| name | data-routing |
| category | data-source |
| description | Data source selection decision tree. Load this skill BEFORE any backtest or data-fetching task to choose the best available data source. |
Data Source Overview
OHLCV / K-line Sources
| Source | Markets | Auth Required | Network | Skill |
|---|
| mootdx | A-shares | No | Unrestricted (TCP) | mootdx |
| tushare | A-shares, funds, futures, macro | Yes (TUSHARE_TOKEN) | China network | tushare |
| eastmoney | A-shares | No | Unrestricted | eastmoney |
| tencent | A-shares, HK stocks | No | Unrestricted | tencent |
| futu | A-shares, HK stocks | Yes (FutuOpenD) | Local FutuOpenD | — |
| baidu | A-shares | No | Unrestricted | baidu |
| akshare | A-shares, US, HK, futures, macro, forex | No | Unrestricted | akshare |
| yfinance | US stocks, HK stocks, ETFs, indices | No | Needs Yahoo Finance access | yfinance |
| finnhub | US stocks | Yes (FINNHUB_API_KEY) | Unrestricted | — |
| tiingo | US stocks | Yes (TIINGO_API_KEY) | Unrestricted | — |
| okx | Crypto (OKX exchange) | No (optional key) | Needs okx.com access | okx-market |
| ccxt | Crypto (100+ exchanges) | No | Needs exchange access | ccxt |
| coingecko | Crypto (market cap, trending) | No | Unrestricted | coingecko |
| twelvedata | Global (all markets) | Yes (TWELVE_DATA_API_KEY) | Unrestricted | twelvedata |
| global_indices | Global stock indices | No | Needs Yahoo Finance access | global-indices |
| commodities | Precious metals, energy, industrial, agri | No | Needs Yahoo Finance access | commodities |
Non-OHLCV Data Sources
| Source | Data Type | Auth Required | Skill |
|---|
| sentiment | VIX, DXY, Yield Curve, Fear & Greed | No | sentiment |
| fundamentals_enhanced | A-share/HK financial statements, PE/PB/ROE | No | fundamentals-enhanced |
| news | Financial news aggregation, economic calendar | No | news-aggregation |
Decision Tree
Backtest Scenario (writing config.json)
Use source: "auto" — the runner automatically routes by symbol pattern and falls back to alternative sources if the primary one is unavailable.
You do NOT need to specify a concrete data source in config.json unless the user explicitly asks for one.
Analysis / Research Scenario (writing Python scripts)
- Identify the market type from the user's request
- Pick the source by priority:
A-shares: mootdx (TCP, free, fastest) > eastmoney (HTTP K-line, stable) > tencent (real-time, free) > baidu (K-line + sector) > tushare (if TUSHARE_TOKEN is set) > twelvedata (if key set) > akshare (free fallback)
US stocks: yfinance > twelvedata (if key set) > finnhub (if key set) > akshare
HK stocks: yfinance > futu > tencent (fast, free) > twelvedata (if key set) > akshare
Crypto OHLCV: okx (single exchange) > ccxt (multi-exchange)
Crypto market data: coingecko (rankings, trending, global stats)
Futures: tushare > twelvedata > akshare
Indices: global_indices (via yfinance)
Commodities: commodities (via yfinance)
Macro / economics: akshare > tushare
Forex: akshare > twelvedata > yfinance
Market Sentiment / Macro Analysis
Use the market_sentiment Agent tool or SentimentFetcher class directly:
- VIX (fear gauge): yfinance ^VIX → akshare index_vix
- DXY (USD strength): yfinance DX-Y.NYB → akshare currency_boc_sina
- Yield Curve: yfinance ^TNX (10Y) + estimated 2Y
- Fear & Greed: alternative.me API (crypto market)
- Put/Call proxy: VIX/VIX3M term structure
Fundamentals Analysis
A-shares: tushare (financial statements, daily PE/PB) > fundamentals_enhanced (AKShare: PE-TTM, PB, PS, PEG, ROE, growth)
HK stocks: fundamentals_enhanced (AKShare: PE, PB, ROE, dividend yield) > twelvedata
US stocks: twelvedata (PE, PB, ROE, statements) > yfinance (basic info)
News / Event Analysis
Use the financial_news Agent tool or NewsFetcher class:
- General market news: DuckDuckGo web search
- Sector-specific: targeted search queries
- Stock-specific: symbol + name search
- Economic calendar: template-based (US/CN major events)
Availability Check
- mootdx / eastmoney / baidu / tencent / coingecko: free, no auth, internet required
- tushare: check if
TUSHARE_TOKEN environment variable exists
- twelvedata / finnhub / tiingo: check if respective API key environment variable exists
- futu: requires FutuOpenD running locally (gateway to Futu broker)
- yfinance / okx / ccxt / akshare: free but may have network restrictions
- If the user reports "connection timeout" or "cannot access", switch to the same-market fallback
Symbol Format Reference
| Market | Format | Examples |
|---|
| A-shares | NNNNNN.SZ/SH/BJ | 000001.SZ, 600000.SH |
| US stocks | TICKER.US | AAPL.US, MSFT.US |
| HK stocks | NNN(N).HK | 700.HK, 9988.HK |
| Crypto | SYMBOL-USDT | BTC-USDT, ETH-USDT |
| Futures | XXNNNN.EXCHANGE | CU2406.SHFE |
| Forex | XXX/YYY | USD/CNY, EUR/USD |
| Indices | CODE | SPX, DJI, IXIC, N225 |
| Commodities | CODE | XAUUSD, CL, HG |
Fallback Chains (Runner Layer)
The backtest runner implements automatic fallback at the market level:
A_share: mootdx → tushare → eastmoney → tencent → futu → baidu → twelvedata → akshare
US_equity: yfinance → twelvedata → finnhub → akshare
HK_equity: yfinance → futu → tencent → twelvedata → akshare
Crypto: okx → ccxt → coingecko
Futures: tushare → twelvedata → akshare
Forex: akshare → twelvedata → yfinance
Index: global_indices → yfinance
Commodity: commodities → yfinance
This is transparent to the user — they just see results.
