# Documentation Update Summary - Multi-Timeframe Aggregation (Issue #9) ## Overview Documentation has been successfully updated to reflect the new multi-timeframe OHLCV aggregation feature. ## Files Updated ### 1. CHANGELOG.md Location: /Users/andrewkaszubski/Dev/Spektiv/CHANGELOG.md Added comprehensive entry under "[Unreleased] Added" section: - Multi-timeframe OHLCV aggregation functions (Issue #9) - 19 sub-entries documenting: - Module location and size (320 lines) - Core validation and resampling functions - OHLCV aggregation rules (Open=first, High=max, Low=min, Close=last, Volume=sum) - Weekly aggregation with Sunday/Monday anchors - Monthly aggregation with period-end/start options - Timezone preservation - Test coverage: 29 unit tests + 13 integration tests = 42 total tests Format: Follows Keep a Changelog standard with file:line references for code locations ### 2. docs/api/dataflows.md Location: /Users/andrewkaszubski/Dev/Spektiv/docs/api/dataflows.md Added new "Multi-Timeframe Aggregation" section with: - Module location: spektiv/dataflows/multi_timeframe.py - Capabilities (weekly/monthly conversion, timezone preservation, partial periods) - Setup requirements (pandas only, no external dependencies) - Feature summary (OHLCV rules, week anchors, error handling) - Practical code example with: - Sample data creation - Weekly aggregation (Sunday and Monday anchors) - Monthly aggregation (period-end and period-start) - Available functions documentation: - aggregate_to_weekly(data, anchor='SUN') - aggregate_to_monthly(data, period_end=True) - Return format details (DataFrame on success, error string on failure) - Error handling examples - Validation requirements - Timezone handling notes Location in file: Inserted between FRED API integration and Local Cache sections (maintains logical grouping of data sources/utilities) ## Test Coverage Verified - Unit tests: 29 tests in tests/unit/dataflows/test_multi_timeframe.py - Integration tests: 13 tests in tests/integration/dataflows/test_multi_timeframe_integration.py - Total: 42 tests passing ## Implementation Verified - Module: spektiv/dataflows/multi_timeframe.py (320 lines) - Public functions: aggregate_to_weekly(), aggregate_to_monthly() - Private functions: _validate_ohlcv_dataframe(), _resample_ohlcv() - All functions have comprehensive docstrings with examples ## Cross-References Validated - File links in CHANGELOG verified against actual file locations - Code line ranges accurate for all referenced functions - API documentation examples are executable and follow module API - No broken links or missing references ## Documentation Quality - Concise and actionable (best practices applied) - Consistent formatting with existing documentation - Complete API coverage (parameters, return types, errors) - Real-world usage examples provided - Clear error handling patterns demonstrated ## Key Features Documented 1. OHLCV Aggregation Rules - Open: first value - High: maximum value - Low: minimum value - Close: last value - Volume: sum of volumes 2. Weekly Aggregation (aggregate_to_weekly) - Sunday anchor (default) - Monday anchor - Automatic day-of-week mapping - Partial week handling 3. Monthly Aggregation (aggregate_to_monthly) - Month-end labeling - Month-start labeling - Partial month handling 4. Input Validation - Non-empty DataFrame check - DatetimeIndex requirement - OHLCV column presence 5. Timezone Support - UTC timezone preservation - Localized timezone support (e.g., America/New_York) - Transparent handling in aggregation ## Notes - No changes required to README.md (dataflows are internal API) - Multi-timeframe functions are part of spektiv.dataflows module - All documentation uses consistent formatting and structure - Examples follow project code style conventions - Error handling patterns documented for developers