API Reference

This document describes all public APIs of the eqlib core library. Note: This tool only supports the China A-share market.

Reading Tip

Use browser search (Ctrl+F / ⌘F) to find function names. Beginners should complete the How-to Guides before jumping into this chapter.

Find by Scenario

Scenario	Jump to
Write your first strategy	Structures → Trading API
Fetch market data	Data API
Run a backtest	Backtest Engine
Set commission/slippage	Configuration API
Paper trading notifications	Notification API
Generate reports / calculate metrics	Reports & Analysis
Stock selection / sector rotation	Selection Strategies
Optimize portfolio weights	Reports & Analysis — Portfolio Optimization
A-share specific data	Data API — A-Share Specific
Portfolio risk monitoring	Portfolio Risk API
Walk-forward validation / overfitting detection	Scientific Validation API

Naming Conventions:

• Stock codes are 6-digit numbers, e.g., '601390'; benchmarks may include exchange suffix, e.g., '000300.XSHG'
• Date format is 'YYYY-MM-DD' or date objects
• context is automatically passed by the framework, containing current time, portfolio, universe, etc.
• g is a strategy-level global object that persists across trading days

Minimal Runnable Strategy:

from eqlib import *

def initialize(context):
    g.security = '601390'
    set_benchmark('000300.XSHG')
    run_daily(market_open, time='every_bar')

def market_open(context):
    hist = attribute_history(g.security, 20, '1d', ['close'])
    if hist['close'].iloc[-1] > hist['close'].mean() * 1.02:
        order_value(g.security, context.portfolio.available_cash)

result = run_strategy(
    initialize,
    start_date='2024-01-01',
    end_date='2024-12-31',
    securities=['601390'],
)

---

Complete Import List

from eqlib import (
    # Lifecycle
    run_backtest, run_strategy, run_portfolio_backtest,
    run_daily, run_weekly, run_monthly, run_selection,
    set_handle_data, record, run_paper_trade,
    # Configuration
    set_benchmark, set_option, set_order_cost, set_slippage,
    OrderCost, SlippageModel, FixedSlippage, VolumeSlippage,
    # Trading
    order, order_target, order_value, order_target_value,
    # Data
    get_price, history, attribute_history, get_all_securities,
    fetch_stock_data, download_stock_data, load_csv, clear_cache,
    scan_market, check_golden_cross, get_financial_screen,
    get_index_stocks, get_industry_list, get_industry_stocks,
    get_concept_list, get_concept_stocks, get_industry,
    fetch_minute_data, get_price_minute, get_tick_data,
    get_current_data, get_security_info, get_trade_days,
    get_fundamentals, get_financial_abstract, get_money_flow,
    get_billboard_list, get_valuation, get_index_weights, get_extras,
    query, valuation, get_current_data_object,
    set_universe, get_universe,
    before_trading_start, after_trading_end,
    # A-share specific data
    get_north_money_flow, get_margin_data,
    get_limit_up_down_stats, get_restriction_release,
    # Logging
    log,
    # Objects
    g, GlobalObject, Context, Portfolio, Position,
    StrategyConfig,
    # Reports
    generate_chart, generate_report_md, generate_report_json, generate_html_report,
    # Portfolio optimization
    portfolio_optimizer, Bound, MinVariance, MaxSharpe, RiskParity,
    # Analysis
    analyze_returns, brinson_attribution, simple_factor_analysis,
    # Portfolio risk (experimental)
    PortfolioRiskMonitor, RiskThresholds, RiskReport, AlertLevel,
    check_kill_switch,
    # Walk-forward validation (experimental)
    walk_forward, WFAResult,
    # Scientific validation (experimental)
    ValidationConfig,
    # Stock selection
    StockSelector, TopNSelector, MultiFactorSelector,
    filter_st_stocks, filter_paused_stocks,
    filter_low_price_stocks, filter_high_pe_stocks,
    fetch_factor_data,
    # Caching
    set_cache_dir, set_local_data_dir, fetch_cached, estimate_memory_mb,
    save_stock_local, load_stock_local, has_local_data,
    list_local_stocks, remove_local_data, clear_all_local_data,
    BacktestSession, get_session,
)