Business, Finance & HR · Python · By HKUDS

Index of Eastmoney's free, no-token market data interfaces for China A-shares and Hong Kong stocks: fund flows, dragon-tiger lists, margin trading, reports and news.

HKUDS/Vibe-Trading

Retrieves public OKX cryptocurrency market data such as spot prices, candlesticks, funding rates and open interest through the OKX V5 REST API, with no authentication.

HKUDS/Vibe-Trading

Fetches U.S. SEC EDGAR data: resolves tickers to CIK numbers, lists recent 10-K, 10-Q and 8-K filings with document URLs, and pulls XBRL financial series.

HKUDS/Vibe-Trading

Translates a Vibe-Trading backtest strategy into a runnable vnpy CtaTemplate Python class for A-share stocks, futures or crypto.

HKUDS/Vibe-Trading

Detects Chan theory price structures (fractals, strokes, pivots) and first, second and third buy and sell points from OHLCV bars using the czsc library, in Chinese.

HKUDS/Vibe-Trading

Detects Elliott Wave structures in price data with a Zigzag swing finder and Fibonacci checks, and turns completed waves into long, short or flat signals.

HKUDS/Vibe-Trading

Pulls price history and company research data for US, Hong Kong and Canadian stocks, ETFs and indices from Yahoo Finance, with no API key.

HKUDS/Vibe-Trading

Frameworks for comparing the A-share, H-share and US ADR prices of one Chinese company: AH premium, arbitrage signals, dual-listing valuation and delisting risk.

HKUDS/Vibe-Trading

Pulls free market data from the AKShare Python library: A-share, US and Hong Kong prices, futures, China macro series and forex, with notes on symbol formats and Chinese column names.

HKUDS/Vibe-Trading

Detects 15 classic candlestick patterns with vectorized pandas code and combines bullish and bearish scores into a long, short or flat trading signal.

HKUDS/Vibe-Trading

Fetches public crypto market data (candles, tickers, order books, trades) from 100+ exchanges through CCXT, and serves as the fallback when OKX is unavailable.

HKUDS/Vibe-Trading

Builds event-driven analysis for A-share companies: merger arbitrage spreads, shareholder buying and selling signals, equity incentives, placements and ST or delisting warnings; Chinese text.

HKUDS/Vibe-Trading

Scores news, announcements and macro events with the LLM, stores them in an event CSV and blends the decaying event signal with technical signals in signal_engine.py.

HKUDS/Vibe-Trading

Adds realistic execution assumptions to backtests: fixed, linear and square-root slippage, delayed fills, VWAP and TWAP logic and market-impact cost estimates; never for live orders.

HKUDS/Vibe-Trading

Evaluates mutual funds, private funds and ETFs by return, risk and risk-adjusted metrics, style box and drift, and manager quality, then builds FOF portfolios; Chinese text.

HKUDS/Vibe-Trading

Builds value or growth stock screens from PE, PB, ROE and financial statement fields for backtests, using tushare data for A-shares and yfinance for Hong Kong and US stocks.

HKUDS/Vibe-Trading

Generates trading signals from the Ichimoku five-line system using Tenkan and Kijun crossovers, cloud position and cloud direction, implemented in pandas.

HKUDS/Vibe-Trading

Fetches minute candlesticks from OKX, Tushare or yfinance, computes intraday VWAP, TWAP and volume distribution, and runs minute-level backtests by setting an interval in config.json.

HKUDS/Vibe-Trading

Trains scikit-learn models with walk-forward validation on features from OHLCV data to predict return direction and turn the predictions into trading signals.

HKUDS/Vibe-Trading

Pulls A-share price data from 通达信 (TDX) servers through the mootdx library over TCP, free and without an API key, as a stable fallback when akshare scraping is throttled.

HKUDS/Vibe-Trading

Ranks stocks by standardized factor scores (momentum, reversal, volatility, volume and valuation) and builds an equal-weight TopN portfolio with periodic rebalancing.

HKUDS/Vibe-Trading

Trades mean reversion between two correlated instruments using the Z-score of their price ratio, going long one leg and short the other when the ratio stretches.

HKUDS/Vibe-Trading

Explains why a portfolio beat or lagged its benchmark with Brinson sector attribution, factor alpha and beta decomposition, timing evaluation and benchmark comparison.

HKUDS/Vibe-Trading

Translates a Python backtest strategy or a plain description into Pine Script v6, TDX formulas and MQL5 code for TradingView, Chinese broker terminals and MetaTrader 5.

HKUDS/Vibe-Trading

Guides your agent through unit-root, cointegration, GARCH, bootstrap and regression-diagnostic tests on financial time series, using a tested helper module.

HKUDS/Vibe-Trading

Measures portfolio and backtest risk with VaR, CVaR, maximum drawdown, Monte Carlo simulation, tail modeling and stress tests, using one tested risk module.

HKUDS/Vibe-Trading

Reads crypto market liquidity from stablecoin supply changes, USDT and USDC mint and burn events, exchange reserves and velocity, to time capital rotation.

HKUDS/Vibe-Trading

Takes a trading idea from request to backtest: pins down instruments and dates, writes config.json and a signal engine, runs the backtest and iterates on the metrics.

HKUDS/Vibe-Trading

Finds why a trading backtest crashed or gave odd results, sorts the cause into a runtime, logic or data error, fixes the code and checks the rerun metrics.

HKUDS/Vibe-Trading