Faithful translation of the Apache-2.0 open-source strategy 'ADX_DMI_STOCK' by Myquant (掘金). Credit goes to the original author: https://github.com/myquant/strategy/blob/17595e6bf4a118e1fa87c90bfb0fd78afa69a60b/ADX_DMI_STOCK/python/adx_dmi_stock.py. Defaults come from adx_dmi_stock.ini and the universe from stock_pool.csv, both at the same commit. This is a tradeable strategy, not a utility: a long-only, per-stock dual-moving-average crossover that uses ADX direction and the DMI lines as a trend-strength filter. The source runs on Shanghai A-shares with daily bars (ini bar_type=86400), so the port runs on our CNEQ venue (CASH, long-only, 1x, ~0.05% per side) on 1-DAY bars. The market does not change. Universe: stock_pool.csv lists 99 SHSE large caps, and the 64 that exist in our CNEQ catalog are used. The 35 missing names are dropped, not substituted. Each stock is processed on its own daily bar, exactly like the source's per-symbol on_bar. Do not hold back one stock's processing until the other legs print. Indicators: per stock, keep a rolling 30-bar (hist_size) high/low/close buffer whose last slot is the current bar. Every bar, recompute talib-style Wilder ADX(14), PLUS_DI(14), MINUS_DI(14), SMA(close,5) and SMA(close,20) from scratch on that window; do not use a full-history running ADX. Order each bar: (1) movement stop, (2) fixed stop (disabled), (3) signal check, only if no open/close action has happened on this stock this bar. Sizing: the source buys open_vol=5000 shares on 1,000,000 initial cash, or floor(cash/close/100)*100 shares when cash is short, and skips at 0. On our 100,000 account open_vol is scaled to 500 shares, which keeps the same capital fraction per entry. The lot fallback is kept as written. Real CNEQ fees replace the source's 0.0003 commission and 0.00246 slippage. Any performance the source claims is unverified.