/INCREMENTAL_UPDATES.md
/INSTALLATION.md
/INTEGRATION_TESTING.md
/SESSION_MANAGEMENT.md
/TESTING.md
/crypto_providers.md
/export_guide.md
/multi_asset_guide.md
/yahoo_provider.md
/asset-classes/README.md
/asset-classes/crypto.md
/asset-classes/equities.md
/asset-classes/forex.md
/asset-classes/futures.md
/providers/databento_reference.md
/providers/mock.md
/storage/INCREMENTAL_ARCHITECTURE.md
/storage/PARTITIONING_GUIDE.md
/user-guide/getting-started.md
validation:
omitted_files: warn
# Historical audits remain in the repository but are not published as current user documentation.
exclude_docs: |
/FEATURE_INVENTORY.md
/GAP_ANALYSIS.md
/wiki_prices_status.md
/yahoo_bulk_download_analysis.md
/providers/PROVIDER_AUDIT.md