ingest

name	ingest
description	Use when tasks need PandaData/PandaAI market data, reference data, adjustment factors, futures tick downloads, or symbol conversion.

PandaData Ingest

Use this skill when a task needs market bars, reference data, adjustment factors, or futures tick data from the PandaData SDK.

Prerequisites

• Install optional SDK dependencies with uv sync --extra panda_data.
• Set PANDA_DATA_USERNAME and PANDA_DATA_PASSWORD in the environment.
• PandaDataClient fetches data only. Persist normalized OHLCV with skills.store.data_manager.DataManager.

Public API

from skills.ingest import PandaDataClient
from skills.ingest import to_panda_data_symbol, to_quantspace_symbol

PandaDataClient accepts QuantSpace symbols such as SHSE.510300 and panda_data native symbols such as 510300.SH. Returned symbol columns are converted back to QuantSpace format by default.

Wrapped Endpoints

Bars

• fetch_market_data(symbol, start_date, end_date, type="stock")
• fetch_market_min_data(symbol, start_date, end_date, symbol_type="stock", frequency="1m")
• fetch_hk_daily(symbol, start_date, end_date)
• fetch_us_daily(symbol, start_date, end_date)

Reference

• get_stock_detail
• get_index_detail
• get_index_indicator
• get_index_weights
• get_industry_detail
• get_industry_constituents
• get_stock_industry
• get_concept_list
• get_concept_constituents
• get_adj_factor

Futures Tick Utility

skills.ingest.panda_future_tick contains offline-testable helpers and CLI building blocks for PandaData futures tick downloads.

Progressive References

Detailed PandaAI docs are split by task under references/. Open only the specific file needed for the endpoint you are using.

Reference	Open when you need	Main methods
pandaai-01-overview-setup.md	setup and auth	init_token
pandaai-02-market-daily.md	A-share/index/futures daily bars	get_market_data
pandaai-03-market-minute.md	A-share/index/futures intraday bars	get_market_min_data
pandaai-04-market-hk-us.md	HK/US daily bars	get_hk_daily, get_us_daily
pandaai-05-reference-securities.md	stock/index metadata	get_stock_detail, get_index_detail
pandaai-06-reference-classification-index.md	classifications and index weights	get_index_weights
pandaai-07-equity-market-events.md	market events	get_lhb_list, get_margin
pandaai-08-equity-corporate-info.md	holders and corporate info	get_top_holders
pandaai-09-financial-reports.md	financial reports	get_fina_reports
pandaai-10-factors-adjustment.md	factors and adjustment events	get_factor, get_adj_factor
pandaai-11-trading-tools.md	calendars and trade lists	get_trade_cal, get_trade_list
pandaai-12-futures.md	futures metadata and dominant contracts	get_future_detail

Recipes

Daily A-share bars

from skills.ingest import PandaDataClient

client = PandaDataClient()
df = client.fetch_market_data("SHSE.600000", "20230101", "20231231", type="stock")

Normalize and save bars

import pandas as pd

from skills.ingest import PandaDataClient
from skills.store.data_manager import DataManager

client = PandaDataClient()
raw = client.fetch_market_data("SHSE.600000", "20230101", "20231231", type="stock")

bars = raw.copy()
bars["eob"] = pd.to_datetime(bars["date"])
bars = bars.set_index("eob")[["open", "high", "low", "close", "volume"]].sort_index()

DataManager().save_symbol("SHSE.600000", bars, frequency="1d", source="panda_data")

Symbol conversion

from skills.ingest import to_panda_data_symbol, to_quantspace_symbol

assert to_panda_data_symbol("SHSE.510300") == "510300.SH"
assert to_quantspace_symbol("RB_DOMINANT.SHF") == "SHFE.RB99"