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.

Runtime Data Boundary

Installed runtime APIs are only allowed to read canonical QMT-semantics tables:

  • qmt_tick_v1
  • qmt_daily_v1
  • baostock_adjust_factor_events
  • choice_sse50_constituents_2022_2025

raw_tick_v3 and raw_daily_v1 are source-lineage tables for offline import, canonical rebuild, and validation scripts only. Strategy code and xtquant_duck.xtdata must not query them directly. Unit tests scan the runtime packages and fail if these raw table names appear there.

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.

Project links

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  • Released:
Newer release available (0.1.20260705.9)

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Credits

Author: drunkpig

GitHub Statistics

Data verified by PyPI on Jul 4, 2026
The GitHub source repository was provided by the project maintainers and verified by PyPI at the time of upload. Stars, forks, and open issues/PRs are derived from that repository and have not been independently verified.

License

MIT License (MIT)

Requires

Python >=3.10

Tags

duckdb mock qmt quant xtquant

Classifiers

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