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The single ROUTER for every data need. Load this skill BEFORE any backtest, data-fetch, or research task to pick the best available source/tool, honour auth (env) requirements, and avoid ban-risk providers.
Codex または Claude でインストール この Prompt をコピーして Codex、Claude、または他のアシスタントに貼り付けると、Skill ページを確認してインストールできます。
SOC 職業分類に基づく
Professional finance research toolkit — backtesting (7 engines + benchmark comparison panel), factor analysis, Alpha Zoo (452 pre-built alphas across qlib158/alpha101/gtja191/academic), options pricing, 79 finance skills, 29 multi-agent swarm teams, Trade Journal analyzer, and Shadow Account (extract → backtest → render) across 18 market-data sources (tushare, yfinance, okx, akshare, baostock, tencent, mootdx, ccxt, futu, local, eastmoney, sina, stooq, yahoo, plus optional-key finnhub/alphavantage/tiingo/fmp).
Correlation and cointegration analysis — co-movement discovery, deep return-correlation analysis, sector clustering, realized correlation, Engle-Granger / Johansen cointegration, half-life, Kalman dynamic hedge ratio, cross-market linkage analysis, and pair-trading signal generation
东方财富（Eastmoney）免费免鉴权数据接口，覆盖资金流向、龙虎榜、融资融券、大宗交易、股东户数、限售解禁、行业概念板块、券商研报、财经新闻、美股/港股三大报表+主要指标、全市场选股与代码搜索。所有请求经共享 IP 限速层节流（东财按源 IP 限流并临时封禁突发请求），通过 Vibe-Trading 工具直接调用，无需 token。
OKX cryptocurrency market data interface. Uses the OKX V5 REST API to retrieve spot, derivatives, index, and other crypto market data, including real-time prices, candlesticks, funding rates, open interest, and more. No authentication required, free to use.
U.S. SEC EDGAR fetch interface — resolve a ticker to its CIK, list recent filings (10-K / 10-Q / 8-K and friends) with primary-document URLs, and pull XBRL companyfacts financial series. Free, no API key; rate-limited by IP so every request is throttled and carries a contact User-Agent. United States only.
tushare是一个财经数据接口包，拥有丰富的数据内容，如股票、基金、期货、数字货币等行情数据，公司财务、基金经理等基本面数据。该模块通过标准化API方式统一了数据资产的对外服务方式，以帮助有需要的技术用户更实时、简洁、轻量的使用相关数据。
| name | data-routing |
| category | data-source |
| description | The single ROUTER for every data need. Load this skill BEFORE any backtest, data-fetch, or research task to pick the best available source/tool, honour auth (env) requirements, and avoid ban-risk providers. |
This is the one router. It maps (a) every registered backtest data source to its
markets / auth / skill, and (b) every research data need to the concrete tool
that serves it, its market, and the env key it requires. Source names below are a
strict subset of backtest.loaders.registry.VALID_SOURCES (enforced by
tests/test_data_routing_sources_subset.py).
Every name here is a registered OHLCV/backtest source in VALID_SOURCES.
"Runner-internal" sources are selected by the backtest runner, not authored as a
per-source skill.
| Source | Markets | Auth (env key) | Network | Skill |
|---|---|---|---|---|
| tushare | A-shares, funds, futures, macro | Yes (TUSHARE_TOKEN) | China network | tushare |
| akshare | A-shares, US, HK, futures, macro, forex | No | Unrestricted | akshare |
| yfinance | US stocks, HK stocks, ETFs | No | Needs Yahoo access | yfinance |
| okx | Crypto (OKX exchange) | No | Needs okx.com access | okx-market |
| ccxt | Crypto (100+ exchanges) | No | Needs exchange access | ccxt |
| baostock | A-shares (free daily/min) | No | China network | data-routing |
| tencent | A-shares, HK, US (never-banned) | No | Unrestricted | data-routing |
| mootdx | A-shares (TDX servers, never-banned) | No | China network | data-routing |
| futu | A/HK/US via OpenD gateway | Yes (OpenD running) | Local gateway | data-routing (runner-internal) |
| local | User CSV/parquet on disk | No | Offline | data-routing (runner-internal) |
| eastmoney | A-shares, HK, US equities | No (IP-throttled) | Unrestricted | data-routing |
| sina | US equities (daily OHLCV) | No (IP-throttled) | Unrestricted | data-routing |
| stooq | US equities (daily OHLCV) | No | Unrestricted | data-routing |
| yahoo | US, HK equities | No (IP-throttled) | Needs Yahoo access | data-routing |
| finnhub | US equities | Yes (FINNHUB_API_KEY) | Unrestricted | data-routing |
| alphavantage | US equities | Yes (ALPHAVANTAGE_API_KEY) | Unrestricted | data-routing |
| tiingo | US equities | Yes (TIINGO_API_KEY) | Unrestricted | data-routing |
| fmp | US equities | Yes (FMP_API_KEY) | Unrestricted | data-routing |
Pick the tool by the data need. "Market" is the universe the tool covers; "Env key" is required only where listed (no key listed = free / no auth).
