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FinMLKit documentation
======================
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Welcome to FinMLKit's documentation! This is a Python package for financial machine learning and more broadly quantitative finance.

The main goal of this library is to provide a solid foundation for financial machine learning, enabling users to process raw trades data, generate different types of bars, intra-bar features (eg. footprints), bar-level features (indicators), and labels for supervised learning.

⚒️ Quick Setup
---------------

.. code-block:: bash

   pip install finmlkit

Or clone the repository and install it locally:

.. code-block:: bash

   pip install .

For development (editable) installation:

.. code-block:: bash

   pip install -e .

Documentation
-----------------

.. toctree::
   :maxdepth: 2
   :caption: Contents:

   api/modules
   tutorials

Indices and tables
==================

* :ref:`genindex`
* :ref:`modindex`
* :ref:`search`