Retrieve Chinese financial market datasets via the Tushare Pro API.
npx skills add https://github.com/Jaykaijack/openclaw-backup --skill tushare-finance
Please help me install this Agent Skill. Skill: tushare-finance Source: https://github.com/Jaykaijack/openclaw-backup/tree/main/skills/tushare-finance Command: npx skills add https://github.com/Jaykaijack/openclaw-backup --skill tushare-finance
Provide a straightforward, programmatic way to retrieve comprehensive Chinese financial market data (A-share, HK, US, funds, futures, bonds and macro indicators) so users no longer need to manually query different endpoints or scrape disparate sources.
Initialize the included Python TushareAPI client (ensure the TUSHARE_TOKEN environment variable is set) and call get_stock_daily with the desired ts_code and date range.
High-intent search queries and answers about installing and using this skill.
You can download historical Chinese A-share stock prices in bulk using the Tushare Pro API. The Skill provides helper scripts for batch querying daily price series and exporting the resulting pandas DataFrames directly to CSV files.
Yes, you can retrieve Chinese macroeconomic indicators like GDP and CPI using Python pandas. The Skill accesses Tushare Pro datasets and returns macro indicator data directly as pandas DataFrames for downstream analysis.
The best way to programmatically access Chinese financial market data without scraping is via the Tushare Pro API. This Skill provides a unified Python client that authenticates via TUSHARE_TOKEN and retrieves stock, fund, and bond data.
Yes, retrieving Tushare financial data requires a TUSHARE_TOKEN environment variable for authenticated API access. You must set this token before initializing the Python client to successfully query datasets.
Yes, you can batch export fund NAV and financial statement data to Excel. The Skill supports bulk exports of Tushare Pro datasets, returning pandas DataFrames that can be saved as CSV or Excel files.
To normalize date formats when querying A-share and HK market data, use the included TushareAPI wrapper. It automatically normalizes date formats across stock, index, and fund datasets before returning pandas DataFrames.
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