CNE · CNEquity — 免费、自托管的 A 股历史数据层
别再每次重拉、自己拼复权了。 一条命令，把可日更的研究数据落到本地。自动保存历史口径，供 Python、DuckDB、Polars 和 AI agent 使用。
CLI：cne · 包名：cnequity · Python ≥ 3.10 · 只做数据层（回测和信号留给下游）。
- 真数上手：
cne demo几分钟出真实日线（不是 mock）；--research可验证复权口径 - 日更能挂着跑：水位 / 失败重试 / 质量审计
- 研究口径一次定好：复权 · universe · PIT；相对拉数库多编排，相对云端宽表可本地续跑
安装与一分钟体验
需要 Python 3.10+，且能访问 TDX 行情主机（大陆出口更稳）。
pip install cnequity
cne demo
写入 data/cnequity-demo/（几只流动性股票 × 约 30 个交易日），并打印样例表。
要验证复权口径，可运行 cne demo --research --symbols 600519.SH；它会额外读取 Sina 复权因子，
并打印约三年窗口的 raw / hfq 收益对照。
cne query --config configs/cnequity.demo.toml --sql "
SELECT symbol, trade_date, close, volume, source
FROM daily_bars
WHERE symbol = '600519.SH'
ORDER BY trade_date DESC
LIMIT 10
"
全量日更（仍不必 clone；在含配置的工作目录执行）：
cne config init # → configs/cnequity.toml（data.root 写为绝对路径）
# 或显式指定：
# cne config init --data-root /data/cnequity --force
cne config validate --config configs/cnequity.toml
cne init --config configs/cnequity.toml
cne run daily --config configs/cnequity.toml
有什么数据
数据集名即 load() 的第一个参数。字段见 schema，编排元数据见 catalog。
| 类别 | 数据集 |
|---|---|
| 基础参考 | instruments · trading_calendar · trading_status（停复牌 / ST） |
| 行情 | daily_bars（未复权） · index_bars · adj_factors · minute_bars / minute_bars_5m（可选日内） |
| 公司事件 | corporate_actions · announcement_index · earnings_disclosure_schedule |
| 基本面 / 估值 | financial_statement_items（PIT） · valuation_metrics · analyst_consensus |
| 资金面 | fund_flow · margin_trading · northbound_flows / northbound_holdings · dragon_tiger · block_trades · institutional_holdings |
| 结构 / 行业 | sector_members · index_constituents · industry_members |
| 宏观 | macro_indicators · market_breadth |
| 舆情 / 轮动 | sentiment_scores · hot_rank · sector_bars · sector_fund_flow · news_headlines |
| 风险 | share_unlock_schedule · regulatory_events |
读数据
from cnequity.query import load
bars = load("daily_bars", start="2020-01-01", end="2025-12-31", adjust="hfq")
roe = load("financial_statement_items", items=["roe"], as_of="2024-04-30")
无 extras —— pip install cnequity 即装齐所有数据源。
完整文档
详细 schema、runbook、定位对照与合规说明以 GitHub 为准：
代码 Apache-2.0。落盘行情 / 公告仍受上游条款约束——本包不附带、也不再分发数据湖。
1 maintainer
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
Built Distribution
Filter files by name, interpreter, ABI, and platform.
If you're not sure about the file name format, learn more about wheel file names.
Copy a direct link to the current filters
File details
Details for the file cnequity-0.7.0.tar.gz.
File metadata
- Download URL: cnequity-0.7.0.tar.gz
- Upload date:
- Size: 683.2 kB
- Tags: Source
- Uploaded using Trusted Publishing? Yes
- Uploaded via: twine/7.0.0 CPython/3.13.14
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
abd2204adcb2cc50e09abc14bf26881f1012dd8fb89b0d59c0a5e0a520f4df28
|
|
| MD5 |
ac1a2ad15136421a8131caced84d7d0c
|
|
| BLAKE2b-256 |
47998861a0b10b84b527532e797af8f56ee025287d8ba4ccb999e2d01a5b3c51
|
Provenance
The following attestation bundles were made for cnequity-0.7.0.tar.gz:
Publisher:
release.yml on rootSunc/CNEquity
-
Statement:
-
Statement type:
https://in-toto.io/Statement/v1 -
Predicate type:
https://docs.pypi.org/attestations/publish/v1 -
Subject name:
cnequity-0.7.0.tar.gz -
Subject digest:
abd2204adcb2cc50e09abc14bf26881f1012dd8fb89b0d59c0a5e0a520f4df28 - Sigstore transparency entry: 2475594366
- Sigstore integration time:
-
Permalink:
rootSunc/CNEquity@2bf9059412017cad057f1baf5bbb15b3d036e099 -
Branch / Tag:
refs/tags/v0.7.0 - Owner: https://github.com/rootSunc
-
Access:
public
-
Token Issuer:
https://token.actions.githubusercontent.com -
Runner Environment:
github-hosted -
Publication workflow:
release.yml@2bf9059412017cad057f1baf5bbb15b3d036e099 -
Trigger Event:
push
-
Statement type:
File details
Details for the file cnequity-0.7.0-py3-none-any.whl.
File metadata
- Download URL: cnequity-0.7.0-py3-none-any.whl
- Upload date:
- Size: 773.2 kB
- Tags: Python 3
- Uploaded using Trusted Publishing? Yes
- Uploaded via: twine/7.0.0 CPython/3.13.14
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
3e2719ee52be41e302c788dd3174416f0a858659162dc328a8833a23cacb8dfd
|
|
| MD5 |
4fdf9ae9049532d5e6386c77ba1772f2
|
|
| BLAKE2b-256 |
a6bc421dc0fe8eacdc6f130222a0e2ca8b539f0d5c35def96c427f897adcda7b
|
Provenance
The following attestation bundles were made for cnequity-0.7.0-py3-none-any.whl:
Publisher:
release.yml on rootSunc/CNEquity
-
Statement:
-
Statement type:
https://in-toto.io/Statement/v1 -
Predicate type:
https://docs.pypi.org/attestations/publish/v1 -
Subject name:
cnequity-0.7.0-py3-none-any.whl -
Subject digest:
3e2719ee52be41e302c788dd3174416f0a858659162dc328a8833a23cacb8dfd - Sigstore transparency entry: 2475594417
- Sigstore integration time:
-
Permalink:
rootSunc/CNEquity@2bf9059412017cad057f1baf5bbb15b3d036e099 -
Branch / Tag:
refs/tags/v0.7.0 - Owner: https://github.com/rootSunc
-
Access:
public
-
Token Issuer:
https://token.actions.githubusercontent.com -
Runner Environment:
github-hosted -
Publication workflow:
release.yml@2bf9059412017cad057f1baf5bbb15b3d036e099 -
Trigger Event:
push
-
Statement type:
