Analysis updated 2026-07-03
Pull historical daily price data for Chinese A-shares or international stocks into a Python script using a stock code or name.
Retrieve mutual fund, bond, and futures data for personal analysis without manually scraping financial websites.
Build a backtesting workflow that ingests structured market data returned as tabular output.
Use the Docker setup to run efinance in a containerized environment without a local Python install.
| micro-sheep/efinance | paddlepaddle/fastdeploy | zappa/zappa | |
|---|---|---|---|
| Stars | 3,683 | 3,683 | 3,683 |
| Language | Python | Python | Python |
| Setup difficulty | easy | hard | moderate |
| Complexity | 2/5 | 4/5 | 3/5 |
| Audience | data | developer | developer |
Figures from each repo's GitHub metadata at analysis time.
Users outside China may hit rate limits and should use the TickFlow fallback data source instead.
efinance is a Python library for fetching financial market data, primarily focused on Chinese markets. It covers stocks, mutual funds, bonds, and futures, returning data as structured tables that can be used in analysis scripts or personal trading systems. The README notes explicitly that this project is for personal learning and exchange only, not for commercial purposes. The library can pull historical daily price data for stocks using either a stock code or a stock name. It supports Chinese A-shares listed on domestic exchanges as well as international stocks like Apple and Microsoft, which can be looked up by their ticker symbols or by their Chinese names. ETFs are also supported through the same stock data functions. The output tables include fields like opening price, closing price, daily high and low, trading volume, transaction value, price change amount, and turnover rate. Installation is straightforward: pip install efinance works for most users, with an upgrade path via the same command. A Docker-based setup is also provided for those who prefer containerized environments. Developers who want to modify the library can clone the repository and install it in editable mode. The README mentions a companion data source called TickFlow as a fallback if users encounter rate limiting or network errors when pulling data, particularly for those accessing from outside China. The project covers several data categories beyond stock price history. Sections of the README address mutual fund data, bond data, and futures data, each with their own retrieval functions and example outputs. The documentation is hosted separately on ReadTheDocs. This is a tool for individuals who want to build their own analysis or backtesting workflows using Python, pulling market data without having to scrape it manually. It is not a trading platform and does not execute orders. The full README is longer than what was shown.
A Python library for fetching Chinese and international stock, fund, bond, and futures market data as structured tables, intended for personal analysis and backtesting workflows.
Mainly Python. The stack also includes Python, pip, Docker.
Setup difficulty is rated easy, with roughly 5min to a first successful run.
Mainly data.
This repo across BitVibe Labs
Verify against the repo before relying on details.