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Rqdata Python

  • 1 installs
  • 43 repo stars
  • Updated June 23, 2026
  • ricequant/ricequant-skills

Wire Ricequant RQData Python APIs correctly for Chinese equities, futures, options, and calendars without silent contract-code mistakes.

About

rqdata-python is an agent skill for developers and quants who automate Chinese market research or trading analytics with Ricequant’s RQData stack inside Claude Code or similar agents. Getting symbols wrong silently poisons every downstream chart, backtest, or alert—this skill routes you through the repo’s code index manager CLI, market/type flags, and the correct contract-resolution paths for stocks, futures, and options. It encodes multi-step flows: infer underlyings (IF for CSI 300 futures, CU for copper), fetch tradable contract lists or dominant contracts, and resolve ETF option underlyings via scripted queries. A dedicated section calls out frequent API misuse—such as calling get_trading_calendar instead of get_trading_dates—and nudges you to verify codes against Ricequant conventions before get_price runs. Use it when you are building data pipelines, agent tools that answer “what is the right contract code,” or internal research notebooks that must respect exchange calendars. Complexity is advanced because domain knowledge (instrument types, underlyings) is required alongside Python execution on your machine.

  • CLI code_index_manager.py workflow for resolving instruments (e.g. 贵州茅台) by market and type
  • Step guides for futures underlying symbols (IF, CU) and contract lists including dominant contracts
  • Option chains for futures, ETF, and single-stock underlyings with underlying lookup patterns
  • Documents common pitfalls such as unvalidated tickers and wrong trading-calendar API names
  • Points to --help on bundled scripts before running production queries

Rqdata Python by the numbers

  • 1 all-time installs (skills.sh)
  • Ranked #909 of 1,106 Finance & Trading skills by installs in the Skillselion catalog
  • Security screen: MEDIUM risk (skills.sh audit)
  • Data as of Aug 3, 2026 (Skillselion catalog sync)
npx skills add https://github.com/ricequant/ricequant-skills --skill rqdata-python

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Listed on Skillselion
Installs1
repo stars43
Security audit2 / 3 scanners passed
Last updatedJune 23, 2026
Repositoryricequant/ricequant-skills

What it does

Wire Ricequant RQData Python APIs correctly for Chinese equities, futures, options, and calendars without silent contract-code mistakes.

Files

SKILL.mdMarkdownGitHub ↗

rqdata-python

每次skill使用前,执行python ~/.claude/skills/rqdata-python/scripts/init_skill.py。如果返回RQData license不可用,则提示用户需正确安装rqsdk,配置许可证,或者问题应联系RQData技术支持获得帮助,终止skill的使用

使用方法

查找API接口

1. 确定所需API文档:在cache/api_doc_index.md中grep需要的API文档,示例:Grep 宏观|GDP on cache/api_doc_index.md的结果显示满足GDP宏观数据查询需求的API文档是macro-economy.md

2. 确定所需API接口:在cache/api_index/{API文档名}_index.md中grep所需API接口。API索引文件中每行表一个API接口的API Name、Description、Line Range,确定匹配API接口的行号List Range,阅读API接口开始的50行来获取API接口定义,如果50行不够多阅读更多行。示例:Grep 宏观|GDP on cache/api_index/macro-economy_index.md的结果显示满足GDP宏观数据查询需求的API接口是econ.get_factors,行号范围是87-131,阅读cache/api_index/macro-economy.md的第87到87+50行获得API定义

  • 注意也许需要调用多个API接口来满足需求,所以可能需要定位多个API接口

3. 若以上步骤没有定位到API接口,才尝试在cache中搜索

应使用真实资产代码

  • 如果API参数涉及到资产代码(例如股票代码,期货代码,期权代码等),强制获取真实的资产代码:
  • 推断资产类型,资产名称(或资产代码),市场名称
  • 如果是查询期权合约代码请参考references/options_contract_query.md
  • 如果是查询期货合约代码请参考references/futures_contract_query.md
  • 如果是查询其他类型资产代码参考references/common_asset_code_query.md

其他注意事项

  • 如果API参数涉及到宏观因子名称,查询宏观因子名称参考cache/api_docs/macro_factor_names.csv
  • 调用RQData API前必须调用rqdatac.init()来初始化
  • 禁止阅读scripts中的源代码
  • 当遇到使用问题的时候,参考references/pitfall.md了解常见错误使用陷阱

Skil执行示例

用户prompt:请为我展示近几年的中国的存款准备金率

Agent执行步骤:

1. 强制执行skill初始化脚本 2. 存款准备金率是宏观数据,根据api_doc_index.md,应在macro-economy.md中查找API 3. 使用macro-economy_index.md快速定位满足需求的API接口为econ.get_reserve_ratio,行范围87-131 4. 使用read工具读取macro-economy.md中读取接口头50行(第87到87+50行) 5. 从read工具返回中获取API定义和参数信息 6. 让我开始编写代码

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FAQ

Is Rqdata Python safe to install?

skills.sh reports 2 of 3 security scanners passed. Review the Security Audits panel on this page before installing in production.

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