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
This commit is contained in:
2026-02-04 11:35:33 +08:00
parent 0121cb6097
commit 6e86da6733
8 changed files with 949 additions and 2 deletions

7
data/__init__.py Normal file
View File

@@ -0,0 +1,7 @@
"""
Data layer for Quantitative Trading Platform.
"""
from .connectors.moomoo_client import MoomooClient, create_moomoo_client
__all__ = ["MoomooClient", "create_moomoo_client"]