"""Seasonality research — the creative, dataset-native edge. Commodities (ags/energy) have hard seasonal
patterns from real storage/weather/harvest/demand cycles (natgas winter, gasoline summer, grain harvest,
livestock cycles) — economically grounded and structurally under-arbitraged.

The causal estimator now lives in the domain layer (`fxhnt.domain.seasonality`); re-exported here so the
research module and the `seasonality` strategy kind share one implementation (DRY). Discipline against the
overfit trap: the signal is strictly causal, validated with deflated Sharpe + IS/OOS + costs, and must beat
a NEGATIVE CONTROL on financials (FX/rates/equity), which have no seasonal economics.
"""
from __future__ import annotations

from fxhnt.domain.seasonality import seasonal_signal

__all__ = ["seasonal_signal"]
