overnight-strategy

Automate overnight stock screening by running scripts that execute a 14:30 market scan and 14:50 simulated buy, tracking overnight performance without live monitoring. This workflow uses AKShare and Baostock to collect end-of-day data and generate daily reports.

Yes, you can perform lightweight backtesting of overnight strategies using AKShare and Baostock data. The workflow automates data collection and simulated trades, allowing reproducible experiments for overnight A-share candidates on trading days.

The simulated overnight trading workflow targets a specific sequence on trading days: a 9:35 sell, a 14:30 scan for candidates, a 14:50 simulated buy, and a 15:05 daily report to log decisions and monitor overnight performance.

Yes, Python 3.12 is required to run the overnight stock monitoring scripts. You also need external libraries including AKShare, Baostock, pandas, and requests to handle data collection and processing.

You can schedule end-of-day stock observation scripts using cron-based background execution. This automates the overnight strategy workflow on trading days, producing logs and daily reports for your decision tracking.

The simulated trade approach supports non-live monitoring and reproducible experiments rather than actual market execution. It focuses on deterministic script-based data collection from AKShare and Sina to generate daily performance reports.