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.gitignore

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# Byte-compiled / optimized / DLL files
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__pycache__/
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*.py[cod]
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*$py.class
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# C extensions
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*.so
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# Distribution / packaging
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.Python
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build/
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develop-eggs/
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dist/
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downloads/
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eggs/
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.eggs/
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lib/
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lib64/
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parts/
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sdist/
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var/
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wheels/
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*.egg-info/
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.installed.cfg
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*.egg
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# PyInstaller
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*.manifest
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*.spec
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# Installer logs
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pip-log.txt
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pip-delete-this-directory.txt
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# Unit test / coverage reports
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htmlcov/
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.tox/
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.coverage
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.coverage.*
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.cache
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nosetests.xml
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coverage.xml
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*.cover
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.hypothesis/
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.pytest_cache/
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# Jupyter Notebook
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.ipynb_checkpoints
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# IDE
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.idea/
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.vscode/
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*.swp
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*.swo
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*~
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# Environment variables
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.env
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.venv
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env/
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venv/
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ENV/
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env.bak/
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venv.bak/
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# Project specific
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*.csv
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*.pkl
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*.h5
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*.hdf5
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*.npy
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*.npz
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*.parquet
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*.feather
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# Logs
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logs/
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*.log
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# OS generated files
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.DS_Store
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.DS_Store?
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._*
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.Spotlight-V100
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.Trashes
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ehthumbs.db
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Thumbs.db

CHANGELOG.md

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# Changelog
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All notable changes to the MeridianAlgo package will be documented in this file.
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The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
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and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
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## [3.0.0] - 2025-09-08
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### Added
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- **Machine Learning Enhancements**
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- Added support for PyTorch-based LSTM models
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- Implemented feature engineering pipeline
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- Added data preprocessing and scaling utilities
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### Changed
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- **Dependencies**
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- Updated required Python version to 3.8+
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- Added PyTorch as a core dependency
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- Updated all existing dependencies to their latest stable versions
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### Fixed
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- **Bug Fixes**
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- Resolved issues with empty data handling in ML pipelines
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- Fixed compatibility issues with newer versions of dependencies
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- Improved error handling and logging throughout the codebase
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## [2.2.1] - 2025-09-08
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### Added
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- **Documentation Overhaul**
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- Completely redesigned README with better organization and visual hierarchy
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- Added comprehensive installation and quick start guides
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- Included detailed feature documentation with code examples
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- Added performance metrics and system requirements
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### Changed
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- **Package Structure**
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- Updated version to 2.2.1 to reflect documentation improvements
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- Enhanced module imports and organization
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- Improved error messages and logging
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### Fixed
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- **Documentation**
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- Fixed broken links and outdated information
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- Corrected code examples and usage instructions
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- Ensured all API references are up-to-date
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## [2.2.0] - 2025-09-08
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### Added
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- **Advanced Statistical Analysis**
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- New `StatisticalArbitrage` class for pairs trading strategies
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- Cointegration tests and correlation analysis
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- Rolling correlation calculations
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- Hurst exponent for mean reversion/trend detection
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- **Risk Metrics**
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- Value at Risk (VaR) calculation
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- Expected Shortfall (CVaR) implementation
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- Maximum Drawdown analysis
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- Comprehensive input validation and error handling
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- **Performance Metrics**
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- Sharpe Ratio calculation
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- Sortino Ratio implementation
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- Risk-adjusted return metrics
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## [2.1.0] - 2025-08-02
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### Bug Fix Release
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- Enhanced Ara AI integration with latest improvements
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- Updated ensemble ML models with better accuracy
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- Improved GPU support and performance optimizations
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- Enhanced caching system and prediction validation
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- Updated documentation and examples
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## [2.0.0] - 2024-01-29
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### Major Release - Complete System Overhaul
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- Added ensemble ML system with Random Forest, Gradient Boosting, and LSTM
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- Implemented 50+ technical indicators
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- Added multi-GPU support (NVIDIA, AMD, Intel, Apple)
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- Comprehensive prediction validation and accuracy tracking
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- Professional console output with rich formatting

LICENSE

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MIT License
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Copyright (c) 2025 Meridian Algorithmic Research Team
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in all
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copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.

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