xtquant-duck

DuckDB-backed local mock implementation of selected xtquant APIs.

The goal is to let research code switch between real QMT xtquant and a local DuckDB-backed mock by changing only the import. 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 git@github.com: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 package as an xtquant-compatible module:

import xtquant_duck as xtquant

xtdata = xtquant.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="front_ratio",
)

The packaged qmt_data_layer module is kept for database build and validation tools. Strategy code should use the xtquant_duck API above so switching back to real miniQMT only changes the import.

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.

The production DuckDB file uses QMT-canonical tables qmt_tick_v1 and qmt_daily_v1; legacy raw_* tables are retained only as rebuild/audit inputs.

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.

Development Status
- 3 - Alpha
Intended Audience
- Developers
License
- OSI Approved :: MIT License
Programming Language

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