a-stock-data
A 股全栈数据工具包 — 7 层架构 · 27 个端点 · 13 个数据源 · 零第三方数据封装依赖
一个自包含的 Skill 文件,把分散在 13 个数据源里的 A 股原始数据整合成 AI 编程助手直接能用的工具集。你不用再背 mootdx 的 K 线参数、东财的 PDF Referer 头、iwencai 的 X-Claw 鉴权——全部封装好了。
V3.2.2 修复(2026-06-03): ① 概念板块归属(#18)——百度 PAE
getrelatedblock失效(ResultCode 10003)→ 改用东财slist一次拿全个股所属板块(行业/概念/地域 + BK 码 + 涨跌幅 + 龙头股);② 巨潮公告 orgId(#19)——硬编码gssx0{code}导致大量 601xxx 股票查不到公告 → 改为动态查官方映射表szse_stock.json(6198 只股);③ 修复综合示例对已删函数baidu_fund_flow_history的调用;④ §4.5/§5.1 加大陆住宅 IP 间歇风控说明。V3.2(2026-05-30): ① 数据源优先级 + 东财防封——优先用通达信(mootdx)/腾讯(不封 IP),东财仅用于其独有数据,并新增统一节流入口
em_get(),所有东财接口内置串行限流(间隔≥1s+随机抖动)+ 会话复用,AI 抄代码即自带防封;② 财联社快讯下线(#14)——cls.cn旧 API 全面 404,改用东财全球资讯。V3.1 修复(2026-05-19): 替换 4 个失效接口(百度 PAE 资金流→东财 push2、大宗交易/机构席位报表名更新)+ 修复东财全球资讯和巨潮公告参数变更。
V3.0 Breaking Change: 彻底移除 akshare 依赖,所有数据源改为直连 HTTP API。新增资金面/筹码层。
兼容 Claude Code · Codex · OpenClaw
Skill 文件本质是结构化 Markdown + 内嵌 Python,任何支持上下文注入的 AI 编程助手都能用。
架构
A 股全栈数据 · 七层架构 · V3.2.2
│ (优先级:mootdx/腾讯 不封 IP 优先用;东财仅用于独有数据,已内置限流防封)
├── 行情层 mootdx + 腾讯财经 + 百度 K 线 K 线(带 MA5/10/20) + 五档盘口 + PE/PB/市值 + 指数/ETF
├── 研报层 东财 reportapi + 同花顺 + iwencai 研报列表 / PDF 下载 / 一致预期 / NL 搜索
├── 信号层 同花顺 + 东财 强势股 + 题材归因 + 北向资金 + 板块归属
│ + 资金流向(push2) + 龙虎榜 + 全市场龙虎榜 + 解禁 + 行业对比
├── 资金面 东财 datacenter + push2 融资融券 + 大宗交易 + 股东户数 + 分红送转 + 资金流(分钟+120 日)
├── 新闻层 东财(直连 HTTP) 个股新闻 / 全球资讯(财联社快讯已下线)
├── 基础数据 mootdx + 东财 + 新浪 季报 37 字段 / F10 九大类 / 财报三表
└── 公告层 巨潮 cninfo + mootdx 沪深北全量公告
快速开始
3 步,2 分钟。
# 1. 创建 skill 目录
mkdir -p ~/.claude/skills/a-stock-data
# 2. 把 SKILL.md 放进去
curl -o ~/.claude/skills/a-stock-data/SKILL.md \
https://raw.githubusercontent.com/simonlin1212/a-stock-data/main/SKILL.md
# 3. 安装依赖(V3.0 不再需要 akshare)
pip install mootdx requests pandas stockstats
启动 Claude Code,说一句「帮我看看 688017 的估值」,自动激活。
Codex / OpenClaw 用户: 把 SKILL.md 的内容贴入你的系统 prompt 或项目上下文文件即可,内嵌的 Python 代码可直接执行。
27 个端点能力清单
行情层(实时,不封 IP)
| 端点 | 数据 |
|---|---|
