Add QuantRocket API documentation (14 modules)

content/quantrocket/docs/account/python/DOC.md

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+---
+name: account
+description: "QuantRocket Account module - query account balances, portfolio holdings, and exchange rates"
+metadata:
+  languages: "python"
+  versions: "2.11.0.0"
+  revision: 1
+  updated-on: "2026-03-19"
+  source: community
+  tags: "quantrocket,account,balance,portfolio,exchange-rates"
+---
+
+# quantrocket.account
+
+Query account balances, portfolio holdings, and exchange rates.
+
+## Import
+
+```python
+from quantrocket.account import (
+    download_account_balances,
+    download_account_portfolio,
+    download_exchange_rates,
+)
+```
+
+## Account Balances
+
+```python
+from quantrocket.account import download_account_balances
+
+download_account_balances(filepath_or_buffer="/tmp/balances.csv", latest=True)
+
+download_account_balances(
+    filepath_or_buffer="/tmp/balances.csv",
+    start_date="2024-01-01",
+    accounts=["DU12345"],
+    fields=["NetLiquidation", "BuyingPower", "Cushion"],
+)
+
+# Alert if cushion below threshold
+download_account_balances(
+    filepath_or_buffer="/tmp/alert.csv",
+    below={"Cushion": 0.05},
+    latest=True,
+)
+```
+
+**Common fields:** `"NetLiquidation"`, `"BuyingPower"`, `"Cushion"`, `"EquityWithLoanValue"`, `"GrossPositionValue"`, `"MaintMarginReq"`, `"TotalCashValue"`, `"UnrealizedPnL"`, `"RealizedPnL"` (40+ available)
+
+## Portfolio
+
+```python
+from quantrocket.account import download_account_portfolio
+
+download_account_portfolio(filepath_or_buffer="/tmp/portfolio.csv")
+
+download_account_portfolio(
+    filepath_or_buffer="/tmp/portfolio.csv",
+    brokers=["alpaca"],
+    fields=["Position", "MarketValue", "AverageCost", "UnrealizedPnl"],
+    include_zero=True,
+)
+```
+
+**brokers:** `"alpaca"`, `"ibkr"`
+
+## Exchange Rates
+
+```python
+from quantrocket.account import download_exchange_rates
+
+download_exchange_rates(filepath_or_buffer="/tmp/fx.csv", latest=True)
+download_exchange_rates(
+    filepath_or_buffer="/tmp/fx.csv",
+    start_date="2024-01-01",
+    base_currencies=["AUD"],
+    quote_currencies=["USD"],
+)
+```
+
+## CLI Equivalents
+
+```bash
+quantrocket account balance --latest -o balances.csv
+quantrocket account portfolio -o portfolio.csv
+quantrocket account rates --latest -o fx.csv
+```

