Data Routing (Router)
This is the one router. It maps (a) every registered backtest data source to its
markets / auth / skill, and (b) every research data need to the concrete tool
that serves it, its market, and the env key it requires. Source names below are a
strict subset of backtest.loaders.registry.VALID_SOURCES (enforced by
tests/test_data_routing_sources_subset.py).
Source Overview
Every name here is a registered OHLCV/backtest source in VALID_SOURCES.
"Runner-internal" sources are selected by the backtest runner, not authored as a
per-source skill.
| Source | Markets | Auth (env key) | Network | Skill |
|---|---|---|---|---|
| tushare | A-shares, funds, futures, macro | Yes (TUSHARE_TOKEN) | China network | tushare |
| akshare | A-shares, US, HK, futures, macro, forex | No | Unrestricted | akshare |
| yfinance | US, HK, Canada (TSX/TSXV) stocks, ETFs | No | Needs Yahoo access | yfinance |
| okx | Crypto (OKX exchange) | No | Needs okx.com access | okx-market |
| nobitex | Crypto, IRT/Toman-quoted pairs (BTC-IRT, USDT-IRT — Iran market premium) | No | Needs apiv2.nobitex.ir access | data-routing (explicit *IRT routing only) |
| wallex | Crypto, TMN/Toman-quoted pairs (USDT-TMN, BTC-TMN — Iran market premium) | No | Needs api.wallex.ir access | data-routing (explicit *TMN routing only; truly serves 1m/1h/1d) |
| ccxt | Crypto (100+ exchanges) | No | Needs exchange access | ccxt |
| baostock | A-shares (free daily/min) | No | China network | data-routing |
| tencent | A-shares, HK, US (never-banned) | No | Unrestricted | data-routing |
| mootdx | A-shares (TDX servers, never-banned) | No | China network | data-routing |
| futu | A/HK/US via OpenD gateway | Yes (OpenD running) | Local gateway | data-routing (runner-internal) |
| mt5 | Forex & metals (your broker's MT5 feed) | Yes (running, logged-in MT5 terminal; optional ~/.vibe-trading/mt5.json) | Local terminal (Windows) | data-routing (runner-internal) |
| tickerall | Forex & metals (same broker MT5 feed, hosted) | Yes (TICKERALL_API_KEY + TICKERALL_ACCOUNT_ID; read-only) | Hosted API (any OS, no terminal) | data-routing (runner-internal; explicit source=tickerall only) |
| local | User CSV/parquet on disk | No | Offline | data-routing (runner-internal) |
| eastmoney | A-shares, HK, US equities | No (IP-throttled) | Unrestricted | data-routing |
| sina | US equities (daily OHLCV) | No (IP-throttled) | Unrestricted | data-routing |
| stooq | US equities (daily OHLCV) | No | Unrestricted | data-routing |
| yahoo | US, HK, Canada (TSX/TSXV) equities | No (IP-throttled) | Needs Yahoo access | data-routing |
| finnhub | US equities | Yes (FINNHUB_API_KEY) | Unrestricted | data-routing |
| alphavantage | US equities | Yes (ALPHAVANTAGE_API_KEY) | Unrestricted | data-routing |
| tiingo | US equities | Yes (TIINGO_API_KEY) | Unrestricted | data-routing |
| fmp | US equities | Yes (FMP_API_KEY) | Unrestricted | data-routing |
| qveris | Global multi-asset (paid, credits) | Yes (QVERIS_API_KEY / Settings) | QVeris API | qveris |
Capability → Tool Routing
Pick the tool by the data need. "Market" is the universe the tool covers; "Env key" is required only where listed (no key listed = free / no auth).
| Data need | Tool | Market | Env key |
|---|---|---|---|
| OHLCV price bars | get_market_data | A-share / US / HK / Canada / crypto / futures / forex | per-source (see Source Overview) |
| Fund flow (资金流向) | get_fund_flow | A-share, HK, US | — |
| Dragon-tiger (龙虎榜) | get_dragon_tiger | A-share | — |
| Northbound flow (北向资金) | get_northbound_flow | A-share | — |
| Margin trading (融资融券) | get_margin_trading | A-share | — |
| Block trades (大宗交易) | get_block_trades | A-share | — |
| Shareholder count (股东户数) | get_shareholder_count | A-share | — |
| Lockup expiry (限售解禁) | get_lockup_expiry | A-share | — |
| Sector / board taxonomy (板块) | get_sector_info | A-share | — |
| Sell-side research reports | get_research_reports | A-share | — |
| Stock news | get_stock_news | A-share, US, HK | — |
| SEC filings (EDGAR) | get_sec_filings | US | — |
| Financial statements | get_financial_statements | A-share, US, HK | — |
| Options chain | get_options_chain | US | — |
| Stock profile / fundamentals | get_stock_profile | US | — |
| Market screen | screen_market | A-share | — |
| Symbol search | search_symbol | A-share, US, HK, Canada, crypto/index/FX | — |
| Macro / FRED series | get_macro_series | Macro (US/global) | FRED_API_KEY |
| iWenCai NL search (问财) | iwencai_search | A-share | VIBE_TRADING_IWENCAI_KEY |
Notes:
get_financial_statementsreads US statements from SEC EDGAR companyfacts (ticker -> CIK -> XBRL concepts) and A-share/HK statements from the Eastmoney datacenter report API (per-market F10 report names).get_stock_newsroutes A-share (SH/SZ/BJ) to an Eastmoney news client and US (.US) / HK (.HK) to a Yahoo search client; a failure on one upstream is returned as an error envelope, never raised, so a single bad symbol never aborts a batch.
Decision Tree
Backtest scenario (writing config.json)
Use source: "auto" — the runner routes by symbol pattern and falls back across
same-market sources automatically. Only set a concrete source when the user asks.
Analysis / research scenario
- Identify the data need, then read the Capability table for the tool + env key.
- If the need is plain OHLCV, call
get_market_dataand let source fallback run. - Set any required env key before calling a key-gated tool; if it is missing, report the missing key rather than failing silently.
Source priority (for OHLCV by market)
- A-shares: tencent / mootdx (never banned) > tushare (
TUSHARE_TOKEN) > baostock / akshare > eastmoney (throttled). - US stocks: stooq / yahoo > tiingo / finnhub / fmp / alphavantage (key-gated) > sina / eastmoney (throttled) > yfinance.
- HK stocks: tencent (never banned, daily) > eastmoney / yahoo > futu (local
OpenD) > akshare (Eastmoney-backed, daily only) > yfinance > tushare
(
TUSHARE_TOKEN) / longbridge (key-gated). - Canada (TSX/TSXV): yahoo > yfinance > local; use Yahoo's canonical
.TO/.Vsuffixes (for exampleTD.TO,PNG.V). - Crypto: okx (single exchange) > ccxt (multi-exchange).
- Futures / macro: tushare > akshare.
- Forex / metals: mt5 (local MetaTrader 5 terminal, Windows) > akshare. TickerAll (
source="tickerall") is a hosted, no-terminal alternative to the same broker feed (any OS) — opt-in and explicit-only: it never joins this automatic chain, so a user's broker credential is used only when deliberately requested.
Symbol Format Reference
| Market | Format | Examples |
|---|---|---|
| A-shares | NNNNNN.SZ/SH/BJ | 000001.SZ, 600000.SH, 430139.BJ |
| US stocks | TICKER.US | AAPL.US, MSFT.US |
| HK stocks | NNNNN.HK | 00700.HK, 09988.HK |
| Canada TSX / TSXV | TICKER.TO / TICKER.V | TD.TO, BBD-B.TO, PNG.V |
| Crypto | SYMBOL-USDT | BTC-USDT, ETH-USDT |
| Futures | XXNNNN.EXCHANGE | CU2406.SHFE |
| Forex | XXX/YYY | USD/CNY, EUR/USD |
Ban-Risk & Fallback Notes
- Prefer never-banned sources:
tencentandmootdxhave no observed IP ban; reach for them first for A-share OHLCV when no token is set. - Eastmoney rate-limits by IP and must be throttled. Every Eastmoney-backed tool/loader routes through the shared per-host throttle; do not hammer it. On a throttle/timeout, fall back to the same-market source above (tencent/baostock).
- Sina / Yahoo also throttle by IP — same per-host wrapper, same fallback rule.
- Key-gated sources need their env key (
FINNHUB_API_KEY,ALPHAVANTAGE_API_KEY,TIINGO_API_KEY,FMP_API_KEY,FRED_API_KEY,VIBE_TRADING_IWENCAI_KEY,TUSHARE_TOKEN). If the key is absent the tool/loader is unavailable — route to a free same-market source instead of erroring out. - A single failing symbol or transient HTTP error is reported inside the envelope; it never aborts the surrounding batch.
Data Verification Discipline
When a number will drive a conclusion (valuation, screening, report), do not trust a single source. Cross-check it:
- Verify material figures across ≥2 independent sources before citing them. Prioritize original disclosures (company annual/quarterly reports, exchange filings) over third-party aggregators.
- Flag any deviation >1% between sources as a ⚠️ caliber mismatch — usually a definition difference (GAAP vs Non-GAAP, consolidated vs parent-only, currency, TTM vs annual). Do not silently pick one; state both and which you adopt.
- Use the
financial_rigortool'scross_validatecommand to do this exactly: pass{source: value, ...}and it returns the median consensus + per-source deviation + anall_consistentflag at a configurable tolerance (default 2%). - Mark unverified numbers as "single-source" or "estimate" — never present an uncorroborated figure as established fact.
This discipline is what separates analysis from aggregation.