| mootdx 行情 | K 线(多周期) + 五档盘口 + 逐笔成交 + 实时报价 46 字段 |
| 腾讯财经 | PE(TTM) / PB / 总市值 / 流通市值 / 换手率 / 涨跌停价 / 指数 / ETF |
| 百度 K 线 | 日 K 线 + MA5/MA10/MA20 均价直接返回(V3.0 新增) |
研报层
| 端点 | 数据 |
|---|---|
| 东财 reportapi | 研报列表 + 评级 + 三年 EPS 预测 |
| 东财 PDF 下载 | 完整研报 PDF(已处理 Referer 鉴权) |
| 同花顺一致预期 | 机构一致预期 EPS(直连 basic.10jqka.com.cn) |
| iwencai NL 搜索 | 自然语言跨主题研报检索 |
信号层
| 端点 | 数据 |
|---|---|
| 同花顺热点 | 当日强势股 + 题材归因 reason tags(编辑部人工标注) |
| 同花顺北向(实时) | 沪股通 / 深股通分钟级流向(262 个时间点) |
| 同花顺北向(历史) | 本地自缓存日级历史 |
| 东财板块归属 | 个股所属全部板块(行业/概念/地域混合)+ BK 码 + 当日涨跌幅 + 龙头股(V3.2.2 替换百度 PAE,一次请求拿全) |
| 东财资金流向 | 主力 / 大单 / 中单 / 小单 / 超大单分钟级净流入(V3.1 替换百度 PAE) |
| 龙虎榜席位 | 上榜记录 + 买卖席位 TOP5 + 机构动向 |
| 全市场龙虎榜 | 每日全市场上榜股票 + 净买额排名 + 上榜原因 |
| 限售解禁日历 | 历史解禁 + 未来 90 天待解禁预警 |
| 行业板块排名 | 东财行业涨跌/上涨下跌家数(V3.0 替换同花顺,零鉴权) |
资金面 / 筹码层(V3.0 新增)
| 端点 | 数据 |
|---|---|
| 融资融券明细 | 日级融资余额/买入/偿还 + 融券余额/卖出/偿还 |
| 大宗交易 | 成交价/量 + 买卖方营业部 + 溢价率 |
| 股东户数变化 | 季度股东数 + 环比变化 + 户均持股(筹码集中度) |
| 分红送转历史 | 每股派息/送股/转增 + 进度状态 |
| 个股资金流 120 日 | 主力/大单/中单/小单日级净流入 |
新闻层
| 端点 | 数据 |
|---|---|
| 个股新闻 | 东财个股新闻流(直连 search-api-web) |
| ⚠️ 已下线(cls.cn 迁 Next.js,旧 API 404,#14)→ 用全球资讯替代 | |
| 全球资讯 | 东财全球财经资讯(直连 np-weblist,7×24) |
基础数据 + 公告
| 端点 | 数据 |
|---|---|
| 季报快照 | 37 字段(EPS / ROE / 净利润 / 主营收入...) |
| F10 公司资料 | 9 大类文本(截断优化,-70% token) |
| 东财个股信息 | 行业/总股本/流通股/市值/上市日期(直连 push2) |
| 新浪财报三表 | 资产负债表/利润表/现金流量表(直连 quotes.sina.cn) |
| 巨潮公告 | 沪深北交所全量公告 |
鉴权要求
除 iwencai 外,其余所有数据源完全免费无 Key。仅 iwencai 语义搜索需要 API Key(申请地址)。
使用示例
跟你的 AI 助手说这些话就能激活:
| 场景 | 说什么 |
|---|---|
| 个股估值 | 「帮我估一下 688017,给我 PE / PEG / 消化时间」 |
| 题材归因 | 「今天哪些股票走强,主要是什么题材」 |
| 研报检索 | 「人形机器人产业链最近的研报,特别是丝杠和减速器」 |
| 北向资金 | 「今天北向资金流入流出怎么样」 |
| 概念板块 | 「688017 属于哪些概念板块」 |
| 资金流向 | 「000858 今天主力资金流入还是流出」 |
| 龙虎榜 | 「002475 最近上过龙虎榜吗,哪些营业部在买」 |
| 全市场龙虎榜 | 「今天龙虎榜哪些票净买入最多」 |
| 解禁预警 | 「这只股票未来 3 个月有没有限售解禁」 |
| 行业轮动 | 「今天哪些行业涨幅最大,资金在流入哪些板块」 |
| 融资融券 | 「600519 最近的融资余额变化趋势」 |
| 大宗交易 | 「这只票最近有没有大宗交易,溢价还是折价」 |
