""" 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' ]