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AData Python SDK

repository·main·Indexed 26 days ago

https://github.com/1nchaos/adata

A Python SDK for A-share (Chinese stock market) quantitative trading data. It integrates multiple data sources—including Tonghuashun, Eastmoney, Baidu Gushitong, Tencent Finance, and Sina Finance—to provide high-availability information such as stock codes, historical K-line data, real-time quotes, financial data, ETF and bond information, and market sentiment indicators.

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What's inside AData

  1. Understand AData design philosophy

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    AData is designed with the following principles:

    1. Focus on Trading Data: The project prioritizes real-time trading/market data over financial statements (which are used only for stock pool filtering) to ensure suitability for quantitative trading and AI training.
    2. Database Compatibility: Functions and dictionaries are designed to follow standard data storage formats, allowing users to easily map data dictionaries to database tables for local storage.
    3. Open Source: The A-share database is permanently free and open-source, specifically focused on quantitative trading.

  2. Publish (upload) modules to PyPI using Twine

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    To upload your built packages to the PyPI legacy repository, use the twine upload command pointing to the files in your dist/ directory. You will be prompted to enter your PyPI username and password during the process.

    python -m twine upload --repository-url https://upload.pypi.org/legacy/  dist/*
# or
twine upload --repository-url https://upload.pypi.org/legacy/  dist/*

  3. Install Twine for module uploading

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    Twine is the tool used to publish modules to PyPI. If it is not already installed, you can install or upgrade it using pip or python -m pip.

    python -m pip install --upgrade twine
# or
pip install --upgrade twine

  5. Configure K-line type and Proxy settings

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    When using the AData SDK, you can configure the following parameters:

    • k_type: Specifies the K-line type. Options are:

      • 1: Daily (Default)
      • 2: Weekly
      • 3: Monthly

    • Proxy Settings: You can set a global proxy. If the proxy becomes invalid, it can be reset. The required parameters are ip and proxy_url.

  7. Install the AData SDK

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    Install the adata package using pip. You can use official PyPI or domestic Chinese mirrors like Aliyun or Tsinghua for faster installation.

    Mirrors:

    • Aliyun (Recommended): http://mirrors.aliyun.com/pypi/simple/
    • Tsinghua: https://pypi.tuna.tsinghua.edu.cn/simple
    • Official: https://pypi.org/simple

  8. Retrieve stock financial data

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    Use stock.finance.get_core_index() to retrieve core financial data for a single stock (Source: Eastmoney). This includes detailed data from the three major financial statements.

  9. Retrieve stock market and price data

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    Use the stock.market module to access real-time, historical, and technical price data (K-lines), dividends, and capital flows.

    K-line and Price Data:

    • stock.market.get_market(): Get K-line data (Day, Week, Month) for a single stock.
    • stock.market.get_market_min(): Get intraday (minute) price data for a single stock (current day only).
    • stock.market.list_market_current(): Get latest real-time quotes for multiple stocks (Sources: Sina, Tencent).
    • stock.market.get_market_five(): Get Level 2 (5-tier) quotes for a single stock (Sources: Tencent, Baidu).
    • stock.market.get_market_bar(): Get tick-by-tick transaction data (Source: Gushitong).

    Concept and Index Data:

    • stock.market.get_market_concept_ths(): Get K-line data for a Tonghuashun concept (use index_code starting with 8).
    • stock.market.get_market_concept_min_ths(): Get intraday K-line for a Tonghuashun concept.
    • stock.market.get_market_concept_current_ths(): Get real-time quotes for a Tonghuashun concept.
    • stock.market.get_market_concept_east(): Get K-line data for an Eastmoney concept (use index_code starting with BK).
    • stock.market.get_market_concept_min_east(): Get intraday K-line for an Eastmoney concept.
    • stock.market.get_market_concept_current_east(): Get real-time quotes for an Eastmoney concept.
    • stock.market.get_market_index(): Get K-line data (Day, Week, Month) for an index.
    • stock.market.get_market_index_min(): Get intraday K-line for an index.
    • stock.market.get_market_index_current(): Get real-time quotes for an index.