| 股东户数 | 「000858 股东户数在增加还是减少,筹码集中吗」 |
| 分红送转 | 「茅台历年分红派息多少」 |
| 新闻公告 | 「拉一下 300476 最近的新闻和公告」 |
| 批量对比 | 「帮我对比这 5 只半导体股的估值」 |
内置 4 套调研流程
| 流程 | 做什么 | 耗时 |
|---|---|---|
| 单票估值 | 实时价 → 一致预期 EPS → 前向 PE / PEG / PE 消化年数 | 30 秒 |
| 批量对比 | 多只股票横向估值排列 | 1 分钟 |
| 主题研报 | iwencai 多关键词 NL 搜索 + 东财 PDF 交叉补充 | 2 分钟 |
| 新标的调研 | 机构覆盖 → 估值 → 概念板块 → 资金流向 → 龙虎榜 → 解禁 → 两融 | 1 分钟 |
V3.2.2 亮点
| 变化 | 说明 |
|---|---|
| 概念板块归属换源(#18) | 百度 PAE getrelatedblock 失效(ResultCode 10003)→ 改用东财 slist,一次请求拿全个股所属板块(行业/概念/地域 + BK 码 + 涨跌幅 + 龙头股),零鉴权走 em_get 限流 |
| 巨潮公告 orgId 动态化(#19) | 硬编码 gssx0{code} 导致大量 601xxx 股票(平安/工行/中石油等)查不到公告 → 动态查官方映射表 szse_stock.json(6198 只股,模块级缓存),硬编码降为 fallback |
| 修复综合示例隐藏崩溃 | 示例仍调用 v3.1 已删除的 baidu_fund_flow_history → 改为 eastmoney_fund_flow_minute |
| 大陆住宅 IP 风控说明 | §4.5 资金流 / §5.1 新闻 加 ⚠️:部分大陆住宅 IP 会被东财间歇风控(HTTP 000/空),非代码问题,重试或换网络即可 |
| 数据源优先级原则(V3.2 起) | 明确「能用通达信(mootdx)/腾讯就别用东财」——前两者 TCP/HTTP 实测不封 IP,可放心高频;东财仅用于其独有数据 |
| 东财统一限流防封 | 新增节流入口 em_get(),所有东财端点(datacenter/push2/reportapi/search/np-weblist)改用它,内置串行限流(间隔≥1s+随机抖动)+ 会话复用,批量抄代码即自带防封 |
| 东财风控阈值文档化 | SKILL 新增「数据源优先级 & 东财防封」章节,列出触发封禁的阈值(每秒>5/并发≥10/1 分≥200/5 分≥300)与防封铁律 |
| 财联社快讯下线(#14) | cls.cn 旧 API 全面 404,标注弃用,改用东财全球资讯 |
数据源优先级(V3.2 重排,按封 IP 风险)
原则:行情/K 线/实时价/市值/财务能从 mootdx 或腾讯拿到的,一律优先用它们(不封 IP)。东财只用于它独有、别处拿不到的数据,且全部走
em_get()内置限流。
| 优先级 | 数据源 | 协议 | 封 IP 风险 | 用途 |
|---|---|---|---|---|
| 1(首选) | mootdx(通达信) | TCP 7709 | 不封 IP | K 线/五档/逐笔/财务快照/F10 |
| 2(首选) | 腾讯财经 | HTTP | 不封 IP | 实时价/PE/PB/市值/换手率/涨跌停/指数/ETF |
| 3 | 同花顺热点/北向 | HTTP | 极低(零鉴权) | 强势股/题材归因/北向资金 |
| 4 | 百度股市通 | HTTP | 极低 | K 线(带 MA5/10/20) |
| 5 | 新浪财经 | HTTP | 低 | 财报三表 |
| 6 | 巨潮 cninfo | HTTP | 低 | 公告全文 |
| 7 | 同花顺一致预期 | HTTP | 低(需 UA) | EPS 一致预期 |
| 8 | iwencai | OpenAPI | 低(需 Key) | NL 语义搜索 |
| 末位(仅独有数据) | 东财 datacenter/push2/reportapi/search/np-weblist | HTTP | 中 — 有风控会封 IP | 龙虎榜/解禁/两融/大宗/股东户数/分红/资金流/研报/个股新闻/全球资讯(已统一走 em_get() 限流) |
