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akshare

Aggregate AKShare financial data for Chinese, US, and HK instruments.

30.4k|4.9k|Updated Apr 1, 2026
Search Tags:#python#backtesting#market-data#data-aggregation#no-api-key#financial-data#akshare
One-click install
npx skills add https://github.com/HKUDS/Vibe-Trading --skill akshare-hkuds
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: akshare
Source: https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/akshare
Command: npx skills add https://github.com/HKUDS/Vibe-Trading --skill akshare-hkuds

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Pulling accurate, cross-market financial data manually is slow and often requires paid APIs, so this Skill delivers ready-to-use datasets from AKShare to support timely research and backtesting without any registration.

Core Features & Use Cases

  • Extensive Free Coverage: Retrieves A-share, US, HK, futures, macro, and forex data directly from AKShare’s public sources with no API key.
  • Standardized Output: Returns OHLCV, quote, and economic tables with clear column mappings and date formatting guidance for downstream analysis.
  • Backtest Resilience: Automatically falls back to AKShare when tushare or yfinance are unavailable, ensuring uninterrupted runners.

**Quick Start

Ask the akshare skill to fetch adjusted daily OHLCV for 000001 between 20240101 and 20260101.

Frequently Asked Questions about akshare

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How can I get free financial data for backtesting without an API key?▼

You can retrieve free financial data for backtesting without an API key by using AKShare sources. This approach aggregates OHLCV, macro, futures, and forex feeds for Chinese, US, and HK instruments directly from public sources.

Does AKShare work as a fallback when tushare or yfinance are unavailable?▼

Yes, AKShare works as a fallback when tushare or yfinance are unavailable. It features a built-in loader fallback that ensures automated backtesting runners continue uninterrupted by sourcing data from its own public endpoints.

How do I fetch adjusted daily OHLCV data for a specific stock symbol?▼

To fetch adjusted daily OHLCV data for a specific stock symbol, request the dataset with a defined date range. The skill returns standardized OHLCV tables with clear column mappings and date formatting for downstream analysis.

What market data formats are supported for Chinese, US, and HK instruments?▼

Supported market data formats for Chinese, US, and HK instruments include OHLCV pricing tables, quote data, and macro statistics. The output features clear column mappings and standardized date formatting for trading research.

Can I use this data aggregation method for macro statistics and forex feeds?▼

Yes, you can use this data aggregation method for macro statistics and forex feeds. It retrieves economic tables and forex data directly from public sources to support comprehensive trading research and backtesting workflows.

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