a-stock-data

Full-stack data toolkit for China A-Share market — 10-layer architecture · 44 endpoints (41 primary + 3 official backups) · 15 data sources · zero third-party data wrapper dependencies

A self-contained Skill file that consolidates raw A-share data from 15 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. And when a primary source bans you, there's a backup-source quick reference to fall back on.

V3.5.0 — board-level fund flow (2026-07-23 · #37): Fills the previously-missing sector fund flow gap — new board_fund_flow() covering industry / concept / region boards × today / 5-day / 10-day, with main net inflow amount & ratio + super-large/large/medium/small tiers + leading stock. Same endpoint as the industry ranking (Eastmoney push2 clist) — it previously only requested price/advance-decline fields; this version adds the f62/f184/f66... fund-flow fields. Throttled via em_get. Endpoints 43 → 44.

V3.4.1 — prefix routing + mootdx validation fixes (2026-07-23 · #40 #41 #43): ① Tencent quote prefix routing — 5-prefixed Shanghai ETFs (510300) and SH/SZ indices (000300/000016) were mis-routed to sz (empty), and 000016 was built as sz000016 (*ST Konka A) silently returning the wrong stock's data; get_prefix() and tencent_quote() both fixed to 5x→sh + SH-index whitelist + explicit sh/sz/bj prefix passthrough. ② tdx_client() real-fetch validation — _probe only did a TCP handshake (false positive: a broken server can handshake yet return a 2-byte empty body → silent empty DataFrame / crash); added _validate() requiring each candidate to actually fetch one K-line before use, with an explicit error only when all fail. ③ Backup source adds Tencent m5 minute K-line — the Tonghuashun backup has no 5-min bars, so mootdx going down left no 5-min source (field pitfall documented: the 7th field is turnover-rate basis points, not amount). Endpoint/source/layer counts unchanged — quality-only patch.

V3.4.0 — endpoint quality + backup-source resilience (2026-07-11): ① Cailianpress flash revived (#14 closed) — official v1 API + locally-computed signature (md5(sha1(sorted query)), zero key); the market-wide flash removed in V3.2 is back, an independent backup to Eastmoney 7×24. ② New "backup sources & fallback" section — a per-layer primary→backup table + 3 official backup functions (SSE/SZSE official dragon-tiger, Sina fund flow, SZSE-official + Eastmoney announcements) on different rate-limit planes, for instant fallback when Eastmoney bans your IP. ③ Two verified bug fixes — lockup-expiry columns renamed upstream leaving type/shares empty (new column names + able_shares), and industry ranking missing fid=f3 so top/bottom weren't sorted by change. ④ Shenzhen Connect caveat — sgt minute series unreliable after the disclosure tightening; authoritative northbound now points to HKEX official. ⑤ Endpoint routing table — first one-page overview of 60+ functions for partial reads. Endpoints 40→43, data sources 13→15.

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 · V3.5.0
│  (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 + Board fund flow
├── Capital Flow   Eastmoney datacenter + push2       Margin trading + Block trades + Holder count + Dividends + Fund flow(min+120d)
├── News           Eastmoney + Cailianpress           Stock news / CLS flash (✅revived in V3.4) / Global finance (mutual backup)
├── 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

★V3.4 On top of the 10 layers there is now a Backup Sources & Fallback Strategy appendix: SSE/SZSE official + Sina + HKEX — official backup functions (dragon-tiger / fund flow / filings) + a per-layer fallback table for when a primary source bans you (see the corresponding SKILL.md section).

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.

44 Endpoints

Counting convention: the tables below have 46 rows but count as 44 endpoints — "Eastmoney Industry Reports" shares the same endpoint as "Eastmoney reportapi" (only the qType parameter differs), and "THS Northbound (historical)" is a local self-built cache (not a separate endpoint); neither is double-counted.

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)

Backup Sources (V3.4 new · fallback when a primary source bans you)

Plus a per-layer primary → independent-backup table (exchange official / THS F10 / HKEX / cninfo webapi / Jin10 — all on different rate-limit planes) and a "confirmed dead" list — see the "Backup Sources & Fallback Strategy" section in SKILL.md.

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

V3.4.0 Highlights

Earlier version highlights: see CHANGELOG.md.

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.

Fallback (V3.4 new): When any primary source is banned or broken, check the "Backup Sources & Fallback Strategy" section in SKILL.md — every data category has an independent backup on a different domain and rate-limit plane (SSE/SZSE official / Sina / THS / HKEX), unaffected when Eastmoney bans you.

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"