virgo-modules 0.0.75__py3-none-any.whl → 0.0.76__py3-none-any.whl

virgo_modules/src/ticketer_source.py

@@ -53,19 +53,57 @@ from .aws_utils import upload_file_to_aws
 import logging
 
 class InverseHyperbolicSine(BaseEstimator, TransformerMixin):
+
+    """
+    Class that applies inverse hyperbolic sine for feature transformation.
+    this class is compatible with scikitlearn pipeline
+
+    Attributes
+    ----------
+    features : list
+        list of features to apply the transformation
+    prefix : str
+        prefix for the new features. is '' the features are overwrite
+
+    Methods
+    -------
+    fit(additional="", X=DataFrame, y=None):
+        fit transformation.
+    transform(X=DataFrame, y=None):
+        apply feature transformation
+    """
+
     def __init__(self, features, prefix = ''):
         self.features = features
         self.prefix = prefix
 
     def fit(self, X, y=None):
         return self
-    
+
     def transform(self, X, y=None):
         for feature in self.features:
             X[f'{self.prefix}{feature}'] = np.arcsinh(X[feature])
         return X
 
 class VirgoWinsorizerFeature(BaseEstimator, TransformerMixin):
+
+    """
+    Class that applies winsorirization of a feature for feature transformation.
+    this class is compatible with scikitlearn pipeline
+
+    Attributes
+    ----------
+    feature_configs : dict
+        dictionary of features and configurations. the configuration has high and low limits per feature
+
+    Methods
+    -------
+    fit(additional="", X=DataFrame, y=None):
+        fit transformation.
+    transform(X=DataFrame, y=None):
+        apply feature transformation
+    """
+
     def __init__(self, feature_configs):
         self.feature_configs = feature_configs
     def fit(self, X, y=None):
@@ -80,6 +118,24 @@ class VirgoWinsorizerFeature(BaseEstimator, TransformerMixin):
         return X
 
 class FeatureSelector(BaseEstimator, TransformerMixin):
+
+    """
+    Class that applies selection of features.
+    this class is compatible with scikitlearn pipeline
+
+    Attributes
+    ----------
+    columns : list
+        list of features to select
+
+    Methods
+    -------
+    fit(additional="", X=DataFrame, y=None):
+        fit transformation.
+    transform(X=DataFrame, y=None):
+        apply feature transformation
+    """
+
     def __init__(self, columns):
         self.columns = columns
 
@@ -88,8 +144,19 @@ class FeatureSelector(BaseEstimator, TransformerMixin):
 
     def transform(self, X, y=None):
         return X[self.columns]
-    
+
 def sharpe_ratio(return_series):
+
+    '''
+    calculate sharpe ratio for given array.
+
+            Parameters:
+                    return_series (pd.series): pandas series of the asset returns
+
+            Returns:
+                    sharpe (float): sharpe ratio
+    '''
+
     N = 255 # Trading days in the year (change to 365 for crypto)
     rf = 0.005 # Half a percent risk free rare
     mean = return_series.mean() * N -rf
@@ -98,12 +165,38 @@ def sharpe_ratio(return_series):
     return sharpe
 
 class signal_combiner(BaseEstimator, TransformerMixin):
+
+    """
+    Class that applies feature combination of binary signals.
+    this class is compatible with scikitlearn pipeline
+
+    ...
+
+    Attributes
+    ----------
+    columns : list
+        list of features to select
+    drop : boolean
+        drop combining features
+    prefix_up : str
+        up prefix of the base feature
+    prefix_low : str
+        low prefix of the base feature
+
+    Methods
+    -------
+    fit(additional="", X=DataFrame, y=None):
+        fit transformation.
+    transform(X=DataFrame, y=None):
+        apply feature transformation
+    """
+
     def __init__(self, columns, drop = True, prefix_up = 'signal_up_', prefix_low = 'signal_low_'):
         self.columns = columns
         self.drop = drop
         self.prefix_up = prefix_up
         self.prefix_low = prefix_low
-        
+
     def fit(self, X, y=None):
         return self
 
@@ -111,7 +204,7 @@ class signal_combiner(BaseEstimator, TransformerMixin):
         for column in self.columns:
             X['CombSignal_'+column] = np.where(
                 X[self.prefix_up + column] == 1,
-                1, 
+                1,
                 np.where(
                     X[self.prefix_low + column] == 1,
                     1,
@@ -121,15 +214,29 @@ class signal_combiner(BaseEstimator, TransformerMixin):
             if self.drop:
                 X = X.drop(columns = [self.prefix_up + column, self.prefix_low + column])
         return X
-    
+
 def data_processing_pipeline(features_base,features_to_drop = False, lag_dict = False, combine_signals = False, discretize_columns = False, correlation = 0.77):
-    
+
+    '''
+    create a scikit learn pipeline object using different configurations and feature engineering blocks with a given flow
+
+            Parameters:
+                    features_to_drop (list): list of features to drop
+                    lag_dict (dict): feature dictionary with configurations to apply lags
+                    combine_signals (list): list of columns/signals to combine
+                    discretize_columns (list): list of features to discretize, bins is fixed
+                    correlation (float): correaltion score threshold for feature selection
+
+            Returns:
+                    pipe (obj): pipeline object
+    '''
+
     lag_pipe_sec = [(f'lags_{key}', LagFeatures(variables = key, periods = lag_dict[key])) for key in lag_dict] if lag_dict else []
     drop_pipe = [('drop_features' , DropFeatures(features_to_drop=features_to_drop))] if features_to_drop else []
     merge = [('signal_combiner', signal_combiner(combine_signals))] if combine_signals else []
     discretize = [('discretize',EqualWidthDiscretiser(discretize_columns, bins = 20 ))] if discretize_columns else []
     drop_corr = [('drop_corr', DropCorrelatedFeatures(threshold=correlation))] if correlation else []
-    
+
     pipe = Pipeline(
         [('selector', FeatureSelector(features_base))] + \
         [('encoding',OneHotEncoder(top_categories=None, variables=['hmm_feature']))]  + \
@@ -143,6 +250,18 @@ def data_processing_pipeline(features_base,features_to_drop = False, lag_dict =
     return pipe
 
 def states_relevance_score(data, default_benchmark_sd = 0.00003, t_threshold = 2):
+    '''
+    calculate relevance score and summary report for hmm model 
+
+            Parameters:
+                    default_benchmark_sd (float): default value to bias SD for t calculation
+                    t_threshold (float): alpha or z threshold for the normalized score
+
+            Returns:
+                    mean_relevance (float): mean relevance score of the states
+                    cluster_returns (pd.DataFrame): summary report of the analysis
+                    number_relevant_states (int): number of relevant states
+    '''
     ## legnths
     cluster_lengths = data.groupby(['hmm_feature','chain_id'],as_index = False).agg(chain_lenght = ('hmm_chain_order','max'))
     cluster_lengths = cluster_lengths.groupby('hmm_feature').agg(cluster_length_median = ('chain_lenght','median'))
@@ -151,7 +270,7 @@ def states_relevance_score(data, default_benchmark_sd = 0.00003, t_threshold = 2
         return x.quantile(0.25)
     def quantile3(x):
         return x.quantile(0.75)
-    
+
     cluster_returns = data.groupby('hmm_feature').agg(
         n_uniques = ('chain_id','nunique'),
         n_obs = ('Date','count'),
@@ -171,14 +290,14 @@ def states_relevance_score(data, default_benchmark_sd = 0.00003, t_threshold = 2
     cluster_returns['min_overlap'] = np.where(cluster_returns['perc_dispute'] == 1,cluster_returns['min_perc'],0)
     cluster_returns['abs_median'] = abs(cluster_returns['cluster_ret_median'])
     cluster_returns = cluster_returns.drop(columns = ['perc_25','perc_75','min_perc'])
-    
+
     ## relevance or importance
     # naive aproach
     cluster_returns['relevance'] =  cluster_returns['abs_median'] + ( 0.5 - cluster_returns['min_overlap'])
     cluster_returns['t_calc'] = (cluster_returns['cluster_ret_median'] - 0)/(cluster_returns['iqr']/cluster_returns['n_obs'] + default_benchmark_sd/cluster_returns['n_obs'])**(1/2)
     cluster_returns['abs_t_accpted'] = abs(cluster_returns['t_calc'])
     cluster_returns['t_accpted'] = abs(cluster_returns['abs_t_accpted']) > t_threshold
-    
+
     mean_relevance = cluster_returns['abs_t_accpted'].mean()
     number_relevant_states = len(cluster_returns[cluster_returns.t_accpted == True])
 
@@ -186,20 +305,161 @@ def states_relevance_score(data, default_benchmark_sd = 0.00003, t_threshold = 2
 
 
 class stock_eda_panel(object):
-    
+
+    """
+    Class that initialy gets stock data then apply feature enginering, enrichment, analysis, plotting, model training etc.
+
+    Attributes
+    ----------
+    stock_code : str
+        symbol of the asset
+    n_days : str
+        number of days to extract data
+    data_window : str
+        large window to extract data. Large window is required o extract more data. e.g. '5y', '10y', '15'
+    df : pd.DataFrame
+        Pandas dataframe of the asset data with features
+    strategy_log: pd.DataFrame
+        Pandas dataframe that has the results of different tested strategies (result from strategy simulator hmm)
+    best_strategy: list
+        features of the best performing strategy (result from strategy simulator hmm)
+    top_10_strategy: dict
+        top 10 best performing strategies (result from strategy simulator hmm)
+    settings: dict
+        configuration dictionary of the features and other parameters
+
+    Methods
+    -------
+    augmented_dickey_fuller_statistics(time_series=pd.Series, label=str):
+        Perform dickey fuller or stationary test for a given time series
+        It will print p value of the features
+    get_data():
+        Get asset data performing some data normalization or formating (in case of dates)
+    plot_series_returns(roll_mean_lags1=int, roll_mean_lags2=int)
+        Display plot that time series with mean rolling windows and rolling standard deviations of daily closing prices
+    seasonal_plot():
+        Display time series split by year
+    plot_price_signal(feature=str, feature_2=str, opacity=float):
+        Display botton and roof signals over the closing prices
+    volatility_analysis(lags=int, trad_days=int, window_log_return=int, plot=boolean, save_features=boolean):
+        this method performs log return and volatilyty analysis of the closing prices
+    find_lag(feature=str, lag_list=list, column_target=str,posterior_lag=int, test_size=int):
+        displays correlation curves, using spearman and pearson correlation, of a given feature at different time lags with respecto to a given target
+    outlier_plot(zlim=float, plot=boolean, save_features=boolean):
+        perform outlier analysis of the log returns. It also permors normality test of returns
+    analysis_roll_mean_log_returns(lags=int, plot=boolean):
+        perform analysis of lags of the mean rolling log return
+    compute_clip_bands(feature_name=str,threshold=float):
+        compute outlier detection for a given signal, Note that this follows mean reversion procedure and feature has to be stationary. Also botton and roof resulting signals is attached to the dataframe
+    signal_plotter(feature_name=str):
+        display analysis plot of a feature with high and low signals
+    log_features_standard(feature_name=str):
+        save resulting feature names in an standard structure
+    relative_spread_MA(ma1=int, ma2=int, threshold=float, plot=boolean, save_features=boolean):
+        perform relative moving average features, one for short term and another for long/mid term
+    pair_feature(pair_symbol=str, plot=boolean):
+        initialize pair feature data extraction and analysis
+    calculate_cointegration(series_1=pd.series, series_2=pd.series):
+        calculate cointegration score for two time series
+    bidirect_count_feature(rolling_window=int, threshold=float, plot=boolean, save_features=boolean):
+        perform negative and positive return counting in a given rolling time window
+    get_relative_range_feature(window=int, threshold=float, plot=boolean, save_features=boolean):
+        perform relative spread of opening and closing price
+    rsi_feature_improved(window=int, threshold=float, plot=boolean, save_features=boolean):
+        perform relative strength index
+    days_features_bands(window=int, threshold=float, plot=boolean, save_features=boolean):
+        compute mean returns for a given day of the week in a window scope per day
+    analysis_smooth_volume(window=int, threshold=float, plot=boolean, save_features=boolean):
+        compute feature of thrading volumes
+    roc_feature(window=int, threshold=float, plot=boolean, save_features=boolean):
+        perform price rate of change
+    stoch_feature(window=int, smooth1=int, smooth2=int, threshold=float, plot=boolean, save_features=boolean):
+        perform stochastic oscilator RSI feature
+    stochastic_feature(window=int, smooth=int, threshold=float, plot=boolean, save_features=boolean):
+        perform stochastic oscilator feature
+    william_feature(lbp=int, threshold=float, plot=boolean, save_features=boolean):
+        perfom fast stochastic oscilator or william indicator
+    vortex_feature(window=int, threshold=float, plot=boolean, save_features=boolean):
+        perform vortex oscilator
+    pair_index_feature(pair_symbol=str, feature_label=str, window=int, threshold=float, plot=boolean, save_features=boolean):
+        perform additional asset ROC feature, then a new feature is created in the main dataframe
+    produce_order_features(feature_name=str, save_features=boolean):
+        perform a feature that captures high and low values in an index. this is usefull to know duration/persistence of a signal
+    create_hmm_derived_features():
+        create features derived from hmm states features. Features are the index of the state, the duration of the state, chain raturn
+    cluster_hmm_analysis(n_clusters=int,features_hmm=list, test_data_size=int, seed=int, lag_returns_state=int, plot=boolean, save_features=boolean, model=obj):
+        create or use a hmm model
+    sharpe_ratio(return_series=pd.Series, n_trad_days=int, rf=float):
+        perform sharpe ratio of a given time series return
+    treat_signal_strategy(test_data=pd.DataFrame, strategy=list):
+        helper method that treats signals and converts signals to 1 or 0
+    stategy_simulator(features=list, hmm_feature=boolean):
+        execute strategy and get some performance metrics like sharpe ratio, return
+    viz_strategy(strategy):
+        display analysis plot of a given strategy
+    deep_dive_analysis_hmm(test_data_size=int, split=str):
+        display analysis plot hmm model
+    get_targets(steps=int):
+        produce regression target return taking future prices
+    get_categorical_targets(horizon=int, flor_loss=float, top_gain=float):
+        produce binary target return taking future prices. it produce two targets, one for high returns and another for low returns
+    get_configurations(test_data_size=int, val_data_size=int, model_type=str):
+        produce configuration dictionary that were saved in the feature generation methods if save_features was activated
+    """
+
     def __init__(self, stock_code, n_days, data_window = '5y'):
+
+        """
+        Initialize object
+
+        Parameters
+        ----------
+        stock_code (str): symbol of the asset
+        n_days (str): number of days to extract data
+        data_window (str): large window to extract data. Large window is required o extract more data. e.g. '5y', '10y', '15'
+
+        Returns
+        -------
+        None
+        """
+
         self.stock_code = stock_code
         self.n_days = n_days
         self.today = datetime.date.today()
         self.features = list()
         self.signals = list()
         self.data_window = data_window
-        
+
     def augmented_dickey_fuller_statistics(self,time_series, label):
+        """
+        Perform dickey fuller or stationary test for a given time series
+        It will print p value of the features
+
+        Parameters
+        ----------
+        time_series (pd.Series): pandas series of the time series
+        label (pd.Series): feature name
+
+        Returns
+        -------
+        None
+        """
         result = adfuller(time_series.dropna().values)
         print('p-value: {} for the series {}'.format(round(result[1],6), label))
-        
+
     def get_data(self):
+        """
+        Get asset data performing some data normalization or formating (in case of dates)
+
+        Parameters
+        ----------
+        None
+
+        Returns
+        -------
+        None
+        """
+
         begin_date = self.today - relativedelta(days = self.n_days)
         begin_date_str = begin_date.strftime('%Y-%m-%d')
 
