# a-stock-data
**Repository Path**: ExtraCilantro/a-stock-data
## Basic Information
- **Project Name**: a-stock-data
- **Description**: A 股全栈数据工具包 — 6层架构 · 15个端点 · 7个数据源 | AI Skill for China A-Share Market Data
- **Primary Language**: Unknown
- **License**: Apache-2.0
- **Default Branch**: main
- **Homepage**: None
- **GVP Project**: No
## Statistics
- **Stars**: 2
- **Forks**: 1
- **Created**: 2026-05-16
- **Last Updated**: 2026-06-10
## Categories & Tags
**Categories**: Uncategorized
**Tags**: None
## README
# a-stock-data
A 股全栈数据工具包 — 6 层架构 · 21 个端点 · 8 个数据源实测
一个自包含的 Skill 文件,把分散在 8 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、百度 PAE 的 Header 拼接——全部封装好了。
> 兼容 [Claude Code](https://github.com/anthropics/claude-code) · [Codex](https://github.com/openai/codex) · [OpenClaw](https://github.com/anthropics/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。
---
## 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 ☕
爱发电 ·
Buy Me a Coffee
> 想要什么数据端点?欢迎开 [Issue](https://github.com/simonlin1212/a-stock-data/issues) 提需求,赞助者的 Issue 优先处理。
---
## 架构
```
A 股全栈数据 · 六层架构
│
├── 行情层 mootdx + 腾讯财经 K线 + 五档盘口 + PE/PB/市值/换手率
├── 研报层 东财 + akshare + iwencai 研报列表 / PDF下载 / 一致预期 / NL搜索
├── 信号层 同花顺 + 百度股市通 强势股 + 题材归因 + 北向资金 + 概念板块
│ + akshare + 东财DC + 资金流向 + 龙虎榜 + 全市场龙虎榜 + 解禁 + 行业对比
├── 新闻层 akshare × 3 个股新闻 / 财联社快讯 / 全球资讯
├── 基础数据 mootdx finance / F10 37字段季报 + 9类公司资料
└── 公告层 巨潮 cninfo + mootdx 沪深北全量公告
```
---
## 快速开始
**3 步,2 分钟。**
```bash
# 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
pip install mootdx akshare 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。
---
## 21 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 |
### 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) |
| akshare 一致预期 | 同花顺源机构一致预期 EPS |
| iwencai NL 搜索 | 自然语言跨主题研报检索 |
### 信号层(V2.1 大幅扩展)
| 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(V2.1 改) |
| **百度概念板块** | 行业 / 概念 / 地域三维归属 + 当日涨跌幅(V2.1 新增) |
| **百度资金流向** | 主力 / 散户 / 超大单分钟级 + 20 日历史(V2.1 新增) |
| **龙虎榜席位** | 上榜记录 + 买卖席位 TOP5 + 机构动向(V2.1 新增) |
| **全市场龙虎榜** | 每日全市场上榜股票 + 净买额排名 + 上榜原因(V2.1 新增) |
| **限售解禁日历** | 历史解禁 + 未来 90 天待解禁预警(V2.1 新增) |
| **行业横向对比** | 同花顺 90 行业涨跌排名 + 领涨股(V2.1 新增) |
### 新闻层
| 端点 | 数据 |
|------|------|
| 个股新闻 | 东财个股新闻流 |
| 财联社快讯 | 分钟级电报 |
| 全球资讯 | 东财全球财经资讯 |
### 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(V2.1 截断优化,-70% token) |
| 巨潮公告 | 沪深北交所全量公告 |
### 鉴权要求
7 个数据源**完全免费无 Key**,仅 iwencai 语义搜索需要 API Key([申请地址](https://www.iwencai.com/skillhub))。
---
## 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」 |
| 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 → 解禁预警 | 1 分钟 |
---
## V2.1 新增亮点
| 功能 | 说明 |
|------|------|
| 龙虎榜席位 | 上榜原因 + 买卖营业部 TOP5 + 机构买卖统计 |
| 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 | 历史全部解禁批次 + 未来 90 天待解禁预警 |
| 行业横向 | 同花顺 ~90 行业涨跌排名 + 成交额 + 领涨股 |
| 概念板块 | 百度股市通三维归属(行业/概念/地域) |
| 资金流向 | 分钟级主力/散户/超大单 + 20 日历史 |
| 北向自缓存 | eastmoney 断供后改本地积累,越跑越丰富 |
| F10 截断 | 股东研究 -70% token(19969→5906 chars) |
---
## 数据源优先级
| 优先级 | 数据源 | 协议 | 封 IP 风险 |
|--------|--------|------|-----------|
| 1 | mootdx | TCP (7709) | 极低 |
| 2 | 腾讯财经 | HTTP | 低 |
| 3 | akshare | Python | 中(东财源) |
| 4 | iwencai | OpenAPI | 低(需 Key) |
| 5 | 东财 PDF | HTTP | 低 |
| 6 | 同花顺热点 | HTTP | 极低(零鉴权) |
| 7 | 同花顺北向 | HTTP | 极低(零鉴权) |
| 8 | 百度股市通 | HTTP | 极低(零鉴权) |
---
## 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: akshare 报超时?**
东财源有反爬,加 `time.sleep(1~3)` 重试。行情请走 mootdx,不受影响。
**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: 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](./CHANGELOG.md)。
---
## 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](./LICENSE) — 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 — 6-layer architecture · 21 endpoints · 8 data sources, battle-tested
A self-contained Skill file that consolidates raw A-share data from 8 sources into a ready-to-use toolkit for AI coding assistants. No need to memorize mootdx candlestick parameters, Eastmoney PDF Referer headers, iwencai X-Claw authentication, or Baidu PAE header assembly — it's all handled.
