Fund Data Acquisition

Problem Background

When analyzing Chinese mutual fund performance, acquiring detailed portfolio holding data (such as the top ten stocks and their proportions in net asset value) is a common requirement. Standard financial data APIs (like Wind API) may not provide these specifics or could require additional subscription fees. Tian Tian Fund Network, as a public source, contains this information, but manual scraping and organization are inefficient and error-prone.

How the Skill Works

The fund data acquisition toolset automates data retrieval from Tian Tian Fund Network, addressing the above issues. Its key capabilities and steps include:
- Fund Basic Information Query: Fetches foundational data such as fund name, manager, inception date, and latest net value to provide background for analysis.
- Quarterly Holding Data Retrieval: Automatically specifies a fund code (e.g., 000001) to obtain the latest quarterly list of top ten stocks, including stock code, name, percentage in net assets, and share quantity. Data is returned in a structured table with fields like rank, stock code, stock name, percentage in net assets, share quantity (in ten thousands), and holding market value (in ten thousands yuan).
- Holding Change Comparison: Supports comparing holdings across quarters, generating difference reports via functions (e.g., compare_holding) to identify new positions, liquidations or reductions to outside the top ten, and stocks with position changes exceeding 0.5%.
- Data Export: Exports retrieved data to CSV format for further processing in Excel or other analysis tools.

Typical steps involve calling a fund code query function to get the latest holdings, using a comparison function to analyze quarterly changes, and then exporting the data. The process is completed through scripts or command line, reducing manual operations.

Applicable Boundaries and Considerations

This skill focuses on fetching information from public data sources, so it depends on the availability and update frequency of Tian Tian Fund Network. Data updates may lag behind professional databases, and scraping should comply with the site's terms of use to avoid restrictions from high-frequency requests. The skill does not handle internal or non-public data; Wind API, as an optional source, requires separate configuration and authorization. Additionally, data accuracy relies on the source website, and multiple sources should be cross-verified for investment decisions.