| Data need | Tool | Market | Env key |
|---|---|---|---|
| OHLCV price bars | get_market_data | A-share / US / HK / crypto / futures / forex | per-source (see Source Overview) |
| Fund flow (资金流向) | get_fund_flow | A-share, HK, US | — |
| Dragon-tiger (龙虎榜) | get_dragon_tiger | A-share | — |
| Northbound flow (北向资金) | get_northbound_flow | A-share | — |
| Margin trading (融资融券) | get_margin_trading | A-share | — |
| Block trades (大宗交易) | get_block_trades | A-share | — |
| Shareholder count (股东户数) | get_shareholder_count | A-share | — |
| Lockup expiry (限售解禁) | get_lockup_expiry | A-share | — |
| Sector / board taxonomy (板块) | get_sector_info | A-share | — |
| Sell-side research reports | get_research_reports | A-share | — |
| Stock news | get_stock_news | A-share, US, HK | — |
| SEC filings (EDGAR) | get_sec_filings | US | — |
| Financial statements | get_financial_statements | A-share, US, HK | — |
| Options chain | get_options_chain | US | — |
| Stock profile / fundamentals | get_stock_profile | US | — |
| Market screen | screen_market | A-share | — |
| Symbol search | search_symbol | A-share, US | — |
| Macro / FRED series | get_macro_series | Macro (US/global) | FRED_API_KEY |
| iWenCai NL search (问财) | iwencai_search | A-share | VIBE_TRADING_IWENCAI_KEY |
Notes:
get_financial_statements reads A-share, US, and HK statements via the
Eastmoney datacenter report API (per-market F10 report names) — an IP-throttled
client, not the OHLCV loader of the same name.get_stock_news routes A-share (SH/SZ/BJ) to an Eastmoney news client and
US (.US) / HK (.HK) to a Yahoo search client; a failure on one upstream is
returned as an error envelope, never raised, so a single bad symbol never
aborts a batch.Use source: "auto" — the runner routes by symbol pattern and falls back across
same-market sources automatically. Only set a concrete source when the user asks.
get_market_data and let source fallback run.TUSHARE_TOKEN) >
baostock / akshare > eastmoney (throttled).| Market | Format | Examples |
|---|---|---|
| A-shares | NNNNNN.SZ/SH/BJ | 000001.SZ, 600000.SH, 430139.BJ |
| US stocks | TICKER.US | AAPL.US, MSFT.US |
| HK stocks | NNNNN.HK | 00700.HK, 09988.HK |
| Crypto | SYMBOL-USDT | BTC-USDT, ETH-USDT |
| Futures | XXNNNN.EXCHANGE | CU2406.SHFE |
| Forex | XXX/YYY | USD/CNY, EUR/USD |
tencent and mootdx have no observed IP ban;
reach for them first for A-share OHLCV when no token is set.FINNHUB_API_KEY,
ALPHAVANTAGE_API_KEY, TIINGO_API_KEY, FMP_API_KEY, FRED_API_KEY,
VIBE_TRADING_IWENCAI_KEY, TUSHARE_TOKEN). If the key is absent the tool/loader
is unavailable — route to a free same-market source instead of erroring out.