A-Share Daily Market Recap

A-share after-close recap often suffers from fragmented data: indices, sector moves, sentiment, commodities, and global events come from different APIs, making manual aggregation easy to miscount. This skill treats the task as a structured data-fetching workflow rather than an Excel writer.

What It Solves

• Aggregates A-share major indices: SSE, SZSE, ChiNext, STAR 50
• Covers global markets: Hang Seng, Nikkei, Nasdaq, Dow Jones
• Computes market sentiment: limit-up count, limit-down count, advance-decline ratio, second-board rate
• Pulls concept sectors: top five gainers and losers, with strongest constituent names
• Retrieves commodities: gold, silver, crude oil, and the U.S. dollar index
• Adds global events: filters important financial events by weight and summarizes market impact

How It Works

fetch_market_data.py is the main entry point. It pulls A-share and global index data, sector data, commodity prices, and calendar events from multiple sources such as Sina Finance, Eastmoney, and akshare. It normalizes fields like close price, change, turnover, and volume change, derives sentiment from limit-up and limit-down pools, and formats events from the Tencent stock calendar using a Weightiness ≥ 2 threshold. The output is a text-based recap, not a spreadsheet export.

Limitations

It is best used on A-share trading days after the close. Non-trading days or upstream API failures may require manual checks. Some fields can show as -- when a source returns empty data, including the Nikkei index and U.S. dollar index. Sector and index interfaces may change over time, and event quality depends on the source calendar.