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.
HyperView is a CLI-driven toolkit for downloading TradingView market data, backtesting Python trading strategies with TradingView-parity fill assumptions, and optimizing parameters via Bayesian search (Optuna). The system is organized as a monolith with subcommands: download-data, backtest, hyperopt, pine-optimize, pine-batch-optimize, list-data, list-strategies. It features a pluggable strategy framework with auto-discovery, 20+ TA-Lib indicator wrappers, a backtester that simulates intrabar SL/TP paths, and a two-stage Pine input optimizer that exports optimized Pine scripts with injected best parameters. The codebase is well-structured with dataclasses, type hints, and a rich CLI output using the `rich` library. It includes unit tests for the Pine optimization pipeline and CLI parser. The repository is primarily an application, though it contains data engineering patterns in its downloader and caching layers.