longbridge-seasonality Identifies calendar-driven return anomalies for a stock by analysing multi-year historical OHLCV data. Computes average returns grouped by month, day-of-week, and proximity to known events (holidays, earnings seasons) to surface statistically significant seasonal patterns. Response language : match the user's input language — Simplified Chinese / Traditional Chinese / English. When to use - User asks "does AAPL tend to rise in January?", "周一买还是周五买", "节假日前后涨跌规律", "NVDA 财报季行情", "月份效应", "seasonality analysis". Workflow 1. Fetch 5 years of daily candles (≈ 1260 trading days…