Implementation:HKUDS AI Trader Get Daily Price A Stock

Knowledge Sources	AI-Trader Tushare Pro API
Domains	Data_Engineering, Financial_Data, Chinese_Markets
Last Updated	2026-02-09 14:00 GMT

Overview

Concrete tool for fetching Chinese A-share daily stock and index data from the Tushare Pro API provided by the AI-Trader data pipeline.

Description

The get_daily_price_a_stock function resolves SSE-50 index constituents via Tushare, fetches daily OHLCV data for each constituent stock, converts data to the Alpha Vantage-compatible JSON schema, and saves individual JSON files. It also fetches index-level daily data for benchmark comparison. Includes batch processing, retry logic with exponential backoff, and fallback to CSV if API fails.

Usage

Import and call this function when populating the local A-share data directory prior to running the A-share JSONL merge step. Requires a valid Tushare Pro token set via the TUSHARE_TOKEN environment variable.

Code Reference

Source Location

• Repository: AI-Trader
• File: data/A_stock/get_daily_price_tushare.py
• Lines: L109-139

Signature

def get_daily_price_a_stock(
    index_code: str = "000016.SH",
    output_dir: Optional[Path] = None,
    daily_start_date: str = "20250101",
    fallback_csv: Optional[Path] = None,
) -> Optional[pd.DataFrame]:
    """
    Fetches SSE-50 constituent daily data from Tushare.

    Args:
        index_code: Index code for constituent resolution (default SSE-50)
        output_dir: Directory for output JSON files
        daily_start_date: Start date in YYYYMMDD format
        fallback_csv: Path to CSV fallback if API fails

    Returns:
        DataFrame of index daily data, or None on failure
    """

Import

from data.A_stock.get_daily_price_tushare import get_daily_price_a_stock

I/O Contract

Inputs

Name	Type	Required	Description
index_code	str	No	Index code for constituent lookup (default "000016.SH" = SSE-50)
output_dir	Optional[Path]	No	Output directory (default: data/A_stock/A_stock_data/)
daily_start_date	str	No	Start date YYYYMMDD (default "20250101")
fallback_csv	Optional[Path]	No	CSV fallback path if Tushare API fails
TUSHARE_TOKEN	str (env)	Yes	Tushare Pro API token from environment

Outputs

Name	Type	Description
daily_prices_{CODE}.json	File	One JSON file per SSE-50 constituent with OHLCV data
index_daily_sse_50.json	File	SSE-50 index-level daily data for benchmarking
return value	Optional[pd.DataFrame]	DataFrame of index daily data or None

Usage Examples

Fetch SSE-50 Data

from data.A_stock.get_daily_price_tushare import get_daily_price_a_stock

# Fetch all SSE-50 constituents from Jan 2025
index_df = get_daily_price_a_stock(
    index_code="000016.SH",
    daily_start_date="20250101"
)
# Creates: data/A_stock/A_stock_data/daily_prices_600519.SHH.json, etc.

Related Pages

Requires Environment

• Environment:HKUDS_AI_Trader_API_Credentials

Implements Principle

• Principle:HKUDS_AI_Trader_A_Share_Data_Fetching