sngyai/Sequoia-X
Sequoia X
Sequoia-X es un sistema de screening de acciones cuantitativo diseñado para escanear mercados financieros en busca de acciones que coincidan con patrones técnicos y criterios cuantitativos específicos después de que finaliza el día de negociación. Funciona como un escáner de análisis técnico que detecta automáticamente rupturas de precios y picos de volumen utilizando datos de mercado históricos y diarios.
El sistema integra una caché de datos de mercado para obtener datos públicos de API de acciones en una base de datos local para una recuperación y análisis más rápidos. Además, opera como un bot de notificaciones de Feishu, utilizando un mecanismo de alerta basado en webhooks para enviar resultados de selección de acciones filtrados a grupos de mensajería de Feishu.
El proyecto cubre un flujo de trabajo de trading automatizado que incluye ingesta de datos, gestión de almacenamiento local y screening cuantitativo. Estos procesos se gestionan a través de un pipeline programado que se ejecuta después del cierre del mercado de valores para entregar selecciones de acciones filtradas.
Features
- Quantitative Signal Generators - Generates trading signals by applying mathematical filters to technical indicators such as volume spikes and relative strength.
- Technical Stock Screeners - Provides a system to filter securities based on technical indicators, price breakouts, and quantitative criteria.
- Historical Price Data Fetchers - Downloads and stores historical price data from public APIs to prepare it for quantitative analysis.
- Technical Pattern Selection - Automates the selection of stocks by screening for technical breakouts and volume spikes after market close.
- Quantitative Trading Workflows - Implements a complete automated workflow spanning data ingestion, technical scanning, and delivery of stock picks.
- Financial Market Analysis - Analyzes financial market trends and calculates technical indicators automatically after the stock market closes.
- Market Data Providers - Provides interfaces for fetching historical and real-time stock price information from external market data providers.
- Technical Analysis - Automatically identifies price breakouts and volume spikes using mathematical formulas and historical market data.
- Financial Data Retrieval APIs - Implements REST requests to retrieve daily and historical stock price and fundamental data from public financial APIs.
- Local Data Caches - Caches historical price data in a local database to reduce API call volume and network latency.
- Local Data Stores - Manages the local persistence of historical and daily stock price data fetched from external APIs.
- Market Data Caching - Stores financial metrics in a local caching layer to optimize the performance of quantitative screening queries.
- Webhook Notification Delivery - Delivers filtered stock lists to remote messaging platforms via HTTP POST requests to specific webhook endpoints.
- Feishu and Lark Integrations - Integrates with Feishu messaging groups to push automated stock selection alerts via webhooks.
- Trade Notification Systems - Pushes alerts and lists of filtered stocks to the Feishu messaging platform for immediate review.
- Scheduled Task Pipelines - Automates the data ingestion and analysis pipeline using a system timer to run after the trading day ends.
