from tushare_db import DataReader

reader = DataReader(db_path="tushare.db")

# Single stock with forward adjustment
df = reader.get_stock_daily('000001.SZ', '20240101', adj='qfq')

# Multiple stocks
df = reader.get_multiple_stocks_daily(['000001.SZ', '600519.SH'], '20240101')

# Concept sector constituents (from jquant_data_sync)
df = reader.get_concept_stocks('20240115', concept_name='人工智能')

# Stock's concept sectors
df = reader.get_stock_concepts('20240115', ts_code='000001.SZ')

# Trade calendar
df = reader.get_trade_calendar('20240101', '20241231')

# Stock list
df = reader.get_stock_basic(list_status='L')

# Custom SQL
df = reader.query("SELECT * FROM daily WHERE ts_code = ?", ['000001.SZ'])

reader.close()

Download Data (requires TUSHARE_TOKEN env var)

from tushare_db import DataDownloader

downloader = DataDownloader(db_path="tushare.db", rate_limit_profile="standard")

# Basic data
downloader.download_trade_calendar()
downloader.download_stock_basic()

# Daily data for all stocks
downloader.download_all_stocks_daily(start_date='20200101')

# Daily update (single date)
downloader.download_daily_data_by_date('20241218')

downloader.close()

Query Margin Balance

from tushare_db import DataReader

reader = DataReader(db_path="tushare.db")

# 获取所有交易所的两融余额汇总
df = reader.get_margin(start_date='20240101', end_date='20241231')

# 获取上海交易所的两融余额
df = reader.get_margin(exchange_id='SSE', start_date='20240101')

reader.close()

Concept Sector Data (jquant_data_sync)

External concept sector data integrated via DataReader:

from tushare_db import DataReader

reader = DataReader(db_path="tushare.db")

# Get concept constituents for a specific date (PIT)
df = reader.get_concept_stocks('20240115', concept_name='人工智能')
# Returns: ts_code, concept_name, in_date, out_date

# Get all concept sectors for a stock
df = reader.get_stock_concepts('20240115', ts_code='000001.SZ')
# Returns: concept_code, concept_name, in_date, out_date

# Get full cross-section for a date
df = reader.get_concept_cross_section('20240115')
# Returns all concept-stock relationships for the date

# Search concept sectors
df = reader.search_concepts('芯片')  # Fuzzy search

# List all concept sectors
df = reader.get_all_concepts()  # concept_code, concept_name

# Force refresh data from GitHub
reader.refresh_concept_data()

# Check cache status
info = reader.get_concept_cache_info()
reader.close()

Data Characteristics:

Source: jquant_data_sync GitHub Releases
Format: SCD (Slowly Changing Dimension) with in_date/out_date
Update: Daily auto-download with local caching
Cache Location: .concept_cache/all_concepts_pit_scd.csv

Point-in-Time (PIT) Queries

For backtesting, always use PIT queries to avoid look-ahead bias:

from tushare_db import DataReader

reader = DataReader(db_path="tushare.db")

# ❌ Wrong: Current snapshot (causes look-ahead bias)
df = reader.get_index_member_all(l1_code='801010.SI', is_new='Y')

# ✅ Correct: PIT query as of historical date
df = reader.get_index_member_all(
    l1_code='801010.SI',
    trade_date='20230115'  # Only stocks in sector on this date
)

# ✅ Correct: Concept sector PIT query
df = reader.get_concept_stocks('20230115', concept_name='人工智能')

Correct SQL for PIT joins:

-- For index_member_all
SELECT *
FROM my_data d
JOIN index_member_all im ON d.ts_code = im.ts_code
WHERE im.in_date <= d.trade_date
  AND (im.out_date IS NULL OR im.out_date > d.trade_date)

-- For concept sectors (from jquant_data_sync)
SELECT *
FROM my_data d
JOIN concept_data c ON d.ts_code = c.ts_code
WHERE c.in_date <= d.trade_date
  AND c.out_date >= d.trade_date

Manual PIT data backfill:

# If database lacks historical out_date data
python scripts/backfill_index_member_pit.py

Key Notes

Date format: YYYYMMDD string (e.g., '20240101')
Adjustment types:
- adj_factor table stores raw Tushare adjustment factors
- qfq (forward): price * (factor / latest_factor) — latest price = market price
- hfq (backward): price * factor — historical prices stay fixed
- DataReader handles calculation automatically via adj='qfq' or adj='hfq'
Rate limit profiles: 'trial', 'standard', 'pro'

