Tool Open source
Sequoia-X is a Python quantitative stock-selection system for China A-share markets. It uses an object-oriented architecture, vectorized calculations, and incremental data updates to scan for technical patterns after the market close and send results to a Feishu group.
The data engine retrieves historical and incremental adjusted daily K-line data from Baostock, stores it in a local SQLite database, and supports a backfill mode for initially loading market history and a daily mode for incremental updates, strategy execution, and notification. Its included strategies cover Turtle breakout, moving-average and volume breakout, high-tight-flag breakout, limit-up shakeout, uptrend limit-down reversal, and RPS relative-strength breakout. The project requires Python 3.10 or later and is distributed under the MIT license.