A-Share Market Essentials

A brief introduction to the A-share market fundamentals you need to know when using EasyQuant. For the full guide, see A-Share Market Prerequisites.

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Stock Tickers

Type	Format	Example
Individual stock	6-digit number	'601390' (China Railway)
Index	6-digit number + exchange suffix	'000300.XSHG' (CSI 300)
Shanghai exchange	.XSHG	'600519.XSHG' (Kweichow Moutai)
Shenzhen exchange	.XSHE	'000858.XSHE' (Wuliangye)

Shorthand in eqlib

In order* and attribute_history, you can use just the 6-digit ticker (e.g., '601390') — the framework auto-detects the exchange. Benchmark indices should include the suffix (e.g., '000300.XSHG').

Trading Rules

Rule	Description
T+1	Shares bought today can only be sold on the next trading day
Limit up/down	Main board ±10%, ChiNext / STAR Market ±20%
Trading hours	9:30–11:30, 13:00–15:00
Minimum lot	100 shares (1 lot)

Major Indices

Index	Ticker	Description
CSI 300	000300.XSHG	Large-cap blue chips, most commonly used benchmark
SSE 50	000016.XSHG	Mega-cap
CSI 500	000905.XSHG	Mid-cap
ChiNext Index	399006.XSHE	Growth stocks

Trading Cost Structure

Cost	Buy	Sell	Notes
Stamp duty	0%	0.05%	Sell-side only (halved since Aug 2023)
Commission	0.025%	0.025%	Minimum ¥5 per trade (inclusive of regulatory fees)

Configure in eqlib:

set_order_cost(OrderCost(
    open_tax=0,
    close_tax=0.0005,
    open_commission=0.00025,
    close_commission=0.00025,
    min_commission=5,
))