content/quantrocket/docs/blotter/python/DOC.md

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+---
+name: blotter
+description: "QuantRocket Blotter module - place orders, track positions, cancel orders, download executions, and query PnL"
+metadata:
+  languages: "python"
+  versions: "2.11.0.0"
+  revision: 1
+  updated-on: "2026-03-19"
+  source: community
+  tags: "quantrocket,blotter,orders,positions,executions,pnl,trading"
+---
+
+# quantrocket.blotter
+
+Place and manage orders, track positions and executions, query PnL.
+
+## Import
+
+```python
+from quantrocket.blotter import (
+    place_orders,
+    cancel_orders,
+    download_order_statuses,
+    download_positions,
+    list_positions,
+    close_positions,
+    download_executions,
+    record_executions,
+    apply_split,
+    download_pnl,
+    read_pnl_csv,
+)
+```
+
+## Place Orders
+
+```python
+from quantrocket.blotter import place_orders
+
+order_ids = place_orders(orders=[{
+    "Sid": "FIBBG000BDTBL9",
+    "Action": "BUY",                   # BUY or SELL
+    "Exchange": "SMART",
+    "TotalQuantity": 100,
+    "OrderType": "MKT",               # MKT, LMT, STP, etc.
+    "Tif": "DAY",                      # DAY, GTC, IOC, OPG
+    "Account": "DU12345",
+    "OrderRef": "my-strategy",         # tags order for tracking
+}])
+
+# Limit order
+order_ids = place_orders(orders=[{
+    "Sid": "FIBBG000BDTBL9",
+    "Action": "BUY",
+    "Exchange": "SMART",
+    "TotalQuantity": 100,
+    "OrderType": "LMT",
+    "LmtPrice": 590.50,
+    "Tif": "DAY",
+    "Account": "DU12345",
+    "OrderRef": "my-strategy",
+}])
+```
+
+**Required fields:** `Sid`, `Action`, `Exchange`, `TotalQuantity`, `OrderType`, `Tif`, `Account`, `OrderRef`
+
+## Positions
+
+```python
+from quantrocket.blotter import list_positions, download_positions, close_positions
+
+positions = list_positions(order_refs=["my-strategy"])
+# Returns: [{"Account": "DU12345", "Sid": "...", "Quantity": 100, ...}]
+
+download_positions(filepath_or_buffer="/tmp/positions.csv", order_refs=["my-strategy"])
+download_positions(filepath_or_buffer="/tmp/broker_pos.csv", view="broker")
+
+# Generate close orders (does NOT place them)
+close_positions(filepath_or_buffer="/tmp/close_orders.csv", order_refs=["my-strategy"])
+```
+
+## Orders and Cancellations
+
+```python
+from quantrocket.blotter import download_order_statuses, cancel_orders
+
+download_order_statuses(filepath_or_buffer="/tmp/orders.csv", order_refs=["my-strategy"])
+download_order_statuses(filepath_or_buffer="/tmp/open.csv", open_orders=True)
+
+cancel_orders(order_refs=["my-strategy"])
+cancel_orders(sids=["FIBBG000BDTBL9"])
+cancel_orders(cancel_all=True)
+```
+
+**Order statuses:** `"Submitted"`, `"Filled"`, `"Cancelled"`, `"Error"`, `"Inactive"`
+
+## Executions and PnL
+
+```python
+from quantrocket.blotter import download_executions, download_pnl, read_pnl_csv
+
+download_executions(filepath_or_buffer="/tmp/executions.csv", order_refs=["my-strategy"])
+
+download_pnl(filepath_or_buffer="/tmp/pnl.csv", order_refs=["my-strategy"])
+download_pnl(filepath_or_buffer="/tmp/pnl.csv", details=True)          # detailed
+download_pnl(filepath_or_buffer="/tmp/tearsheet.pdf", output="pdf")     # PDF tearsheet
+
+pnl = read_pnl_csv("/tmp/pnl.csv")  # MultiIndex (Field, Date) DataFrame
+returns = pnl.loc["Return"]
+```
+
+## Stock Splits
+
+```python
+from quantrocket.blotter import apply_split
+apply_split(sid="FIBBG000BDTBL9", old_shares=1, new_shares=4)
+```
+
+## CLI Equivalents
+
+```bash
+quantrocket blotter order -f orders.csv
+quantrocket blotter status --order-refs 'my-strategy' -o statuses.csv
+quantrocket blotter cancel --order-refs 'my-strategy'
+quantrocket blotter positions --order-refs 'my-strategy' -o positions.csv
+quantrocket blotter executions --order-refs 'my-strategy' -o executions.csv
+quantrocket blotter pnl --order-refs 'my-strategy' -o pnl.csv
+```

