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Documentation Update - Issue #10: Benchmark Data Feature

Update Status: COMPLETE

All documentation has been successfully updated and synchronized with the benchmark data feature implementation.

Changed Files

CHANGELOG.md

Status: Modified (25 lines added)
Location: Lines 92-115 in Unreleased/Added section
Changes: Added comprehensive entry for Issue #10 benchmark data feature

Documentation Added

Feature: Benchmark Data Retrieval and Analysis (Issue #10)

6 Main Functions Documented

get_benchmark_data() [lines 67-115]
- Core OHLCV data fetching via yfinance
- Date validation for YYYY-MM-DD format
- Error handling with descriptive messages
get_spy_data() [lines 117-136]
- Convenience wrapper for S&P 500 benchmark
- Identical signature to get_benchmark_data
get_sector_etf_data() [lines 138-186]
- Sector-specific ETF data retrieval
- Sector validation with helpful error messages
- Support for 11 SPDR sector funds
calculate_relative_strength() [lines 188-285]
- IBD-style weighted rate of change (ROC) formula
- Weighted periods: 40% 63-day, 20% 126-day, 20% 189-day, 20% 252-day
- Data alignment via inner join
- Customizable ROC periods
calculate_rolling_correlation() [lines 287-349]
- Time-series correlation analysis
- Configurable rolling window (default 60 days)
- Comprehensive validation for data alignment
calculate_beta() [lines 351-441]
- Systematic risk measurement
- Covariance-variance approach with optional smoothing
- Optional rolling beta calculation (default 252 days)
- Efficient Markdown rolling window implementation

Sector ETF Mappings (11 SPDR Funds)

Sector	Symbol
Communication	XLC
Consumer Discretionary	XLY
Consumer Staples	XLP
Energy	XLE
Financials	XLF
Healthcare	XLV
Industrials	XLI
Materials	XLB
Real Estate	XLRE
Technology	XLK
Utilities	XLU

Test Coverage

Unit Tests: 28 tests in test_benchmark.py (753 lines)
- Data fetching and validation
- Sector validation
- Relative strength calculations
- Edge cases and error handling
Integration Tests: 7 tests in test_benchmark_integration.py (593 lines)
- Complete workflow scenarios
- Cross-function integration
- Real data behavior validation
Total: 35 tests

Key Features Documented

All functions return DataFrames/Series/floats on success, error strings on failure
Comprehensive error handling with descriptive messages
Comprehensive docstrings with examples for all public functions
IBD-style relative strength weighting
Data validation and alignment checks
Efficient rolling window implementations

Verification Results

File References

benchmark.py (441 lines) - Main module
test_benchmark.py (753 lines) - Unit tests
test_benchmark_integration.py (593 lines) - Integration tests

Line Number References

get_benchmark_data: 67-115
get_spy_data: 117-136
get_sector_etf_data: 138-186
calculate_relative_strength: 188-285
calculate_rolling_correlation: 287-349
calculate_beta: 351-441
SECTOR_ETFS mapping: 48-59

Test Counts

Unit tests: 28 tests verified
Integration tests: 7 tests verified
Total: 35 tests

Format Compliance

Keep a Changelog format followed
Markdown links working
Consistent with surrounding entries
Proper indentation and structure

Inline Documentation Status

Module docstring: Present
Function docstrings: Comprehensive
Section headers: Present in code
Inline comments: Organized with headers

Git Status

Modified Files: CHANGELOG.md
Status: Modified (tracked)
Branch: main (ahead of upstream/main by 22 commits)

Modified:   CHANGELOG.md (+25 lines)
Total:      312 lines (was 287)

Summary

All documentation has been successfully updated following the Keep a Changelog format. The CHANGELOG entry provides:

Complete feature overview
Documentation of all 6 main functions
11 sector ETF mappings
35 total tests (28 unit + 7 integration)
Comprehensive line number references
Cross-linked file references
Consistent formatting with existing entries

Status: Ready for commit. All documentation is synchronized with the implementation.

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