xtquant-duck 0.1.20260702.2

DuckDB-backed local mock implementation of selected xtquant APIs.

xtquant-duck

DuckDB-backed local mock implementation of selected xtquant APIs.

The goal is to let research code switch between real QMT xtquant.xtdata and a local DuckDB-backed mock without changing strategy logic. QMT semantics are the canonical reference; unsupported mock behavior raises NotImplementedError instead of silently returning placeholder data.

Install

uv pip install xtquant-duck

For local development:

git clone [e-mail]:drunkpig/xtquant-duck.git
cd xtquant-duck
uv sync --all-extras --dev

Basic Usage

Set the DuckDB database path:

$env:QMT_MOCK_DUCKDB = "C:\data-tick\duckdb\qmt_mock.duckdb"

Use the mock xtquant package directly:

from xtquant import xtdata

data = xtdata.get_market_data_ex(
    field_list=["time", "open", "high", "low", "close", "volume"],
    stock_list=["600036.SH"],
    period="1d",
    start_time="20220101",
    end_time="20251231",
    dividend_type="back_ratio",
)

Lower-level DuckDB access is available through:

from qmt_data_layer import DuckDbMarketData

Default database path is C:\data-tick\duckdb\qmt_mock.duckdb; override it with QMT_MOCK_DUCKDB.

Documentation

See docs/MOCK_XTQUANT_API.md for supported APIs, parameters, return shapes, and strict unsupported behavior.

Tests

uv run python -m unittest discover -s test -v

The unit tests build a temporary DuckDB database and do not read or write the default production database.