canslim-yanxiang 0.1.3

Python SDK for the CANSLIM Yanxiang cloud API

canslim-yanxiang

canslim-yanxiang is the lightweight Python SDK for the CANSLIM cloud service. It uses an API key and HTTPS to call /api/sdk/v1. Database credentials, membership checks, indicator calculations, and stock screening stay on the server; an SDK user never connects to the production database directly.

The current SDK includes L1 market and financial queries, L2-Class1 stock analysis, L2-Class2 industry analysis, L2-Class3 CANSLIM card indicators, L2-Class4 rule-based stock screening, and the first L2-Class5 market-analysis aggregate.

Install

Install the production package from PyPI:

python -m pip install --upgrade canslim-yanxiang

Verify the installation:

python -c "import canslim_yanxiang as cs; print(cs.__version__)"

On macOS (Intel or Apple Silicon), use Python 3.10 or newer:

python3 -m pip install --upgrade canslim-yanxiang
python3 -c "import canslim_yanxiang as cs; print(cs.__version__)"

The SDK is platform-independent and does not include B-XTrender.

For repository development:

python -m venv .venv
.\.venv\Scripts\Activate.ps1
python -m pip install -e .

Configure

Set the cloud endpoint and API key in the current PowerShell session:

$env:CANSLIM_API_BASE_URL = "https://your-domain.example/api/sdk/v1"
$env:CANSLIM_API_KEY = "csk_live_xxx"

Configuration can also be supplied in Python:

import canslim_yanxiang as cs

cs.configure(
    base_url="https://your-domain.example/api/sdk/v1",
    api_key="csk_live_xxx",
)

The API key is never written into the package. The server validates membership level and account expiry for every call.

L1 Queries

import canslim_yanxiang as cs

stocks = cs.stock_search("600519")
info = cs.stock_basic_info("600519")
latest = cs.stock_price_latest("600519")
prices = cs.stock_price_history("600519", start="2025-01-01")
financials = cs.stock_financials("600519", period="quarterly", limit=20)

List endpoints return pandas DataFrame objects by default and single-object endpoints return dictionaries. Pass raw=True to receive the complete response envelope.

L2 Analysis

L2-Class1 stock analysis:

current = cs.eps_current_quarter_score("600519")
eps = cs.eps_growth_history("600519", mode="quarter")
stock_score = cs.stock_rps_score("600519")       # defaults to rps_240
industry_score = cs.industry_rps_score("600519") # defaults to rps_120
industry = cs.stock_industry("600519")

L2-Class2 industry analysis:

industries = cs.industry_list()
basic = cs.industry_basic_info("340500")
members = cs.industry_constituents("340500")
fundamental = cs.industry_fundamental_analysis(top_n=20)
strength = cs.industry_strength_history("340500")
member_rps = cs.industry_constituent_rps_ranking("340500")

L2-Class3 CANSLIM card analysis:

c = cs.c_card("600519", report_date="2026-03-31")
a = cs.a_card("600519", report_date="2026-03-31")
n = cs.n_card("600519")
fresh_breakout = cs.n_fresh_resistance_breakout(
    "600519",
    lookback=240,
)
s = cs.s_card("600519", report_date="2026-03-31")
l = cs.l_card("600519")
i = cs.i_card("600519", report_date="2026-03-31")
m = cs.m_card()

# Nine-index consensus used by later L3 market gates.
market = cs.market_state_aggregate()

L3 industry-rotation opportunities default to evaluating industries without a market gate:

opportunities = cs.industry_rotation_opportunities(
    rps_top_n=30,
    eps_top_m=30,
    output_top_n=5,
    stocks_per_industry=10,
    market_gate="off",
)

Atomic indicators are also callable individually and can be registered in L2-Class4 screening rules. See the contracts under docs/ for stable parameters and response fields.

Six-Rule Screen

Run the frozen C/A/N/S/L/I rule set after installation:

python -m canslim_yanxiang.screen_six_rules

Use --rules to select a subset. The default intersection mode requires every selected rule, so this example only returns stocks that satisfy C, A, L and I:

python -m canslim_yanxiang.screen_six_rules --rules C A L I

Comma-separated input is also accepted. To return stocks matching at least three of those four selected rules:

python -m canslim_yanxiang.screen_six_rules `
  --rules C,A,L,I `
  --combine at_least `
  --min-matched-rules 3

Dates and output location can be fixed explicitly:

python -m canslim_yanxiang.screen_six_rules `
  --report-date 2026-03-31 `
  --as-of-date 2026-07-17 `
  --output .\results\six_rules.csv

The command writes a CSV and a matching .meta.json file. Each result contains matched_rule_count and matched_rules, so the selected rule names are visible for every stock. Because the current screening API is synchronous, the percentage shown while waiting is an elapsed-time estimate. Final counts and results always come from the cloud response.

Repository Boundaries

• This repository contains the installable SDK and archived backtest CSV data.
• The production backend owns API keys, permissions, quotas, logs, database access, and job execution.
• The offline project owns heavy recomputation, historical backfills, and publishable data generation.
• backtest_csv/ is not included in the SDK wheel. It is deployed separately as read-only cloud data when required by the backtest service.

See SDK framework and cloud deployment for the complete architecture.

Development Verification

python -m unittest discover -s tests -v
python -m build
python -m twine check dist/*