sngyai/Sequoia-X
Sequoia X
Sequoia-X is a quantitative stock screening system designed to scan financial markets for stocks that match specific technical patterns and quantitative criteria after the trading day ends. It functions as a technical analysis scanner that automatically detects price breakouts and volume spikes using historical and daily market data.
The system integrates a market data cache to fetch public stock API data into a local database for faster retrieval and analysis. It further operates as a Feishu notification bot, utilizing a webhook-based alerting mechanism to push filtered stock selection results to Feishu messaging groups.
The project covers an automated trading workflow that includes data ingestion, local storage management, and quantitative screening. These processes are managed via a scheduled pipeline that executes after the stock market closes to deliver filtered stock picks.
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.