content/quantrocket/docs/countdown/python/DOC.md

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+---
+name: countdown
+description: "QuantRocket Countdown module - crontab scheduling service timezone management and conditional scheduling"
+metadata:
+  languages: "python"
+  versions: "2.11.0.0"
+  revision: 1
+  updated-on: "2026-03-19"
+  source: community
+  tags: "quantrocket,countdown,crontab,scheduling,timezone"
+---
+
+# quantrocket.countdown
+
+Crontab scheduling service and timezone management.
+
+## Import
+
+```python
+from quantrocket.countdown import get_timezone, set_timezone
+```
+
+## Timezone
+
+```python
+from quantrocket.countdown import get_timezone, set_timezone
+
+tz = get_timezone()
+set_timezone("America/New_York")
+tz = get_timezone(service="countdown-usa")  # specific service
+```
+
+## Crontab Management
+
+Crontab is managed via file, not Python API. The countdown service auto-loads the crontab file.
+
+### Crontab syntax
+
+```bash
+# minute hour day month weekday command
+
+# Run at 14:30 UTC, Mon-Fri
+30 14 * * mon-fri quantrocket satellite exec 'mypackage.mymodule.my_function'
+
+# Conditional: only if NYSE is open
+0 14 * * mon-fri quantrocket master isopen 'XNYS' && quantrocket satellite exec 'mypackage.run'
+
+# Conditional: only if NYSE will be open in 30 minutes
+30 9 * * mon-fri quantrocket master isopen 'XNYS' --in '30min' && quantrocket satellite exec 'mypackage.run'
+```
+
+### Validate
+
+```bash
+quantrocket countdown validate
+```
+
+## CLI Equivalents
+
+```bash
+quantrocket countdown timezone
+quantrocket countdown timezone 'America/New_York'
+quantrocket countdown validate
+quantrocket countdown crontab
+```

content/quantrocket/docs/db/python/DOC.md

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+---
+name: db
+description: "QuantRocket DB module - database management, S3 backup/restore, SQLite utilities, and disk space management"
+metadata:
+  languages: "python"
+  versions: "2.11.0.0"
+  revision: 1
+  updated-on: "2026-03-19"
+  source: community
+  tags: "quantrocket,database,sqlite,s3,backup,restore"
+---
+
+# quantrocket.db
+
+Database management: list databases, S3 backup/restore, SQLite utilities.
+
+## Import
+
+```python
+from quantrocket.db import (
+    list_databases,
+    get_s3_config,
+    set_s3_config,
+    s3_push_databases,
+    s3_pull_databases,
+    optimize_databases,
+    connect_sqlite,
+    insert_or_fail,
+    insert_or_replace,
+    insert_or_ignore,
+)
+```
+
+## List Databases
+
+```python
+from quantrocket.db import list_databases
+
+dbs = list_databases()                          # {"sqlite": [...], "postgres": [...]}
+dbs = list_databases(services=["history"])       # filter by service
+dbs = list_databases(detail=True)                # include size, path
+```
+
+## S3 Backup/Restore
+
+```python
+from quantrocket.db import set_s3_config, s3_push_databases, s3_pull_databases
+
+set_s3_config(
+    access_key_id="AKIA...", secret_access_key="...",
+    bucket="my-backups", region="us-east-1",
+)
+
+s3_push_databases()
+s3_push_databases(services=["history"], codes=["my-db"])
+s3_pull_databases()
+s3_pull_databases(force=True)                    # overwrite local
+```
+
+## SQLite Utilities
+
+```python
+from quantrocket.db import connect_sqlite, insert_or_replace, insert_or_ignore
+import pandas as pd
+
+engine = connect_sqlite("/path/to/database.sqlite")  # SQLAlchemy engine
+df = pd.read_sql("SELECT * FROM my_table LIMIT 10", engine)
+insert_or_replace(df, "my_table", engine)
+insert_or_ignore(df, "my_table", engine)
+```
+
+## Optimize
+
+```python
+from quantrocket.db import optimize_databases
+optimize_databases()                             # VACUUM all
+optimize_databases(services=["history"])          # specific service
+```
+
+## CLI Equivalents
+
+```bash
+quantrocket db list
+quantrocket db list --services 'history' --detail
+quantrocket db s3config --access-key-id 'AKIA...' --bucket 'my-backups'
+quantrocket db s3-push
+quantrocket db s3-pull --force
+quantrocket db optimize
+```