Aggregate financial market data for A-shares, US stocks, and HK stocks.
npx skills add https://github.com/0xZKnw/vibe-trading-tap --skill akshare-0xzknw
Please help me install this Agent Skill. Skill: akshare Source: https://github.com/0xZKnw/vibe-trading-tap/tree/main/agent/src/skills/akshare Command: npx skills add https://github.com/0xZKnw/vibe-trading-tap --skill akshare-0xzknw
This skill eliminates the need for expensive financial data subscriptions or complex API key management by providing a unified interface to free, open-source market data.
Use the akshare skill to retrieve daily historical price data for the stock symbol 000001 from January 1st 2024 to January 1st 2026.
High-intent search queries and answers about installing and using this skill.
You can retrieve free historical stock data for backtesting without an API key by using this skill to aggregate public financial data. It provides a standardized Python interface to fetch OHLCV data for A-shares, US stocks, and HK stocks directly, bypassing subscription requirements.
Yes, you can pull real-time market data for A-shares and US stocks using Python. This skill aggregates real-time spot quotes and historical price data from public sources, delivering them in standardized formats like OHLCV for immediate quantitative analysis.
Yes, the skill works with pandas for quantitative analysis workflows. It depends on pandas to structure the aggregated market data, allowing you to immediately manipulate historical prices, spot quotes, and macro-economic indicators for technical analysis.
The best way to access macro-economic indicators for quantitative research is using this skill's zero-configuration Python interface. It standardizes retrieval of diverse economic metrics from public sources without requiring complex API authentication or external data providers.
The main limitation of using free public sources for market data retrieval is potential data latency or format inconsistency compared to paid subscriptions. While this skill standardizes formats like OHLCV, users performing high-frequency backtesting should verify data accuracy for their specific context.
0xZKnwCompute VWAP and TWAP indicators from minute-level OHLCV market data.
mahmoud20138Backtest trading strategies on OHLCV data and compute performance metrics.
rpoole-devEvaluate FX carry trade opportunities using spot rates, forward points, and interest rate differentials.
santoosaraujoAggregate A-share, US, HK, and macroeconomic data via the akshare library.
