$ show sngyai/Sequoia-X
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.
The LLM identified 2 files worth highlighting for reuse:
Manages configuration via pydantic-settings with dynamic extraction of strategy-specific webhooks from environment variables (STRATEGY_WEBHOOK_ prefix). Demonstrates non-obvious skill in flexible configuration handling without modifying code, allowing per-strategy Feishu webhook routing. Isolated, self-contained, and reusable in any project needing nested configuration from env vars.
Encapsulates Feishu webhook communication for sending formatted stock selection cards. Isolates API interaction, message formatting, and error handling. While it uses baostock for stock name lookup (a separable concern), the core notification logic is reusable for any project requiring Feishu webhook integration. Demonstrates clean separation of concerns and defensive error handling.