架构原则: 除 mootdx(TCP 二进制协议)外,全部直连 HTTP API,零第三方数据封装依赖。东财系接口有访问频率风控,所有调用统一经
em_get()串行限流防封;批量任务请调大EM_MIN_INTERVAL。
FAQ
Q: mootdx 和腾讯有什么区别? 互补。mootdx = 交易层(价格 + 盘口 + K 线),腾讯 = 估值层(PE / PB / 市值 / 换手率 / 涨跌停价)。两者都不封 IP。
Q: 在海外服务器跑,mootdx 超时? mootdx 走 TCP 直连通达信行情服务器,需国内 IP 才稳定。海外环境建议走代理或切换到 yfinance。
Q: 腾讯 API 字段 43 是 PB 吗? 不是。43 = 振幅%,46 = PB。网上大量教程写错了,这里是实测校准结果。
Q: V3.0 为什么移除 akshare? akshare 本质是对东财/同花顺/新浪等公开 API 的封装,中间层增加了故障点(版本兼容 bug、pandas 3.0 ArrowInvalid 等)。V3.0 直连底层 HTTP API,零中间依赖,更稳定可控。
Q: 行业板块为什么从同花顺换成东财?
同花顺 stock_board_industry_summary_ths 接口 2026 年初加了反爬 401。东财 push2 行业板块(m:90+t:2)是完美替代,零鉴权且字段更丰富。
Q: iwencai 返回 401? 检查:(1) API Key 有效性 (2) 是否携带了 X-Claw-* Headers。SkillHub 2.0 后强制要求。
Q: 同花顺热点 reason 字段为空?
盘后数据还没更新,15:30 之后再调。个别 ST 股没有人工标注,dropna 过滤即可。
Q: 百度股市通 ResultCode 不稳定?
已知坑——有时返回 int 0,有时返回 string "0"。代码里用 str() 统一比较即可。
Q: 东财资金流/个股新闻偶尔返回空或 HTTP 000?(#18)
部分大陆住宅宽带 IP 会被东财 push2/search-api 连接级间歇风控(表现 HTTP 000 连接被拒、或新闻只返回 passportWeb 无文章)。这不是代码问题——同一代码在其他网络/时段实测正常。对策:隔几分钟重试、换网络环境(手机热点)、调大 EM_MIN_INTERVAL 降频。日级资金流也可用 mootdx 量价数据务实替代。
Q: 北向资金历史只有几天? V2.1 改为本地自缓存。每次调用自动积累,越跑越丰富。首次运行只有当天数据。
Q: 不用 Claude Code,能用吗? 能。SKILL.md 本质是 Markdown + 内嵌 Python 代码。Codex、OpenClaw 或任何 AI 编程助手都能读取。你也可以直接把 Python 代码段复制出来在自己的脚本里跑。
更新日志
见 CHANGELOG.md。
Donate
如果这个工具帮到了你的投研工作流,欢迎请作者喝杯咖啡 ☕
想要什么数据端点?欢迎开 Issue 提需求,赞助者的 Issue 优先处理。
Disclaimer
本项目仅提供数据获取工具,不构成任何投资建议。股市有风险,投资需谨慎。
License
Apache License 2.0 — 自由使用,注明出处即可。
作者: Simon 林 · 抖音「Simon 林」 · 公众号「硅基世纪」
🇬🇧 English
a-stock-data
Full-stack data toolkit for China A-Share market — 7-layer architecture · 27 endpoints · 13 data sources · zero third-party data wrapper dependencies
A self-contained Skill file that consolidates raw A-share data from 13 sources into a ready-to-use toolkit for AI coding assistants. No need to memorize mootdx candlestick parameters, Eastmoney PDF Referer headers, or iwencai X-Claw authentication — it's all handled.