@@ -210,7 +470,7 @@ class stock_eda_panel(object):
         df.reset_index(inplace=True)
         df['Date'] = pd.to_datetime(df['Date'], format='mixed',utc=True).dt.date
         df['Date'] = pd.to_datetime(df['Date'])
-        
+
         df = df[df.Date >= begin_date_str ]
         self.settings_general = {
             'n_days':self.n_days,
@@ -219,44 +479,56 @@ class stock_eda_panel(object):
             'execution_date': self.today.strftime('%Y-%m-%d')
         }
         self.df = df
-        
+
         ### cleaning volume
         ### volume clearning
         self.df['Volume'] = np.where(self.df['Volume'] <= 10, np.nan, self.df['Volume'])
         self.df['Volume'] = self.df['Volume'].fillna(method='bfill')
-        
+
         ## filling
-        
+
         base_columns_unit_test = ['Open','High','Low','Close','Volume']
         self.df[base_columns_unit_test] = self.df[base_columns_unit_test].fillna(method='ffill')
-        
+
         ## cleaning nulls
-        
+
         xs = self.df[base_columns_unit_test].isnull().sum()/self.df[base_columns_unit_test].count()
         reject_columns = list(xs[xs > 0.5].index.values)
-        
+
         if len(reject_columns) > 0:
             logging.warning("the following columns have many nulls and are drop: {}".format(reject_columns))
             self.df = self.df.drop(columns = reject_columns)
-        
-        
+
     def plot_series_returns(self,roll_mean_lags1,roll_mean_lags2):
-        
+
+        """
+        Display plot that time series with mean rolling windows and rolling standard deviations of daily closing prices
+
+        Parameters
+        ----------
+        roll_mean_lags1 (int): short term window
+        roll_mean_lags2 (int): mid/long term window
+
+        Returns
+        -------
+        None
+        """
+
         df = self.df
         begin_date = self.today - relativedelta(days = self.n_days)
         begin_date_str = begin_date.strftime('%Y-%m-%d')
-        
+
          ### getting rolling mean
         df["Close_roll_mean"] = (
             df.sort_values("Date")["Close"]
             .transform(lambda x: x.rolling(roll_mean_lags1, min_periods=1).mean())
         )
-        
+
         df["Close_roll_mean_2"] = (
             df.sort_values("Date")["Close"]
             .transform(lambda x: x.rolling(roll_mean_lags2, min_periods=1).mean())
         )
-        
+
         ### getting rolling stdv
         df["Close_roll_std"] = (
             df.sort_values("Date")["Close"]
@@ -273,7 +545,7 @@ class stock_eda_panel(object):
                            ))
 
         fig.add_trace(go.Scatter(x=df['Date'], y=df.Close, marker_color = 'blue', name='Price'),row=1, col=1)
-        
+
         fig.add_trace(go.Scatter(x=df['Date'], y=df.Close_roll_mean, marker_color = 'black', name='roll mean' ),row=1, col=1)
         fig.add_trace(go.Scatter(x=df['Date'], y=df.Close_roll_mean_2, marker_color = 'grey', name='roll mean 2' ),row=1, col=1)
         fig.add_trace(go.Scatter(x=df['Date'], y=df.lower, marker_color = 'pink',legendgroup='bound', name='bound' ),row=1, col=1)
@@ -281,8 +553,21 @@ class stock_eda_panel(object):
 
         fig.update_layout(height=500, width=1200, title_text=f"stock {self.stock_code} vizualization")
         fig.show()
-        
+
     def seasonal_plot(self):
+
+        """
+        Display time series split by year
+
+        Parameters
+        ----------
+        None
+
+        Returns
+        -------
+        None
+        """
+
         df = self.df
         years = list(df['Date'].dt.year.unique())
         years.sort()
@@ -302,10 +587,24 @@ class stock_eda_panel(object):
 
         fig.update_layout(height=500, width=1400, title_text=f"stock {self.stock_code} seasonal vizualization")
         fig.show()
-        
+
     def plot_price_signal(self, feature, feature_2 = '', opacity = 0.3):
-    
-        signal_up_list = [f'signal_up_{feature}', f'signal_up_{feature_2}']  
+
+        """
+        Display botton and roof signals over the closing prices
+
+        Parameters
+        ----------
+        feature (str): name of the main feature to plot
+        feature_2 (str): name of the alternative feature to plot
+        opacity (float): opacity degree of the signals points
+
+        Returns
+        -------
+        None
+        """
+
+        signal_up_list = [f'signal_up_{feature}', f'signal_up_{feature_2}']
         signal_low_list = [f'signal_low_{feature}', f'signal_low_{feature_2}']
         norm_list = [f'norm_{feature}', f'z_{feature}', feature]
 
@@ -315,14 +614,14 @@ class stock_eda_panel(object):
             if norm_feat in self.df.columns:
                 fig.add_trace(go.Scatter(x=self.df['Date'], y=self.df[norm_feat],legendgroup="up", mode='lines',name = norm_feat, marker_color = 'blue'),col = 1, row = 1)
                 break
-        
-        
+
+
         fig.add_trace(go.Scatter(x=self.df['Date'], y=self.df['Close'], mode='lines',name = 'history', marker_color = 'grey'),col = 1, row = 2)
-        
+
         if feature == 'MA_spread':
             fig.add_trace(go.Scatter(x=self.df['Date'], y=self.df[self.ma1_column],legendgroup="ma", mode='lines',name = self.ma1_column, marker_color = 'black'),col = 1, row = 2)
             fig.add_trace(go.Scatter(x=self.df['Date'], y=self.df[self.ma2_column],legendgroup="ma", mode='lines',name = self.ma2_column, marker_color = 'grey'),col = 1, row = 2)
-        
+
         for norm_feat in norm_list:
             if norm_feat in self.df.columns:
                 fig.add_trace(go.Scatter(x=self.df['Date'], y=np.where(self.df[norm_feat] > 0, self.df['Close'], np.nan),legendgroup="up", mode='markers',name = 'up', marker_color = 'green',opacity = opacity),col = 1, row = 2)
@@ -338,8 +637,25 @@ class stock_eda_panel(object):
 
         fig.update_layout(height=900, width=1200)
         fig.show()
-    
+
     def volatility_analysis(self, lags, trad_days, window_log_return, plot = False, save_features = False):
+
+        """
+        this method performs log return and volatilyty analysis of the closing prices
+
+        Parameters
+        ----------
+        lags (int): number of lags to apply to the closing prices
+        trad_days (int): number of trading days to anualize returns or volatility
+        window_log_return (int): window for rolling returns
+        plot (boolean): True to display plot
+        save_features (boolean): True to save feature configuration and feature names
+
+        Returns
+        -------
+        None
+        """
+
         df = self.df
         df['log_return'] = np.log(df.Close/df.Close.shift(lags))
         df['sqr_log_return'] = np.square(df.log_return)
@@ -349,13 +665,13 @@ class stock_eda_panel(object):
                 df.sort_values("Date")["log_return"]
                 .transform(lambda x: x.rolling(window_log_return, min_periods=1).mean())
             )
-        
+
         if save_features:
             self.features.append('volatility_log_return')
             self.features.append('roll_mean_log_return')
             self.features.append('log_return')
             self.settings_volatility = {'lags':lags, 'trad_days':trad_days, 'window_log_return':window_log_return}
-            
+
         if plot:
             fig = make_subplots(rows=3, cols=1,vertical_spacing = 0.02,shared_xaxes=True,
                             specs=[
@@ -395,10 +711,26 @@ class stock_eda_panel(object):
 
             self.augmented_dickey_fuller_statistics(df['log_return'], 'log_return')
             self.augmented_dickey_fuller_statistics(df['roll_mean_log_return'], 'roll_mean_log_return')
-            
-            
+
+
     def find_lag(self, feature, lag_list, column_target = 'log_return',posterior_lag = 4, test_size = 350):
 
+        """
+        displays correlation curves, using spearman and pearson correlation, of a given feature at different time lags with respecto to a given target
+
+        Parameters
+        ----------
+        feature (str): feature name to apply lags
+        lag_list (list): list of lags, each lag as integer
+        column_target (str): target to get correlation, e.g return or mean reaturn
+        posterior_lag (int): for the target, posterior window shift to calculate a window return
+        test_size (int): data size of the test data. The remaining is going to be used as training data. This parameters is ment to avoid overfiting and leackage
+
+        Returns
+        -------
+        None
+        """
+
         results = dict()
         df = self.df.iloc[:-test_size,:][['Date','Close','roll_mean_log_return','log_return',feature]].sort_values('Date').copy()
         for i,lag in enumerate(lag_list):
@@ -413,7 +745,7 @@ class stock_eda_panel(object):
                 'lag':lag,
                 'pearsonr_log_return':r_log[0],
                 'spearman_log_return': sp_log[0],
-            } 
+            }
         del df
         results_df = pd.DataFrame(results).T
 
