What problem does it solve?
TdxQuant simplifies end-to-end quantitative strategy development with the TongdaXin tqcenter Python API, reducing the effort required to connect to market data, calculate signals, backtest ideas, monitor markets, and execute trades.
Core Features & Use Cases
- Market and Financial Data: Retrieve K-lines, snapshots, financial indicators, sector data, ETF information, and convertible bond data.
- Strategy Development: Build technical and fundamental stock screens, industry rotation strategies, TongdaXin formula workflows, and vectorbt backtests.
- Monitoring and Notifications: Subscribe to real-time quotes, trigger conditional alerts, export backtest signals, and display data in the TongdaXin client.
- Trading Operations: Query accounts, assets, positions, and orders, then place or cancel stock orders with simulation and live-trading safeguards.
- Use Case: For example, screen a sector for MACD golden crosses, validate the signals with historical K-lines, add selected stocks to a custom sector, monitor them in real time, and optionally allocate available funds for orders.
Quick Start
Ask the skill to create a TongdaXin Python strategy that screens a specified stock pool, retrieves the required data, calculates signals, and generates either a backtest, alert workflow, or trade-ready script.