simonlin1212/a-stock-data
A Stock Data
This project is a comprehensive market data toolkit and financial analysis system specifically designed for China A-shares. It serves as a data pipeline for retrieving real-time quotes, aggregating corporate financial statements, and automating equity research.
The system distinguishes itself through specialized monitors for institutional capital movements, including Northbound fund flows, margin trading balances, and large block transactions. It also features a dedicated options Greeks calculator for ETF derivatives and tools to gauge market sentiment via retail popularity rankings and trending concept tags.
Capabilities extend to corporate fundamental analysis through the extraction of balance sheets and official exchange announcements. The toolkit also covers market trend identification, sector performance ranking, and the aggregation of professional institutional research reports and earnings forecasts.
The system includes traffic management features such as request throttling and jitter to maintain stability during API integrations.
Features
- Market Data Aggregators - Combines quotes, historical candles, and real-time data from multiple financial data providers.
- A-Share Quote Retrievers - Aggregates real-time quotes, historical candles, and financial metrics specifically for the China A-share market.
- Corporate Announcement Streams - Provides a continuous stream of official company announcements from major stock exchanges for immediate updates.
- Equity Research Data Pipelines - Aggregates institutional research reports, analyst forecasts, and official corporate announcements into a structured format.
- Equity Research Platforms - Automates the collection of company fundamentals, institutional research, and corporate announcements for due diligence.
- Market Sentiment Analyzers - Monitors investor interactions, trending concept tags, and retail popularity to gauge overall market mood.
- Historical Price Data Fetchers - Downloads historical price data and pre-calculated moving averages for financial analysis.
- Capital Flow Analyzers - Monitors fund movements across various order sizes, including Northbound capital and margin trading flows.
- Institutional Flow Monitoring - Tracks Northbound fund flows, margin trading balances, and large block transactions to identify institutional accumulation.
- Market Data Toolkits - Provides a full-stack set of tools for retrieving and analyzing quotes, financials, and sentiment for China A-shares.
- Real-Time Market Prices - Retrieves live market data including price, valuation ratios, and market capitalization for shares and indices.
- Institutional Announcements - Fetches official company announcements and investor interactions to track corporate communications.
- Capital Flow Analysis - Tracks net fund inflows and outflows across financial assets, specifically focusing on margin balances and block trades.
- Tick Data Retrieval - Retrieves real-time quotes and tick-by-tick transaction records to build accurate price charts.
- Corporate Financial Report Retrievers - Retrieves official company filings and corporate events using organization ID mapping for accurate lookup.
- Financial Statement Analyzers - Extracts structured insights from income statements and quarterly snapshots to analyze company profitability.
- Financial Statement Retrievers - Collects raw balance sheets and income statements from official exchange filings.
- Valuation Metric Retrieval - Retrieves candlesticks and level-2 order books along with valuation metrics like PE and PB.
- Sector and Industry Analysis - Compares daily price changes across all market industries to identify shifting investment trends.
- Investor Interest Trackers - Collects investor Q&A and heat maps to gauge general market interest in specific stocks.
- Market Hotspot Analysis - Identifies high-performing stocks and retrieves curated theme tags to explain sudden price surges.
- Market Temperature Indicators - Computes market temperature using break-rates and limit-up streaks to gauge overall investor confidence.
- Semantic Research Search - Uses semantic search to find relevant financial reports or news based on plain language queries.
- Market Sentiment Analyzers - Extracts retail investor sentiment from Q&A and trending concept tags.
- Asset Popularity Rankers - Ranks stocks by real-time heat and retail interest to identify the most watched assets.
- Equity Research Reports - Fetches professional research reports and PDF documents for specific stocks or industry sectors.
- Foreign Capital Tracking - Tracks minute-by-minute net inflows of Northbound funds to gauge foreign investment activity in A-shares.
- Equity Ownership Tracking - Tracks changes in shareholder counts and margin balances to identify shifts in ownership structure.
- EPS Forecast Tracking - Extracts consensus earnings per share predictions from institutional analysts to estimate company growth.
- Institutional Rating Aggregators - Aggregates institutional ratings and reports using natural language search or specific stock identifiers.
- Market Trend Visualizations - Monitors real-time capital flow and sector membership to identify trending market themes.
- Price Limit Analysis - Identifies stocks hitting price limits and tracks funding status to determine potential price breakouts.
- Quantitative Trading Platforms - Analyzes price limits, capital flows, and trading seats to identify market hotspots and trading signals.
- Sector and Concept Mapping - Identifies industry, concept, or regional sectors for specific stocks and tracks their performance.
- Shareholder Count Tracking - Monitors quarterly shifts in shareholder counts to detect institutional accumulation or distribution patterns.
- Price Limit Trackers - Monitors stocks hitting daily price limits and tracks board counts and funding levels.
- Trading Signal Identification - Identifies price limit patterns and institutional activity to detect potential short-term trading opportunities.
- Margin - Collects daily financing and securities lending balances to analyze market leverage levels.
- Derivative Option Chains - Fetches ETF option contract lists and Greeks like Delta and Gamma to analyze volatility.
- Greeks Calculators - Provides calculations for option Greek values like Delta, Gamma, Theta, and Vega for ETF derivatives.
- News Aggregators - Aggregates individual stock news and global financial updates in real-time.
- Derivative Quotes - Retrieves high-precision five-level quotes and theoretical values for option contracts.
- Greek Value Calculators - Fetches ETF option contracts and calculates Delta, Gamma, Theta, and Vega values.
- Investment Automation Workflows - Provides automated pipelines for executing valuations and peer comparisons to screen for new investment targets.
- Option Volatility Analysis - Retrieves ETF option contracts and implied volatility metrics to assess market pricing.
- ETF Option Analyzers - Retrieves option contract lists and calculates Greek values to analyze volatility and derivative pricing for ETFs.
- Investment Due Diligence Workflows - Implements pre-defined sequences for batch comparisons and due diligence to standardize the investment research process.
- Trading Seat Audits - Aggregates buying and selling data to identify influential institutional trading seats for specific stocks.
- General Productivity Tools - Data toolkit for financial market analysis.
Star history
How this analysis was created: This summary and feature list are AI-generated from collected project material and can contain mistakes. Stars, license and language are imported from GitHub. Inclusion does not mean that we have tested or audited this project. Check the source documentation for any feature you depend on. Learn more on our About page.
