A股数据获取 A specialized data collection tool for Chinese A-share market

Specialized A-share stock data collector. Automatically fetch and store daily/weekly/monthly historical K-line data for all A-share stocks in SQLite database.

A-Share-Get / A股数据获取工具

English | 中文

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Overview / 概述

English:
A specialized data collection tool for Chinese A-share market. Automatically fetches and stores stock list, daily, weekly, and monthly historical K-line data into a local SQLite database. Designed specifically for quantitative analysts who need a complete local copy of A-share market data.

中文:
专门针对中国A股市场的数据获取工具。自动采集并存储股票列表、日线、周线、月线历史K线数据到本地SQLite数据库。专为需要完整A股本地数据副本的量化分析师设计。

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Features / 功能特性

English:

• Automated Stock List Management: Fetches and updates all tradable stocks from A-share markets (60* Shanghai, 30* ChiNext, 00* Shenzhen)
• Multi-Frequency Data Collection: Supports parallel fetching for daily, weekly, and monthly K-line data
• SQLite Database Storage: Local persistent storage, easy to query for quantitative analysis
• Automatic Filtering: Excludes delisted and pre-IPO stocks automatically
• Data Integrity: Tracks last fetch timestamp for each frequency, supports incremental updates
• Multiple Data Sources: EastMoney/Sina/Tencent with automatic failover

中文:

• 自动化股票列表管理: 获取并更新A股市场全部可交易股票（沪市60*、创业板30*、深市00*）
• 多频率数据采集: 支持并行获取日线、周线、月线K线数据
• SQLite数据库存储: 本地持久化存储，便于量化分析查询
• 自动过滤: 自动排除退市和未上市股票
• 数据完整性: 记录每种频率最后获取时间戳，支持增量更新
• 多数据源冗余: 东方财富/新浪/腾讯，自动故障切换

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Database Schema / 数据库架构

Stock List Table (stocks)

Column / 字段	Type / 类型	Description / 说明
code	TEXT	Stock code (e.g., 600519) / 股票代码
name	TEXT	Stock name (e.g., 贵州茅台) / 股票名称
market	TEXT	Market type (60/30/00) / 市场类型
day_get	TIMESTAMP	Last daily data fetch time / 最后日线数据获取时间
week_get	TIMESTAMP	Last weekly data fetch time / 最后周线数据获取时间
month_get	TIMESTAMP	Last monthly data fetch time / 最后月线数据获取时间
status	TEXT	Stock status (active/delisted) / 股票状态
created_at	TIMESTAMP	Record creation time / 记录创建时间

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Installation & Setup / 安装与设置

Step 1: Database Initialization / 第一步：数据库初始化

English:
Run the initialization script to create the database and tables:

python scripts/init_db.py

中文:
运行初始化脚本创建数据库和表：

python scripts/init_db.py

Step 2: Fetch Stock List / 第二步：获取股票列表

English:
Fetch all tradable stocks from A-share markets:

python scripts/fetch_stocks.py

中文:
从A股市场获取所有可交易股票列表：

python scripts/fetch_stocks.py

Step 3: Start Data Collection / 第三步：启动数据收集

English:

# Enhanced data fetching with external events
python scripts/day.py get all --limit 10
python scripts/week.py get all --limit 10
python scripts/month.py get all --limit 10

# Traditional usage (fetch all active stocks)
python scripts/day.py
python scripts/week.py
python scripts/month.py

# Database reset and fetch tool
python scripts/db_reset.py reset status
python scripts/db_reset.py fetch day 000001

# Parallel fetching for large batches
python scripts/day_parallel.py
python scripts/week_parallel.py
python scripts/month_parallel.py

中文:

# 增强版数据获取（支持外部事件）
python scripts/day.py get all --limit 10
python scripts/week.py get all --limit 10
python scripts/month.py get all --limit 10

# 传统用法（获取所有活跃股票）
python scripts/day.py
python scripts/week.py
python scripts/month.py

# 数据库重置与获取工具
python scripts/db_reset.py reset status
python scripts/db_reset.py fetch day 000001

# 并行获取大量数据
python scripts/day_parallel.py
python scripts/week_parallel.py
python scripts/month_parallel.py

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File Structure / 文件结构

a-stock-get/
├── SKILL.md                  # This documentation
├── scripts/
│   ├── init_db.py               # Database initialization
│   ├── fetch_stocks.py          # Fetch stock list from API
│   ├── day.py                  # Enhanced daily data fetch with external events
│   ├── day_original.py         # Original daily data fetch (backup)
│   ├── day_parallel.py         # Parallel daily data fetch
│   ├── db_reset.py             # Database reset and fetch tool
│   ├── week.py                 # Enhanced weekly data fetch with external events
│   ├── week_original.py        # Original weekly data fetch (backup)
│   ├── week_parallel.py        # Parallel weekly data fetch
│   ├── month.py                # Enhanced monthly data fetch with external events
│   ├── month_original.py       # Original monthly data fetch (backup)
│   ├── month_parallel.py       # Parallel monthly data fetch
│   ├── data_validation.py      # Data validation and integrity check
│   ├── data_repair.py          # Data repair tool
│   ├── schedule_config.py      # OpenClaw cron job configuration
│   └── README.md               # Detailed usage documentation
├── references/
│   └── data_sources.md        # Data source documentation
└── D:\xistock\                # Data directory (external)
    └── stock.db             # SQLite database

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Data Sources / 数据来源

English:

• East Money API: Real-time stock quotes and listing information
• Sina Finance: Historical data for technical analysis
• Tencent Finance: Alternative data source for redundancy

中文:

• 东方财富API: 实时股票行情和上市信息
• 新浪财经: 技术分析历史数据
• 腾讯财经: 冗余备用数据源

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Requirements / 依赖要求

pip install requests
pip install sqlite3
pip install pandas
pip install akshare  # Chinese stock data library

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Notes / 注意事项

English:

• Database file is stored at D:\xistock\stock.db for data persistence
• Stock list should be updated regularly (e.g., weekly) to capture new listings and delistings
• API rate limits apply when fetching data; parallel mode improves speed
• This system is for research and educational purposes; comply with local regulations for actual trading

中文:

• 数据库文件存储在 D:\xistock\stock.db 确保数据持久化
• 股票列表应定期更新（如每周）以捕捉新股上市和退市变化
• 获取数据受API速率限制，并行模式提升速度
• 本系统仅用于研究和教育目的；实际交易请遵守当地法规

Todo / 待办事项

• Add incremental update mode (only fetch stocks not updated today)
• Add external event control to day.py, week.py, and month.py
• Create database reset and fetch tool (db_reset.py)
• Add data validation and integrity checks (data_validation.py)
• Add data repair tool (data_repair.py)
• Add OpenClaw cron job configuration (schedule_config.py)
• Integrate with OpenClaw heartbeat for scheduled automatic updates
• Add advanced analytics and reporting features

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References / 参考资料

• AkShare Documentation - Chinese financial data library
• SQLite Python Tutorial

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Version: 1.0.0
Last Updated: 2026-03-13
Author: jakey Email: [e-mail] Wechat: jakeycis