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
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data/__init__.py
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data/__init__.py
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"""
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Data layer for Quantitative Trading Platform.
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"""
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from .connectors.moomoo_client import MoomooClient, create_moomoo_client
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__all__ = ["MoomooClient", "create_moomoo_client"]
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