@@ -426,10 +758,24 @@ class stock_eda_panel(object):
         plt.legend()
         plt.axhline(y=0, color='grey', linestyle='--')
         plt.show()
-    
-    
+
+
     def outlier_plot(self, zlim, plot = False, save_features = False):
-        
+
+        """
+        perform outlier analysis of the log returns. It also permors normality test of returns
+
+        Parameters
+        ----------
+        zlim (float): alpha or z thrsholds for normalized returns
+        plot (boolean): True to display plot
+        save_features (boolean): True to save feature configuration and feature names
+
+        Returns
+        -------
+        None
+        """
+
         mean = self.df.log_return.mean()
         std = self.df.log_return.std()
         self.df['z_log_return'] = (self.df.log_return - mean)/std
@@ -451,7 +797,7 @@ class stock_eda_panel(object):
             sigma = self.df['z_log_return'].std()
             x = np.linspace(self.df['z_log_return'].min(),self.df['z_log_return'].max(), 15000)
             y = stats.norm.pdf(x, loc = mu, scale = sigma)
-            
+
             fig, axs = plt.subplots(2, 1,figsize=(15,8))
 
             axs[0].hist(self.df['z_log_return'],density = True,bins = 100 , label = 'Returns distribution')
@@ -460,7 +806,7 @@ class stock_eda_panel(object):
             axs[0].axvline(l2, color='green', linestyle='--')
             axs[0].axvline(-l2, color='green', linestyle='--')
             axs[0].plot(x,y, linewidth = 3, color = 'r', label = 'Normal Dist Curve')
-            
+
             axs[1].plot(self.df['Date'],self.df['z_log_return'])
             axs[1].plot(self.df['Date'],self.df['low_outlier'], linestyle='--')
             axs[1].plot(self.df['Date'],self.df['up_outlier'], linestyle='--')
@@ -469,18 +815,31 @@ class stock_eda_panel(object):
             plt.show()
 
             z_stat, p_stat = stats.normaltest(self.df['z_log_return'].dropna())
-            p_stat = round(p_stat, 7) 
+            p_stat = round(p_stat, 7)
             print('---------------------- returns normality tests ----------------------------')
             if p_stat < 0.05:
                 print(f'pvalue: {p_stat} then, returns do not follow a normal distribution')
             else:
                 print(f'pvalue: {p_stat} then, returns follow a normal distribution')
-    
+
     def analysis_roll_mean_log_returns(self, lags, plot = False):
 
+        """
+        perform analysis of lags of the mean rolling log return
+
+        Parameters
+        ----------
+        lags (int): lags to apply to the roll log return
+        plot (boolean): True to display plot
+
+        Returns
+        -------
+        None
+        """
+
         self.df['lag'] = self.df.roll_mean_log_return.shift(lags)
         self.df['Diff'] = self.df['roll_mean_log_return'] - self.df['lag']
-        
+
         if plot:
 
             fig, axs = plt.subplots(1, 3,figsize=(19,4))
@@ -493,7 +852,20 @@ class stock_eda_panel(object):
             plt.show()
 
     def compute_clip_bands(self,feature_name,threshold):
-    
+
+        """
+        compute outlier detection for a given signal, Note that this follows mean reversion procedure and feature has to be stationary. Also botton and roof resulting signals is attached to the dataframe
+
+        Parameters
+        ----------
+        feature_name (str): feature name
+        threshold (float): alpha or z thrsholds for normalized returns
+
+        Returns
+        -------
+        None
+        """
+
         self.df[f'norm_{feature_name}'] =  (self.df[feature_name] - self.df[feature_name].mean())/self.df[feature_name].std()
         mean_ = self.df[f'norm_{feature_name}'].mean()
 
@@ -507,25 +879,49 @@ class stock_eda_panel(object):
         self.df[f'signal_up_{feature_name}'] = np.where( (self.df[f'norm_{feature_name}'] > self.df[f'upper_{feature_name}'] ), 1, 0)
 
     def signal_plotter(self, feature_name):
+
+        """
+        display analysis plot of a feature with high and low signals
+
+        Parameters
+        ----------
+        feature_name (str): feature name
+
+        Returns
+        -------
+        None
+        """
+
         fig, axs = plt.subplots(1, 3,figsize=(17,5))
-        
+
         axs[0].plot(self.df[f'upper_{feature_name}'],color = 'grey', linestyle='--')
         axs[0].plot(self.df[f'lower_{feature_name}'],color = 'grey', linestyle='--')
         axs[0].plot(self.df[f'norm_{feature_name}'])
-        
+
         plot_acf(self.df[feature_name].dropna(),lags=25,ax = axs[1])
         axs[1].set_title(f'acf {feature_name}')
-        
+
         plot_pacf(self.df[feature_name].dropna(),lags=25,ax = axs[2])
         axs[2].set_title(f'pacf {feature_name}')
-        
+
         fig.show()
 
     def log_features_standard(self, feature_name):
+        """
+        save resulting feature names in an standard structure
+
+        Parameters
+        ----------
+        feature_name (str): feature name
+
+        Returns
+        -------
+        None
+        """
         self.features.append(feature_name)
         self.signals.append(f'signal_up_{feature_name}')
         self.signals.append(f'signal_low_{feature_name}')
-    
+
     #######################
     #### to be deprecated ####
     def spread_MA(self, ma1, ma2, limit = 1.95, plot = False, save_features = False):
@@ -546,7 +942,7 @@ class stock_eda_panel(object):
 
         self.df['signal_low_MA_spread'] = np.where( (self.df['norm_MA_spread'] < self.df['lower_MA_spread'] ), 1, 0)
         self.df['signal_up_MA_spread'] = np.where( (self.df['norm_MA_spread'] > self.df['upper_MA_spread'] ), 1, 0)
-        
+
         ### ploting purposes
         self.df[f"Roll_mean_{ma1}"] = (
             self.df.sort_values("Date")["Close"]
@@ -556,15 +952,15 @@ class stock_eda_panel(object):
             self.df.sort_values("Date")["Close"]
             .transform(lambda x: x.rolling(ma2, min_periods=1).mean())
         )
-        
+
 
         print('--------------------------------------------------------------------')
         if save_features:
             self.features.append('MA_spread')
             self.signals.append('signal_low_MA_spread')
             self.signals.append('signal_up_MA_spread')
-            self.settings_spread_ma = {'ma1':ma1, 'ma2':ma2, 'limit':limit}  
-            
+            self.settings_spread_ma = {'ma1':ma1, 'ma2':ma2, 'limit':limit}
+
         if plot:
 
             fig, axs = plt.subplots(1, 3,figsize=(21,4))
@@ -581,9 +977,23 @@ class stock_eda_panel(object):
             axs[2].set_title('acf MA_spread series')
             plt.show()
     ##################################################
-    
+
     def relative_spread_MA(self, ma1, ma2, threshold = 1.95, plot = False, save_features = False):
-    
+        """
+        perform relative moving average features, one for short term and another for long/mid term
+
+        Parameters
+        ----------
+        ma1 (int): short term moving average window
+        ma2 (int): long/mid term moving average window
+        threshold (float): alpha or z thrsholds for the normalized feature
+        plot (boolean): True to display plot
+        save_features (boolean): True to save feature configuration and feature names
+
+        Returns
+        -------
+        None
+        """
         feature_name = 'rel_MA_spread'
 
         self.df[f'MA_{ma1}'] = (self.df.sort_values("Date")["Close"].transform(lambda x: x.rolling(ma1, min_periods=1).mean()))
@@ -608,13 +1018,26 @@ class stock_eda_panel(object):
         print('--------------------------------------------------------------------')
         if save_features:
             self.log_features_standard(feature_name)
-            self.settings_relative_spread_ma = {'ma1':ma1, 'ma2':ma2, 'threshold':threshold}  
+            self.settings_relative_spread_ma = {'ma1':ma1, 'ma2':ma2, 'threshold':threshold}
 
         if plot:
 
             self.signal_plotter(feature_name)
-    
+
     def pair_feature(self, pair_symbol, plot = False):
+        """
+        initialize pair feature data extraction and analysis
+
+        Parameters
+        ----------
+        pair_symbol (str): symbol of the pair asset to extract
+        plot (boolean): True to display plot
+        
+        Returns
+        -------
+        None
+        """
+
         self.pair_symbol = pair_symbol
         begin_date = self.today - relativedelta(days = self.n_days)
         begin_date_str = begin_date.strftime('%Y-%m-%d')
@@ -627,7 +1050,7 @@ class stock_eda_panel(object):
         df['Date'] = pd.to_datetime(df['Date'])
         df = df[df.Date >= begin_date_str ]
         self.pair_df = df
-        
+
         #### converting the same index ####
         dates_vector = self.df.Date.to_frame()
         self.pair_df = dates_vector.merge(self.pair_df, on ='Date',how = 'left')
@@ -653,8 +1076,22 @@ class stock_eda_panel(object):
             plt.plot(self.df['Date'],asset_2_values,label = asset_2)
             plt.legend()
             plt.show()
-    
+
     def calculate_cointegration(self,series_1, series_2):
+        """
+        calculate cointegration score for two time series
+
+        Parameters
+        ----------
+        series_1 (pd.series): time series
+        series_2 (pd.series): time series
+        
+        Returns
+        -------
+        coint_flag (boolean): 1 if the p_value cointegration_t are lower than 0.05 and critical value
+        hedge_value (float): beta from the regression model
+        """
+
         coint_flag = 0
         coint_res = coint(series_1, series_2)
         coint_t = coint_res[0]
@@ -666,9 +1103,22 @@ class stock_eda_panel(object):
         coint_flag = 1 if p_value < 0.05 and coint_t < critical_value else 0
 
         return coint_flag, hedge_value
-    
-    def produce_pair_score_plot(self, window, z_threshold, plot = False, save_features = False):
 
+    def produce_pair_score_plot(self, window, z_threshold, plot = False, save_features = False):
+        """
+        display analysis of the pair feature and save results in case if needed
+
+        Parameters
+        ----------
+        window (int): window to apply to the rolling spread between pair and main asset
+        z_threshold (float): alpha or z thrsholds for the normalized feature
+        plot (boolean): True to display plot
+        save_features (boolean): True to save feature configuration and feature names
+        
+        Returns
+        -------
+        None
+        """
         spread_series = pd.Series(self.df.pair_spread)
         mean = spread_series.rolling(center = False, window = window).mean()
         std = spread_series.rolling(center = False, window = window).std()
@@ -677,11 +1127,11 @@ class stock_eda_panel(object):
         self.df['pair_z_score'] = z_score
         self.df['signal_low_pair_z_score'] = np.where(self.df['pair_z_score'] < -z_threshold, 1, 0)
         self.df['signal_up_pair_z_score'] = np.where(self.df['pair_z_score'] > z_threshold, 1, 0)
-        
+
         if save_features:
             self.log_features_standard('pair_z_score')
-            self.settings_pair_feature = {'pair_symbol':self.pair_symbol,'window':window, 'z_threshold':z_threshold}  
-            
+            self.settings_pair_feature = {'pair_symbol':self.pair_symbol,'window':window, 'z_threshold':z_threshold}
+
         if plot:
             pvalue = round(adfuller(z_score.dropna().values)[1],4)
             print(f'p value of the rolling z-score is {pvalue}')
@@ -695,7 +1145,7 @@ class stock_eda_panel(object):
             axs[0,0].axhline(y=0, color='blue', linestyle='-.')
             axs[0,0].plot(self.df.pair_z_score)
             axs[0,0].set_title('z score from the spread')
-            
+
             axs[0,1].plot(self.df['Date'],self.df['pair_spread'])
             axs[0,1].plot(self.df['Date'],np.where(self.df['signal_low_pair_z_score'] == 1, self.df['pair_spread'], np.nan),'o-r',color = 'red')
             axs[0,1].plot(self.df['Date'],np.where(self.df['signal_up_pair_z_score'] == 1, self.df['pair_spread'], np.nan),'o-r',color = 'green')
@@ -704,10 +1154,10 @@ class stock_eda_panel(object):
 
             plot_acf(self.df['pair_z_score'].dropna(),lags=25, ax=axs[1,0])
             axs[1,0].set_title('acf pair_z_score')
-            
+
             plot_pacf(self.df['pair_z_score'].dropna(),lags=25, ax=axs[1,1])
             axs[1,1].set_title('pacf pair_z_score')
-            
+
             plt.show()
 
