BaoStock A-share Data Retrieval

Task Objectives

• This Skill is used to: Obtain A-share market data, financial indicators and stock information via the BaoStock API
• Capabilities include: Historical K-lines, financial data, stock information, industry classification, index constituent stocks, trading calendars
• Trigger conditions: When users mention BaoStock or need to obtain free A-share data, historical quotes, or financial information

Preparations

• Dependency Description: Install the baostock library (included in dependencies)
• Credential Configuration: BaoStock requires no registration or API Key; it can be used directly by calling the interface
• Optional Configuration: Supports custom server address via environment variables (for proxy scenarios)

  • BAOSTOCK_SERVER_IP

    : Custom server IP (for scenarios like nginx proxy)

  • BAOSTOCK_SERVER_PORT

    : Server port, default 10030

Operation Steps

• Standard Process:
  1. Confirm Data Requirements — The agent understands the user's intent (quotes/K-lines/finance/stock information, etc.)
  2. Call Corresponding Script — Select the script based on data type
  3. Parse Results — The agent analyzes the returned JSON format data
• Script Call Mapping:
  • K-line/Quote Data →

    python scripts/market_data.py --type kline --code sh.600000 --start 2024-01-01 --end 2024-01-31

  • Financial Data →

    python scripts/financial_data.py --type profit --code sh.600000 --year 2023 --quarter 4

  • Stock List/Information →

    python scripts/stock_info.py --type all_stocks --date 2024-01-02

  • Index Constituent Stocks →

    python scripts/stock_info.py --type index_stocks --index hs300

  • Industry Classification →

    python scripts/stock_info.py --type industry

  • Trading Calendar →

    python scripts/stock_info.py --type trade_dates --start 2024-01-01 --end 2024-12-31

• Optional Branches:
  • When multi-stock data is needed: Separate multiple codes with commas, or use

    --file

    to specify a code list file
  • When specifying frequency: Use the

    --frequency

    parameter (d/w/m/5/15/30/60)
  • When adjusting adjustment type: Use the

    --adjust

    parameter (1=post-adjustment, 2=pre-adjustment, 3=no adjustment)

Usage Examples

• Example 1: Obtain Daily K-line Data of a Stock
  • Scenario/Input: User says "Check the K-line data of Kweichow Moutai for the past month"
  • Expected Output: Returns OHLCV data such as date, opening price, highest price, lowest price, closing price, trading volume, etc.
  • Key Points: Call

    python scripts/market_data.py --type kline --code sh.600519 --start 2024-03-01 --end 2024-03-31 --frequency d --adjust 2

• Example 2: Query Financial Indicators
  • Scenario/Input: User says "Obtain the profitability indicators of Industrial and Commercial Bank of China for 2023"
  • Expected Output: Returns financial indicators such as ROE, net profit margin, gross profit margin, etc.
  • Key Points: Call

    python scripts/financial_data.py --type profit --code sh.601398 --year 2023 --quarter 4

• Example 3: Obtain CSI 300 Constituent Stocks
  • Scenario/Input: User says "Query the constituent stock list of the CSI 300 Index"
  • Expected Output: Returns all constituent stock codes and names of the CSI 300 Index
  • Key Points: Call

    python scripts/stock_info.py --type index_stocks --index hs300

• Example 4: Batch Download Multi-stock Data
  • Scenario/Input: User says "Download the 2024 daily K-line data of Moutai, Ping An, and China Merchants Bank"
  • Expected Output: Returns K-line data of multiple stocks and saves as CSV
  • Key Points: Call

    python scripts/market_data.py --type kline --code sh.600519,sz.000001,sh.600036 --start 2024-01-01 --end 2024-12-31 --output stocks.csv

Resource Index

Scripts:

• scripts/market_data.py (Purpose & Parameters: Obtain K-line/quote data, supports --type/--code/--start/--end/--frequency/--adjust/--fields/--output)
• scripts/financial_data.py (Purpose & Parameters: Obtain financial data, supports --type/--code/--year/--quarter/--output)
• scripts/stock_info.py (Purpose & Parameters: Obtain stock list/information/industry/index constituent stocks, supports --type/--date/--code/--index/--output)
• scripts/auth.py (Purpose & Parameters: Authentication module, supports custom server configuration)

Reference Documents

• Common API Documentation (When to read: When needing to use the BaoStock Python API, view detailed API parameter descriptions)
• Knowledge Base Document Directory (When to read: When needing to view more comprehensive and detailed API parameter descriptions)

Notes

• BaoStock requires no registration or API Key; simply call

  bs.login()

  to use it
• BaoStock stock code format:

  sh.600000

  (Shanghai),

  sz.000001

  (Shenzhen),

  bj.430047

  (Beijing)
• Some data (such as financial data) may have delays; it is recommended to obtain it outside of trading hours (9:30-15:00)
• Scripts return data in JSON format; the agent is responsible for parsing and converting it into user-friendly displays
• Each session must start with

  bs.login()

  and end with

  bs.logout()

• K-line data is returned as string type by default; use

  .astype(float)

  to convert before numerical calculations
• Not thread-safe; use multiprocessing instead of multithreading for parallel downloads
• Financial data is provided quarterly, with a delay of approximately 2 months after the end of the reporting period