#32 · Primary category: Financial Data & Analytics Platforms

free-stockdb

a-share algorithmic-trading backtesting china-stock-market kline local-first market-data mcp quant-research quantitative-finance stock-data stock-market technical-analysis time-series-database

Local quantitative engine for A-share daily and minute K-lines and ETF minute data, with incremental sync, local cache, price adjustment, batch query, backtesting, and indicator calculation.

Project last updated:08/27/26

GitHub Stars

2.3K

Forks

346

Contributors

2

License

MIT

Why we included this project

Full-market backtesting on A-shares usually bogs down in data engineering before a strategy ever gets written, because pulling minute bars for 7,000+ stocks from remote APIs means fighting rate limits and IP bans that can cost days. free-stockdb moves that pipeline onto your own machine: one incremental sync brings daily, minute and tick data down to disk, and everything afterwards, queries, indicator calculations and backtests, reads locally through a Python SDK, HTTP, Excel/WPS, HTML and an MCP interface for AI tools. That local-first setup is the real draw, since research keeps working offline and no remote vendor can throttle you halfway through. The project also ships the adjustment factors, 39 indicators and industry and concept board mappings you would otherwise have to assemble yourself, which cuts out most of the boilerplate quant work. For individuals and small teams that want repeatable research on the full market without running their own data infrastructure, it is a practical place to start.

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