Fastquant Docs and Examples

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diff --git a/dependencies/fastquant/docs/docusaurus/docs/backtest.md b/dependencies/fastquant/docs/docusaurus/docs/backtest.md
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+---
+id: backtest
+title: backtest
+---
+
+## Description
+
+Backtest financial data with a specified trading strategy
+
+## Parameters
+
+**strategy** : str or an instance of `fastquant.strategies.base.BaseStrategy`
+    see list of accepted strategy keys below
+
+**data** : pandas.DataFrame
+    dataframe with at least close price indexed with time
+
+**commission** : float
+    commission per transaction [0, 1]
+
+**init_cash** : float
+    initial cash (currency implied from `data`)
+
+**plot** : bool
+    show plot backtrader (disabled if `strategy`=="multi")
+
+**verbose** : int
+    Verbose can take values: [0, 1, 2, 3], with increasing levels of verbosity (default=1).
+
+**sort_by** : str
+    sort result by given metric (default='rnorm')
+
+**sentiments** : pandas.DataFrame
+    df of sentiment [0, 1] indexed by time (applicable if `strategy`=='senti')
+
+**strats** : dict
+    dictionary of strategy parameters (applicable if `strategy`=='multi')
+
+**return_history** : bool
+    return history of transactions (i.e. buy and sell timestamps) (default=False)
+
+**channel** : str
+    Channel to be used for notifications - e.g. "slack" (default=None)
+
+**symbol** : str
+    Symbol to be referenced in the channel notification if not None (default=None)
+
+**allow_short** : bool
+    Whether to allow short selling, with max set as `short_max` times the portfolio value (default=False)
+
+**short_max** : float
+    The maximum short position allowable as a ratio relative to the portfolio value at that timepoint(default=1.5)
+
+**figsize** : tuple
+    The size of the figure to be displayed at the end of the backtest (default=(30, 15))
+
+**data_class** : bt.feed.DataBase
+    Custom backtrader database to be used as a parent class instead bt.feed. (default=None)
+
+**data_kwargs** : dict
+    Datafeed keyword arguments (empty dict by default)
+
+## Returns
+
+A plot containing the backtest results and a dictionary of the history and results of the backtest run. 
diff --git a/dependencies/fastquant/docs/docusaurus/docs/get_crypto_data.md b/dependencies/fastquant/docs/docusaurus/docs/get_crypto_data.md
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+---
+id: get_crypto_data
+title: get_crypto_data
+---
+
+Get crypto data in OHLCV format
+
+## Parameters
+
+**ticker** : str
+    List of ticker symbols here: https://coinmarketcap.com/exchanges/binance/
+
+**start_date**, **end_date** : str
+    date in YYYY-MM-DD format
+
+**time_resolution** : str
+   resolutions: '1w', '1d' (default), '1h', '1m'
+
+**exchange** : str
+   market exchanges: 'binance' (default), 'coinbasepro', 'bithumb', 'kraken', 'kucoin', 'bitstamp'
+
+## Returns
+
+**pandas.DataFrame**
+    Stock data (in the specified `format`) for the specified company and date range
diff --git a/dependencies/fastquant/docs/docusaurus/docs/get_stock_data.md b/dependencies/fastquant/docs/docusaurus/docs/get_stock_data.md
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+---
+id: get_stock_data
+title: get_stock_data
+---
+
+## Parameters
+
+**symbol** : str
+    Symbol of the stock in the PSE or Yahoo.
+    You can refer to these links:
+    PHISIX: https://www.pesobility.com/stock
+    YAHOO: https://www.nasdaq.com/market-activity/stocks/screener?exchange=nasdaq
+
+**start_date** : str
+    Starting date (YYYY-MM-DD) of the period that you want to get data on
+
+**end_date** : str
+    Ending date (YYYY-MM-DD) of the period you want to get data on
+
+**source** : str
+    First source to query from ("pse", "yahoo"). If the stock is not found in the first source, the query is run on the other source.
+
+**format** : str
+    Format of the output data
+
+## Returns
+
+**pandas.DataFrame**
+    Stock data (in the specified `format`) for the specified company and date range