a-stock-data

Full-stack data toolkit for China A-Share market — 10-layer architecture · 40 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.

V3.3.0 — three new layers (2026-06-28): ① Limit-Up layer (#23/#15) — Eastmoney limit-up/break/limit-down/prev-day pools + THS limit-up insight (reasons/seal rate) + sentiment quick-calc (break rate/board ladder); ② ETF Options layer (#13) — 50ETF/300ETF option T-quotes + Greeks + implied vol (Sina, no local BSM); ③ Sentiment layer — investor Q&A (how companies respond to investors) + THS hot list + EM popularity rank. Plus an explicit ETF-support note. Endpoints 28→40, layers 7→10.

V3.2.5 Fix (2026-06-28 · #31 / #28): ① Minute K-line parameter bug (CRITICAL) — bars() used a non-existent param name category (the real one is frequency); it got silently swallowed by **kwargs, so frequency always defaulted to 9 (daily) and minute/weekly/monthly requests silently degraded to daily with no error. Fixed the param name, rewrote the frequency table from mootdx source, added 1-min/5-min examples. ② Adjustment — mootdx bars returns unadjusted raw prices; added a warning to adjust manually across ex-dividend dates. ③ full_valuation read the wrong EPS column — old iloc[2] picked the THS "min" column instead of "mean = consensus EPS", biasing PE_fwd/PEG → now picks by column name. ④ em_get() now has connection-level retry.

V3.2.4 Fix (2026-06-20 · #26): mootdx 0.11.x fresh-install BESTIP crash — on a clean machine a bare Quotes.factory() throws ValueError: not enough values to unpack (existing users whose config already holds IPs never hit it, so it was easy to miss). Added a tdx_client() helper (TCP-probes a built-in server list + 3-level fallback) and routed all 4 mootdx calls through it; works on 0.10/0.11 with no version pin (pinning 0.10.12 actually crashes on import under some Pythons).

V3.2.3 New (2026-06-20): Industry reports — added the Eastmoney industry-report endpoint eastmoney_industry_reports() to the research layer. Same endpoint as single-stock reports (only qType=1); pull all industries or filter by an Eastmoney industry code, PDF download reuses the existing download_pdf(). Endpoints 27 → 28.

V3.2.2 Fix (2026-06-03): ① Sector/concept membership (#18) — Baidu PAE getrelatedblock is dead (ResultCode 10003) → switched to Eastmoney slist, fetching all of a stock's sectors (industry/concept/region + BK code + change% + leading stock) in one request. ② cninfo filing orgId (#19) — hardcoded gssx0{code} made many 601xxx tickers return zero filings → now resolves the real orgId dynamically from the official map szse_stock.json (6198 stocks). ③ Fixed a crash in the combined example calling the removed baidu_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 · 10-Layer Architecture · V3.3.0
│  (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          Stock reports / Industry reports / 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
├── Limit-Up       Eastmoney push2ex + THS            ZT/ZB/DT/prev-ZT pools / limit reasons / consecutive-board ladder  ★V3.3
├── Options        Sina hq.sinajs                     ETF option T-quotes / Greeks / implied volatility  ★V3.3
└── Sentiment      cninfo IRM + THS + Eastmoney       Investor Q&A / hot lists / popularity rank / concept hits  ★V3.3

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.

28 Endpoints

Market Data (real-time, no IP ban)

Research Reports

Signals

Capital Flow / Ownership (V3.0 New)

News

Fundamentals + Filings

Limit-Up / Limit-Down (V3.3 new)

ETF Options (V3.3 new)

Sentiment & Interaction (V3.3 new)

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:

4 Built-in Research Workflows

V3.3.0 Highlights

V3.2.5 Highlights

V3.2.4 Highlights

V3.2.3 Highlights

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().

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, increase EM_MIN_INTERVAL.

Disclaimer

This project provides data access tools only and does not constitute investment advice. Investing involves risk.

License

Apache License 2.0

Author: Simon Lin · TikTok @simonlin121212 · Douyin "Simon 林" · WeChat Official Account "硅基世纪"