"""
Converted MATLAB Trading Algorithms to Python

This package contains Python implementations of various algorithmic trading strategies
and utility functions originally written in MATLAB. It now includes data loading
capabilities for converted .mat files.

Utility Functions:
- backshift: Shift data backward in time
- fwdshift: Shift data forward in time
- movingAvg: Calculate moving averages
- movingStd: Calculate moving standard deviations
- smartmean: Mean calculation ignoring NaN/Inf
- smartstd: Standard deviation ignoring NaN/Inf
- smartsum: Sum calculation ignoring NaN/Inf
- smartMovingStd: Moving standard deviation ignoring NaN/Inf
- calculateReturns: Calculate returns from price series
- calculateMaxDD: Calculate maximum drawdown

Data Loading:
- data_loader: Load converted CSV/JSON data files
- DataLoader: Class for managing data loading operations

Trading Strategies:
- TU_mom: Treasury futures momentum strategy
- TU_mom_hypothesisTest: Hypothesis testing for TU momentum
- kentdaniel: Long-short equity momentum strategy
- gapFutures_FSTX: Gap trading strategy for futures
- pead: Post-earnings announcement drift strategy

The strategies now attempt to load real market data from converted files,
falling back to synthetic data for demonstration if real data is unavailable.
"""

__version__ = "1.0.0"
__author__ = "Converted from MATLAB"

# Import main utility functions
from .backshift import backshift
from .fwdshift import fwdshift
from .movingAvg import movingAvg
from .movingStd import movingStd
from .smartmean import smartmean
from .smartstd import smartstd
from .smartsum import smartsum
from .smartMovingStd import smartMovingStd
from .calculateReturns import calculateReturns
from .calculateMaxDD import calculateMaxDD

# Import data loading functions
from .data_loader import (
    DataLoader, 
    load_earnings_data, 
    load_futures_data, 
    load_etf_data, 
    load_stock_data, 
    load_interest_rates
)

__all__ = [
    'backshift',
    'fwdshift', 
    'movingAvg',
    'movingStd',
    'smartmean',
    'smartstd',
    'smartsum',
    'smartMovingStd',
    'calculateReturns',
    'calculateMaxDD',
    'DataLoader',
    'load_earnings_data',
    'load_futures_data',
    'load_etf_data',
    'load_stock_data',
    'load_interest_rates'
] 