import backtrader as bt

class PEADStrategy(bt.Strategy):
    def __init__(self):
        self.ear = {}  # Earnings Announcement Return
        self.sue = {}  # Standardized Unexpected Earnings

    def next(self):
        # Check if it's the second day after the earnings announcement
        if not self.is_second_day_after_announcement():
            return
        # Calculate factors EAR and SUE for each stock
        self.calculate_factors()
        # Sort stocks into quintiles based on EAR and SUE
        long_stocks, short_stocks = self.sort_quintiles()
        # Calculate equal weight for each stock within quintiles
        long_weight = 1.0 / len(long_stocks)
        short_weight = -1.0 / len(short_stocks)
        # Enter long and short positions
        for stock in long_stocks:
            self.order_target_percent(stock, target=long_weight)
        for stock in short_stocks:
            self.order_target_percent(stock, target=short_weight)
        # Hold positions for 1 quarter (60 working days)
        self.hold_positions_for_n_days(60)

    def is_second_day_after_announcement(self):
        # Implement logic to determine if it's the second day after the earnings announcement
        pass

    def calculate_factors(self):
        # Implement logic to calculate EAR and SUE for each stock in the investment universe
        pass

    def sort_quintiles(self):
        # Implement logic to sort stocks into quintiles based on EAR and SUE
        pass

    def hold_positions_for_n_days(self, n):
        # Implement logic to hold positions for n days
        pass

if __name__ == '__main__':
    cerebro = bt.Cerebro()
    # Add data feeds for NYSE, AMEX, and NASDAQ stocks (excluding financial and utility firms and stocks below $5)
    cerebro.addstrategy(PEADStrategy)
    cerebro.run()