Implemented Tables

External Data Sources

Data Source	Type	Access	Update	Description
`concept_data`	External	`DataReader.get_concept_*()`	Daily auto-download	A-share concept sectors from jquant_data_sync

基础信息表（静态数据）

Table	Tushare API	Primary Keys	官方最早日期	说明
`trade_cal`	trade_cal	exchange, cal_date	19910404	交易日历，exchange='SSE'
`stock_basic`	stock_basic	ts_code	-	股票列表
`stock_company`	stock_company	ts_code	-	上市公司信息
`index_basic`	index_basic	ts_code	-	指数列表
`index_classify`	index_classify	industry_code	-	申万行业分类，src='SW2021'
`index_member_all`	index_member_all	ts_code, l3_code, in_date	-	申万行业成分股（PIT支持）
`hs_const`	hs_const	ts_code, in_date	20141117	沪深港通成分
`ths_index`	ths_index	ts_code	-	同花顺板块列表 (见下方说明)
`ths_member`	ths_member	ts_code, con_code	-	同花顺板块成分股

日频时间序列表

Table	Tushare API	Primary Keys	官方最早日期	说明
`daily`	daily	ts_code, trade_date	19910404	日线行情
`adj_factor`	adj_factor	ts_code, trade_date	19910403	复权因子
`daily_basic`	daily_basic	ts_code, trade_date	19910404	每日指标（PE/PB/市值）
`index_daily`	index_daily	ts_code, trade_date	19901219	指数日线
`moneyflow`	moneyflow	ts_code, trade_date	20100104	个股资金流向
`cyq_perf`	cyq_perf	ts_code, trade_date	20180102	筹码分布绩效
`stk_factor_pro`	stk_factor_pro	ts_code, trade_date	20050104	技术因子（MACD/KDJ等）
`limit_list_d`	limit_list_d	ts_code, trade_date, limit	20200102	涨跌停统计 (U/D/Z)
`margin_detail`	margin_detail	ts_code, trade_date	20100331	融资融券明细
`margin`	margin	trade_date, exchange_id	20100331	两融余额汇总（市场级别，SSE/SZSE）
`sw_daily`	sw_daily	ts_code, trade_date	20210104	申万指数日线 (SW2021版)
`ths_daily`	ths_daily	ts_code, trade_date	20180102	同花顺板块日行情
`moneyflow_dc`	moneyflow_dc	ts_code, trade_date	20230911	个股资金流(东财)
`moneyflow_ind_dc`	moneyflow_ind_dc	trade_date, ts_code	20230912	行业资金流(东财)
`dc_index`	dc_index	ts_code, trade_date	20241220	龙虎榜个股明细
`dc_member`	dc_member	ts_code, trade_date, con_code	20241220	龙虎榜机构席位
`kpl_concept`	kpl_concept	ts_code, trade_date	20241014	开盘啦题材列表
`kpl_concept_cons`	kpl_concept_cons	ts_code, con_code, trade_date	20241014	开盘啦题材成分
`index_weight`	index_weight	index_code, trade_date, con_code	20050930	指数成分权重（月度）

财务数据表（季度更新）

Table	Tushare API	Primary Keys	官方最早日期	说明
`fina_indicator_vip`	fina_indicator_vip	ts_code, end_date	19901231	财务指标
`income`	income_vip	ts_code, end_date, report_type	19941231	利润表
`balancesheet`	balancesheet_vip	ts_code, end_date, report_type	19891231	资产负债表
`cashflow`	cashflow_vip	ts_code, end_date, report_type	19980331	现金流量表
`dividend`	dividend	ts_code, end_date	19901231	分红送股

基金数据表

Table	Tushare API	Primary Keys	官方最早日期	说明
`fund_basic`	fund_basic	ts_code	-	基金列表 (E=场内 O=场外)
`fund_daily`	fund_daily	ts_code, trade_date	20050104	场内基金日线行情
`fund_nav`	fund_nav	ts_code, nav_date	20000101	基金净值 (单位/累计/复权)
`fund_div`	fund_div	ts_code, ann_date	19991231	基金分红
`fund_portfolio`	fund_portfolio	ts_code, end_date, symbol	20000101	基金持仓 (十大重仓股)
`fund_share`	fund_share	ts_code, trade_date	20050104	基金份额变动
`fund_manager`	fund_manager	ts_code, begin_date, name	19991231	基金经理
`fund_adj`	fund_adj	ts_code, trade_date	20050104	基金复权因子
`fund_company`	fund_company	name	-	基金公司信息
`etf_basic`	etf_basic	ts_code	-	ETF基本信息
`etf_share`	etf_share_size	ts_code, trade_date	20100101	ETF份额规模
`etf_index`	etf_index	ts_code	-	ETF基准指数

