akshare-cn-market_skill

This skill helps you fetch and analyze Chinese A-share market data with AKShare, including stock K-lines, macro indicators, and US bond yields.

Python

2.6k

GitHub Stars

2

Bundled Files

2 months ago

Catalog Refreshed

3 months ago

First Indexed

Readme & install

Copy the install command, review bundled files from the catalogue, and read any extended description pulled from the listing source.

Installation

Preview and clipboard use veilstrat where the catalogue uses aiagentskills.

npx veilstrat add skill openclaw/skills --skill akshare-cn-market

_meta.json464 B
SKILL.md5.6 KB

Overview

This skill provides China A-share market and macroeconomic data powered by the AKShare library. It exposes scripts and API calls for stock K-lines, major indices, financial summaries, GDP/CPI/PMI/M2, and China-US bond yields. Outputs are JSON arrays suitable for programmatic consumption and agents.

How this skill works

The skill wraps AKShare calls and lightweight scripts to fetch historical daily K-lines, index series (Sina source), corporate financial abstracts, and a range of macro series. It also includes a trading-calendar utility to check trade days and find previous/next trade dates. All script outputs are emitted as JSON records for easy parsing.

When to use it

Retrieve historical A-share daily K-lines for analysis or charting
Fetch major index series (Sina) when Eastmoney proxies are unavailable
Get corporate financial summaries for screening or fundamental work
Pull macro indicators (GDP/CPI/PMI/M0–M2) for economic context
Check trading days or compute last close date for backtests or scheduling

Best practices

Install akshare and pandas in the environment (pip install akshare pandas) and verify akshare.__version__
Prefer the Sina index endpoints for stability when Eastmoney access is restricted
Use date range and limit parameters (n, start) to avoid excessive requests and speed up responses
Treat data as delayed or reference-grade: apply your own validation and caching for production use
Wrap calls in retry logic and handle network/timeouts; many endpoints depend on public websites

Example use cases

Agent fetches the latest 10 daily bars for a ticker (000001) and computes moving averages before recommending a watchlist update
Automated daily job collects CPI, PMI, and M2 series to populate an economic dashboard
Backtest workflow queries prev_trade_day to find the most recent close date and then downloads price series from that date
Equity research pulls five-year financial abstracts for a company to generate a summary report
Portfolio monitor fetches China-US bond yields and major index returns to assess macro-driven allocation shifts

FAQ

Public financial websites (Sina for indices, other public sources via AKShare). Data is for research/reference only.

Does this provide real-time tick data?

No. Data may have delays (minutes to one day). Use for historical or delayed intraday needs, not low-latency trading.

How do I check if a date is a trading day?

Use the included trade calendar utilities: is_trade_day(date), next_trade_day(date), prev_trade_day(date) to determine trading status and find nearest close dates.