skills.rest
xingwudao
xingwudaoCOMMUNITY
Explore all skills by this author →
WebsiteGitHub

explore-data

Inspect local parquet market data and download missing historical prices.

116|38|Updated Feb 26, 2026
Search Tags:#market-data#data-validation#data-download#financial-data#macro-data#quant-research#backtest-prep
One-click install
npx skills add https://github.com/xingwudao/open-xquant --skill explore-data-xingwudao
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: explore-data
Source: https://github.com/xingwudao/open-xquant/tree/main/agent/skills/explore-data
Command: npx skills add https://github.com/xingwudao/open-xquant --skill explore-data-xingwudao

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This Skill prevents unreliable quant research outcomes and false backtest results caused by incomplete, missing, or invalid local market, macro, and financial data, removing the need for manual data quality checks before running research workflows.

Core Features & Use Cases

  • Local Data Inspection: List and inspect local parquet market data files to check symbol availability, column completeness, and time range coverage for strategy requirements.
  • Multi-Source Data Download: Download missing historical market data via yfinance for global markets or AkShare for A-share markets, and fetch macro economic indicators or A-share fundamental financial data as needed.
  • Use Case: Before running a backtest for an SPY momentum strategy, use this Skill to confirm SPY price data exists locally, download any missing historical bars, and validate the data meets the required shape for indicator warmup.

Quick Start

Use the explore-data skill to verify that local SPY market data is complete and download any missing historical price bars if required for your upcoming backtest.

Frequently Asked Questions about explore-data

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

FAQPage Schema
How do I validate local parquet market data before running a quant backtest?▼

To validate local parquet market data before a backtest, inspect the files to check symbol availability, column completeness, and time range coverage to ensure the data meets your strategy's shape requirements.

What is the best way to download missing historical price data for A-share and global markets?▼

The best way to download missing historical price data is to use multi-source downloads, fetching global market data via yfinance and A-share market data via AkShare to complete your local datasets.

Why does my backtest fail due to incomplete data shape or time range coverage?▼

Your backtest fails because incomplete data shape or missing time range coverage prevents proper indicator warmup. You must validate column completeness and download missing historical bars before running research workflows.

Can I fetch macro economic indicators and A-share fundamental financial data for factor studies?▼

Yes, you can fetch macro economic indicators and A-share fundamental financial data to support factor studies. This ensures your local datasets include all required macro and fundamental variables before research.

Do I need yfinance or AkShare to prepare quant research data?▼

You need yfinance for downloading missing global market historical data and AkShare for A-share markets. These sources provide the necessary price bars to complete your local parquet files for research.

What are the limitations of using local parquet files for quant research data preparation?▼

Local parquet files risk containing incomplete, missing, or invalid market, macro, and financial data. Without enforcing validation of data shape and time range, these limitations can cause false backtest results.

Related Skills

Explore More Finance & Accounting Skills→
ajithkumar31082004-bitajithkumar31082004-bit

akshare

Fetch A-share, US, HK, macro, and forex data without API keys.

Community
Intermediate
varsity-tech-productvarsity-tech-product
12

factor-mining

Turn finance factor hypotheses into validated backtests and research artifacts.

Official
Advanced
JosephWoodallJosephWoodall
1

alpha-vantage

Fetch real-time and historical market data from Alpha Vantage for finance analytics.

Community
Intermediate
20YN0420YN04

akshare

Aggregate historical and real-time financial market data via akshare.

Community
Intermediate