Sequoia-X is a quantitative stock screening system for Chinese A-shares that automatically scans multiple technical patterns and pushes results to Feishu after market close.
The system addresses the need for automated stock selection in the A-share market by combining multiple technical strategies with daily execution. It uses BaoStock as its data source to retrieve historical and incremental daily K-line data with post-adjustment, storing everything locally in SQLite to avoid web scraping issues. The architecture follows object-oriented principles with vectorized calculations and incremental data updates as core design principles. Six built-in strategies are available, including Turtle Trade breakouts, moving average plus volume breakouts, high-tight flag consolidation breakouts, limit-up shakeout confirmations, uptrend limit-down reversals, and O'Neil RPS relative strength breakouts.
Developers should choose this tool if they trade A-shares and want automated screening integrated with their workflow. It suits projects requiring daily market scanning with results pushed to team communication platforms. The system is designed to run automatically after market close via cron scheduling, with initial historical data backfill taking approximately twelve minutes for all A-share stocks and subsequent daily updates completing in two to three minutes using eight parallel processes.
Development activity shows consistent maintenance with regular updates to the codebase. The project demonstrates active refinement of its screening strategies and data pipeline. Documentation is provided in both Chinese and English, indicating attention to accessibility for the user base. The tool includes structured project organization with clear separation between data, strategy, and execution layers.
