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sngyai/Sequoia-X

A-share quantitative stock screener that runs six technical strategies after market close and pushes results to Feishu.

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What is it?

Sequoia-X is a Python system for scanning China's A-share market for stocks matching technical chart patterns. It pulls historical and incremental daily K-line data with forward-adjusted prices from baostock and stores everything in a local SQLite database, so no account or scraping is needed for the data layer.

The system ships with six built-in strategies, including a Turtle breakout based on 20-day highs, a moving-average volume breakout, a high tight flag pattern, a limit-up shakeout pullback, an uptrend limit-down rebound, and an O'Neil-style RPS relative strength breakout. A daily run fills in missing data, executes the strategies, and sends the picks to a Feishu group webhook. A separate backfill mode loads the full market history in one pass.

It is intended to be scheduled with cron on a server after each trading day closes. Requires Python 3.10 or later and is installed with uv or pip.

Key features

  • 01Pulls forward-adjusted daily K-line data from baostock without registration.
  • 02Stores market data in a local SQLite database that can be copied to other machines.
  • 03Includes six screening strategies with a shared base class for adding new ones.
  • 04Runs incremental updates with 8 parallel processes, plus a one-time full backfill mode.
  • 05Sends daily selection results to a Feishu group via webhook.

Use cases

  • Automatically screening A-share stocks for breakout patterns after each trading day.
  • Building a local historical A-share daily dataset for backtesting or research.
  • Adding custom technical screening strategies on top of an existing data pipeline.

Quick start

  1. 1

    Install dependencies with uv

    uv sync
  2. 2

    Create the .env file from the template, then add your Feishu webhook URL

    cp .env.example .env
  3. 3

    Backfill historical data (about 12 minutes)

    python main.py --backfill
  4. 4

    Run the daily screen and push results to Feishu

    python main.py

Things to know

  • Targets the China A-share market only.
  • Results are pushed to Feishu, so a Feishu webhook must be configured.
  • The initial backfill of about 5200 stocks takes roughly 12 minutes.
  • The README does not clearly state a license in the metadata, though the README body says MIT.

Topics

#a-shares#stock-screening#quantitative-trading#baostock#sqlite#python#technical-analysis#akshare#pandas#ta-lib

FAQ

What is Sequoia-X?
A-share quantitative stock screener that runs six technical strategies after market close and pushes results to Feishu. Sequoia-X is a Python system for scanning China's A-share market for stocks matching technical chart patterns. It pulls historical and incremental daily K-line data with forward-adjusted prices from baostock and stores everything in a local SQLite database, so no account or scraping is needed for the data layer.
Is Sequoia-X free to use? What license does it have?
Sequoia-X has no declared license. Its code is public, but without a license you have no explicit permission to reuse it; ask the author before relying on it.
Is Sequoia-X still maintained?
Updated within 6 months. The last commit to Sequoia-X was on Jul 10, 2026.
What can I use Sequoia-X for?
Automatically screening A-share stocks for breakout patterns after each trading day. Building a local historical A-share daily dataset for backtesting or research. Adding custom technical screening strategies on top of an existing data pipeline.
How do I install Sequoia-X?
Install dependencies with uv: uv sync Create the .env file from the template, then add your Feishu webhook URL: cp .env.example .env Backfill historical data (about 12 minutes): python main.py --backfill Run the daily screen and push results to Feishu: python main.py
Where can I get Sequoia-X?
The source code and installation instructions are on GitHub: https://github.com/sngyai/Sequoia-X

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