update

Readme.md

@@ -100,6 +100,7 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a
 - [backtrader](https://github.com/mementum/backtrader) | `Python`, `Live Trading` | - Event driven Python Backtesting library for trading strategies
 - [backtesting.py](https://github.com/kernc/backtesting.py) | `Python` | - Backtesting.py is a Python framework for inferring viability of trading strategies on historical (past) data. Improved upon the vision of Backtrader, and by all means surpassingly comparable to other accessible alternatives, Backtesting.py is lightweight, fast, user-friendly, intuitive, interactive, intelligent and, hopefully, future-proof.
 - [FlashFunk](https://github.com/HFQR/FlashFunk) | `Rust` | -  High Performance Runtime in Rust
+- [QuantFabric](https://github.com/QuantFabric/QuantFabric) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/QuantFabric/QuantFabric/master) | `C++` | - QuantFabric是基于Linux/C++开发的中高频量化交易系统，支持中金所、郑商所、大商所、上期所、上海国际能源中心的期货业务品种交易，支持上交所、深交所的股票、债券品种交易。
 - [gobacktest](https://github.com/gobacktest/gobacktest) | `Go` | - A Go implementation of event-driven backtesting framework
 - [Hikyuu](https://github.com/fasiondog/hikyuu) | `C++`, `Python`| - Hikyuu Quant Framework 基于C++/Python的开源量化交易研究框架
 - [lumibot](https://github.com/Lumiwealth/lumibot/tree/8da88cadfe9ee35399dd69c94aa5ed3cf995f417) | `Python` | - A very simple yet useful backtesting and sample based live trading framework (a bit slow to run...)
@@ -175,6 +176,7 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a
 ### Stock picking
 
 - [InvesTool](https://github.com/axiaoxin-com/investool) | `Go` | - Golang实现财报分析、个股基本面检测、基本面选股、4433法则基金筛选与检测、基金持仓相似度、股票选基、基金经理筛选
+- [Sequoia选股系统](https://github.com/sngyai/Sequoia#sequoia%E9%80%89%E8%82%A1%E7%B3%BB%E7%BB%9F) | `Python` | - A股自动选股程序，实现了海龟交易法则、缠中说禅牛市买点，以及其他若干种技术形态
 
 ### Orderbook