Implement moomoo API connector for OHLCV data

- Added DataConnector base class with OHLCV, InstrumentInfo, Interval
- Implemented MoomooClient with rate limiting, circuit breaker, caching
- Mock mode generates realistic data for development
- Real-time WebSocket subscription support (mock)
- Added examples/demo_moomoo.py showcasing functionality
- Updated requirements.txt with requests, websocket-client, redis, python-dotenv
- Updated README.md with Data Layer documentation
- Added .env.example for configuration

README.md

@@ -14,17 +14,66 @@ Simple dashboard displaying key trading metrics:
 - Drawdown
 - Win Rate
 
+## Data Layer Module
+
+### Moomoo API Connector
+A robust Python client for moomoo API with comprehensive error handling, rate limiting, and data normalization.
+
+**Features:**
+- Historical OHLCV data retrieval
+- Real-time WebSocket subscription (mock)
+- Instrument metadata
+- Rate limiting (token bucket algorithm)
+- Circuit breaker pattern for fault tolerance
+- Caching with TTL
+- Mock mode for development
+
+**Usage:**
+```python
+from data.connectors import create_moomoo_client, Interval
+from datetime import datetime, timedelta
+
+client = create_moomoo_client(mock_mode=True)
+data = client.get_ohlcv(
+    symbol="AAPL",
+    interval=Interval.DAY_1,
+    start_date=datetime.now() - timedelta(days=30),
+    end_date=datetime.now()
+)
+```
+
+See `examples/demo_moomoo.py` for complete demonstration.
+
 ## Development
 
 ### Prerequisites
 - Python 3.8+
-- Node.js (for frontend)
+- Node.js (for frontend, optional)
 - Docker (optional)
+- Redis (optional, for caching)
 
 ### Setup
 1. Clone the repository
 2. Install dependencies: `pip install -r requirements.txt`
 3. Run the dashboard: `python app.py`
+4. Test data connector: `python examples/demo_moomoo.py`
+
+### Data Layer Development
+The data connector uses a modular design with base classes for easy extension:
+- `DataConnector` abstract base class
+- `MoomooClient` implementation with mock mode
+- Rate limiting and circuit breaker patterns
+- Caching support (in-memory or Redis)
+
+To extend with real API credentials:
+1. Set environment variables: `MOOMOO_API_KEY`, `MOOMOO_SESSION_TOKEN`
+2. Set `mock_mode=False` when creating client
+3. Implement actual API calls in `_make_request()` method
+
+### UI/UX Development
+The dashboard is built with Flask (backend) and Bootstrap/Chart.js (frontend).
+- Backend: `app.py` provides REST API endpoints
+- Frontend: `templates/dashboard.html` with interactive charts
 
 ## License