DOC: Replace spaces in URLs with urlencoded %20

Author: kernc

doc/examples/Multiple Time Frames.ipynb

@@ -11,7 +11,7 @@
     "This tutorial will show how to do that with _backtesting.py_, offloading most of the work to\n",
     "[pandas resampling](http://pandas.pydata.org/pandas-docs/stable/timeseries.html#resampling).\n",
     "It is assumed you're already familiar with\n",
-    "[basic framework usage](https://kernc.github.io/backtesting.py/doc/examples/Quick Start User Guide.html).\n",
+    "[basic framework usage](https://kernc.github.io/backtesting.py/doc/examples/Quick%20Start%20User%20Guide.html).\n",
     "\n",
     "We will put to the test this long-only, supposed\n",
     "[400%-a-year trading strategy](http://jbmarwood.com/stock-trading-strategy-300/),\n",

doc/examples/Multiple Time Frames.py

@@ -19,7 +19,7 @@
 # This tutorial will show how to do that with _backtesting.py_, offloading most of the work to
 # [pandas resampling](http://pandas.pydata.org/pandas-docs/stable/timeseries.html#resampling).
 # It is assumed you're already familiar with
-# [basic framework usage](https://kernc.github.io/backtesting.py/doc/examples/Quick Start User Guide.html).
+# [basic framework usage](https://kernc.github.io/backtesting.py/doc/examples/Quick%20Start%20User%20Guide.html).
 #
 # We will put to the test this long-only, supposed
 # [400%-a-year trading strategy](http://jbmarwood.com/stock-trading-strategy-300/),

doc/examples/Parameter Heatmap & Optimization.ipynb

@@ -9,7 +9,7 @@
     "\n",
     "This tutorial will show how to optimize strategies with multiple parameters and how to examine and reason about optimization results.\n",
     "It is assumed you're already familiar with\n",
-    "[basic _backtesting.py_ usage](https://kernc.github.io/backtesting.py/doc/examples/Quick Start User Guide.html).\n",
+    "[basic _backtesting.py_ usage](https://kernc.github.io/backtesting.py/doc/examples/Quick%20Start%20User%20Guide.html).\n",
     "\n",
     "First, let's again import our helper moving average function.\n",
     "In practice, one should use functions from an indicator library, such as\n",
@@ -350,7 +350,7 @@
    "metadata": {},
    "source": [
     "Our strategy will be a similar moving average cross-over strategy to the one in\n",
-    "[Quick Start User Guide](https://kernc.github.io/backtesting.py/doc/examples/Quick Start User Guide.html),\n",
+    "[Quick Start User Guide](https://kernc.github.io/backtesting.py/doc/examples/Quick%20Start%20User%20Guide.html),\n",
     "but we will use four moving averages in total:\n",
     "two moving averages whose relationship determines a general trend\n",
     "(we only trade long when the shorter MA is above the longer one, and vice versa),\n",

doc/examples/Parameter Heatmap & Optimization.py

@@ -18,7 +18,7 @@
 #
 # This tutorial will show how to optimize strategies with multiple parameters and how to examine and reason about optimization results.
 # It is assumed you're already familiar with
-# [basic _backtesting.py_ usage](https://kernc.github.io/backtesting.py/doc/examples/Quick Start User Guide.html).
+# [basic _backtesting.py_ usage](https://kernc.github.io/backtesting.py/doc/examples/Quick%20Start%20User%20Guide.html).
 #
 # First, let's again import our helper moving average function.
 # In practice, one should use functions from an indicator library, such as
@@ -28,7 +28,7 @@
 from backtesting.test import SMA
 
 # Our strategy will be a similar moving average cross-over strategy to the one in
-# [Quick Start User Guide](https://kernc.github.io/backtesting.py/doc/examples/Quick Start User Guide.html),
+# [Quick Start User Guide](https://kernc.github.io/backtesting.py/doc/examples/Quick%20Start%20User%20Guide.html),
 # but we will use four moving averages in total:
 # two moving averages whose relationship determines a general trend
 # (we only trade long when the shorter MA is above the longer one, and vice versa),

doc/examples/Strategies Library.ipynb

@@ -9,10 +9,10 @@
     "\n",
     "This tutorial will show how to reuse composable base trading strategies that are part of _backtesting.py_ software distribution.\n",
     "It is, henceforth, assumed you're already familiar with\n",
-    "[basic package usage](https://kernc.github.io/backtesting.py/doc/examples/Quick Start User Guide.html).\n",
+    "[basic package usage](https://kernc.github.io/backtesting.py/doc/examples/Quick%20Start%20User%20Guide.html).\n",
     "\n",
     "We'll extend the same moving average cross-over strategy as in\n",
-    "[Quick Start User Guide](https://kernc.github.io/backtesting.py/doc/examples/Quick Start User Guide.html),\n",
+    "[Quick Start User Guide](https://kernc.github.io/backtesting.py/doc/examples/Quick%20Start%20User%20Guide.html),\n",
     "but we'll rewrite it as a vectorized signal strategy and add trailing stop-loss.\n",
     "\n",
     "Again, we'll use our helper moving average function."

doc/examples/Strategies Library.py

@@ -17,10 +17,10 @@
 #
 # This tutorial will show how to reuse composable base trading strategies that are part of _backtesting.py_ software distribution.
 # It is, henceforth, assumed you're already familiar with
-# [basic package usage](https://kernc.github.io/backtesting.py/doc/examples/Quick Start User Guide.html).
+# [basic package usage](https://kernc.github.io/backtesting.py/doc/examples/Quick%20Start%20User%20Guide.html).
 #
 # We'll extend the same moving average cross-over strategy as in
-# [Quick Start User Guide](https://kernc.github.io/backtesting.py/doc/examples/Quick Start User Guide.html),
+# [Quick Start User Guide](https://kernc.github.io/backtesting.py/doc/examples/Quick%20Start%20User%20Guide.html),
 # but we'll rewrite it as a vectorized signal strategy and add trailing stop-loss.
 #
 # Again, we'll use our helper moving average function.

doc/examples/Trading with Machine Learning.ipynb

@@ -9,7 +9,7 @@
     "This tutorial will show how to train and backtest a \n",
     "[machine learning](https://en.wikipedia.org/wiki/Machine_learning)\n",
     "price forecast model with _backtesting.py_ framework. It is assumed you're already familiar with\n",
-    "[basic framework usage](https://kernc.github.io/backtesting.py/doc/examples/Quick Start User Guide.html)\n",
+    "[basic framework usage](https://kernc.github.io/backtesting.py/doc/examples/Quick%20Start%20User%20Guide.html)\n",
     "and machine learning in general.\n",
     "\n",
     "For this tutorial, we'll use almost a year's worth sample of hourly EUR/USD forex data:"

doc/examples/Trading with Machine Learning.py

@@ -17,7 +17,7 @@
 # This tutorial will show how to train and backtest a 
 # [machine learning](https://en.wikipedia.org/wiki/Machine_learning)
 # price forecast model with _backtesting.py_ framework. It is assumed you're already familiar with
-# [basic framework usage](https://kernc.github.io/backtesting.py/doc/examples/Quick Start User Guide.html)
+# [basic framework usage](https://kernc.github.io/backtesting.py/doc/examples/Quick%20Start%20User%20Guide.html)
 # and machine learning in general.
 #
 # For this tutorial, we'll use almost a year's worth sample of hourly EUR/USD forex data: