This repository is a production-grade, AI-powered stock analysis platform for CN, HK, US, JP, KR, and TW markets. In production it runs a scheduled analysis pipeline that fetches market data from multiple providers (akshare, yfinance, tushare, efinance, futu, etc.) with priority-based fallback, feeds the data to LLM backends via LiteLLM, generates structured decision reports, and pushes them through 15+ notification channels (WeChat, Feishu, DingTalk, Telegram, email, Discord, Slack, etc.). It also exposes a FastAPI REST API, a React/TypeScript web dashboard, an Electron desktop client, and bot integrations for Feishu/DingTalk/Discord. The system includes agent-based chat with tool use, screening, backtesting, alerts, portfolio management, decision-signal tracking, and market review capabilities.
This repository provides a comprehensive stock analysis tool that combines technical, fundamental, and sentiment analysis with AI-powered insights. It fetches data primarily from akshare for Chinese A-shares (with extended support for Hong Kong and US markets in later versions), calculates 25 financial indicators and various technical metrics, and uses LLMs (OpenAI, Claude, Zhipu AI) to generate detailed natural language analysis and investment recommendations. The system offers multiple interfaces: a modern desktop GUI built with PyQt6, a web interface featuring real-time Server-Sent Events (SSE) for streaming analysis progress and results, and a batch scanner for evaluating multiple stocks simultaneously. Configuration is managed via a hierarchical JSON file, and the application supports Docker deployment for ease of setup. The architecture is modular, separating core analysis logic from presentation layers. The analyzer classes (e.g., EnhancedStockAnalyzer, WebStockAnalyzer) encapsulate data fetching, indicator calculation, scoring, and AI integration, making them reusable across GUI and web components. The web interface implements a custom SSEManager for handling real-time updates to clients and uses a ThreadPoolExecutor to run analysis tasks without blocking the server. Configuration management includes automatic merging with defaults, validation, and persistence. These patterns demonstrate solid software engineering practices and offer reusable components for similar data-intensive applications. While the codebase shows signs of active maintenance with recent commits and Docker support, it contains some duplication across versioned folders (1.0, 2.0, 2.5, etc.) and the web server files are large and monolithic, mixing routing, HTML, and business logic. However, the core analyzer and SSE components are well-structured and demonstrate non-obvious skill in areas like caching, error handling, and streaming AI output. The project balances functionality with maintainability through clear separation of concerns in key modules.
This is a Python library for technical analysis of financial markets based on 'Chan Theory' (įž čŪš). It computes complex structural elements such as fractals, strokes (bi), line segments, trading ranges (zhongshu), and buy/sell points from candlestick data. The library supports multiple data sources (BaoStock, Akshare, CSV, CCXT), multi-level analysis, customizable algorithms, and plotting via Matplotlib. The code is well-structured with clear separation of concerns, extensive use of caching for performance, and a flexible configuration system. It includes a GUI scanner application for A-shares and demo strategies. The library is designed for both research and production use, with incremental calculation capabilities for real-time updates. While the open-source version omits trading engine and ML features described in the full version, the core analytical engine is robust and reusable.
UZI-Skill is a feature-rich, open-source stock deep analysis engine targeting A-share, Hong Kong, and US markets. It operates as a monolithic Python CLI application that orchestrates a multi-stage pipeline: network preflight, data collection from 22 dimensions via free sources (akshare, yfinance, baostock, Eastmoney, XueQiu, etc.), rule-based scoring across 66 investor personas, institutional analysis (DCF, Comps, LBO, etc.), and generation of a self-contained HTML report with SVG visualizations. The system is designed for AI agent integration (Claude Code, Codex, Cursor, etc.) and supports single stock, multi-stock comparison, and portfolio batch analysis. While primarily an application, it has strong data-research characteristics due to its heavy reliance on financial data pipelines, quantitative scoring, and reproducible research workflows. The codebase is actively maintained with a large test suite, but its dependence on volatile free Chinese data sources and the coexistence of legacy and pipeline architectures introduce moderate technical drift.
This repository is an AI-powered stock research platform that combines a full-stack application (FastAPI backend, React/TypeScript frontend, Electron desktop app) with extensive data/research capabilities. It ingests market data from over a dozen providers (Tushare, yfinance, AkShare, etc.) with priority-based fallback chains, performs AI analysis via LiteLLM (supporting multiple LLM providers), and generates structured research reports, decision signals, and backtesting results. The platform supports multi-agent discussions, strategy screening, portfolio management, alerts, and multi-channel notifications (WeChat, Feishu, Telegram, email, etc.). It covers 13 international markets with trading calendars and market phase detection. The architecture is a monolith with modular services, using SQLite per-workspace isolation. While primarily an application, it has strong data/research characteristics including a screening engine derived from AlphaSift, decision signal lifecycle with outcome tracking, and skill opinion weight calibration. The codebase is well-structured with extensive tests, CI/CD, and reusable patterns like the data fetcher base class and notification sender template.