menu
Contribute

Functions

GS Quant uses Sphinx to generate python API documentation automatically from the source code.

Type Hinting

Since Python 3.5, functions can use type hinting to document both parameter and return types:

import pandas as pd

def abs(x: pd.Series) -> pd.Series:
    """Docstring"""

    # function code

Each variable can be typed through the syntax param: type. The abs function above has a parameter x which is documented as type pd.Series, which is a pandas Series object. The -> syntax is used to declare the return type of the function. The abs function above also returns a pandas Series object.

Docstring

Functions should use Docstrings per PEP 257 standard to document usage. Python function documentation should have the following components:

  • Function title
  • Parameters and return type
  • Usage info
  • Examples
  • See also

Here's an example of a doc string:

def my_func(x: int) -> str:
    """
    Title / one line description

    :param x: description of parameter x
    :return: description of return value

    **Usage**

    Describe how to use the function should be used

    **Examples**

    Provide one or more examples:

    result = my_func(1)

    **See also**

    :func:`his_func` :func:`her_func`
    """
    # function code

Mathematical Formulas

The GS Quant documentation supports inline LaTex within python docstrings in order to render mathematical formulae. This can be declared using the :math: declaration. For example:

import pandas as pd

def abs(x: pd.Series) -> pd.Series:
    """Absolute value

    :math:`R_t = |X_t|`
    """
    # function code

Everything inside the math block quote marks will be rendered as LaTeX-formatted math.

Full Example

See below for an example of a fully documented function:

def abs(x: pd.Series) -> pd.Series:
    """
    Absolute value of each element in series

    :param x: date-based time series of prices
    :return: date-based time series of absolute value

    **Usage**

    Return the absolute value of :math:`X`. For each value in time series :math:`X_t`, return :math:`X_t` if :math:`X_t`
    is greater than or equal to 0; otherwise return :math:`-X_t`:

    :math:`R_t = |X_t|`

    Equivalent to :math:`R_t = \sqrt{X_t^2}`

    **Examples**

    Generate price series and take absolute value of :math:`X_t-100`

    >>> prices = generate_series(100) - 100
    >>> abs_(prices)

    **See also**

    :func:`exp` :func:`sqrt`

    """
    return abs(x)

Related Content


Certain solutions and Institutional Services described herein are provided via our Marquee platform. The Marquee platform is for institutional and professional clients only. This site is for informational purposes only and does not constitute an offer to provide the Marquee platform services described, nor an offer to sell, or the solicitation of an offer to buy, any security. Some of the services and products described herein may not be available in certain jurisdictions or to certain types of clients. Please contact your Goldman Sachs sales representative with any questions. Any data or market information presented on the site is solely for illustrative purposes. There is no representation that any transaction can or could have been effected on such terms or at such prices. Please see https://www.goldmansachs.com/disclaimer/sec-div-disclaimers-for-electronic-comms.html for additional information.
Transaction Banking services are offered by Goldman Sachs Bank USA (“GS Bank”). GS Bank is a New York State chartered bank, a member of the Federal Reserve System and a Member FDIC.
GS DAP™ is owned and operated by Goldman Sachs. This site is for informational purposes only and does not constitute an offer to provide, or the solicitation of an offer to provide access to or use of GS DAP™. Any subsequent commitment by Goldman Sachs to provide access to and / or use of GS DAP™ would be subject to various conditions, including, amongst others, (i) satisfactory determination and legal review of the structure of any potential product or activity, (ii) receipt of all internal and external approvals (including potentially regulatory approvals); (iii) execution of any relevant documentation in a form satisfactory to Goldman Sachs; and (iv) completion of any relevant system / technology / platform build or adaptation required or desired to support the structure of any potential product or activity.
Mosaic is a service mark of Goldman Sachs & Co. LLC. This service is made available in the United States by Goldman Sachs & Co. LLC and outside of the United States by Goldman Sachs International, or its local affiliates in accordance with applicable law and regulations. Goldman Sachs International and Goldman Sachs & Co. LLC are the distributors of the Goldman Sachs Funds. Depending upon the jurisdiction in which you are located, transactions in non-Goldman Sachs money market funds are affected by either Goldman Sachs & Co. LLC, a member of FINRA, SIPC and NYSE, or Goldman Sachs International. For additional information contact your Goldman Sachs representative. Goldman Sachs & Co. LLC, Goldman Sachs International, Goldman Sachs Liquidity Solutions, Goldman Sachs Asset Management, L.P., and the Goldman Sachs funds available through Goldman Sachs Liquidity Solutions and other affiliated entities, are under the common control of the Goldman Sachs Group, Inc.
© 2024 Goldman Sachs. All rights reserved.