data-collect

Stock Data Collection

Collect complete data for a specified stock: historical K-lines, real-time quotes, and chip distribution (A-shares only).

Execute Command

python scripts/collect_stock_data.py <股票代码> [--days N] [--provider akshare|tushare] --date YYYY-MM-DD

# 示例
python scripts/collect_stock_data.py 600519 --date 2025-01-01                    # A股，60天
python scripts/collect_stock_data.py 000001 --days 90 --date 2025-01-01          # 指定90天
python scripts/collect_stock_data.py AAPL --days 30 --date 2025-01-01            # 美股30天
python scripts/collect_stock_data.py 600519 --provider tushare --date 2025-01-01 # 用户选择 tushare

Parameter Description：

• --days: Number of days to retrieve (default 60 days)
• --provider: Data source (default akshare; only used when the user selects tushare）
• --date: Date identifier for the saved file (required, used to ensure subsequent analysis and decisions are reproducible; does not affect the data time range)

When --provider tushare :

• Currently only supports A-share K-lines
• Need to set environment variables TUSHARE_TOKEN
• realtime and chip field will return null

Market Support

Automatically identify the market type:

• A-shares: 6-digit numbers (600519, 000001)
• Hong Kong stocks: 5-digit numbers (00700, 09988)
• US stocks: alphabetic codes (AAPL, MSFT)
• ETF: starting with 51/52/56/58 (512880)

See markets.md

Output Structure

output/<股票代码>/<日期>/data.json

Output includes:

• klines: Historical K-lines (date, open, high, low, close, volume and turnover, change percentage)
• realtime: Real-time quotes (price, volume ratio, turnover rate, P/E ratio, etc.)
• chip: Chip distribution (A-shares only, profit ratio, chip concentration, etc.)

For complete field descriptions, see fields.md

Failure Handling

• Invalid stock code/market not supported: Check markets.md identification rules
• K-line data retrieval failed: The script will automatically switch data sources; if it still fails, it may be due to network/source site restrictions, retry later
• Real-time quotes/chip distribution failed: A warning will be output but it will not block (K-lines will still be saved)

Error Handling

A-share Data Sources: Automatically switch from East Money → Sina → Tencent, error is reported only if all sources fail

Optional Data: Failure to retrieve real-time quotes and chip data does not affect K-line output (a warning will be issued)

Anti-Ban: The script automatically sleeps randomly for 2-5 seconds between requests

Dependency Installation

pip install akshare tushare pandas