     #######################
@@ -725,13 +1175,13 @@ class stock_eda_panel(object):
 
         self.df['signal_up_roll_pos_counting'] = np.where((self.df['norm_counting'] > threshold),1,0)
         self.df['signal_low_roll_pos_counting'] = np.where((self.df['norm_counting'] < -threshold),1,0)
-        
+
         if save_features:
             self.features.append('roll_pos_counting')
             self.signals.append('signal_up_roll_pos_counting')
             self.signals.append('signal_low_roll_pos_counting')
-            self.settings_count_features = {'rolling_window':rolling_window, 'threshold':threshold}  
-            
+            self.settings_count_features = {'rolling_window':rolling_window, 'threshold':threshold}
+
         if plot:
             fig = plt.figure(figsize = (10,4))
             plt.plot(self.df['Date'],self.df.norm_counting)
@@ -739,9 +1189,22 @@ class stock_eda_panel(object):
             plt.axhline(y=-threshold, color='grey', linestyle='--')
             plt.show()
     #######################
-    
+
     def bidirect_count_feature(self, rolling_window, threshold, plot = False, save_features = False):
-    
+        """
+        perform negative and positive return counting in a given rolling time window
+
+        Parameters
+        ----------
+        rolling_window (int): window to apply to positive and negative returns
+        threshold (float): alpha or z thrsholds for the normalized feature
+        plot (boolean): True to display plot
+        save_features (boolean): True to save feature configuration and feature names
+        
+        Returns
+        -------
+        None
+        """
         feature_name = 'bidirect_counting'
         # negative countiing and rolling countingng
         self.df['RetClose'] = self.df['Close'].pct_change()
@@ -757,7 +1220,7 @@ class stock_eda_panel(object):
 
         if save_features:
             self.log_features_standard(feature_name)
-            self.settings_bidirect_count_features = {'rolling_window':rolling_window, 'threshold':threshold}  
+            self.settings_bidirect_count_features = {'rolling_window':rolling_window, 'threshold':threshold}
 
         if plot:
             fig = plt.figure(figsize = (10,4))
@@ -783,12 +1246,12 @@ class stock_eda_panel(object):
 
         self.df['signal_up_dist_range'] = np.where(self.df['norm_dist_range'] > self.df['up_bound_norm_dist_range'],1,0 )
         self.df['signal_low_dist_range'] = np.where(self.df['norm_dist_range'] < self.df['low_bound_norm_dist_range'],1,0 )
-        
+
         if save_features:
             self.features.append('dist_range')
             self.signals.append('signal_up_dist_range')
             self.signals.append('signal_low_dist_range')
-            self.settings_price_range = {'window':window, 'up_threshold':up_threshold, 'low_threshold':low_threshold} 
+            self.settings_price_range = {'window':window, 'up_threshold':up_threshold, 'low_threshold':low_threshold}
 
         if plot:
             fig, axs = plt.subplots(2, 2,figsize=(17,11))
@@ -804,9 +1267,22 @@ class stock_eda_panel(object):
             axs[1,0].plot(self.df['norm_dist_range'])
             axs[1,0].set_title('norm_dist_range')
     #######################
-    
+
     def get_relative_range_feature(self, window, threshold, plot = False, save_features = False):
-    
+        """
+        perform relative spread of opening and closing price
+
+        Parameters
+        ----------
+        window (int): window to apply to the feature
+        threshold (float): alpha or z thrsholds for the normalized feature
+        plot (boolean): True to display plot
+        save_features (boolean): True to save feature configuration and feature names
+        
+        Returns
+        -------
+        None
+        """
         feature_name = 'CO_Range'
         self.df[feature_name] = self.df["Close"] / self.df["Open"]-1
         self.df[f'norm_{feature_name}'] = (self.df[feature_name] - self.df[feature_name].mean())/ self.df[feature_name].std()
@@ -822,7 +1298,7 @@ class stock_eda_panel(object):
 
         if save_features:
             self.log_features_standard(feature_name)
-            self.settings_relative_price_range = {'window':window, 'threshold':threshold} 
+            self.settings_relative_price_range = {'window':window, 'threshold':threshold}
 
         if plot:
             fig, axs = plt.subplots(1, 2,figsize=(14,5))
@@ -840,7 +1316,7 @@ class stock_eda_panel(object):
     def rsi_feature(self, window, lag_rsi_ret, threshold, plot = False, save_features = False):
 
         rsi = RSIIndicator(close = self.df['Close'], window = window).rsi()
-        self.df['RSI'] = rsi 
+        self.df['RSI'] = rsi
         self.df['RSI_ret'] = self.df['RSI']/self.df['RSI'].shift(lag_rsi_ret)
 
         mean = self.df['RSI_ret'].mean()
@@ -870,8 +1346,22 @@ class stock_eda_panel(object):
 
             fig.show()
     #######################
-    
+
     def rsi_feature_improved(self, window, threshold, plot = False, save_features = False):
+        """
+        perform relative strength index
+
+        Parameters
+        ----------
+        window (int): window to apply to the feature
+        threshold (float): alpha or z thrsholds for the normalized feature
+        plot (boolean): True to display plot
+        save_features (boolean): True to save feature configuration and feature names
+        
+        Returns
+        -------
+        None
+        """
         feature_name = 'RSI'
         rsi = RSIIndicator(close = self.df['Close'], window = window).rsi()
         self.df[feature_name] = rsi.replace([np.inf, -np.inf], 0).fillna(method = 'ffill')
@@ -883,7 +1373,7 @@ class stock_eda_panel(object):
 
         if plot:
             self.signal_plotter(feature_name)
-            
+
     #######################
     #### to be deprecated ####
     def days_features(self, window_day, limit, plot = False, save_features = False):
@@ -916,7 +1406,7 @@ class stock_eda_panel(object):
         if plot:
             fig, axs = plt.subplots(1, 3,figsize=(17,5))
 
-            axs[0].plot(self.df['norm_dow_input']) 
+            axs[0].plot(self.df['norm_dow_input'])
             axs[0].plot(self.df['up_dow_input'], linestyle='--')
             axs[0].plot(self.df['low_dow_input'], linestyle='--')
 
@@ -928,9 +1418,22 @@ class stock_eda_panel(object):
 
             fig.show()
     #######################
-    
-    def days_features_bands(self, window, threshold, plot = False, save_features = False):
 
+    def days_features_bands(self, window, threshold, plot = False, save_features = False):
+        """
+        compute mean returns for a given day of the week in a window scope per day 
+
+        Parameters
+        ----------
+        window (int): window to apply to the feature
+        threshold (float): alpha or z thrsholds for the normalized feature
+        plot (boolean): True to display plot
+        save_features (boolean): True to save feature configuration and feature names
+        
+        Returns
+        -------
+        None
+        """
         self.df['dow'] = self.df.Date.dt.dayofweek
         self.df['dow'] = self.df['dow'].astype('str')
 
@@ -947,11 +1450,11 @@ class stock_eda_panel(object):
 
         if plot:
             self.signal_plotter(feature_name)
-            
+
     #######################
     #### to be deprecated ####
     def analysis_volume(self,lag_volume, threshold, window, plot = False, save_features = False):
-    
+
         self.df['log_Volume'] = np.log(self.df['Volume'])
         self.df['ret_log_Volume'] = self.df['log_Volume'].pct_change(lag_volume)
 
@@ -1003,9 +1506,22 @@ class stock_eda_panel(object):
 
             plt.show()
     #######################
-    
+
     def analysis_smooth_volume(self, window, threshold, plot = False, save_features = False):
-    
+        """
+        compute feature of thrading volumes
+
+        Parameters
+        ----------
+        window (int): window to apply to the feature
+        threshold (float): alpha or z thrsholds for the normalized feature
+        plot (boolean): True to display plot
+        save_features (boolean): True to save feature configuration and feature names
+        
+        Returns
+        -------
+        None
+        """
         feature_name = 'smooth_Volume'
         self.df[feature_name] = np.log(self.df['Volume'])
         # self.df[feature_name] = self.df['log_Volume'].rolling(window).mean()
@@ -1039,7 +1555,7 @@ class stock_eda_panel(object):
 
             fig, axs = plt.subplots(1,2,figsize=(10,4))
 
-            axs[0].plot(self.df[f'{feature_name}']) 
+            axs[0].plot(self.df[f'{feature_name}'])
             axs[0].set_title(f'{feature_name}')
 
             axs[1].plot(self.df[f'z_{feature_name}'], linestyle='--')
@@ -1048,6 +1564,20 @@ class stock_eda_panel(object):
             plt.show()
 
     def roc_feature(self, window, threshold, plot = False, save_features = False):
+        """
+        perform price rate of change
+
+        Parameters
+        ----------
+        window (int): window to apply to the feature
+        threshold (float): alpha or z thrsholds for the normalized feature
+        plot (boolean): True to display plot
+        save_features (boolean): True to save feature configuration and feature names
+        
+        Returns
+        -------
+        None
+        """
         feature_name = 'ROC'
         roc = ROCIndicator(close = self.df['Close'], window = window).roc()
         self.df[feature_name] = roc.replace([np.inf, -np.inf], 0).fillna(method = 'ffill')
@@ -1058,8 +1588,24 @@ class stock_eda_panel(object):
             self.settings_roc_feature = {'window':window, 'threshold':threshold}
         if plot:
             self.signal_plotter(feature_name)
-    
+
     def stoch_feature(self, window, smooth1, smooth2, threshold, plot = False, save_features = False):
+        """
+        perform stochastic oscilator RSI feature
+
+        Parameters
+        ----------
+        window (int): window to apply to the feature
+        smooth1 (int): smoothing parameter 1
+        smooth2 (int): smoothing parameter 2
+        threshold (float): alpha or z thrsholds for the normalized feature
+        plot (boolean): True to display plot
+        save_features (boolean): True to save feature configuration and feature names
+        
+        Returns
+        -------
+        None
+        """
         feature_name = 'STOCH'
         stoch = StochRSIIndicator(close = self.df['Close'], window = window, smooth1=smooth1, smooth2=smooth2).stochrsi()
         self.df[feature_name] = stoch.replace([np.inf, -np.inf], 0).fillna(method = 'ffill')
@@ -1072,6 +1618,21 @@ class stock_eda_panel(object):
             self.signal_plotter(feature_name)
 
     def stochastic_feature(self, window, smooth, threshold, plot = False, save_features = False):
+        """
+        perform stochastic oscilator feature
+
+        Parameters
+        ----------
+        window (int): window to apply to the feature
+        smooth (int): smoothing parameter 
+        threshold (float): alpha or z thrsholds for the normalized feature
+        plot (boolean): True to display plot
+        save_features (boolean): True to save feature configuration and feature names
+        
+        Returns
+        -------
+        None
+        """
         feature_name = 'STOCHOSC'
         stochast = StochasticOscillator(close = self.df['Close'], high = self.df['High'], low = self.df['Low'], window = window,smooth_window=smooth).stoch()
         self.df[feature_name] = stochast.replace([np.inf, -np.inf], 0).fillna(method = 'ffill')
@@ -1084,8 +1645,22 @@ class stock_eda_panel(object):
             self.signal_plotter(feature_name)
 
     def william_feature(self, lbp, threshold, plot = False, save_features = False):
+        """
+        perfom fast stochastic oscilator or william indicator
+
+        Parameters
+        ----------
+        lbp (int): look back parameter
+        threshold (float): alpha or z thrsholds for the normalized feature
+        plot (boolean): True to display plot
+        save_features (boolean): True to save feature configuration and feature names
+        
+        Returns
+        -------
+        None
+        """
         feature_name = 'WILL'
-        will = WilliamsRIndicator(close = self.df['Close'], high = self.df['High'], low = self.df['Low'], lbp = lbp).williams_r() 
+        will = WilliamsRIndicator(close = self.df['Close'], high = self.df['High'], low = self.df['Low'], lbp = lbp).williams_r()
         self.df[feature_name] = will.replace([np.inf, -np.inf], 0).fillna(method = 'ffill')
         self.compute_clip_bands(feature_name,threshold)
 
