158 lines
4.4 KiB
Markdown
158 lines
4.4 KiB
Markdown
# Documentation Update - Issue #10: Benchmark Data Feature
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## Update Status: COMPLETE
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All documentation has been successfully updated and synchronized with the benchmark data feature implementation.
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---
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## Changed Files
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### CHANGELOG.md
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- **Status**: Modified (25 lines added)
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- **Location**: Lines 92-115 in Unreleased/Added section
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- **Changes**: Added comprehensive entry for Issue #10 benchmark data feature
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---
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## Documentation Added
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### Feature: Benchmark Data Retrieval and Analysis (Issue #10)
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#### 6 Main Functions Documented
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1. **get_benchmark_data()** [lines 67-115]
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- Core OHLCV data fetching via yfinance
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- Date validation for YYYY-MM-DD format
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- Error handling with descriptive messages
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2. **get_spy_data()** [lines 117-136]
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- Convenience wrapper for S&P 500 benchmark
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- Identical signature to get_benchmark_data
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3. **get_sector_etf_data()** [lines 138-186]
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- Sector-specific ETF data retrieval
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- Sector validation with helpful error messages
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- Support for 11 SPDR sector funds
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4. **calculate_relative_strength()** [lines 188-285]
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- IBD-style weighted rate of change (ROC) formula
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- Weighted periods: 40% 63-day, 20% 126-day, 20% 189-day, 20% 252-day
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- Data alignment via inner join
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- Customizable ROC periods
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5. **calculate_rolling_correlation()** [lines 287-349]
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- Time-series correlation analysis
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- Configurable rolling window (default 60 days)
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- Comprehensive validation for data alignment
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6. **calculate_beta()** [lines 351-441]
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- Systematic risk measurement
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- Covariance-variance approach with optional smoothing
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- Optional rolling beta calculation (default 252 days)
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- Efficient Markdown rolling window implementation
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#### Sector ETF Mappings (11 SPDR Funds)
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| Sector | Symbol |
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|--------|--------|
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| Communication | XLC |
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| Consumer Discretionary | XLY |
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| Consumer Staples | XLP |
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| Energy | XLE |
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| Financials | XLF |
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| Healthcare | XLV |
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| Industrials | XLI |
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| Materials | XLB |
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| Real Estate | XLRE |
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| Technology | XLK |
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| Utilities | XLU |
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#### Test Coverage
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- **Unit Tests**: 28 tests in test_benchmark.py (753 lines)
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- Data fetching and validation
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- Sector validation
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- Relative strength calculations
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- Edge cases and error handling
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- **Integration Tests**: 7 tests in test_benchmark_integration.py (593 lines)
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- Complete workflow scenarios
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- Cross-function integration
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- Real data behavior validation
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- **Total**: 35 tests
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#### Key Features Documented
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- All functions return DataFrames/Series/floats on success, error strings on failure
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- Comprehensive error handling with descriptive messages
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- Comprehensive docstrings with examples for all public functions
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- IBD-style relative strength weighting
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- Data validation and alignment checks
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- Efficient rolling window implementations
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---
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## Verification Results
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### File References
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- [x] benchmark.py (441 lines) - Main module
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- [x] test_benchmark.py (753 lines) - Unit tests
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- [x] test_benchmark_integration.py (593 lines) - Integration tests
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### Line Number References
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- [x] get_benchmark_data: 67-115
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- [x] get_spy_data: 117-136
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- [x] get_sector_etf_data: 138-186
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- [x] calculate_relative_strength: 188-285
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- [x] calculate_rolling_correlation: 287-349
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- [x] calculate_beta: 351-441
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- [x] SECTOR_ETFS mapping: 48-59
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### Test Counts
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- [x] Unit tests: 28 tests verified
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- [x] Integration tests: 7 tests verified
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- [x] Total: 35 tests
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### Format Compliance
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- [x] Keep a Changelog format followed
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- [x] Markdown links working
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- [x] Consistent with surrounding entries
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- [x] Proper indentation and structure
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### Inline Documentation Status
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- [x] Module docstring: Present
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- [x] Function docstrings: Comprehensive
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- [x] Section headers: Present in code
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- [x] Inline comments: Organized with headers
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---
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## Git Status
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- **Modified Files**: CHANGELOG.md
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- **Status**: Modified (tracked)
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- **Branch**: main (ahead of upstream/main by 22 commits)
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```
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Modified: CHANGELOG.md (+25 lines)
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Total: 312 lines (was 287)
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```
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---
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## Summary
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All documentation has been successfully updated following the Keep a Changelog format. The CHANGELOG entry provides:
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- Complete feature overview
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- Documentation of all 6 main functions
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- 11 sector ETF mappings
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- 35 total tests (28 unit + 7 integration)
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- Comprehensive line number references
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- Cross-linked file references
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- Consistent formatting with existing entries
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**Status**: Ready for commit. All documentation is synchronized with the implementation.
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