China ETF Premarket Flow Estimator
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About this skill
Problem
Premarket estimates of China ETF creation and redemption are often misread as raw trading totals, while cross-exchange codes, money-market ETFs, splits, and fund terminations introduce noise. china-etf-flow-premarket uses public AkShare endpoints only and defines flows strictly as the daily net change in exchange-listed ETF units for auditable premarket research.
How It Works
The skill is fixed to AkShare and does not use Tushare, Wind, or manual web scraping. Key steps include:
- Resolving the target trading day and prior trading day from the A-share calendar;
- Merging SSE and SZSE two-day unit records and excluding money-market ETFs;
- Enriching type, NAV, and price data from supported AkShare interfaces;
- Validating quality.unvalued_changed_etfs == 0 so every ETF with changed units can be valued;
- Emitting md, csv, and json reports that disclose interface status, row counts, failures, and data gaps.
Boundaries
The output is for premarket research and position context, not execution, nor proof of market tops or bottoms. A single large net creation or redemption day should be accumulated into a historical series before being combined with other signals.
Use Cases
- A trader assesses ETF fund flow before the open and needs daily creation and redemption estimates for non-money-market ETFs.
- A researcher validates ETF unit changes and needs AkShare interface status, money-market exclusions, and valuation coverage in an auditable detail file.
- A quantitative analyst accumulates daily net_flow_yi values to build an ETF flow history for later bottom or top signals.
- A data engineer debugs cross-excode merging failures and needs to locate missing SSE, SZSE, THS, or Eastmoney records.
Best For
- Quantitative researchers who need back-calculable daily ETF flow estimates with disclosed AkShare interface status and data gaps.
- Fund traders who need premarket top net creation and redemption lists with money-market ETFs excluded.
- Financial data engineers who need to audit cross-exchange code merging, interface row counts, valuation coverage, and price fallbacks.
- Macro analysts who use ETF net unit changes as position context rather than executing trades directly.
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