@@ -1096,6 +1671,20 @@ class stock_eda_panel(object):
             self.signal_plotter(feature_name)
 
     def vortex_feature(self, window, threshold, plot = False, save_features = False):
+        """
+        perform vortex oscilator
+
+        Parameters
+        ----------
+        window (int): window to apply to the feature
+        threshold (float): alpha or z thrsholds for the normalized feature
+        plot (boolean): True to display plot
+        save_features (boolean): True to save feature configuration and feature names
+        
+        Returns
+        -------
+        None
+        """
         feature_name = 'VORTEX'
         vortex = VortexIndicator(close = self.df['Close'], high = self.df['High'], low = self.df['Low'], window = window).vortex_indicator_diff()
         self.df[feature_name] = vortex.replace([np.inf, -np.inf], 0).fillna(method = 'ffill')
@@ -1108,10 +1697,26 @@ class stock_eda_panel(object):
             self.signal_plotter(feature_name)
 
     def pair_index_feature(self, pair_symbol, feature_label, window, threshold, plot = False, save_features = False):
+        """
+        perform additional asset ROC feature, then a new feature is created in the main dataframe
+
+        Parameters
+        ----------
+        pair_symbol (str): symbol of the asset to extract the data
+        feature_label (str): name of the resulting feature
+        window (int): window to apply to the feature
+        threshold (float): alpha or z thrsholds for the normalized feature
+        plot (boolean): True to display plot
+        save_features (boolean): True to save feature configuration and feature names
+        
+        Returns
+        -------
+        None
+        """
         self.pair_index = pair_symbol
         begin_date = self.today - relativedelta(days = self.n_days)
         begin_date_str = begin_date.strftime('%Y-%m-%d')
-        
+
         if feature_label in self.df.columns:
             self.df = self.df.drop(columns = [feature_label])
 
@@ -1123,13 +1728,13 @@ class stock_eda_panel(object):
         df['Date'] = pd.to_datetime(df['Date'])
         df = df[df.Date >= begin_date_str ]
         self.pair_index_df = df
-        
+
         #### converting the same index ####
         dates_vector = self.df.Date.to_frame()
         self.pair_index_df = dates_vector.merge(self.pair_index_df, on ='Date',how = 'left')
         self.pair_index_df = self.pair_index_df.fillna(method = 'bfill')
         self.pair_index_df = self.pair_index_df.fillna(method = 'ffill')
-        
+
         self.pair_index_df[feature_label] = ROCIndicator(close = self.pair_index_df['Close'], window = window).roc()
         df_to_merge = self.pair_index_df[['Date',feature_label]]
         self.df = self.df.merge(df_to_merge, on ='Date',how = 'left')
@@ -1140,7 +1745,7 @@ class stock_eda_panel(object):
         if save_features:
             self.log_features_standard(feature_label)
             parameters = {feature_label:{'pair_symbol':pair_symbol, 'feature_label':feature_label, 'window':window,'threshold':threshold}}
-            try: 
+            try:
                 len(self.settings_pair_index_feature)
                 print('existing')
                 self.settings_pair_index_feature.append(parameters)
@@ -1153,10 +1758,21 @@ class stock_eda_panel(object):
             self.signal_plotter(feature_label)
 
     def produce_order_features(self, feature_name, save_features = False):
+        """
+        perform a feature that captures high and low values in an index. this is usefull to know duration/persistence of a signal
 
+        Parameters
+        ----------
+        feature_name (str): name of the feature
+        save_features (boolean): True to save feature configuration and feature names
+        
+        Returns
+        -------
+        None
+        """
         signal_feature_name = f'discrete_signal_{feature_name}'
         order_feature_name = f'order_signal_{feature_name}'
-        
+
         self.df[signal_feature_name] = np.where(
             self.df[f'signal_up_{feature_name}'] == 1,1,
             np.where(
@@ -1173,14 +1789,24 @@ class stock_eda_panel(object):
         self.df[order_feature_name] = self.df.groupby('chain_id')["Date"].rank(method="first", ascending=True)
         self.df[order_feature_name] = self.df[order_feature_name]*self.df[signal_feature_name]
         self.df = self.df.drop(columns = [f'lag_{signal_feature_name}', 'breack', "chain_id"])
-        
+
         ## saving features
         if save_features:
             self.signals.append(signal_feature_name)
             self.signals.append(order_feature_name)
-            
+
     def create_hmm_derived_features(self, lag_returns):
+        """
+        create features derived from hmm states features. Features are the index of the state, the duration of the state, chain raturn
+
+        Parameters
+        ----------
+        lag_returns (int): lag paramter (not used)
         
+        Returns
+        -------
+        None
+        """
         self.df = self.df.sort_values('Date')
         ## indexing chains
         self.df['lag_hmm_feature'] = self.df['hmm_feature'].shift(1)
@@ -1189,7 +1815,7 @@ class stock_eda_panel(object):
         self.df["chain_id"] = np.where(self.df['breack'] == 1,self.df["chain_id"],np.nan)
         self.df["chain_id"] = self.df["chain_id"].fillna(method='ffill')
         self.df["hmm_chain_order"] = self.df.groupby('chain_id')["Date"].rank(method="first", ascending=True)
-        
+
         ### returns using the first element in a chain
         self.df['first'] = np.where(self.df['hmm_chain_order'] == 1, self.df['Close'], np.nan)
         self.df['first'] = self.df.sort_values('Date')['first'].fillna(method='ffill')
@@ -1198,8 +1824,26 @@ class stock_eda_panel(object):
         self.df = self.df.drop(columns = ['breack','first'])
 
     def cluster_hmm_analysis(self, n_clusters,features_hmm, test_data_size, seed, lag_returns_state=7, plot = False, save_features = False, model = False):
+        """
+        create or use a hmm model
+
+        Parameters
+        ----------
+        n_clusters (int): number of clusters or states to calculate
+        features_hmm (list): features to be considered in hmm model when training
+        test_data_size (int): size of the test data. Note that the remaining is going to be used as training data
+        seed (int): seed for the model inizialization
+        lag_returns_state (int) : lags for returns of the state
+        plot (boolean): True to display hmm states analysis
+        save_features (boolean): True to save features and configurations
+        model (obj): if provided, no model will be trainend and the provided model will be used to get hmm features
+        
+        Returns
+        -------
+        None
+        """
         if not model:
-            
+
             df_new = self.df
             pipeline_hmm = Pipeline([
                 ('selector', FeatureSelector(columns=features_hmm)),
@@ -1213,7 +1857,7 @@ class stock_eda_panel(object):
 
             self.model_hmm = pipeline_hmm
             self.test_data_hmm = data_test
-            
+
             ### first feature: the hidden state
             self.df['hmm_feature'] = self.model_hmm.predict(self.df)
             self.create_hmm_derived_features(lag_returns = lag_returns_state)
@@ -1230,11 +1874,11 @@ class stock_eda_panel(object):
             hidden_states = pipeline_hmm.predict(data_test)
             data_test['HMM'] = hidden_states
             data_test['HMM_state'] =  data_test['HMM'].map(map_)
-            
+
         if model:
             self.df['hmm_feature'] = model.predict(self.df)
             self.create_hmm_derived_features(lag_returns = lag_returns_state)
-            
+
         if save_features:
             self.features.append('hmm_feature')
             self.features.append('hmm_chain_order')
@@ -1263,14 +1907,38 @@ class stock_eda_panel(object):
             fig.show()
 
     def sharpe_ratio(self, return_series, n_trad_days = 255, rf = 0.01):
+        """
+        perform sharpe ratio of a given time series return
+
+        Parameters
+        ----------
+        return_series (pd.series): time series of the returns
+        n_trad_days (int): trading days to anualize returns
+        rf (float): anual free risk rate
+        
+        Returns
+        -------
+        sharpe_ratio (float): sharpe ratio 
+        """
         nsqrt = np.sqrt(n_trad_days)
         mean = return_series.mean() * n_trad_days
         sigma = return_series.std() * nsqrt
         sharpe_ratio = round((mean-rf)/sigma,2)
         return sharpe_ratio
-    
+
     def treat_signal_strategy(self,test_data, strategy):
-    
+        """
+        helper method that treats signals and converts signals to 1 or 0
+
+        Parameters
+        ----------
+        test_data (pd.DataFrame): test data
+        strategy (list): features to get the strategy
+        
+        Returns
+        -------
+        test_data (pd.DataFrame): test data with extra columns that are the strategy (main_signal)
+        """
         hmm_states_list = [x for x in strategy if 'hmm_state_' in x]
         other_features = [x for x in strategy if x not in hmm_states_list]
 
@@ -1299,10 +1967,21 @@ class stock_eda_panel(object):
         elif len(hmm_states_list) == 0 and len(other_features) > 0:
             test_data['main_signal'] = np.where((test_data['features_signal'] == 1) & (test_data['hmm_signal'] == 0),1,0)
 
-        return test_data  
+        return test_data
 
     def stategy_simulator(self, features, hmm_feature = True):
+        """
+        execute strategy and get some performance metrics like sharpe ratio, return. This method creates some new attributes
 
+        Parameters
+        ----------
+        features (list): list of features to be tested as strategies
+        hmm_feature (boolean): include hmm feature
+        
+        Returns
+        -------
+        None
+        """
         columns_ = ['Date', 'Close','Open'] + features + ['HMM']
         states = list(self.df.hmm_feature.unique())
         states.sort()
@@ -1372,8 +2051,19 @@ class stock_eda_panel(object):
         self.strategy_log = df_returns_log
         self.best_strategy =  df_returns_log.iloc[0,:].strategy
         self.top_10_strategy = list(df_returns_log.iloc[0:10,:].strategy.values)
-        
+
     def viz_strategy(self, strategy):
+        """
+        display analysis plot of a given strategy
+
+        Parameters
+        ----------
+        strategy (list): list of features of the strategy
+        
+        Returns
+        -------
+        None
+        """
         test_data = self.test_data_strategy
 
         test_data = self.treat_signal_strategy(test_data, strategy)
@@ -1408,7 +2098,7 @@ class stock_eda_panel(object):
 
     ### deprecated ############################
     def create_strategy(self, favourable_states):
-
+        
         test_data = self.test_data_hmm
         # add MA signal
         test_data.loc[test_data[self.ma1_column] > test_data[self.ma2_column], 'MA_signal'] = 1
@@ -1452,16 +2142,27 @@ class stock_eda_panel(object):
         plt.plot(test_data['strat_prod_exp'])
         self.settings_hmm_states = {'favourable_states':favourable_states}
     ################################################
-    
+
     def deep_dive_analysis_hmm(self, test_data_size, split = 'train'):
-    
+        """
+        display analysis plot hmm model
+
+        Parameters
+        ----------
+        test_data_size (int): test data size, the remaining is the train data
+        split (str): options (train or test). Split type to assess
+        
+        Returns
+        -------
+        None
+        """
         if split == 'train':
             df = self.df.iloc[:-test_data_size,:]
         elif split == 'test':
             df = self.df.iloc[-test_data_size:,:]
 
         ## returns plot
-        fig = px.box(df.sort_values('hmm_feature'), y = 'chain_return',x = 'hmm_feature', color = 'hmm_feature', 
+        fig = px.box(df.sort_values('hmm_feature'), y = 'chain_return',x = 'hmm_feature', color = 'hmm_feature',
                     height=400, width=1000, title = 'returns chain hmm feature')
         fig.add_shape(type='line',x0=-0.5,y0=0,x1=max(df.hmm_feature)+0.5,y1=0,line=dict(color='grey',width=1),xref='x',yref='y')
         fig.show()
@@ -1490,6 +2191,17 @@ class stock_eda_panel(object):
         del df
 
     def get_targets(self, steps):
+        """
+        produce regression target return taking future prices
+
+        Parameters
+        ----------
+        steps (int): number of lags and steps for future returns
+        
+        Returns
+        -------
+        None
+        """
         self.targets = list()
         self.target = list()
         columns = list()
@@ -1501,9 +2213,21 @@ class stock_eda_panel(object):
         self.df[f'mean_target'] = self.df[columns].mean(axis=1)
         self.target.append(f'mean_target')
         self.settings_target_lasts = {'steps':steps, 'type':'regression'}
-        
+
     def get_categorical_targets(self, horizon, flor_loss, top_gain):
-    
+        """
+        produce binary target return taking future prices. it produce two targets, one for high returns and another for low returns
+
+        Parameters
+        ----------
+        horizon (int): number of lags and steps for future returns
+        flor_loss (float): min loss return
+        top_gain (float): max gain return
+
+        Returns
+        -------
+        None
+        """
         self.target = list()
         self.targets = list()
         columns = list()
@@ -1535,7 +2259,19 @@ class stock_eda_panel(object):
         self.settings_target_lasts = {'horizon':horizon, 'flor_loss':flor_loss, 'top_gain':top_gain, 'type': 'classification'}
 
