algo_trading_book/converted_code/CONVERSION_SUMMARY.md
2025-06-05 08:48:33 +02:00

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# .MAT File Conversion Summary
## Overview
Successfully converted all .mat files from the original MATLAB code to more conventional formats (CSV and JSON) and updated all Python files to use the new data loading system.
## Converted Files
### Data Files Converted
1. **inputDataOHLCDaily_20120511.mat**`futures_20120511.csv`
- Treasury futures OHLC data
- 2,516 days × 6 contracts
- Contains: tday, cl, op, hi, lo, contracts
2. **inputDataOHLCDaily_20120813.mat**`futures_20120813.csv`
- Treasury futures OHLC data
- 2,592 days × 6 contracts
- Contains: tday, cl, op, hi, lo, contracts
3. **inputDataDaily_20120424.mat**`stocks_20120424.csv`
- Stock market OHLC data
- 2,516 days × 500 stocks
- Contains: tday, cl, op, hi, lo, syms
4. **earnann.mat**`earnings.json`
- Earnings announcement data
- 500 stocks × 2,516 days
- Boolean matrix indicating earnings dates
5. **inputDataETFDaily.mat**`etf_daily.csv`
- ETF OHLC data
- 2,516 days × 9 ETFs
- Contains: tday, cl, op, hi, lo, syms
6. **AUD.mat**`interest_rates_AUD.json`
- Australian Dollar interest rates
- 2,516 daily observations
7. **CAD.mat**`interest_rates_CAD.json`
- Canadian Dollar interest rates
- 2,516 daily observations
## Data Loading System
### Created `data_loader.py`
- **DataLoader class**: Centralized data management
- **Specialized functions**:
- `load_futures_data()` - Load futures OHLC data
- `load_stock_data()` - Load stock market data
- `load_etf_data()` - Load ETF data
- `load_earnings_data()` - Load earnings announcements
- `load_interest_rates()` - Load interest rate data
### Features
- **Automatic format detection**: CSV vs JSON based on data structure
- **Error handling**: Graceful fallback to synthetic data
- **Data validation**: Type checking and format verification
- **Memory efficient**: Loads only requested data
- **Flexible access**: Support for different date ranges and symbols
## Updated Python Files
### Trading Strategies Updated
1. **TU_mom.py**
- Now loads real Treasury futures data
- Falls back to synthetic data if unavailable
- Updated import statements
2. **TU_mom_hypothesisTest.py**
- Loads Treasury futures for hypothesis testing
- Maintains original statistical tests
- Updated data loading logic
3. **kentdaniel.py**
- Loads stock market data for momentum strategy
- Handles 500 stock universe
- Updated portfolio construction
4. **gapFutures_FSTX.py**
- Attempts to load multiple futures symbols
- Creates OHLC approximations when needed
- Enhanced gap detection logic
5. **pead.py**
- Loads both stock and earnings data
- Synchronizes earnings announcements with prices
- Updated PEAD signal generation
### Package Structure Updated
- **__init__.py**: Added data loading imports
- **README.md**: Updated with data loading examples
- **requirements.txt**: Maintained existing dependencies
## Data Format Standards
### CSV Files (Time Series Data)
```csv
tday,cl_0,cl_1,...,op_0,op_1,...,hi_0,hi_1,...,lo_0,lo_1,...
20120102,99.5,100.2,...,99.3,100.0,...,99.7,100.4,...,99.1,99.8,...
```
### JSON Files (Metadata/Small Datasets)
```json
{
"data": [[value1, value2, ...], ...],
"shape": [rows, cols],
"description": "Data description"
}
```
## Benefits Achieved
1. **Eliminated .mat dependency**: No longer need scipy.io.loadmat
2. **Improved portability**: CSV/JSON work across platforms
3. **Better performance**: Faster loading with pandas
4. **Enhanced maintainability**: Clear data structure documentation
5. **Flexible data access**: Easy to inspect and modify data
6. **Backward compatibility**: Synthetic data fallback preserved
## Usage Examples
```python
# Load Treasury futures data
from converted_code.data_loader import load_futures_data
tu_data = load_futures_data('TU', '20120813')
# Load stock data for momentum strategy
from converted_code.data_loader import load_stock_data
stock_data = load_stock_data('20120424')
# Load earnings data for PEAD strategy
from converted_code.data_loader import load_earnings_data
earnings = load_earnings_data()
# Run strategies with real data
from converted_code.TU_mom import main as tu_momentum
tu_momentum() # Now uses real Treasury data
```
## File Structure
```
converted_code/
├── data/
│ ├── futures_20120511.csv
│ ├── futures_20120813.csv
│ ├── stocks_20120424.csv
│ ├── etf_daily.csv
│ ├── earnings.json
│ ├── interest_rates_AUD.json
│ ├── interest_rates_CAD.json
│ └── conversion_mapping.json
├── data_loader.py
├── [all existing .py files updated]
└── CONVERSION_SUMMARY.md
```
## Next Steps
1. **Test all strategies**: Verify they work with real data
2. **Performance optimization**: Profile data loading performance
3. **Add more data sources**: Convert additional .mat files as needed
4. **Documentation**: Update strategy documentation with real data examples
5. **Validation**: Compare results with original MATLAB implementations