Tessl • The management layer for AI agent skills

Status (2026-10-08): retired from the default chain. TDX servers stopped answering the client protocol mootdx speaks (upstream: mootdx/mootdx#157), so this source is no longer in the automatic A-share fallback and is excluded from the loader-health canary. The loader stays registered for explicit source="mootdx" calls in case a future upstream release restores the protocol. For A-share OHLCV prefer tencent / eastmoney / baostock.

Overview

Mootdx talks the native 通达信 (TDX) binary protocol over TCP, bypassing the HTTP scrapers that periodically fail under load (akshare → East Money is the canonical example). Public market data only — no token, no per-IP throttling, no captcha.

GitHub: https://github.com/mootdx/mootdx
Legacy SDK installation (not needed for automatic A-share data): pip install mootdx && pip install 'httpx>=0.28.1'

Mootdx pins httpx<0.26 in setup.py, but only uses basic httpx.Client/get APIs that are forward-compatible. The second pip install restores the modern httpx that the rest of Vibe-Trading (MCP server, fastmcp) needs.

Quick Start

from mootdx.quotes import Quotes

client = Quotes.factory(market="std")  # std = 沪/深/京; ext = 期货/期权 (upstream-broken)

# Daily OHLCV with a date range (preferred API).
df = client.get_k_data(code="000001", start_date="2025-01-01", end_date="2025-02-01")

# Intraday — offset-from-latest only, no native date range.
df_15m = client.bars(symbol="600519", frequency=1, offset=800)

Frequency Codes

bars(frequency=N) uses integer codes from mootdx.consts:

Code	Bar
8	1m
0	5m
1	15m
2	30m
3	1H
4	1D
5	1W
6	1M

get_k_data() is daily only but accepts start_date / end_date. For intraday, bars() returns the latest N rows — the built-in loader over-fetches offset=800 then clips to the requested window.

Key Methods

Method	Use	Returns
`get_k_data(code, start_date, end_date)`	Daily OHLCV with date range	`[open, close, high, low, vol, amount, date, code]`
`bars(symbol, frequency, offset=800)`	Intraday / weekly / monthly	`[open, close, high, low, vol, amount, datetime, volume, ...]`
`minute(symbol)`	Current trading day 1m bars	Same schema as `bars()`
`quotes(symbol)`	Real-time L1 snapshot	`{price, bid, ask, volume, ...}`
`stocks(market)`	List all tickers on an exchange	DataFrame of `code/name`
`F10(symbol)` / `finance(symbol)`	Fundamentals snapshot	Heterogeneous dict

Symbol Format

Pure 6-digit: "000001", "600519", "835174" — mootdx auto-detects exchange from prefix:
- 60x / 68x → SH
- 00x / 30x / 002 / 003 → SZ
- 4x / 8x → BJ
The built-in loader also accepts "000001.SZ", "600519.SH", "835174.BJ" and strips the suffix.

Column Names

get_k_data() returns lowercase English: open / close / high / low / vol / amount / date / code. The built-in loader renames vol → volume to match the project's OHLCV contract.

bars() returns the same OHLC columns plus a duplicate volume (alongside the legacy vol), a datetime string column, and decomposed year / month / day / hour / minute columns.

Built-in Loader

backtest/loaders/mootdx_loader.py remains registered for explicit source="mootdx" calls. It is not in the automatic a_share fallback chain. The default chain is tencent → eastmoney → baostock → akshare → tushare → local, with unavailable loaders skipped. Tencent and AKShare ship in the base install; BaoStock requires the optional vibe-trading-ai[ashare] extra. Neither the base install nor that extra includes mootdx.

from backtest.runner import run
result = run(strategy=..., source="mootdx")  # explicit override

Known Limitations

Limitation	Workaround
北交所 (BJ): `get_k_data` raises `KeyError`, `bars()` returns empty (upstream missing data)	Loader logs a warning and skips BJ symbols — use akshare or tushare
Extended market (futures/options) returns empty as of v0.11.7 (upstream issue)	Use tushare/akshare for futures
Each `bars()` page is 800 rows; loader paginates back up to 25 pages (≈10y daily / ≈5y 1H / ≈3mo 1m)	For longer 1m history use tushare minute bars
Server selection has cold-start latency (first call picks the fastest server)	First call may be ~2s slower
Returns data in 前复权 by default — no API parameter for 不复权	Use tushare/akshare if raw prices are required

Reference Docs

Mootdx 文档: https://www.mootdx.com/
通达信协议参考: https://github.com/rainx/pytdx

mootdx