     def get_configurations(self,test_data_size =250, val_data_size = 250, model_type = False):
-        
+        """
+        produce configuration dictionary that were saved in the feature generation methods if save_features was activated
+
+        Parameters
+        ----------
+        test_data_size (int): test data size
+        val_data_size (int): validation data size 
+        model_type (str): model type, options: 'Forecaster','Classifier'
+
+        Returns
+        -------
+        None
+        """
         self.settings = {
             'features':list(set(self.features)),
             'signals' :list(set(self.signals)),
@@ -1547,15 +2283,15 @@ class stock_eda_panel(object):
                 'outlier': self.settings_outlier,
             }
         }
-        
+
         if model_type in ['Forecaster','Classifier']:
-            
+
             target_list = list(set(self.targets))
             target_list.sort()
             self.settings['model_type'] = model_type
             self.settings['target'] = list(set(self.target))
             self.settings['targets'] = target_list
-        
+
         ## for now this is hard coded
         feature_list = ['spread_ma','relative_spread_ma','pair_feature','count_features','bidirect_count_features','price_range','relative_price_range','rsi_feature',
                         'rsi_feature_v2', 'days_features','days_features_v2', 'volume_feature','smooth_volume', 'roc_feature', 'stoch_feature', 'stochastic_feature',
@@ -1570,7 +2306,7 @@ class stock_eda_panel(object):
             self.settings['settings']['target_lasts'] = self.settings_target_lasts
         except:
             pass
-        
+
         try:
             self.settings['settings']['strategies'] = {
                 'best_strategy':self.best_strategy,
@@ -1580,48 +2316,189 @@ class stock_eda_panel(object):
             pass
 
 class produce_model:
+    """
+    Class that produces a machine learning model in a scikit-learn pipeline wrapper.
+
+    Attributes
+    ----------
+    data  : pd.DataFrame
+        symbol of the asset
+    X_train : pd.DataFrame
+    y_train : pd.Series
+    X_test : pd.DataFrame
+    y_test : pd.Series
+    X_val : pd.DataFrame
+    y_val : pd.Series
+    pipeline : obj
+        trained pipeline that includes a ml model
+    features_to_model: list
+        features in end step of the pipeline
+
+    Methods
+    -------
+    preprocess(test_data_size=int, target=str, val_data_size=int):
+        prepare data, split train, test, validation data and X and Y
+    get_sample(x=pd.DataFrame, sample=int, max_=int):
+        sample data
+    """
     def __init__(self,data):
+        """
+        Initialize object
+
+        Parameters
+        ----------
+        data (pd.DataFrame): data
+
+        Returns
+        -------
+        None
+        """
         self.data = data.copy()
-    
+
     def preprocess(self, test_data_size, target, val_data_size = False):
-        
+        """
+        prepare data, split train, test, validation data and X and Y
+
+        Parameters
+        ----------
+        test_data_size (int): test data size
+        target (str): target column
+        val_data_size (int): validation data size
+
+        Returns
+        -------
+        None
+        """
         train_data, test_data = self.data.iloc[:-test_data_size,:].dropna() , self.data.iloc[-test_data_size:,:].dropna()
-        
+
         if val_data_size:
             train_data, val_data = train_data.iloc[:-val_data_size,:], train_data.iloc[-val_data_size:,:]
-            
+
         self.test_data = test_data
-        
+
         X_train, y_train = train_data.iloc[0:,1:], train_data[target]
         X_test, y_test = test_data.iloc[0:,1:], test_data[target]
         self.X_train = X_train
         self.y_train = y_train
         self.X_test = X_test
         self.y_test = y_test
-        
+
         if val_data_size:
             X_val, y_val = val_data.iloc[0:,1:], val_data[target]
             self.X_val = X_val
             self.y_val = y_val
-        
+
     def get_sample(self, x, sample, max_=900):
+        """
+        sample data
+
+        Parameters
+        ----------
+        x (pd.DataFrame): input data
+        sample (int): sample size
+        max_ (int): max sample
+
+        Returns
+        -------
+        sample (float): sample size
+        """
         length = len(x)
         if length > max_:
             return 1.0
         else:
             return sample
-    
+
     def train_model(self, pipe, model, cv_ = False):
+        """
+        train pipeline
+
+        Parameters
+        ----------
+        pipe (obj): pipeline object
+        model (obj): model object
+        cv_ (obj): cross validation procedure
+
+        Returns
+        -------
+        sample (float): sample size
+        """
         self.model = model
         self.pipe_transform = pipe
         self.pipeline = Pipeline([('pipe_transform',self.pipe_transform), ('model',self.model)])
         self.features_to_model = self.pipe_transform.fit_transform(self.X_train).columns
         self.pipeline.fit(self.X_train, self.y_train)
-        
-        
+
+
 class hmm_feature_selector():
-    
+    """
+    class that is going to train hmm models to perform feature selection
+
+    Attributes
+    ----------
+    data  : pd.DataFrame
+        symbol of the asset
+    n_clusters : int
+        number of clusters to search
+    init_features_hmm : list
+        list of features to consider in the search
+    test_data_size :int
+        test data size, meaning that the remaining is going to be used as training data
+    select_n_features : int
+        number of features to select
+    n_trials : int
+        total number of trials per combination
+    limit_search : int
+        limit number of combinations
+    default_benchmark_sd : float
+        default value to bias standard deviation
+    t_threshold : float
+        alpha or z threshold
+    pipeline_hmm: obj
+        pipeline object of the hmm model
+    features_used_in_model:list
+        features in model
+    train_model(features_hmm=list):
+        train hmm model
+    feature_combinations: list
+        list of combination of features
+    mean_relevance: float
+        relevance score of the model
+    best_features: list
+        list of best performing features
+
+    Methods
+    -------
+    split_data():
+        split data in train and test
+    train_model(features_hmm=list):
+        train hmm model
+    feature_list_generator():
+        perform combination of features
+    get_error():
+        get error or score of a given model using relevance score
+    execute_selector():
+        select the best combination of features
+    """
     def __init__(self, data, n_clusters, init_features_hmm, test_data_size, select_n_features, n_trials = 1,limit_search = False, default_benchmark_sd = 0.00003, t_threshold = 2):
+        """
+        Initialize object
+
+        Parameters
+        ----------
+        data (pd.DataFrame): data
+        n_clusters (int): number of clusters to search
+        init_features_hmm (list): list of features to consider in the search
+        test_data_siz:(int:  test data size, meaning that the remaining is going to be used as training data
+        select_n_features (int): number of features to select
+        n_trials (int): total number of trials per combination
+        limit_search (int): limit number of combinations
+        default_benchmark_sd (float): default value to bias standard deviation
+        t_threshold (float): alpha or z threshold
+
+        Returns
+        -------
+        None
+        """
         self.data = data.copy()
         self.n_clusters = n_clusters
         self.init_features_hmm = init_features_hmm
@@ -1631,36 +2508,77 @@ class hmm_feature_selector():
         self.limit_search= limit_search
         self.default_benchmark_sd = default_benchmark_sd
         self.t_threshold = t_threshold
-        
+
     def split_data(self):
-        
+        """
+        split data in train and test
+
+        Parameters
+        ----------
+        None
+
+        Returns
+        -------
+        None
+        """
         self.data_train = self.data.iloc[:-self.test_data_size,:]
         self.data_test = self.data.iloc[-self.test_data_size:,:]
-        
+
     def train_model(self,features_hmm):
+        """
+        train hmm model
+
+        Parameters
+        ----------
+        features_hmm (list): list of features to be selected in the model
+
+        Returns
+        -------
+        None
+        """
         pipeline_hmm = Pipeline([
                 ('selector', FeatureSelector(columns=features_hmm)),
                 ('fillna', MeanMedianImputer(imputation_method='median',variables=features_hmm)),
                 ('hmm',GaussianHMM(n_components =  self.n_clusters, covariance_type = 'full'))
                 ])
-        
+
         self.pipeline_hmm = pipeline_hmm.fit(self.data_train)
         self.features_used_in_model = features_hmm
-        
+
     def feature_list_generator(self):
-        
+        """
+        perform combination of features
+
+        Parameters
+        ----------
+        None
+
+        Returns
+        -------
+        None
+        """
         feature_combinations = set(list(combinations(self.init_features_hmm, self.select_n_features)))
         feature_combinations = list(map(list, feature_combinations))
-        
+
         self.feature_combinations = feature_combinations
-        
+
     def get_error(self):
-        
+        """
+        get error or score of a given model using relevance score
+
+        Parameters
+        ----------
+        None
+
+        Returns
+        -------
+        None
+        """
         self.data_train_ = self.data_train.copy()
-        
+
         self.data_train_['hmm_feature'] = self.pipeline_hmm.predict(self.data_train_)
         self.data_train_ = self.data_train_[['Date','hmm_feature','Close']].sort_values('Date')
-        
+
         ## indexing chains
         self.data_train_['lag_hmm_feature'] = self.data_train_['hmm_feature'].shift(1)
         self.data_train_['breack'] = np.where(self.data_train_['lag_hmm_feature'] != self.data_train_['hmm_feature'],1,0)
@@ -1668,36 +2586,46 @@ class hmm_feature_selector():
         self.data_train_["chain_id"] = np.where(self.data_train_['breack'] == 1,self.data_train_["chain_id"],np.nan)
         self.data_train_["chain_id"] = self.data_train_["chain_id"].fillna(method='ffill')
         self.data_train_["hmm_chain_order"] = self.data_train_.groupby('chain_id')["Date"].rank(method="first", ascending=True)
-        
+
         ### returns using the first element in a chain
         self.data_train_['first'] = np.where(self.data_train_['hmm_chain_order'] == 1, self.data_train_['Close'], np.nan)
         self.data_train_['first'] = self.data_train_.sort_values('Date')['first'].fillna(method='ffill')
         self.data_train_['chain_return'] = (self.data_train_['Close']/self.data_train_['first'] -1) * 100
-        
+
         self.data_train_ = self.data_train_.drop(columns = ['first'])
-        
+
         mean_relevance, cluster_returns, number_relevant_states = states_relevance_score(self.data_train_)
         self.mean_relevance = mean_relevance
-        
+
     def execute_selector(self):
-        
+        """
+        select the best combination of features
+
+        Parameters
+        ----------
+        None
+
+        Returns
+        -------
+        None
+        """
         self.split_data()
         self.feature_list_generator()
         maxi = -1
         print(f'it is expected {len(self.feature_combinations)} combinations')
         feature_results = dict()
-        
+
         if self.limit_search:
             print(f' taking just {self.limit_search} combinations')
             maxi = self.limit_search
-            
+
         for i,features_hmm in enumerate(self.feature_combinations[0:maxi]):
-    
+
             feature_results[f'group_{i}'] = {
                 'features':list(features_hmm),
                 'relevances':list()
             }
-            
+
             for _ in range(self.n_trials):
                 try:
                     self.train_model(features_hmm)
@@ -1708,18 +2636,54 @@ class hmm_feature_selector():
             feature_results[f'group_{i}']['mean relevance'] = np.mean(feature_results[f'group_{i}']['relevances'])
         self.feature_results = feature_results
         self.best_features = pd.DataFrame(self.feature_results).T.sort_values('mean relevance').iloc[-1,:].features
-        
+
 class signal_analyser_object:
-    
+    """
+    class that is going to analyse signals
+
+    Attributes
+    ----------
+    data  : pd.DataFrame
+        symbol of the asset
+    ticket_name :str
+        asset symbol
+    show_plot : boolean
+        if true show plot for every method
+    save_path : str
+        if true, save results in file
+    save_aws : str
+        if true, export results to remote repo
+    aws_credentials : dict
+        credentials for aws
+    return_fig : boolean
+        if true, methods will return objects
+    create_backtest_signal(days_strategy=list, test_size=int, feature_name=str, high_exit=float, low_exit=float):
+        perform backtest signal analysis
+        
+    Methods
+    -------
+    signal_analyser(test_size=int, feature_name=str, days_list=list, threshold=float,verbose=boolean, signal_position=boolean):
+        perform signal analysis and feature extraction
+
+    """
+
     def __init__(self, data,symbol_name, show_plot = True, save_path = False, save_aws = False, aws_credentials = False, return_fig = False):
         """
-        data: pandas df
-        symbol_name: str name of the asset
-        show_plot: bool
-        save_path: str local path for saving e.g r'C:/path/to/the/file/'
-        save_aws: str remote key in s3 bucket path e.g. 'path/to/file/'
-        aws_credentials: dict
-        return_fig: boolean return the image function as result
+        Initialize object
+
+        Parameters
+        ----------
+        data (pd.DataFrame): data
+        ticket_name (str): name of the asset
+        show_plot (boolean): if true show plot for every method
+        save_path (str): if true, save results in file e.g r'C:/path/to/the/file/'
+        save_aws (str): if true, export results to remote repo e.g. 'path/to/file/'
+        aws_credentials (dict): credentials for aws
+        return_fig (boolean): if true, methods will return objects
+
+        Returns
+        -------
+        None
         """
         self.data = data.copy()
         self.ticket_name = symbol_name
@@ -1730,6 +2694,22 @@ class signal_analyser_object:
         self.return_fig = return_fig
 
