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rootSunc/CNEquity

Self-hosted Chinese A-share data lake in Parquet with 55 daily-updated datasets, point-in-time semantics, and a read-only MCP server for AI agents.

Open-source alternative to:WindTushare Pro

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Last commit
yesterday

What is it?

CNEquity collects Chinese A-share market data from multiple public sources into a local Parquet data lake. It covers daily and minute bars, index and sector data, corporate actions, financial statements, valuation metrics, northbound and margin flows, dragon-tiger lists, macro indicators, news, regulatory events, and futures and options contracts. The project is built for repeated backtesting and long-term accumulation of history, so ingestion is incremental, failed batches resume where they stopped, and a quality audit runs over the stored data.

For research correctness, the lake keeps raw prices separate from adjustment factors, retains delisted securities in historical universes, and exposes point-in-time queries for financial data. Each row carries its source, data version and fetch time. Data is consumed through a Python API (load and scan), DuckDB-based SQL queries, a local web console, and a read-only MCP server that lets AI clients query the lake. It runs without accounts or API tokens, though some supplementary sources need user-supplied credentials. The project is in 0.x and does not include a backtesting engine or trading functions.

Key features

  • 01Consolidates 55 A-share datasets, including quotes, fundamentals, capital flows, events and derivatives, into local Parquet files.
  • 02Supports incremental daily updates and resuming failed batches.
  • 03Keeps raw and adjusted prices separate and provides adjustment-aware queries.
  • 04Retains delisted securities and offers point-in-time financial queries.
  • 05Exposes data through a Python API, DuckDB SQL, a local console and a read-only MCP server.

Use cases

  • Running long-horizon historical backtests on A-share data without survivorship bias.
  • Letting an AI assistant answer questions about Chinese stocks from a local, read-only dataset.
  • Building a self-hosted data pipeline for personal quantitative research.

Topics

#a-shares#china-stock-market#financial-data#parquet#duckdb#point-in-time#mcp#quantitative-finance#ai-agent#akshare

FAQ

What is CNEquity?
Self-hosted Chinese A-share data lake in Parquet with 55 daily-updated datasets, point-in-time semantics, and a read-only MCP server for AI agents. CNEquity collects Chinese A-share market data from multiple public sources into a local Parquet data lake. It covers daily and minute bars, index and sector data, corporate actions, financial statements, valuation metrics, northbound and margin flows, dragon-tiger lists, macro indicators, news, regulatory events, and futures and options contracts. The project is built for repeated backtesting and long-term accumulation of history, so ingestion is incremental, failed batches resume where they stopped, and a quality audit runs over the stored data.
Is CNEquity free to use? What license does it have?
CNEquity is open source under the Apache-2.0 license. Check the license terms before using it in commercial products.
Is CNEquity still maintained?
Actively maintained. The last commit to CNEquity was on Oct 17, 2026.
What can I use CNEquity for?
Running long-horizon historical backtests on A-share data without survivorship bias. Letting an AI assistant answer questions about Chinese stocks from a local, read-only dataset. Building a self-hosted data pipeline for personal quantitative research.
Where can I get CNEquity?
The source code and installation instructions are on GitHub: https://github.com/rootSunc/CNEquity

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