""" CTA 1-day return prediction experiments. This module provides dataset loading and experiment utilities for CTA (Commodity Trading Advisor) 1-day return prediction. Example: >>> from alpha_lab.cta_1d import CTA1DLoader >>> >>> loader = CTA1DLoader( ... return_type='o2c_twap1min', ... normalization='dual', ... feature_sets=['alpha158', 'hffactor'] ... ) >>> dataset = loader.load(dt_range=['2020-01-01', '2023-12-31']) >>> >>> # Define train/test split >>> dataset = dataset.with_segments({ ... 'train': ('2020-01-01', '2022-12-31'), ... 'test': ('2023-01-01', '2023-12-31') ... }) >>> >>> # Extract training data >>> X_train, y_train, w_train = dataset.split('train').to_numpy() Training: >>> from alpha_lab.cta_1d import train_model, TrainConfig >>> >>> config = TrainConfig( ... dt_range=['2020-01-01', '2023-12-31'], ... feature_sets=['alpha158'], ... normalization='dual' ... ) >>> model, metrics = train_model(config, output_dir='results/exp01') Backtesting: >>> from alpha_lab.cta_1d import run_backtest, BacktestConfig >>> >>> config = BacktestConfig( ... model_path='results/exp01/model.json', ... dt_range=['2023-01-01', '2023-12-31'], ... feature_sets=['alpha158'] ... ) >>> results = run_backtest(config) """ # Re-export all public APIs from src submodules from .src import ( CTA1DLoader, CTA1DLoaderParquet, get_blend_weights, describe_blend_config, BLEND_CONFIGS, ) try: from .src import train_model, TrainConfig from .src import run_backtest, BacktestConfig __all__ = [ 'CTA1DLoader', 'CTA1DLoaderParquet', 'get_blend_weights', 'describe_blend_config', 'BLEND_CONFIGS', 'train_model', 'TrainConfig', 'run_backtest', 'BacktestConfig', ] except ImportError: # xgboost or sklearn not installed __all__ = [ 'CTA1DLoader', 'CTA1DLoaderParquet', 'get_blend_weights', 'describe_blend_config', 'BLEND_CONFIGS', ]