     def signal_analyser(self, test_size, feature_name, days_list, threshold = 0.05,verbose = False, signal_position = False):
+        """
+        perform signal analysis and feature extraction
+
+        Parameters
+        ----------
+        test_size (int): test data size
+        feature_name (str): name of the feature to assess
+        days_list (list): list of integers [3,8,10] to assess
+        threshold (float): alpha or z threshold
+        verbose (boolean): print metrics
+        signal_position (int): if true, the signal is taken at the given step in the signal
+
+        Returns
+        -------
+        None
+        """
         data = self.data
         self.feature_name = feature_name
         up_signal, low_signal= f'signal_up_{feature_name}', f'signal_low_{feature_name}'
@@ -1745,10 +2725,10 @@ class signal_analyser_object:
             returns_list.append(feature_)
 
         df['signal_type'] = np.where(
-            df[up_signal] == 1, 
-            'up', 
+            df[up_signal] == 1,
+            'up',
             np.where(
-                df[low_signal] == 1, 
+                df[low_signal] == 1,
                 'down',
                 None
             )
@@ -1772,7 +2752,7 @@ class signal_analyser_object:
 
         df = df.drop(columns = ['break','span','lag_Date','inv_internal_rn']).sort_values('Date')
         self.df_signal = df
-        
+
         n_signals_up = len(list(df[df.signal_type == 'up'].chain_id.unique()))
         n_signals_down = len(list(df[df.signal_type == 'down'].chain_id.unique()))
         p_scores = list()
@@ -1788,7 +2768,7 @@ class signal_analyser_object:
             sample2 = df_melt[(df_melt.time == evalx) & (df_melt.signal_type == 'down')].value.values
             pvalue = stats.ttest_ind(sample1, sample2).pvalue
             median_down = np.median(sample2)
-            median_up = np.median(sample1) 
+            median_up = np.median(sample1)
             validations.append(median_up < 0)
             validations.append(median_down > 0)
             p_scores.append(pvalue)
@@ -1830,10 +2810,10 @@ class signal_analyser_object:
         sns.boxplot(data=df_melt, x="time", y="value", hue="signal_type",ax = axs[2])
         axs[2].axhline(y=0, color='grey', linestyle='--')
         axs[2].set_title('signal type expected returns distribution at different time lapses')
-            
+
         if self.show_plot:
             plt.show()
-            
+
         if self.save_path:
             result_plot_name = f'signals_strategy_distribution_{feature_name}.png'
             fig.savefig(self.save_path+result_plot_name)
@@ -1849,17 +2829,33 @@ class signal_analyser_object:
 
         if self.return_fig:
             return fig
-        
+
     def create_backtest_signal(self,days_strategy, test_size, feature_name, high_exit = False, low_exit = False):
+        """
+        perform backtest signal analysis
+
+        Parameters
+        ----------
+        days_strategy (list): list of days to assess returns
+        test_size (str): test data size
+        feature_name (str): name of the feature to assess
+        high_exit (float): high exit thrshold return in backtest
+        low_exit (float): loss exit thrshold return in backtest
+
+        Returns
+        -------
+        fig (obj): plots
+        messages (dict): dictionary with key metrics
+        """
         asset_1 = 'Close'
         up_signal, low_signal= f'signal_up_{feature_name}', f'signal_low_{feature_name}'
         df1 = self.data.iloc[-test_size:,:].copy()
         df2 = df1.copy()
         df2['signal_type'] = np.where(
-                    df2[up_signal] == 1, 
-                    'up', 
+                    df2[up_signal] == 1,
+                    'up',
                     np.where(
-                        df2[low_signal] == 1, 
+                        df2[low_signal] == 1,
                         'down',
                         None
                     )
@@ -1870,33 +2866,33 @@ class signal_analyser_object:
         df2['span'] = (pd.to_datetime(df2['Date']) - pd.to_datetime(df2['lag_Date'])).dt.days - 1
         df2['break'] = np.where(df2['span'] > 3, 1, 0)
         df2['break'] = np.where(df2['span'].isna(), 1, df2['break'])
-    
+
         df2['chain_id'] = df2.sort_values(['Date']).groupby(['break']).cumcount() + 1
         df2['chain_id'] = np.where(df2['break'] == 1, df2['chain_id'], np.nan )
         df2['chain_id'] = df2['chain_id'].fillna(method = 'ffill')
-    
+
         df2['internal_rn'] = df2.sort_values(['Date']).groupby(['chain_id']).cumcount() + 1
         df2['inv_internal_rn'] = df2.sort_values(['Date'],ascending = False).groupby(['chain_id']).cumcount() + 1
-    
+
         df2['first_in_chain'] = np.where(df2['internal_rn'] == 1, True, False)
         df2['last_in_chain'] = np.where(df2['inv_internal_rn'] == 1, True, False)
-    
+
         df2 = df2.drop(columns = ['break','span','lag_Date','inv_internal_rn']).sort_values('Date')
-    
+
         df2 = df2[(df2.last_in_chain == True) & (df2.signal_type == 'down')][['last_in_chain']]
         dft = df1.merge(df2,how = 'left',left_index=True, right_index=True )
-    
+
         dft['chain_id'] = dft.sort_values(['Date']).groupby(['last_in_chain']).cumcount() + 1
         dft['chain_id'] = np.where(dft['last_in_chain'] == True, dft['chain_id'], np.nan )
         dft['chain_id'] = dft['chain_id'].fillna(method = 'ffill')
-    
+
         dft['internal_rn'] = dft.sort_values(['Date']).groupby(['chain_id']).cumcount() + 1
         dft['flag'] = np.where(dft['internal_rn'] < days_strategy, 1,0)
-        
+
         dft['lrets_bench'] = np.log(dft[asset_1]/dft[asset_1].shift(1))
         dft['bench_prod'] = dft['lrets_bench'].cumsum()
         dft['bench_prod_exp'] = np.exp(dft['bench_prod']) - 1
-        
+
         if high_exit and low_exit:
             dft['open_strat'] = np.where(dft.last_in_chain == True, dft.Open, np.nan)
             dft['open_strat'] = dft['open_strat'].fillna(method = 'ffill')
@@ -1905,7 +2901,7 @@ class signal_analyser_object:
             dft['low_strat_ret'] = (dft['Low']/dft['open_strat']-1)*100
             dft['high_exit'] =  np.where(((dft['high_strat_ret'] >= high_exit) | (dft['internal_rn'] == days_strategy)), 1, np.nan)
             dft['low_exit'] =  np.where((dft['low_strat_ret'] <= low_exit), -1, np.nan)
-            
+
             dft["exit_type"] = dft[["high_exit", "low_exit"]].max(axis=1)
             dft['exit_type'] = np.where(dft["exit_type"] == 1, 1, np.where(dft["exit_type"] == -1,-1,np.nan))
             dft['exit'] = np.where(dft['exit_type'].isnull(), np.nan, 1)
@@ -1916,27 +2912,27 @@ class signal_analyser_object:
             max_id = dft.chain_id.max()
             dft['max_internal_rn'] = dft.sort_values(['Date']).groupby(['chain_id']).internal_rn.transform('max')
             dft['exit'] = np.where((dft.chain_id == max_id) & (dft.max_internal_rn < days_strategy) & (dft.max_internal_rn == dft.internal_rn), 1, dft['exit'])
-            
+
             dft['exit_step'] = np.where(dft.exit == 1, dft.internal_rn, np.nan)
             dft['exit_step'] = dft.sort_values(['Date']).groupby(['chain_id']).exit_step.transform('max')
-            
+
             dft['flag'] = np.where(dft.internal_rn <= dft.exit_step, 1, 0)
             dft = dft.drop(columns = ['open_strat', 'high_strat_ret', 'low_strat_ret','exit_step', 'exit','exit_type','high_exit','low_exit', 'max_internal_rn'])
-        
+
         dft['lrets_strat'] = np.log(dft[asset_1].shift(-1)/dft[asset_1]) * dft['flag']
         dft['lrets_strat'] = np.where(dft['lrets_strat'].isna(),-0.0,dft['lrets_strat'])
         dft['lrets_prod'] = dft['lrets_strat'].cumsum()
         dft['strat_prod_exp'] = np.exp(dft['lrets_prod']) - 1
-    
+
         bench_rets = round(dft['bench_prod_exp'].values[-1]*100,1)
         strat_rets = round(dft['strat_prod_exp'].values[-1]*100,1)
-        
+
         bench_sr = round(sharpe_ratio(dft.bench_prod_exp.dropna()),1)
         strat_sr = round(sharpe_ratio(dft.strat_prod_exp.dropna()),1)
-        
+
         message1 = f'{bench_rets}%'
         message2 = f'{strat_rets}%'
-        
+
         messages = {
             'benchmark return:':message1,
             'benchmark sharpe ratio:': bench_sr,
@@ -1947,7 +2943,7 @@ class signal_analyser_object:
             print('----------------------------')
             print(messages)
             print('----------------------------')
-            
+
         fig = plt.figure(1)
         plt.plot(dft.bench_prod_exp.values, label = 'benchmark')
         plt.scatter(range(len(dft)),np.where(dft[low_signal] == 1,dft.bench_prod_exp.values,np.nan),color = 'red', label = 'signal')
@@ -1956,34 +2952,50 @@ class signal_analyser_object:
         plt.title('strategy and cumulative returns based on signal strategy')
         if self.show_plot:
             plt.plot()
-            
+
         if self.save_path:
             result_json_name = f'signals_strategy_return_{feature_name}.json'
             result_plot_name = f'signals_strategy_return_{feature_name}.png'
-            
+
             plt.savefig(self.save_path+result_plot_name)
             # pickle.dump(fig, open(self.save_path+result_plot_name, 'wb'))
-            
-            with open(self.save_path+result_json_name, "w") as outfile: 
+
+            with open(self.save_path+result_json_name, "w") as outfile:
                 json.dump(messages, outfile)
-                
+
         if self.save_path and self.save_aws:
             # upload_file_to_aws(bucket = 'VIRGO_BUCKET', key = f'market_plots/{self.ticket_name}/'+result_json_name ,input_path = self.save_path+result_json_name)
             # upload_file_to_aws(bucket = 'VIRGO_BUCKET', key = f'market_plots/{self.ticket_name}/'+result_plot_name,input_path = self.save_path+result_plot_name)
-            
+
             upload_file_to_aws(bucket = 'VIRGO_BUCKET', key = self.save_aws + result_json_name, input_path = self.save_path + result_json_name, aws_credentials = self.aws_credentials)
             upload_file_to_aws(bucket = 'VIRGO_BUCKET', key = self.save_aws + result_plot_name, input_path = self.save_path + result_plot_name, aws_credentials = self.aws_credentials)
-    
+
         if not self.show_plot:
             plt.close()
-            
+
         del df1,df2,dft
-    
+
         if self.return_fig:
             return fig, messages
-        
+
 def execute_signal_analyser(test_data_size, feature_name, days_list, configuration, method, object_stock, signal_analyser_object, plot = False, backtest= False, exit_params = {}):
-     
+    '''
+    code snippet that is going run some objects. The analysis is signal analyse which is backtesting
+
+            Parameters:
+                    test_data_size (int): test data size
+                    feature_name (str): name of the feature to assess
+                    days_list (list): tome scope to assess the returns
+                    configuration (dict): parameters of the method to run
+                    object_stock (obj): object with data to assess
+                    signal_analyser_object (obj): signal_analyser object
+                    plot (boolean): if true, plot results
+                    backtest (boolean): if true, run backtest 
+                    exit_params (dict): parameters of exit returns
+
+            Returns:
+                    mean_median_return (float): median return of the backtests
+    '''
     method(**configuration)
     signal_assess = signal_analyser_object(object_stock.df,object_stock.stock_code,show_plot = plot)
     signal_assess.signal_analyser(test_size = test_data_size, feature_name = feature_name, days_list = days_list, threshold = 1)
@@ -1991,56 +3003,127 @@ def execute_signal_analyser(test_data_size, feature_name, days_list, configurati
     if backtest:
         print('-----------------------back test ---------------------------')
         signal_assess.create_backtest_signal(backtest, test_data_size, feature_name, **exit_params )
-    
+
     return signal_assess.mean_median_return
 
