Implementation:HKUDS AI Trader A Stock Daily Price Data
| Knowledge Sources | |
|---|---|
| Domains | Financial_Data, A_Shares, Data_Storage |
| Last Updated | 2026-02-09 14:00 GMT |
Overview
Static JSON data files containing daily OHLCV price data for 53 Chinese A-share stocks and the SSE-50 index, used as local data sources for backtesting.
Description
The A-stock daily price data files store historical price information for individual Shanghai Stock Exchange (SSE) securities in the SSE-50 constituent universe. Each file follows the Alpha Vantage JSON schema with a Meta Data header and a Time Series (Daily) object keyed by date. The files include SSE-50 component stocks (codes 600xxx, 601xxx, 603xxx, 688xxx) and the SSE-50 index itself (000016.SHH). One alternate-prefixed file (Adaily_prices_000016.SHH.json) stores an alternate copy of the index data.
Usage
These files are consumed by the local price lookup tool (tool_get_price_local.py) during agent backtesting runs on the Chinese A-share market. They are produced by the Tushare data fetching pipeline (get_daily_price_tushare.py) and stored under data/A_stock/A_stock_data/.
Code Reference
Source Location
- Repository: HKUDS_AI_Trader
- Directory: data/A_stock/A_stock_data/
- File count: 53 files
Files Covered
| Pattern | Count | Example |
|---|---|---|
| daily_prices_{CODE}.SHH.json | 51 | daily_prices_600028.SHH.json |
| Adaily_prices_000016.SHH.json | 1 | Adaily_prices_000016.SHH.json |
| index_daily_sse_50.json | 1 | index_daily_sse_50.json |
Schema
{
"Meta Data": {
"1. Information": "Daily Prices (open, high, low, close) and Volumes",
"2. Symbol": "600028.SHH",
"3. Last Refreshed": "2025-11-14",
"4. Output Size": "Full size",
"5. Time Zone": "US/Eastern"
},
"Time Series (Daily)": {
"2025-11-14": {
"1. open": "5.6900",
"2. high": "5.7400",
"3. low": "5.6800",
"4. close": "5.7100",
"5. volume": "121113729"
}
}
}
I/O Contract
Inputs
| Name | Type | Required | Description |
|---|---|---|---|
| (none) | — | — | Static data files; no runtime inputs |
Outputs
| Name | Type | Description |
|---|---|---|
| Meta Data | JSON object | Symbol identifier, last refresh date, time zone |
| Time Series (Daily) | JSON object | Date-keyed OHLCV records with string-typed numeric values |
Usage Examples
import json
# Load a single A-share price file
with open("data/A_stock/A_stock_data/daily_prices_600028.SHH.json", "r") as f:
data = json.load(f)
symbol = data["Meta Data"]["2. Symbol"]
time_series = data["Time Series (Daily)"]
# Get the most recent closing price
latest_date = max(time_series.keys())
close_price = float(time_series[latest_date]["4. close"])
print(f"{symbol} closed at {close_price} on {latest_date}")