baidu

name	baidu
category	data-source
description	Baidu Stock Trading (百度股市通) A-share K-line with built-in MA5/MA10/MA20 + concept/industry/region sector classification. Free, no API key.

Baidu Stock Trading (百度股市通)

Overview

Baidu Stock Trading provides free A-share daily K-line data via the Baidu Finance HTTP API. It has two unique features not found in other free sources:

1. Built-in MA lines: Each bar comes with MA5, MA10, MA20 pre-computed
2. Sector classification: Three-dimensional sector tags — 概念 (concept), 行业 (industry), 地域 (region)

No registration or API key required.

The project has a built-in Baidu DataLoader at backtest/loaders/baidu.py. When backtesting, set source: "baidu" or rely on source: "auto" (Baidu is the #6 fallback for A-shares).

Quick Start

from backtest.loaders.baidu import DataLoader

loader = DataLoader()

# Fetch daily K-lines
data = loader.fetch(
    codes=["600519.SH", "000001.SZ"],
    start_date="2024-01-01",
    end_date="2024-12-31",
    interval="1D",
)

# Each bar includes MA5, MA10, MA20 columns in addition to OHLCV

Sector Classification

Baidu's API returns three kinds of sector tags for each stock:

• 概念 (concept): e.g., 白酒, 人工智能, 新能源
• 行业 (industry): e.g., 食品饮料, 计算机, 电力设备
• 地域 (region): e.g., 贵州, 广东, 北京

Limitations

• Daily only: Baidu does not support minute-level or weekly/monthly intervals. Use mootdx or eastmoney for those.
• A-shares only: No HK or US stock support
• No historical depth limit documented: test carefully for multi-year backtests