5.9 KiB
5.9 KiB
China A-Share Support for TradingAgents
Overview
Add China A-share (Shanghai SSE / Shenzhen SZSE) stock analysis capability to TradingAgents, using AKShare as the data vendor. The implementation leverages the existing vendor routing framework — no changes to agent logic, LangGraph workflow, or LLM client layer.
Key Decisions
| Decision | Choice | Rationale |
|---|---|---|
| Data source | AKShare | Free, no API key, covers OHLCV/fundamentals/news/social sentiment, actively maintained (~18k GitHub stars) |
| Chinese data handling | Feed Chinese text directly to LLM | Modern LLMs handle Chinese well; avoids translation overhead and loss of financial terminology accuracy |
| Market identification | Ticker suffix auto-detection (.SH/.SZ) |
Zero config for users, no API signature changes, backward compatible |
| Implementation scope | All 4 analyst types at once | AKShare supports all data categories; incremental approach saves no real effort |
| Global macro news | Auto-switch by ticker market | A-share tickers get Chinese macro news (PBOC, policy); US tickers keep existing logic |
| Social sentiment | Append to get_news return |
Avoids new tool definitions and agent binding changes |
Architecture
Data Flow
propagate("600519.SH", "2026-01-15")
│
▼
ticker_utils.detect_market("600519.SH") → "CN_SH"
│
▼
interface.route_to_vendor() → forces "akshare" for CN tickers
│
▼
akshare_data.py / akshare_news.py
│
▼
Analyst agents receive data (Chinese text) → LLM analyzes normally
For US tickers (e.g., "NVDA"), the existing yfinance/alpha_vantage routing is unchanged.
Routing Priority
- Ticker is A-share (
.SH/.SZ) → force akshare (ignore configdata_vendors) - Ticker is US/other → follow existing config routing (yfinance / alpha_vantage)
New Files
tradingagents/dataflows/ticker_utils.py
Ticker market detection and parsing utilities.
def detect_market(ticker: str) -> str:
"""Detect market from ticker suffix.
Returns: "CN_SH", "CN_SZ", "US", etc.
"""
def parse_ticker(ticker: str) -> tuple[str, str]:
"""Split ticker into code and exchange.
"600519.SH" → ("600519", "sh")
"NVDA" → ("NVDA", "")
"""
def is_china_stock(ticker: str) -> bool:
"""Shortcut: returns True for .SH/.SZ tickers."""
tradingagents/dataflows/akshare_data.py
Core stock data and fundamentals via AKShare. All functions return formatted strings matching the existing yfinance output pattern, so analyst prompts work unchanged.
| Function | AKShare API | Notes |
|---|---|---|
get_stock_data(ticker, start, end) |
ak.stock_zh_a_hist() |
Daily OHLCV, output as CSV string |
get_indicators(ticker, start, end) |
OHLCV + stockstats calculation |
Same approach as yfinance — compute SMA/EMA/MACD/RSI/BOLL from raw OHLCV using stockstats (already a project dependency) |
get_fundamentals(ticker) |
ak.stock_individual_info_em() + ak.stock_financial_abstract_ths() |
Company overview, Market Cap, PE, ROE, etc. |
get_balance_sheet(ticker) |
ak.stock_balance_sheet_by_report_em() |
Balance sheet (Chinese field names, LLM handles directly) |
get_cashflow(ticker) |
ak.stock_cash_flow_sheet_by_report_em() |
Cash flow statement |
get_income_statement(ticker) |
ak.stock_profit_sheet_by_report_em() |
Income/profit statement |
tradingagents/dataflows/akshare_news.py
News, macro, insider, and social sentiment data.
| Function | AKShare API | Notes |
|---|---|---|
get_news(ticker) |
ak.stock_news_em() + ak.stock_hot_rank_em() |
Company news from Eastmoney, with social heat ranking/sentiment appended at the end |
get_global_news() |
ak.news_cctv() or ak.stock_zh_a_alerts_cls() |
Chinese macro news (CCTV Finance / CLS alerts), replaces "Federal Reserve" queries |
get_insider_transactions(ticker) |
ak.stock_share_hold_change_ths() |
Shareholder increase/decrease holdings |
Modified Files
tradingagents/dataflows/interface.py
Add market detection before vendor routing:
from .ticker_utils import is_china_stock
def route_to_vendor(tool_name, category, config, ticker=None):
# A-share auto-routing (highest priority)
if ticker and is_china_stock(ticker):
vendor = "akshare"
else:
# existing logic: check tool_vendors, then data_vendors
vendor = config["tool_vendors"].get(tool_name) or config["data_vendors"].get(category, "yfinance")
# add akshare dispatch
if vendor == "akshare":
if category == "news_data":
return akshare_news_dispatch(tool_name, ...)
else:
return akshare_data_dispatch(tool_name, ...)
# existing yfinance/alpha_vantage dispatch...
pyproject.toml + requirements.txt
Add dependency:
akshare>=1.14.0
Prerequisites & Risks
| Item | Status | Mitigation |
|---|---|---|
| AKShare library | Not installed | pip install akshare — no API key needed |
| A-share trading calendar | Chinese holidays differ (Spring Festival, Golden Week) | If date falls on non-trading day, AKShare returns empty data — add fallback to nearest trading day |
| Network access | AKShare scrapes Eastmoney/Sina — may be slow or blocked outside China | Document as known limitation; works well in domestic network |
| Financial report format | CAS (Chinese Accounting Standards), field names in Chinese | Pass Chinese text directly to LLM — confirmed approach |
| Error handling | AKShare calls may fail (network, rate limit) | Wrap all calls in try/except, return friendly error string (matches existing vendor pattern) |
Out of Scope
- Hong Kong stocks (
.HK) — can be added later with same pattern - Real-time/intraday data — current system is daily granularity
- Agent prompt translation — LLMs handle mixed language data
- Config-based A-share vendor selection — A-share always uses AKShare for now