efinance is a Python library for retrieving financial market data that supports stocks, funds, bonds, and futures.
The tool addresses the need to quickly access historical price data and market information for backtesting and quantitative trading strategies. It fetches data from Chinese financial markets, including A-shares, ETFs, and convertible bonds, alongside international stock data. The library provides multiple data granularities, from daily candlestick charts to minute-level order flow information, and includes market-specific features like stock dragon-tiger boards and quarterly performance rankings.
The project is designed for individual traders and quantitative researchers building personal trading systems. It works best for those focused on Chinese markets, particularly A-shares and related instruments, though it also supports non-A-share stocks by name or code. The tool is explicitly intended for learning and personal use rather than commercial applications. Users encountering rate limiting or network issues are directed toward alternative data sources.
Development activity shows ongoing maintenance with documentation available both online and buildable locally using Sphinx or pdoc. The project maintains a changelog tracking updates and provides installation options through pip, Docker, and source code for development purposes.