 def iterate_signal_analyser(test_data_size,feature_name, days_list, arguments_to_test, method, object_stock, signal_analyser_object, plot = True):
-
+    '''
+    code snippet is going to iterate signal analyser
+
+            Parameters:
+                    test_data_size (int): test data size
+                    feature_name (str): name of the feature to assess
+                    days_list (list): tome scope to assess the returns
+                    arguments_to_test: parameters to test
+                    method: methods to run
+                    object_stock (obj): object with data to assess
+                    signal_analyser_object (obj): signal_analyser object
+                    plot (boolean): if true, plot results
+
+            Returns:
+                    best_result (int): index from the arguments_to_test with the best result
+    '''
     results = list()
     for key in arguments_to_test.keys():
         configuration = arguments_to_test.get(key)
         mean_median_return = execute_signal_analyser(test_data_size, feature_name, days_list, configuration, method, object_stock, signal_analyser_object)
         results.append(mean_median_return)
-    
+
     df_result = pd.DataFrame({'keys':arguments_to_test.keys(),'results':results})
     if plot:
         plt.plot(df_result['keys'], df_result['results'])
         plt.scatter(df_result['keys'], df_result['results'])
         plt.title('simulation between configurations')
-        plt.ylabel('median expected return') 
+        plt.ylabel('median expected return')
         plt.show()
-        
+
     best_result = df_result.sort_values('results',ascending = False)['keys'].values[0]
     return best_result
-    
+
 class analyse_index(stock_eda_panel):
-    def __init__(self, index, asset, n_obs, lag, data_window = '5y', show_plot = True, save_path = False, save_aws = False, aws_credentials = False):
+    """
+    class that is going to train hmm models to perform feature selection
+
+    Attributes
+    ----------
+    data  : pd.DataFrame
+        symbol of the asset
+    index : str
+         name of the index
+    asset : str
+         name of the asset
+    n_obs : int
+         number of rows to extract
+    lag : int
+         lag to apply
+    data_window : str
+         5y 10y 15y
+    show_plot : bool
+         If True, show plots
+    save_path : str
+         local path for saving e.g r'C:/path/to/the/file/'
+    save_aws : str
+         remote key in s3 bucket path e.g. 'path/to/file/'
+    aws_credentials : dict
+         dict with the aws credentials
+    merger_df : pd.DataFrame
+        dataframe with the index and asset data
+    states_result = dict
+        betas and correlation score results
+
+    Methods
+    -------
+    process_data():
+        using stock_eda_panel, get data and merge data
+    plot_betas(sample_size=int, offset=int, subsample_ts=int):
+        display beta analysis plot
+    get_betas(subsample_ts=int)
+        get general beta and last sample beta, correlation score is included too
+    """
 
+    def __init__(self, index, asset, n_obs, lag, data_window = '5y', show_plot = True, save_path = False, save_aws = False, aws_credentials = False):
         """
-        data: pandas df
-        index: str name of the index
-        asset: str name of the asset
-        n_obs: int
-        lag: int
-        data_window: str eg 5y 10y 15y
-        show_plot: bool
-        save_path: str local path for saving e.g r'C:/path/to/the/file/'
-        save_aws: str remote key in s3 bucket path e.g. 'path/to/file/'
-        aws_credentials: dict
+        Initialize object
+
+        Parameters
+        ----------
+        index (str): name of the index
+        asset (str): name of the asset
+        n_obs (int): number of rows to extract
+        lag (int): lag to apply
+        data_window (str): 5y 10y 15y
+        show_plot (bool): If True, show plots
+        save_path (str): local path for saving e.g r'C:/path/to/the/file/'
+        save_aws (str): remote key in s3 bucket path e.g. 'path/to/file/'
+        aws_credentials (dict): dict with the aws credentials
+
+        Returns
+        -------
+        None
         """
-         
+
         self.index = index
         self.asset = asset
         self.n_obs = n_obs
         self.data_window = data_window
         self.lag = lag
-        
+
         self.show_plot = show_plot
         self.save_path = save_path
         self.save_aws = save_aws
-        
+
     def process_data(self):
-        
+        """
+        using stock_eda_panel, get data and merge data
+
+        Parameters
+        ----------
+        None
+
+        Returns
+        -------
+        None
+        """
         index = stock_eda_panel(self.index, self.n_obs, self.data_window)
         index.get_data()
         index.df['shift'] = index.df.Close.shift(self.lag)
@@ -2050,39 +3133,51 @@ class analyse_index(stock_eda_panel):
         asset.get_data()
         asset.df['shift'] = asset.df.Close.shift(self.lag)
         asset.df['asset_return'] = asset.df.Close/asset.df['shift'] - 1
-        
+
         df1 = index.df[['Date','index_return']]
         df2 = asset.df[['Date','asset_return','Close']]
         merger = df1.merge(df2, on = 'Date', how = 'inner')
         merger.dropna(inplace = True)
         self.merger_df = merger
-        
+
     def plot_betas(self,sample_size, offset, subsample_ts =False):
-    
+        """
+        display beta analysis plot
+
+        Parameters
+        ----------
+        sample_size (int): number of days or window size to calculate beta
+        offset (int): overlap between windows
+        subsample_ts (int): subsample size of data 
+
+        Returns
+        -------
+        None
+        """
         ### extracting data
 
         self.process_data()
-        
+
          ### ploting analysis
         figure, ax = plt.subplot_mosaic(
             [["scatter_total", "scatter_sample",'ts','ts']],
             layout="constrained",
             figsize=(18, 5)
         )
-        
+
         ax['scatter_total'].scatter(self.merger_df.asset_return, self.merger_df.index_return)
         b, a = np.polyfit(self.merger_df.asset_return, self.merger_df.index_return, 1)
         ax['scatter_total'].plot(self.merger_df.asset_return, b*self.merger_df.asset_return+a, color='red')
 
         ax['ts'].plot(self.merger_df.Date, self.merger_df.Close, color = 'grey', alpha = 0.3)
-        
+
         if subsample_ts:
             self.merger_df = self.merger_df.iloc[-subsample_ts:,:].dropna()
-        
+
         for i in range(0,len(self.merger_df)-sample_size,offset):
 
             merger_ = self.merger_df.sort_values('Date', ascending = False).iloc[i:i+sample_size,:]
-            x = merger_.index_return 
+            x = merger_.index_return
             y = merger_.asset_return
             b, a = np.polyfit(x,y, 1)
 
@@ -2098,10 +3193,10 @@ class analyse_index(stock_eda_panel):
 
         scalarmappaple = cm.ScalarMappable(norm=normalize, cmap=colormap)
         scalarmappaple.set_array(x)
-        
+
         plt.title(f'{self.asset} using index: {self.index}')
         plt.colorbar(scalarmappaple)
-        
+
         if self.show_plot:
             plt.show()
         if self.save_path:
@@ -2113,34 +3208,95 @@ class analyse_index(stock_eda_panel):
             upload_file_to_aws(bucket = 'VIRGO_BUCKET', key = self.save_aws + result_plot_name, input_path = self.save_path + result_plot_name, aws_credentials = self.aws_credentials)
         if not self.show_plot:
             plt.close()
-        
+
     def get_betas(self,subsample_ts=False):
-        
+        """
+        get general beta and last sample beta, correlation score is included too
+
+        Parameters
+        ----------
+        subsample_ts (int): subsample size of data 
+
+        Returns
+        -------
+        None
+        """
         self.process_data()
         general_beta, a = np.polyfit(self.merger_df.asset_return, self.merger_df.index_return, 1)
         general_r = stats.mstats.pearsonr(self.merger_df.asset_return, self.merger_df.index_return)[0]
-        
+
         self.process_data()
         if subsample_ts:
             self.merger_df = self.merger_df.iloc[-subsample_ts:,:].dropna()
         sample_beta, a = np.polyfit(self.merger_df.asset_return, self.merger_df.index_return, 1)
         sample_r = stats.mstats.pearsonr(self.merger_df.asset_return, self.merger_df.index_return)[0]
-        
+
         result = {
             'general_beta':general_beta,
             'general_r':general_r,
             'sample_beta':sample_beta,
             'sample_r':sample_r
         }
-        
+
         self.states_result = result
-        
+
 class evaluate_markets(analyse_index):
+    """
+    object that is going to evaluate multiple indexes
+
+    Attributes
+    ----------
+    stock_code : str
+        asset to assess
+    indexes : list
+        list of indexes
+    best_result : dict
+        best result beta and correlation
+
+    Methods
+    -------
+    process_data():
+        using stock_eda_panel, get data and merge data
+    plot_betas(sample_size=int, offset=int, subsample_ts=int):
+        display beta analysis plot
+    get_betas(subsample_ts=int)
+        get general beta and last sample beta, correlation score is included too
+    evaluate_best_market_fit(sample_size=int, offset=int,lag=int, n_obs=int, verbose=boolean, plot_best=boolean):
+        iterate every index in the index list and get results
+    """
+
     def __init__(self, stock_code, indexes):
+        """
+        Initialize object
+
+        Parameters
+        ----------
+        stock_code  (str): asset to assess
+        indexes (list): list of indexes
+
+        Returns
+        -------
+        None
+        """
         self.stock_code = stock_code
         self.indexes = indexes
     def evaluate_best_market_fit(self,sample_size, offset,lag= 3, n_obs = 3500, verbose = False, plot_best = False):
-
+        """
+        iterate every index in the index list and get results
+
+        Parameters
+        ----------
+        sample_size (int): sample size to get betas
+        offset (int): overlap size
+        lag (int): number of lags of the returns
+        n_obs (int): number of observations of the data extraction
+        verbose (boolean): if true, print results
+        plot_best (boolean): if true, display plot of the best result
+
+        Returns
+        -------
+        None
+        """
         results_dicts = dict()
         for index in self.indexes:
             betex = analyse_index(index = index,asset = self.stock_code,n_obs = n_obs, lag = lag)
@@ -2150,34 +3306,40 @@ class evaluate_markets(analyse_index):
         pd_result['gen_r2'] = pd_result.general_r ** 2
         pd_result['sampl_r2'] = pd_result.sample_r ** 2
         self.stat_results = pd_result
-        
+
         best_result = pd_result.sort_values('gen_r2',ascending = False).head(2).sort_values('sampl_r2',ascending = False).head(1)
         best_fit_index = best_result.index.values[0]
-        
+
         self.stat_results = self.stat_results.drop(columns = ['gen_r2','sampl_r2'])
-        
+
         if verbose:
             print(best_result)
         if plot_best:
             betex = analyse_index(index = best_fit_index,asset = self.stock_code, n_obs = n_obs, lag = lag)
             betex.plot_betas(sample_size = sample_size, offset = offset, subsample_ts = False)
-            
+
         self.best_result = best_result
-        
+
 def get_relevant_beta(data_market, ticket_name,  show_plot = True, save_path = False, save_aws = False, aws_credentials = False):
-    """
-        data_market: pandas df
-        ticket_name: str name of the asset
-        show_plot: bool
-        save_path: str local path for saving e.g r'C:/path/to/the/file/'
-        save_aws: str remote key in s3 bucket path e.g. 'path/to/file/'
-        aws_credentials: dict
-        """
+    '''
+    select relevant beta result data of a given asset
+
+            Parameters:
+                    data_market (pd.DataFrame): dataframe of the market results 
+                    ticket_name (str): name of the asset
+                    show_plot (bool): If tru, plot results
+                    save_path (str): local path for saving e.g r'C:/path/to/the/file/'
+                    save_aws (str):  remote key in s3 bucket path e.g. 'path/to/file/'
+                    aws_credentials (dict): dict of the aws credentials
+
+            Returns:
+                    selection (pd.DataFrame): dataframe of the most relevant beta
+    '''
     all_betas = data_market[data_market.asset == ticket_name].sort_values('general_r', ascending = False)
     all_betas['gen_r2'] = all_betas.general_r ** 2
     all_betas['sampl_r2'] = all_betas.sample_r ** 2
     selection = all_betas.sort_values('gen_r2',ascending =False).head(2).sort_values('sampl_r2',ascending =False).head(1).drop(columns = ['gen_r2','sampl_r2'])
-    
+
     if show_plot:
         print(selection)
     if save_path: