Ross ROSS = Recommend OSS · open-source software intelligence for agents

hello245m/free-stockdb

面向 A 股日K、分钟K与ETF分钟数据的本地量化引擎,集成增量同步、本地缓存、复权、批量查询、回测与指标计算。 observed · 2026-08-28

github.com/hello245m/free-stockdb · HTML · MIT (permissive) observed · 2026-08-28

Health v2 · maintenance only

68/100

  • Activity 99
  • Release rhythm 61
  • Longevity 8

Flags: young

How is this computed?

round(0.45*activity + 0.35*rhythm + 0.20*longevity); archived -> min(score, 10) — computed 2026-09-03. Adoption (stars, forks) is never an input.

  • gap_med: n/a
  • age_days: 117
  • days_rel: 45
  • days_push: 11
  • n_releases_24m: 1

Full methodology

Adoption not part of the score

2276 stars · 342 forks observed · 2026-08-28

What it is AI-extracted, prompt v1, taxonomy v1, 2026-08-30, confidence not recorded

A local-first quantitative data engine for China A-share daily/minute K-lines and ETF minute/tick data, combining incremental sync, cleaning, price adjustment, a custom C++ time-series store, and a Rust-based indicator/backtest computation core. It exposes one local protocol through five access modes: Python SDK, HTTP API, Excel/WPS, HTML web UI, and AI MCP.

Use cases

  • run full-market backtests over 7000+ A-share stocks without remote API rate limits
  • query minute-level K-line data for thousands of tickers locally
  • compute technical indicators like MACD and KDJ in batch across the whole market
  • get forward/backward adjusted prices with built-in adjustment factors
  • feed stock market data to an AI assistant via MCP
  • analyze stock data in Excel or WPS without writing code
  • serve local market data to a team over LAN for distributed backtesting
  • keep researching offline with all market data stored on disk

When to choose

  • you need whole-market minute-level A-share or ETF data for backtesting and remote APIs are too slow or rate-limited
  • you want to avoid weeks of data engineering (sync, cleaning, adjustment factors, storage) before running your first strategy
  • you need offline, local-first access to market data with no dependency on remote request chains
  • you want one data layer serving Python, HTTP, Excel, web, and AI/MCP clients
  • you need fast batch indicator computation faster than pandas can deliver

When to avoid

  • you need non-Chinese markets or global equities data
  • you only need low-frequency fundamentals like financial reports or macro data (supported only as custom extensions)
  • you require a managed cloud service rather than a self-hosted local engine
  • you need real-time streaming tick feeds rather than synced historical data
  • you want a fully open data pipeline - the binary is distributed via releases and third-party download links rather than buildable source

Facets

application · maturity active

database search-engine mcp api-framework http-server data-science benchmarking fintech time-series developer-tools windows python cpp rust self-hosted cli a-share china-stock-market kline market-data backtesting technical-analysis local-first quant-research stock-data etf incremental-sync zstd-compression excel-integration mcp-server time-series-engine adjustment-factors sector-mapping offline-data time-series-database quantitative-finance data-engineering algorithmic-trading macos linux desktop

1 source

Member repositories

RepositoryRoleHealth v2
hello245m/free-stockdbmain68

For agents

markdown · JSON · MCP: product_card(name="hello245m/free-stockdb")

Data as of 2026-08-30T08:39:29.467469+00:00 · Report a problem