easyquant
Stock quantification framework to support market acquisition
...The default configuration can stream broad Sina market data at roughly one-second intervals. Alternative quotation sources can be substituted, including selected depth and fund data supported by easyquotation. Trading support includes several Chinese broker clients and Xueqiu simulated portfolios. Strategies inherit from a common template and receive events containing current market information and account access. The repository includes example strategies, custom engines, account configuration files, logging, timers, and testing material.