Two lines to a DataFrame

pip install ashareapi

npm install ashareapi

from ashareapi import AShareAPI

cli = AShareAPI()                      # free endpoints need no key
df  = cli.kline("sh600519", "day", 30)
print(df.tail())

import { AShareAPI } from 'ashareapi'

const cli  = new AShareAPI()           // free endpoints need no key
const rows = await cli.kline('sh600519', 'day', 30)
console.log(rows.slice(-5))

Paid endpoints (financials / capital flow / dragon-tiger list / factor screening / backtesting) just need your key — everything else stays the same.

Why use the SDK instead of raw requests

What you can build with it

The SDK does one thing: turn data into a structure you can use directly. The rest is up to you — these are the common cases.

Connecting to QMT / Ptrade

Both terminals ship an older built-in Python (QMT 3.6 · Ptrade 3.5, some brokers 3.11) and enforce broker library whitelists and sandboxes, so third-party packages generally will not install. The workable pattern is "fetch outside, read files inside" — your strategy only reads local files and makes no network calls.

# fetch.py —— 在终端【之外】用普通 Python 跑（3.9+）
from ashareapi import AShareAPI

cli = AShareAPI("ct-你的KEY")
codes = ["sh600519", "sz000001"]

for code in codes:
    df = cli.kline(code, "day", 250)      # 已返回 DataFrame
    df.to_csv("%s.csv" % code, index=False)

# strategy.py —— 放进 QMT / Ptrade 的策略文件里（只读本地文件）
# ⚠️ 列名以 SDK 实际返回为准：date / open / last / high / low / volume / amount
import pandas as pd

def initialize(context):
    # 终端内置 pandas ⇒ 直接读 CSV，不装第三方包、不联网
    context.data = pd.read_csv("sh600519.csv")
    context.data["ma20"] = context.data["last"].rolling(20).mean()

def handle_data(context, bar):
    row = context.data[context.data.date == bar.time]
    if len(row) == 0:
        return
    ma20 = row.iloc[0]["ma20"]
    if bar.close > ma20:
        order_target_percent("600519.SS", 1.0)

Why not run the SDK inside the terminal: the built-in version is below this package’s 3.9 requirement, and whitelists / sandboxes block installs. File exchange sidesteps both while keeping the strategy side dependency-free.

Common methods

The full list and parameters live in the docs; these are the ones you reach for first.

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