Sequoia-X is a quantitative stock selection system for the A-share market. It automates daily stock data synchronization from baostock (via SQLite), runs multiple vectorized trading strategies (e.g., Turtle Trade, MA Volume, RPS Breakout), and pushes results to Feishu groups. The system operates in two modes: daily (incremental update + strategy execution + notification) and backfill (full historical data download). Architecture features modular separation: core (config/logging), data engine (SQLite/baostock sync), strategy (abstract base + concrete implementations), and notification (Feishu webhook). Key strengths include robust incremental sync with multiprocessing, fault-tolerant backfill with retries/reconnections, and strategy-specific webhook routing via environment variables.