EasyXT is a comprehensive quantitative trading toolkit for Chinese A-share markets, built on top of the Xuntou QMT broker platform. It provides a modular ecosystem that includes data management (multi-source with automatic fallback via DuckDB, Tushare, BaoStock, QMT DAT files, etc.), factor research (Alpha101/Alpha191 engines, IC/IR analysis, layered backtesting, Fama-French factors), backtesting engines (vectorized and event-driven with T+1 enforcement), live trading capabilities (auto-login, signal bridges, real-time quote providers, WebSocket push, monitoring), and multiple strategy implementations (grid trading, small-cap, convertible bonds, Xueqiu portfolio following). The system also features a PyQt5 desktop GUI and a Streamlit web app for factor analysis and strategy configuration. While primarily an application framework for executing trading strategies, it contains significant data research components for alpha factor development and performance analysis, making it a hybrid tool with a focus on production deployment. The codebase is large and actively maintained, with well-designed abstractions like data source adapters, cache backends, and a config manager, but also exhibits some duplication, hardcoded paths, and mixed Chinese/English naming that may hinder portability.