> Compatible with [Claude Code](https://github.com/anthropics/claude-code) · [Codex](https://github.com/openai/codex) · [OpenClaw](https://github.com/anthropics/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 · 6-Layer Architecture
│
├── Market Data mootdx + Tencent Finance Candlesticks + Level-2 Order Book + PE/PB/Market Cap/Turnover
├── Research Eastmoney + akshare + iwencai Report list / PDF download / Consensus EPS / NL search
├── Signals THS + Baidu + akshare Hot stocks + Sector attribution + Northbound flow
│ + Concept blocks + Fund flow + Dragon Tiger + Daily DT (full market) + Lockup + Industry
├── News akshare × 3 Stock news / CLS flash / Global finance
├── Fundamentals mootdx finance / F10 37-field quarterly report + 9 categories of company data
└── Filings cninfo + mootdx Full filings across SSE / SZSE / BSE
```
---
## Quick Start
**3 steps, 2 minutes.**
```bash
# 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
pip install mootdx akshare 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.
---
## 20 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 |
### Research Reports
| Endpoint | Data |
|----------|------|
| Eastmoney reportapi | Report list + ratings + 3-year EPS forecasts |
| Eastmoney PDF | Full research report PDF (Referer auth handled) |
| akshare Consensus | Institutional consensus EPS (THS source) |
| iwencai NL Search | Natural language cross-topic report search |
### Signals (V2.1 Major Expansion)
| 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 (V2.1 change) |
| **Baidu Concept Blocks** | Industry / Concept / Region classification + daily change (V2.1 new) |
| **Baidu Fund Flow** | Institutional / Retail / Super-large order minute-level + 20-day history (V2.1 new) |
| **Dragon Tiger Board** | Appearance records + Top 5 buy/sell brokerages + institutional activity (V2.1 new) |
| **Daily Dragon Tiger (Full Market)** | All stocks on daily board + net buy ranking + appearance reasons (V2.1 new) |
| **Lockup Expiry Calendar** | Historical releases + 90-day upcoming expiry alerts (V2.1 new) |
| **Industry Comparison** | THS ~90 industries ranked by change + volume + leaders (V2.1 new) |
### News
| Endpoint | Data |
|----------|------|
| Stock News | Eastmoney per-stock news feed |
| CLS Flash | Minute-level telegrams |
| Global News | Eastmoney global finance news |
### Fundamentals + Filings
| Endpoint | Data |
|----------|------|
| Quarterly Snapshot | 37 fields (EPS / ROE / Net Profit / Revenue...) |
| F10 Company Data | 9 categories (V2.1 truncation optimization, -70% tokens) |
| cninfo Filings | Full filings across all exchanges |
### Authentication
7 data sources are **completely free, no API key needed**. Only iwencai semantic search requires an API key ([apply here](https://www.iwencai.com/skillhub)).
---
## 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" |
| 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 alert | 1 min |
---
## V2.1 Highlights
| Feature | Description |
|---------|-------------|
| Dragon Tiger Board | Appearance reasons + Top 5 buy/sell brokerages + institutional stats |
| Daily Dragon Tiger (Full Market) | All stocks on daily board + net buy ranking + appearance reasons |
| Lockup Expiry | Full release history + 90-day upcoming expiry alerts |
| Industry Comparison | ~90 THS industries ranked by change + volume + leaders |
| Concept Blocks | Baidu 3D classification (industry/concept/region) |
| Fund Flow | Minute-level institutional/retail/super-large orders + 20-day history |
| Northbound Self-Cache | After Eastmoney data cutoff, local accumulation — richer over time |
| F10 Truncation | Shareholder research -70% tokens (19969→5906 chars) |
---
## Data Source Priority
| Priority | Source | Protocol | IP Ban Risk |
|----------|--------|----------|-------------|
| 1 | mootdx | TCP (7709) | Very low |
| 2 | Tencent Finance | HTTP | Low |
| 3 | akshare | Python | Medium (Eastmoney source) |
| 4 | iwencai | OpenAPI | Low (key required) |
| 5 | Eastmoney PDF | HTTP | Low |
| 6 | THS Hot Stocks | HTTP | Very low (zero auth) |
| 7 | THS Northbound | HTTP | Very low (zero auth) |
| 8 | Baidu Finance | HTTP | Very low (zero auth) |
---
## Disclaimer
This project provides data access tools only and does not constitute investment advice. Investing involves risk.
---
## License
[Apache License 2.0](./LICENSE)
**Author:** Simon Lin · TikTok [@simonlin121212](https://www.tiktok.com/@simonlin121212) · Douyin "Simon林" · WeChat Official Account "硅基世纪"