jqdatasdk JoinQuant Data Acquisition

Task Objectives

• This Skill is used to: Obtain A-share market data, financial indicators and factor data through the JoinQuant data interface
• Capabilities include: Real-time market quotes, historical K-lines, financial data, indicator data, stock information, factor data
• Trigger conditions: When users mention JoinQuant, jqdata, jqdatasdk or need to obtain A-share data, financial information, factor data

Preparations

• Dependency description: Install the jqdatasdk library (included in dependency)
• Credential configuration: Configure JoinQuant account Token (environment variable: JQDATA_TOKEN) or login username and password (environment variables: JQDATA_USERNAME, JQDATA_PASSWORD)
• Account application: Visit https://www.joinquant.com/ to register an account and obtain API Token (see references/jqdatasdk_quickstart.md for details)

Operation Steps

• Standard process:
  1. Confirm data requirements — The agent understands the user's intent (market quotes/K-lines/financials/factors, etc.)
  2. Call the corresponding script — Select the script based on data type
  3. Parse results — The agent analyzes the returned JSON format data
• Script call mapping:
  • Market quotes/K-lines/real-time data →

    python scripts/market_data.py --type price --code 000001.XSHE --start 2024-01-01 --end 2024-01-31

  • Financial data/indicators/valuation →

    python scripts/financial_data.py --type fundamentals --code 000001.XSHE --statDate 2024

  • Stock list/information →

    python scripts/stock_info.py --type all_securities --security_type stock

  • Factor data →

    python scripts/factor_data.py --code 000001.XSHE --factor valuation --start 2024-01-01 --end 2024-01-31

• Optional branches:
  • When data for multiple stocks is needed: Use the --code parameter separated by commas
  • When specifying frequency is needed: Use the --frequency parameter (1min/5min/15min/30min/60min/120min/daily/weekly/monthly)
  • When adjusting price type is needed: Use the --fq_ref_date parameter or directly specify the right-adjustment type

Usage Examples

• Example 1: Obtain daily K-line data of stocks
  • Scenario/Input: User says "Check the K-line data of Ping An Bank in the recent month"
  • Expected output: Return 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 price --code 000001.XSHE --start 2024-03-01 --end 2024-03-31 --frequency daily

• Example 2: Query financial indicators
  • Scenario/Input: User says "Obtain the financial indicators of China Merchants Bank in 2023"
  • Expected output: Return financial indicators such as PE, PB, ROE, operating income, net profit, etc.
  • Key points: Call

    python scripts/financial_data.py --type indicators --code 600036.XSHG --statDate 2023

• Example 3: Obtain factor data
  • Scenario/Input: User says "Query the valuation factors of Kweichow Moutai"
  • Expected output: Return valuation factor data such as price-earnings ratio, price-to-book ratio, market value, etc.
  • Key points: Call

    python scripts/factor_data.py --code 600519.XSHG --factor valuation --start 2024-01-01 --end 2024-03-31

Resource Index

• Scripts:
  • scripts/market_data.py (Purpose and parameters: Obtain market quotes/K-lines/real-time data, supports --type/--code/--start/--end/--frequency/--count)
  • scripts/financial_data.py (Purpose and parameters: Obtain financial/indicator/valuation data, supports --type/--code/--statDate/--columns)
  • scripts/stock_info.py (Purpose and parameters: Obtain stock list/information, supports --type/--security_type/--code)
  • scripts/factor_data.py (Purpose and parameters: Obtain factor data, supports --code/--factor/--start/--end)
• References:
  • references/jqdatasdk_quickstart.md (When to read: First configuration or authentication failure)
  • references/api.md (When to read: Need to use JoinQuant Python API, view detailed API parameter descriptions)

Notes

• Script execution requires configuring JoinQuant account Token or login username and password, complete credential configuration first for initial use
• JoinQuant stock code format: Shanghai market is XXXXXX.XSHG, Shenzhen market is XXXXXX.XSHE
• Some data (such as financial data) may have delays, it is recommended to obtain it outside of 9:30-15:00 on trading days
• Scripts return data in JSON format, the agent is responsible for parsing and converting it into user-friendly display
• There are limits on call frequency, avoid a large number of requests in a short time (see JoinQuant official documentation for details)
• It is recommended to read jqdatasdk_quickstart.md first to complete authentication configuration for initial use