沪深港通数据表

Table	Tushare API	Primary Keys	官方最早日期	说明
`moneyflow_hsgt`	moneyflow_hsgt	trade_date	20141117	沪深港通资金流向 (北向/南向)
`hsgt_top10`	hsgt_top10	trade_date, ts_code, market_type	20141117	沪深股通十大成交股
`ggt_top10`	ggt_top10	trade_date, ts_code, market_type	20141117	港股通十大成交股
`ggt_daily`	ggt_daily	trade_date	20141117	港股通每日成交统计
`hk_hold`	hk_hold	code, trade_date, exchange	20141117	沪深港通持股明细

股东数据表（季度更新）

Table	Tushare API	Primary Keys	官方最早日期	说明
`top10_floatholders`	top10_floatholders	ts_code, end_date, holder_name	20071231	前十大流通股东
`stk_holdernumber`	stk_holdernumber	ts_code, end_date	20160115	股东户数
`stk_rewards`	stk_rewards	ts_code, end_date, name	20140101	高管薪酬和持股

同花顺板块说明

ths_index 表包含以下类型的板块指数，本项目仅实现部分类型：

类型	说明	数量	实现状态
I	行业板块	1077	✅ 已实现
N	概念板块	411	✅ 已实现
R	地域板块	33	✅ 已实现
BB	宽基指数	46	✅ 已实现
S	特色指数	126	❌ 未实现 (技术面筛选，使用少)
ST	风格指数	21	❌ 未实现 (可用其他方式构建)
TH	同花顺特色	10	❌ 未实现 (专有指数，可替代性强)

For column details and parameter meanings, invoke /tushare-finance <api_name>.

Special Notes

Update Frequency

Table	Frequency	Notes
`concept_data`	Daily	Auto-downloaded from GitHub Release, cached locally
`index_weight`	Monthly	Updated on the last trading day of each month; query using month-end dates
`fina_indicator_vip`	Quarterly	Financial indicator data; use `end_date` as the reporting period (e.g., 20231231)
`income`	Quarterly	Income statement data; use `end_date` as the reporting period
`balancesheet`	Quarterly	Balance sheet data; use `end_date` as the reporting period
`cashflow`	Quarterly	Cash flow statement data; use `end_date` as the reporting period
`dividend`	Quarterly/Annual	Dividend data; use `end_date` as the reporting period
`fund_portfolio`	Quarterly	Fund holdings data; use `end_date` as the reporting period
`trade_cal`	Static	Trading calendar; query using `cal_date` field

Date Field Notes

Daily data tables: Use trade_date field for queries
Financial data tables: Use end_date field (reporting period), not announcement date
Fund NAV tables: Use nav_date field
Membership tables (hs_const, index_member_all): Contains in_date/out_date fields for tracking historical changes
Concept sectors: Use PIT queries with in_date/out_date range

Important Query Tips

index_weight: Only query for month-end dates (e.g., 20240131, 20240229); daily data is not available
Financial reports: When querying quarterly data, use the period-end date (e.g., 20240331 for Q1 2024)
trade_cal: Use is_open='1' to filter trading days only
hs_const: Contains historical records; filter by in_date and out_date to get valid constituents for a specific date
Concept sectors: Always use PIT queries (e.g., get_concept_stocks('20240115', concept_name='AI')) to avoid look-ahead bias

name	tushare-duckdb
description	Query Chinese stock data from local DuckDB cache. Includes Tushare Pro data and jquant_data_sync concept sector data.

tushare-duckdb

Local DuckDB cache layer for Tushare Pro data with integrated concept sector data from jquant_data_sync.

Quick Start

Read Data (no network, concurrent-safe)

from tushare_db import DataReader

reader = DataReader(db_path="tushare.db")

# Single stock with forward adjustment
df = reader.get_stock_daily('000001.SZ', '20240101', adj='qfq')

# Multiple stocks
df = reader.get_multiple_stocks_daily(['000001.SZ', '600519.SH'], '20240101')

# Concept sector constituents (from jquant_data_sync)
df = reader.get_concept_stocks('20240115', concept_name='人工智能')

# Stock's concept sectors
df = reader.get_stock_concepts('20240115', ts_code='000001.SZ')

# Trade calendar
df = reader.get_trade_calendar('20240101', '20241231')

# Stock list
df = reader.get_stock_basic(list_status='L')

# Custom SQL
df = reader.query("SELECT * FROM daily WHERE ts_code = ?", ['000001.SZ'])

reader.close()