V3.2.2 Fix (2026-06-03): ① Sector/concept membership (#18) — Baidu PAE
getrelatedblockis dead (ResultCode 10003) → switched to Eastmoneyslist, fetching all of a stock's sectors (industry/concept/region + BK code + change% + leading stock) in one request. ② cninfo filing orgId (#19) — hardcodedgssx0{code}made many 601xxx tickers return zero filings → now resolves the real orgId dynamically from the official mapszse_stock.json(6198 stocks). ③ Fixed a crash in the combined example calling the removedbaidu_fund_flow_history. ④ Added notes on intermittent Eastmoney throttling for some mainland residential IPs.V3.2 (2026-05-30): ① Data-source priority + Eastmoney anti-ban — prefer mootdx (TDX) / Tencent (never IP-banned); use Eastmoney only for its exclusive data, all routed through a new throttled
em_get()(serial rate-limit ≥1s + jitter + session reuse) so copied code is ban-safe by default. ② Cailianpress (cls.cn) deprecated (#14) — old API returns 404, replaced by Eastmoney global news.V3.1 Fix (2026-05-19): Replaced 4 broken endpoints (Baidu PAE fund flow → Eastmoney push2, block trade/institution report name updates) + fixed Eastmoney global news and cninfo filing parameter changes.
V3.0 Breaking Change: Completely removed akshare dependency. All data sources now use direct HTTP API calls. Added capital flow / ownership layer.
Compatible with Claude Code · Codex · OpenClaw
The Skill file is structured Markdown + embedded Python. Any AI coding assistant with context injection can use it.
Architecture
China A-Share Full-Stack Data · 7-Layer Architecture · V3.2.2
│ (Priority: prefer mootdx/Tencent — never IP-banned; Eastmoney only for exclusive data, with built-in throttling)
├── Market Data mootdx + Tencent + Baidu K-line Candlesticks (w/ MA5/10/20) + Order Book + PE/PB + Index/ETF
├── Research Eastmoney + THS + iwencai Report list / PDF / Consensus EPS / NL search
├── Signals THS + Eastmoney Hot stocks + Sector attribution + Northbound flow
│ + Sector membership + Fund flow(push2) + Dragon Tiger + Lockup + Industry
├── Capital Flow Eastmoney datacenter + push2 Margin trading + Block trades + Holder count + Dividends + Fund flow(min+120d)
├── News Eastmoney (direct HTTP) Stock news / Global finance (CLS flash deprecated)
├── Fundamentals mootdx + Eastmoney + Sina 37-field quarterly + F10 9 categories + Financial statements
└── Filings cninfo + mootdx Full filings across SSE / SZSE / BSE
Quick Start
3 steps, 2 minutes.
# 1. Create skill directory
mkdir -p ~/.claude/skills/a-stock-data
# 2. Download SKILL.md
curl -o ~/.claude/skills/a-stock-data/SKILL.md \
https://raw.githubusercontent.com/simonlin1212/a-stock-data/main/SKILL.md
# 3. Install dependencies (V3.0: akshare no longer needed)
pip install mootdx requests pandas stockstats
Launch Claude Code and say "Check the valuation of 688017" — the skill activates automatically.
Codex / OpenClaw users: Paste the contents of SKILL.md into your system prompt or project context file. The embedded Python code is ready to execute.
