mkdocs.yml

# ML4T Data Documentation
# MkDocs Material configuration

site_name: ML4T Data
site_description: Market data acquisition, storage, and update workflows for machine learning for trading.
site_url: https://www.ml4trading.io/docs/data/
repo_url: https://github.com/ml4t/data
repo_name: ml4t/data

# Theme configuration - Picasso Blue Period palette
theme:
  name: material
  custom_dir: docs/overrides

  palette:
    scheme: default
    primary: custom
    accent: custom

  font: false

  features:
    - navigation.tabs
    - navigation.tabs.sticky
    - navigation.indexes
    - navigation.sections
    - navigation.expand
    - navigation.top
    - navigation.footer
    - toc.follow
    - search.suggest
    - search.highlight
    - content.code.copy
    - content.code.annotate
    - content.tabs.link

  icon:
    repo: fontawesome/brands/github

  logo: assets/logo.svg
  favicon: assets/images/favicon.png

# Custom CSS for Picasso palette
extra_css:
  - stylesheets/ml4t-theme.css

# Extensions
markdown_extensions:
  - abbr
  - admonition
  - attr_list
  - def_list
  - footnotes
  - md_in_html
  - tables
  - toc:
      permalink: true
  - pymdownx.arithmatex:
      generic: true
  - pymdownx.betterem
  - pymdownx.caret
  - pymdownx.details
  - pymdownx.emoji:
      emoji_index: !!python/name:material.extensions.emoji.twemoji
      emoji_generator: !!python/name:material.extensions.emoji.to_svg
  - pymdownx.highlight:
      anchor_linenums: true
      line_spans: __span
      pygments_lang_class: true
  - pymdownx.inlinehilite
  - pymdownx.keys
  - pymdownx.magiclink
  - pymdownx.mark
  - pymdownx.smartsymbols
  - pymdownx.superfences:
      custom_fences:
        - name: mermaid
          class: mermaid
          format: !!python/name:pymdownx.superfences.fence_code_format
  - pymdownx.tabbed:
      alternate_style: true
  - pymdownx.tasklist:
      custom_checkbox: true
  - pymdownx.tilde

# Plugins
plugins:
  - search
  - mkdocstrings:
      default_handler: python
      handlers:
        python:
          paths: [src]
          options:
            docstring_style: google
            show_source: true
            show_root_heading: true
            show_root_full_path: false
            show_symbol_type_heading: true
            show_symbol_type_toc: true
            members_order: source
            merge_init_into_class: true
            separate_signature: true
            signature_crossrefs: true

# Navigation structure
nav:
  - Home: index.md

  - Getting Started:
    - Installation: getting-started/installation.md
    - Quickstart: getting-started/quickstart.md
    - Provider Selection: getting-started/provider-selection.md
    - Migration from QLDM: getting-started/migration.md

  - User Guide:
    - user-guide/index.md
    - CLI Reference: user-guide/cli-reference.md
    - Configuration: user-guide/configuration.md
    - Incremental Updates: user-guide/incremental-updates.md
    - Data Quality: user-guide/data-quality.md
    - Storage: user-guide/storage.md
    - Trading Sessions: user-guide/sessions.md
    - Exporting Data: user-guide/exporting.md

  - Providers:
    - providers/index.md
    - Fundamental Data Sources: providers/fundamentals.md
    - Market Data Sources: providers/market_data.md
    - Equity Data Sources: providers/equities.md
    - ETF Data Sources: providers/etfs.md
    - Futures Data Sources: providers/futures.md
    - Options Data Sources: providers/options.md
    - Foreign Exchange Data Sources: providers/fx.md
    - Cryptocurrency Data Sources: providers/crypto.md
    - Fixed-Income Data Sources: providers/fixed_income.md
    - Macroeconomic Data Sources: providers/macro.md
    - Alternative Data Sources: providers/alternative_data.md
    - Research Factor Data Sources: providers/factors.md
    - Prediction-Market Data Sources: providers/prediction_markets.md
    - Yahoo Finance: providers/yahoo.md
    - Alpaca: providers/alpaca.md
    - CoinGecko: providers/coingecko.md
    - FRED: providers/fred.md
    - FXMacroData: providers/fxmacrodata.md
    - Fama-French: providers/fama_french.md
    - AQR: providers/aqr.md
    - Wiki Prices: providers/wiki_prices.md
    - Kalshi: providers/kalshi.md
    - Polymarket: providers/polymarket.md
    - Polymarket US: providers/polymarket_us.md
    - ForecastEx: providers/forecastex.md
    - Binance Public: providers/binance_public.md
    - NASDAQ ITCH: providers/nasdaq_itch.md
    - EODHD: providers/eodhd.md
    - Tiingo: providers/tiingo.md
    - TwelveData: providers/twelve_data.md
    - DataBento: providers/databento.md
    - Massive: providers/massive.md
    - Finnhub: providers/finnhub.md
    - Binance: providers/binance.md
    - OKX: providers/okx.md
    - CryptoCompare: providers/cryptocompare.md
    - Oanda: providers/oanda.md
    - Synthetic Data: providers/synthetic.md

  - Tutorials:
    - tutorials/index.md
    - Understanding OHLCV: tutorials/01_understanding_ohlcv.md
    - Rate Limiting: tutorials/02_rate_limiting.md
    - Incremental Updates: tutorials/03_incremental_updates.md
    - Data Quality: tutorials/04_data_quality.md
    - Multi-Provider: tutorials/05_multi_provider.md

  - API Reference:
    - api/index.md

  - Book Guide:
    - book-guide/index.md

  - Contributing:
    - contributing/index.md
    - Creating a Provider: contributing/creating-a-provider.md
    - Architecture: contributing/architecture.md
    - Testing: contributing/testing.md

# Extra configuration
extra:
  release:
    library: data
    version: !ENV [ML4T_DOCS_VERSION, dev]
    commit: !ENV [ML4T_DOCS_COMMIT, 0000000000000000000000000000000000000000]

  social:
    - icon: fontawesome/brands/github
      link: https://github.com/ml4t/data

  generator: false  # Hide "Made with Material for MkDocs"

  # Analytics (configure when ready)
  # analytics:
  #   provider: google
  #   property: G-XXXXXXXXXX

# Copyright
copyright: Copyright © 2024-2026 Stefan Jansen

validation:
  omitted_files: warn