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.
This repository contains the backend API for a trading platform, specifically QuantDinger. It handles strategies, indicators, and market data, and has various tests and scripts for ensuring the quality and functionality of the code.