mootdx

## Overview Mootdx talks the native 通达信 (TDX) binary protocol over TCP, bypassing the HTTP scrapers that periodically fail under load (akshare → East Money is the canonical example). Public market data only — no token, no per-IP throttling, no captcha. - GitHub: https://github.com/mootdx/mootdx - Install: `pip install mootdx && pip install 'httpx>=0.28.1'` > Mootdx pins `httpx<0.26` in `setup.py`, but only uses basic `httpx.Client/get` APIs that are forward-compatible. The second `pip install` restores the modern httpx that the rest of Vibe-Trading (MCP server, fastmcp) needs. ## Quick Start ```python from mootdx.quotes import Quotes client = Quotes.factory(market="std") # std = 沪/深/京; ext = 期货/期权 (upstream-broken) # Daily OHLCV with a date range (preferred API). df = client.get_k_data(code="000001", start_date="2025-01-01", end_date="2025-02-01") # Intraday — offset-from-latest only, no native date range. df_15m = client.bars(symbol="600519", frequency=1, offset=800) ``` ## Frequency Codes `bars(frequency=N)` uses integer codes from `mootdx.consts`: | Code | Bar | |------|-----| | 8 | 1m | | 0 | 5m | | 1 | 15m | | 2 | 30m | | 3 | 1H | | 4 | 1D | | 5 | 1W | | 6 | 1M | `get_k_data()` is **daily only** but accepts `start_date / end_date`. For intraday, `bars()` returns the latest N rows — the built-in loader over-fetches `offset=800` then clips to the requested window. ## Key Methods | Method | Use | Returns | |--------|-----|---------| | `get_k_data(code, start_date, end_date)` | Daily OHLCV with date range | `[open, close, high, low, vol, amount, date, code]` | | `bars(symbol, frequency, offset=800)` | Intraday / weekly / monthly | `[open, close, high, low, vol, amount, datetime, volume, ...]` | | `minute(symbol)` | Current trading day 1m bars | Same schema as `bars()` | | `quotes(symbol)` | Real-time L1 snapshot | `{price, bid, ask, volume, ...}` | | `stocks(market)` | List all tickers on an exchange | DataFrame of `code/name` | | `F10(symbol)` / `finance(symbol)` | Fundamentals snapshot | Heterogeneous dict | ## Symbol Format - Pure 6-digit: `"000001"`, `"600519"`, `"835174"` — mootdx auto-detects exchange from prefix: - `60x / 68x` → SH - `00x / 30x / 002 / 003` → SZ - `4x / 8x` → BJ - The built-in loader also accepts `"000001.SZ"`, `"600519.SH"`, `"835174.BJ"` and strips the suffix. ## Column Names `get_k_data()` returns lowercase English: `open / close / high / low / vol / amount / date / code`. The built-in loader renames `vol` → `volume` to match the project's OHLCV contract. `bars()` returns the same OHLC columns plus a duplicate `volume` (alongside the legacy `vol`), a `datetime` string column, and decomposed `year / month / day / hour / minute` columns. ## Built-in Loader `backtest/loaders/mootdx_loader.py` is registered as the `mootdx` source. Fallback chain for `a_share` is `[tushare, mootdx, akshare]` — tushare wins when a token is present; mootdx wins when no token but TCP egress works; akshare is the broadest fallback. ```python from backtest.runner import run result = run(strategy=..., source="mootdx") # explicit override ``` ## Known Limitations | Limitation | Workaround | |------------|------------| | 北交所 (BJ): `get_k_data` raises `KeyError`, `bars()` returns empty (upstream missing data) | Loader logs a warning and skips BJ symbols — use akshare or tushare | | Extended market (futures/options) returns empty as of v0.11.7 (upstream issue) | Use tushare/akshare for futures | | Each `bars()` page is 800 rows; loader paginates back up to 25 pages (≈10y daily / ≈5y 1H / ≈3mo 1m) | For longer 1m history use tushare minute bars | | Server selection has cold-start latency (first call picks the fastest server) | First call may be ~2s slower | | Returns data in 前复权 by default — no API parameter for 不复权 | Use tushare/akshare if raw prices are required | ## Reference Docs - Mootdx 文档: https://www.mootdx.com/ - 通达信协议参考: https://github.com/rainx/pytdx