Changelog

This page records the version update history of Stock SDK.

1.10.1 (2026-06-04)

Bug-fix release. Fixes 10 issues from a full code review: indicator seeding (RSI / DMI-ADX), Beijing Stock Exchange code classification, intraday volume units, minute K-line date filtering, plus rate-limiter concurrency, a pagination infinite loop, and JSON parse-error classification.

Bug Fixes

• RSI / DMI-ADX seeding: RSI dropped the period-th change from its first value; DMI's +DI/-DI and ADX seeds each had an off-by-one / out-of-range index, leaving ADX ≈ 14 on a steady trend (should be ≈ 100). All corrected to the Wilder definition.
• Tencent Beijing-exchange filter (getAShareCodeList({ market: 'bj' })): only matched 92-prefixed codes, missing the 4 / 8 legacy BSE codes and returning almost nothing; now matches 4 / 8 and the new 920 segment.
• Tencent intraday volume unit (getTodayTimeline): the unit was inferred from only the first tick, so a 0-volume first tick left the whole day 100× off; now scans to the first usable tick.
• Minute K-line date-only endDate (A-share / HK / US): a YYYY-MM-DD end dropped the entire final day; it is now padded to 23:59.
• getMarketCode Beijing 920xxx: the new 920-prefixed BSE segment was misread as Shanghai; now mapped to the Shenzhen / Beijing group.
• Rate-limiter concurrency burst (RateLimiter.acquire): concurrent callers woke together and drove tokens negative; now serialized via a promise chain (sequential timing unchanged).
• EastMoney pagination infinite loop (fetchPaginatedData): an over-reported total with an empty out-of-range page looped forever; added an empty-page break.
• JSON parse-error classification: a 200 with a non-JSON body was a retryable NETWORK_ERROR; now a non-retryable PARSE_ERROR (no same-host retry, fallback still allowed).
• HK batch options: getAllHKShareQuotes drops the meaningless market field (new GetAllHKQuotesOptions); passing it is now a compile error instead of a silent no-op.

Compatibility

After the fixes, RSI / DMI(ADX) warm-up values change (now correct) — update old snapshots; getMarketCode returns '0' instead of '1' only for 920xxx (not a top-level export); passing market to the HK method is now a compile error. All other runtime behavior is unchanged.

1.10.0 (2026-05-27)

Dual-theme release: (1) Mutual fund extensions — 4 deep-data methods covering issue #16; (2) HK / US minute K-line + intraday timeline — 4 cells in the README matrix flip ❌ → ✅. Also fixes a 5xx ETF / 9xx B-share secid classification bug. No breaking changes.

New Features

Mutual fund extensions (FundService, top-level export)

• getFundDividendList — Fund dividend events (year-paginated; client-side code filter; page: 'all' auto-aggregates)
• getFundNavHistory — Full NAV history (unit + accumulated, one call, open-end / ETF / LOF / money-market / QDII)
• getFundEstimate — Intraday NAV estimate (T-1 settled NAV + live estimate)
• getFundRankHistory — Similar-type rank history (daily 3-month rank + percentile)

HK / US minute K-line + intraday timeline

• getHKMinuteKline(symbol, options?) — 5/15/30/60-minute K-line, or intraday timeline (period: '1')
• getUSMinuteKline(symbol, options?) — Same as above (US regular session only)
• New types HKMinuteKline / HKMinuteTimeline / USMinuteKline / USMinuteTimeline (structurally aligned with A-share MinuteKline, plus currency / code)
• Reuses the existing push2his.eastmoney.com (33 / 63 subdomains) stack — zero new data source dependencies

Generic utilities (top-level export)

• fetchJsVars / parseJsVars — Dual-environment parser for var X = ...; var Y = ...; style JS variable declarations (pingzhongdata / funddataIndex_Interface, etc.); browsers <script>-inject, Node uses fetch + bracket scan; optional client integrates with the SDK request stack
• withScriptMutex / BROWSER_JSVARS_MUTEX_KEY — Browser global-name mutex to prevent <script>-injection concurrent contamination
• formatInTz(epoch, tz) — UTC ms → YYYY-MM-DD HH:mm string in any time zone, the inverse of parseMarketTime, handles DST

Bug Fixes

• getMarketCode 5xx / 9xx classification: codes starting with 5 (on-exchange ETF / LOF, e.g. 510050 / 518880 / 588000) and 9 (Shanghai B-shares) were misclassified to Shenzhen, so getHistoryKline etc. returned no data; now correctly mapped to Shanghai (secid=1)
• US minute K / timeline time zone: EastMoney trends2 / kline return time strings in Beijing time; early implementation parsed with MARKET_TZ.US directly, leaving timestamp off by 12–13 hours. Fixed: parse as Asia/Shanghai for the correct epoch, then formatInTz to NYC
• HK/US period='1' default ndays changed from 5 to 1: aligns with the README "today's timeline" promise; multi-day windows now go through options.ndays

Browser concurrency & request governance

Fund endpoints load via <script> injection (fund.eastmoney.com / fundgz.1234567.com.cn have no CORS). pingzhongdata shares fS_code / fS_name; fundgz shares the fixed jsonpgz callback — both prone to concurrent contamination, guarded by withScriptMutex global serialization. Node.js real concurrency is unaffected.