27 Endpoints
Market Data (real-time, no IP ban)
| Endpoint | Data |
|---|---|
| mootdx Market Data | Candlesticks (multi-period) + Level-2 order book + tick-by-tick + 46-field quote |
| Tencent Finance | PE(TTM) / PB / Market Cap / Float Cap / Turnover / Price Limits / Index / ETF |
| Baidu K-line | Daily K-line + MA5/MA10/MA20 moving averages included (V3.0 new) |
Research Reports
| Endpoint | Data |
|---|---|
| Eastmoney reportapi | Report list + ratings + 3-year EPS forecasts |
| Eastmoney PDF | Full research report PDF (Referer auth handled) |
| THS Consensus EPS | Institutional consensus EPS (direct basic.10jqka.com.cn) |
| iwencai NL Search | Natural language cross-topic report search |
Signals
| Endpoint | Data |
|---|---|
| THS Hot Stocks | Today's strong stocks + sector attribution tags (editorial annotations) |
| THS Northbound (real-time) | Shanghai/Shenzhen Connect minute-level flow (262 data points) |
| THS Northbound (historical) | Local self-cached daily history |
| Eastmoney Sector Membership | All sectors a stock belongs to (industry/concept/region mixed) + BK code + daily change + leading stock (V3.2.2, replaced Baidu PAE, one request) |
| Eastmoney Fund Flow | Main / Large / Medium / Small / Super-large order minute-level net inflow (V3.1, replaced Baidu PAE) |
| Dragon Tiger Board | Appearance records + Top 5 buy/sell brokerages + institutional activity |
| Daily Dragon Tiger (Full Market) | All stocks on daily board + net buy ranking + appearance reasons |
| Lockup Expiry Calendar | Historical releases + 90-day upcoming expiry alerts |
| Industry Ranking | Eastmoney industry change/up/down counts (V3.0, replaced THS 401) |
Capital Flow / Ownership (V3.0 New)
| Endpoint | Data |
|---|---|
| Margin Trading | Daily margin balance / buy / repay + short selling balance |
| Block Trades | Deal price/volume + buyer/seller brokerages + premium rate |
| Shareholder Count | Quarterly holder count + QoQ change + avg shares per holder |
| Dividend History | Per-share cash dividend / bonus shares / transfer shares |
| 120-Day Fund Flow | Main / large / medium / small order daily net inflow |
News
| Endpoint | Data |
|---|---|
| Stock News | Eastmoney per-stock news (direct search-api-web) |
| ⚠️ Deprecated (cls.cn migrated to Next.js, old API 404, #14) → use Global News | |
| Global News | Eastmoney global finance news (direct np-weblist, 7×24) |
Fundamentals + Filings
| Endpoint | Data |
|---|---|
| Quarterly Snapshot | 37 fields (EPS / ROE / Net Profit / Revenue...) |
| F10 Company Data | 9 categories (truncation optimization, -70% tokens) |
| Eastmoney Stock Info | Industry / total shares / float / market cap / listing date (direct push2) |
| Sina Financial Statements | Balance sheet / Income statement / Cash flow (direct quotes.sina.cn) |
| cninfo Filings | Full filings across all exchanges |
Authentication
All data sources except iwencai are completely free, no API key needed. Only iwencai semantic search requires an API key (apply here).
Usage Examples
Just tell your AI assistant:
| Scenario | Prompt |
|---|---|
| Valuation | "Estimate 688017 — give me PE / PEG / payback period" |
| Sector Attribution | "Which stocks are strong today and what sectors are driving them" |
| Research Reports | "Latest reports on humanoid robot supply chain, especially ball screws and reducers" |
| Northbound Flow | "How's northbound capital flow looking today" |
| Concept Blocks | "What concept sectors does 688017 belong to" |
| Fund Flow | "Is institutional money flowing into or out of 000858 today" |
| Dragon Tiger Board | "Has 002475 appeared on the dragon tiger board recently, which brokerages are buying" |
| Daily Dragon Tiger | "Which stocks had the highest net buy on today's dragon tiger board" |
| Lockup Expiry | "Any lockup expiries coming up in the next 3 months for this stock" |
| Industry Rotation | "Which industries are up the most today, where is money flowing" |
| Margin Trading | "What's the recent trend in margin balance for 600519" |
| Block Trades | "Any recent block trades for this stock, premium or discount" |
