Update some docstrings for pdoc 0.5.0

backtesting/__init__.py

@@ -3,7 +3,7 @@
 
 ## Manuals
 
-* [Quick Start User Guide](../examples/Quick Start User Guide.html)
+* [**Quick Start User Guide**](../examples/Quick Start User Guide.html)
 
 ## Tutorials
 
@@ -11,9 +11,11 @@
 * [Multiple Time Frames](../examples/Multiple Time Frames.html)
 * [Parameter Heatmap](../examples/Parameter Heatmap.html)
 
-You can also [try these out] live.
+You can also [try these tutorials out] live.
 
-[try these out]: https://mybinder.org/v2/gh/kernc/backtesting.py/master?urlpath=lab%2Ftree%2Fdoc%2Fexamples
+[try these tutorials out]: \
+    https://mybinder.org/v2/gh/kernc/backtesting.py/master?\
+urlpath=lab%2Ftree%2Fdoc%2Fexamples%2FQuick%20Start%20User%20Guide.ipynb
 
 ## Example Strategies
 
@@ -21,10 +23,10 @@ You can also [try these out] live.
 
 ## License
 
-This software is licensed under the terms of [AGPL 3.0],
+This software is licensed under the terms of [AGPL 3.0]{: rel=license},
 meaning you can use it for any reasonable purpose and remain in
 complete ownership of all the excellent trading strategies you produce,
-but you are also encouraged to make sure any upgrades to `backtesting`
+but you are also encouraged to make sure any upgrades to _Backtesting.py_
 itself find their way back to the community.
 
 [AGPL 3.0]: https://www.gnu.org/licenses/agpl-3.0.html

backtesting/backtesting.py

@@ -25,9 +25,9 @@ from ._util import _as_str, _Indicator, _Data, _data_period
 
 
 __pdoc__ = {
-    'Strategy.__init__': None,
+    'Strategy.__init__': False,
-    'Orders.__init__': None,
+    'Orders.__init__': False,
-    'Position.__init__': None,
+    'Position.__init__': False,
 }
 
 
@@ -723,13 +723,16 @@ class Backtest:
         inspected or projected onto 2D to plot a heatmap.
 
         Additional keyword arguments represent strategy arguments with
-        list-like collections of possible values. For example:
+        list-like collections of possible values. For example, the following
+        code finds and returns the "best" of the 7 admissible (of the
+        9 possible) parameter combinations:
 
             backtest.optimize(sma1=[5, 10, 15], sma2=[10, 20, 40],
                               constraint=lambda p: p.sma1 < p.sma2)
 
-        finds and returns the "best" of the 7 admissible (of the
+        .. TODO::
-        9 possible) parameter combinations.
+            Add parameter `max_tries: Union[int, float] = None` which switches
+            from exhaustive grid search to random search. See notes in the source.
         """
         if not kwargs:
             raise ValueError('Need some strategy parameters to optimize')
@@ -910,16 +913,17 @@ class Backtest:
         If `results` is proided, it should be a particular result
         `pd.Series` such as returned by
         `backtesting.backtesting.Backtest.run` or
-        `backtesting.backtesting.Backtest.optimize`.
+        `backtesting.backtesting.Backtest.optimize`, otherwise the last
+        run's results are used.
 
         `filename` is the path to save the interactive HTML plot to.
         By default, a strategy/parameter-dependent file is created in the
         current working directory.
 
         `plot_width` is the width of the plot in pixels. The height is
-        currently non-adjustable. FIXME: If someone can make the Bokeh
+        currently non-adjustable.
-        plot span 100% browser width by default, a contribution would
+
-        be appreciated.
+        .. TODO:: Make Bokeh plot span 100% browser width by default.
 
         If `plot_equity` is `True`, the resulting plot will contain
         an equity (cash plus assets) graph section.
@@ -951,7 +955,8 @@ class Backtest:
         [Pandas offset string], such as `'5T'` or `'5min'`.
         Note, this only works for data with a datetime index.
 
-        [Pandas offset string]: http://pandas.pydata.org/pandas-docs/stable/timeseries.html#offset-aliases
+        [Pandas offset string]: \
+            http://pandas.pydata.org/pandas-docs/stable/timeseries.html#offset-aliases
 
         If `show_legend` is `True`, the resulting plot graphs will contain
         labeled legends.

backtesting/lib.py

@@ -145,7 +145,8 @@ def resample_apply(rule: str,
     `rule` is a valid [Pandas offset string] indicating
     a time frame to resample `series` to.
 
-    [Pandas offset string]: http://pandas.pydata.org/pandas-docs/stable/timeseries.html#offset-aliases
+    [Pandas offset string]: \
+        http://pandas.pydata.org/pandas-docs/stable/timeseries.html#offset-aliases
 
     `func` is the indicator function to apply on the resampled series.
 
@@ -205,6 +206,11 @@ def resample_apply(rule: str,
 class SignalStrategy(Strategy):
     """
     A simple helper strategy that operates on position entry/exit signals.
+    This makes the backtest of the strategy simulate a [vectorized backtest].
+    See [tutorials] for usage examples.
+
+    [vectorized backtest]: https://www.google.com/search?q=vectorized+backtest
+    [tutorials]: index.html#tutorials
 
     To use this helper strategy, subclass it, override its
     `backtesting.backtesting.Strategy.init` method,
@@ -259,7 +265,9 @@ class TrailingStrategy(Strategy):
     A strategy with automatic trailing stop-loss, trailing the current
     price at distance of some multiple of average true range (ATR). Call
     `TrailingStrategy.set_trailing_sl()` to set said multiple
-    (`6` by default).
+    (`6` by default). See [tutorials] for usage examples.
+
+    [tutorials]: index.html#tutorials
 
     Remember to call `super().init()` and `super().next()` in your
     overridden methods.