    Dividends and Capital Flow:

    • stock.market.get_dividend(): Get dividend information for a single stock.
    • stock.market.get_capital_flow_min(): Get intraday capital flow for a single stock.
    • stock.market.get_capital_flow(): Get historical daily capital flow for a single stock.
    • stock.market.all_capital_flow_east(): Get capital flow for all Eastmoney concepts over the last N days.

  10. Retrieve ETF and Bond data

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    Access information and market data for Exchange Traded Funds (ETFs) and Convertible Bonds.

    ETF (Fund) Data:

    • fund.info.all_etf_exchange_traded_info(): Get all A-share market ETF information (Source: Eastmoney).
    • fund.market.get_market_etf(): Get K-line data (Day, Week, Month) for an ETF (Source: Tonghuashun).
    • fund.market.get_market_etf_min(): Get intraday K-line for an ETF.
    • fund.market.get_market_etf_current(): Get real-time quotes for an ETF.

    Bond Data:

    • bond.info.all_convert_code(): Get all A-share convertible bond codes (Source: Tonghuashun).
    • bond.market.list_market_current(): Get latest real-time quotes for A-share convertible bonds (Source: Sina).

  11. Retrieve A-share stock basic information

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    Use the stock.info module to access fundamental stock data, including codes, share capital, industry classifications, and concept/sector information.

    Available Methods:

    • stock.info.all_code(): Get all A-share stock codes.
    • stock.info.get_stock_shares(): Get share capital information for a single stock (Source: Eastmoney).
    • stock.info.get_industry_sw(): Get SW (Shenwan) level 1 and 2 industry classification for a single stock (Source: Baidu).
    • stock.info.all_concept_code_ths(): Get all A-share concept codes from Tonghuashun.
    • stock.info.concept_constituent_ths(): Get constituent stocks for a Tonghuashun concept index (returns stock code and short name).
    • stock.info.get_concept_ths(): Get concepts a single stock belongs to (Source: Tonghuashun).
    • stock.info.all_concept_code_east(): Get all A-share concept codes from Eastmoney.
    • stock.info.concept_constituent_east(): Get constituent stocks for an Eastmoney concept index.
    • stock.info.get_concept_east(): Get concepts a single stock belongs to (Source: Eastmoney).
    • stock.info.get_plate_east(): Get the sector/plate a stock belongs to (includes Industry, Region, and Concepts).
    • stock.info.all_index_code(): Get all A-share market index codes (Source: Tonghuashun).
    • stock.info.index_constituent(): Get the list of constituent stocks for a specific index.
    • stock.info.trade_calendar(): Get stock trading calendar information (Source: Shenzhen Stock Exchange).

  12. Retrieve market sentiment and hot lists

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    Use the sentiment module to access market sentiment indicators, Northbound capital flows, and popularity rankings.

    Sentiment and Northbound Capital:

    • sentiment.stock_lifting_last_month(): Get the list of stocks scheduled for lifting restrictions in the last month (Source: Tonghuashun).
    • sentiment.securities_margin(): Get the margin trading and securities lending balance list (Source: Eastmoney).
    • sentiment.north.north_flow_current(): Get current Northbound capital (Shanghai-Hong Kong Connect) inflow (Source: Eastmoney).
    • sentiment.north.north_flow_min(): Get intraday Northbound capital flow.
    • sentiment.north.north_flow(): Get historical Northbound capital inflow.

    Hot Lists and Rankings:

    • sentiment.hot.pop_rank_100_east: Eastmoney popularity top 100 list.
    • sentiment.hot.hot_rank_100_ths(): Tonghuashun popularity top 100 list.
    • sentiment.hot.hot_concept_20_ths(): Tonghuashun top 20 hot concept sectors.
    • sentiment.hot.list_a_list_daily(): Daily Dragon-Tiger list (Source: Eastmoney).
    • sentiment.hot.get_a_list_info(): Detailed information for a specific stock on the Dragon-Tiger list.
    • sentiment.mine.mine_clearance_tdx(): Stock risk/avoidance (mine clearance) information (Source: Tongdaxin).