| Shareholder Count | "Is 000858 shareholder count increasing or decreasing" |
| Dividends | "How much has Moutai paid in dividends over the years" |
| News & Filings | "Pull recent news and filings for 300476" |
| Batch Compare | "Compare valuations of these 5 semiconductor stocks" |
4 Built-in Research Workflows
| Workflow | What it does | Time |
|---|---|---|
| Single Stock Valuation | Live price → Consensus EPS → Forward PE / PEG / PE payback years | 30 sec |
| Batch Comparison | Side-by-side valuation ranking | 1 min |
| Thematic Research | iwencai multi-keyword NL search + Eastmoney PDF cross-reference | 2 min |
| New Target Research | Coverage → Valuation → Concepts → Fund flow → Dragon tiger → Lockup → Margin | 1 min |
V3.2.2 Highlights
| Change | Description |
|---|---|
| Sector membership re-sourced (#18) | Baidu PAE getrelatedblock is dead (ResultCode 10003) → switched to Eastmoney slist; one request returns all of a stock's sectors (industry/concept/region + BK code + change% + leading stock), no auth, throttled via em_get |
| cninfo orgId resolved dynamically (#19) | Hardcoded gssx0{code} made many 601xxx tickers (Ping An / ICBC / PetroChina, etc.) return zero filings → now resolves the real orgId from the official map szse_stock.json (6198 stocks, module-level cache), hardcode kept as fallback |
| Fixed hidden crash in combined example | Example still called the v3.1-removed baidu_fund_flow_history → switched to eastmoney_fund_flow_minute |
| Mainland residential IP throttling note | §4.5 fund flow / §5.1 news: some mainland residential IPs hit intermittent Eastmoney throttling (HTTP 000 / empty) — not a code bug, retry or switch network |
| Data-source priority principle (since V3.2) | Prefer mootdx (TDX) / Tencent — both never IP-banned in practice, safe for high-frequency use. Use Eastmoney only for its exclusive data |
| Unified Eastmoney throttling | New em_get() entry point; all Eastmoney endpoints (datacenter/push2/reportapi/search/np-weblist) route through it with built-in serial rate-limit (≥1s + jitter) + session reuse — copied code is ban-safe by default |
| Eastmoney rate-limit documented | New "Data-source priority & Eastmoney anti-ban" section lists ban thresholds (>5/s, ≥10 concurrent, ≥200/min, ≥300/5min) and anti-ban rules |
| Cailianpress deprecated (#14) | cls.cn old API returns 404 — marked deprecated, replaced by Eastmoney global news |
Data Source Priority (V3.2 re-ranked by IP-ban risk)
Principle: anything available from mootdx or Tencent (quotes / K-line / live price / market cap / financials) must use them first (never IP-banned). Eastmoney is only for its exclusive data, all routed through the throttled
em_get().
| Priority | Source | Protocol | IP Ban Risk | Use |
|---|---|---|---|---|
| 1 (top) | mootdx (TDX) | TCP 7709 | Never banned | K-line / order book / ticks / financials / F10 |
| 2 (top) | Tencent Finance | HTTP | Never banned | Live price / PE / PB / market cap / turnover / index / ETF |
| 3 | THS Hot Stocks / Northbound | HTTP | Very low (zero auth) | Hot stocks / themes / northbound flow |
| 4 | Baidu Finance | HTTP | Very low | K-line (w/ MA5/10/20) |
| 5 | Sina Finance | HTTP | Low | Financial statements |
| 6 | cninfo | HTTP | Low | Filings |
| 7 | THS Consensus EPS | HTTP | Low (UA required) | Consensus EPS |
| 8 | iwencai | OpenAPI | Low (key required) | NL semantic search |
| last (exclusive only) | Eastmoney datacenter/push2/reportapi/search/np-weblist | HTTP | Medium — has rate-limit risk | Dragon-tiger / lockup / margin / block trade / shareholders / dividends / fund flow / reports / news (all via em_get()) |
Architecture: Except mootdx (TCP binary protocol), all sources use direct HTTP API calls, zero third-party data wrapper dependencies. Eastmoney APIs are rate-limited; all calls go through
em_get()for serial throttling. For batch jobs, increaseEM_MIN_INTERVAL.
Disclaimer
This project provides data access tools only and does not constitute investment advice. Investing involves risk.
License
Author: Simon Lin · TikTok @simonlin121212 · Douyin "Simon 林" · WeChat Official Account "硅基世纪"
