jqdatasdk

jqdatasdk is a Python financial data SDK provided by JoinQuant, aimed at quantitative investment research scenarios and used to obtain Chinese financial market data in a local environment. Installation and authentication: - Install via pip install jqdatasdk, and upgrade with pip install -U jqdatasdk. - Before use, you need to apply for an account on the JoinQuant official website and call jqdatasdk.auth(username, password) for authentication. - The README provides a get_price example, which can retrieve quote data by security code and start/end dates. Data scope (based on the README description): - Covers tradable instruments in the domestic secondary market. - Volume and price data supports frequencies such as yearly, monthly, weekly, minute, and second-level Tick. - Provides basic research data such as instrument information and derived indicators. - Includes featured factors such as Alpha factors, technical indicators, JoinQuant factors, and minute-level capital flow. - Provides stock risk model data such as CNE5 and CNE6. Usage characteristics: - A unified interface across instruments; for example, get_price can be used for targets across the entire market. - Supports Windows, Mac, and Linux, and can be called in local or privatized research environments. - Officially provides API documentation, runnable code examples, installation guidance, and trial/purchase channels. This service is a commercial data service and requires applying for a trial or purchasing permissions before use; specific interface fields, data update times, and permission rules are subject to the JoinQuant JQData API documentation.