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Script that reports what an EA has to cope with here: hedging or netting, trade permissions, filling modes, stop and freeze levels, volume rules, swaps and the positions already open on the symbol. Saves a report file you can attach to a Freelance order.
Holidays and early halts of the CME equity index futures (S&P 500, Nasdaq-100, Dow, Russell 2000, E-mini and Micro), computed from the US holiday rules for any year, with a script that checks the calendar against your broker's own M1 history.
Unit root and cointegration tests (ADF, Engle-Granger, Johansen) with MacKinnon p-values, hedge ratio, half-life and z-score of the spread, and a pair scanner.
Gaussian hidden Markov model fitted by Baum-Welch: regime probabilities without look-ahead, most likely path, expected durations and regime forecasts.
Kalman filter and smoother with an exact diffuse start, missing values and maximum likelihood: local level, local linear trend and a regression whose hedge ratio drifts.