The 4 FundService methods integrate with RequestClient on Node — providerPolicies.eastmoney etc. all apply (fundgz.1234567.com.cn is explicitly classified as eastmoney). HK / US minute K-line endpoints have fully open CORS and reuse the push2his fallback pool.

Docs & examples

• README matrix: "Mutual Fund" column +4 capability rows; HK / US "Minute K-line" & "Today's timeline" 4 cells ❌ → ✅
• New /api/fund-extended; /api/minute-kline adds HK / US sections (with ndays parameter + US time zone warning)
• Playground: new "Fund Extended" category (4 demos) + HK / US minute K-line demos under "K-Line"

Compatibility

No breaking changes. Only getMarketCode returns '1' instead of '0' for unprefixed codes starting with 5/9 (silent bug fix); this function is not a top-level export and is internal-only — regular users are unaffected.

1.9.3 (2026-05-22)

Bug fix release. Resolves 7 issues discovered after v1.9.0 / v1.9.2. No breaking changes.

Bug Fixes

Tencent "phantom quote" for invalid codes

• All Tencent quote endpoints previously filtered only on fields[0] !== ''. For unmatched codes, Tencent returns v_pv_none_match="1" (fields = ['1']) which passed the filter and was parsed into a placeholder result with code: '', price: 0.
• Fixed across 7 entry points: getFullQuotes / getSimpleQuotes / getHKQuotes / getUSQuotes / getFundQuotes / getFundFlow / getPanelLargeOrder.
• New behavior: filter by exact response key membership against the requested code set, plus a field-length threshold tuned to each parser's highest accessed index.

Timestamp parsing

• getTodayTimeline per-tick timestamp: NaN — Tencent returns date=YYYYMMDD, but the internal combineDateAndTime only accepted YYYY-MM-DD. Fixed core/time.ts to accept both.
• getKlineWithIndicators returning 0 bars on HK / US when start/end dates were in YYYY-MM-DD format — calcActualStartDate sliced unmodified input (producing garbage dates) and endDate was passed through unchanged. Both sites now normalize to YYYYMMDD before reaching the provider.

Request governance consistency

• getTodayTimeline previously used raw fetch, bypassing retry / rateLimit / circuitBreaker / providerPolicies / host fallback. Now routed through RequestClient.get so its governance matches every other endpoint in the same SDK instance.

Misleading JSDoc

• getHKQuotes / getUSQuotes examples showed already-prefixed codes ('hk00700' / 'usAAPL'), which the provider then re-prefixed, breaking the query. Examples now use the correct un-prefixed form ('00700' / 'AAPL').

Restored exports (fulfilling earlier changelog promises)

src/index.ts now actually re-exports the symbols previously listed in the changelog:

• Time helpers: MARKET_TZ / MarketTz / TimeMeta / parseMarketTime / buildTimeMeta / buildTimeMetaFromDateAndTime
• Service & types: TradingCalendarService / MarketStatus / SupportedMarket
• US-market types: USMarket / GetUSCodeListOptions / GetAllUSQuotesOptions

TypeScript users can now import these directly from stock-sdk.

Internal

• providers/tencent/timeline.ts no longer uses any. Three local interfaces (TencentTimelineResponse / TencentStockTimeline / TencentStockTimelineInner) describe the Tencent response shape, in line with the project's no-any policy.

Compatibility

• No breaking changes.
• The only behavioral difference: invalid codes no longer return placeholder quotes. If your code relied on receiving a code: '', price: 0 row, you'll now get an empty array and need to handle that explicitly.

1.9.2 (2026-05-16)

Data-contract cleanup + business helper additions. All changes are non-breaking; existing code can upgrade without migration.

New Features

Unified time metadata (timestamp + tz)

• All time-bearing return types gain new timestamp: number (UTC unix ms) and tz: MarketTz (IANA timezone name) fields.
• Affected types: FullQuote / HKQuote / USQuote / FundQuote / FundFlow / HistoryKline / MinuteTimeline / MinuteKline / TodayTimeline / TodayTimelineResponse / HKHistoryKline / USHistoryKline.
• US daylight-saving transitions (EST UTC-5 ↔ EDT UTC-4) are handled automatically, no dayjs / moment dependency.
• The original time / date string fields are kept untouched.
• New exports: MARKET_TZ, MarketTz, TimeMeta, parseMarketTime, buildTimeMeta, buildTimeMetaFromDateAndTime (under src/core/time).

HK / US K-line type split

• New HKHistoryKline: includes currency: 'HKD', lotSize: number | null, tz: 'Asia/Hong_Kong'.
• New USHistoryKline: includes currency: 'USD', tz: 'America/New_York'.
• getHKHistoryKline now returns Promise<HKHistoryKline[]>, getUSHistoryKline returns Promise<USHistoryKline[]>.
• The legacy HKUSHistoryKline is now a HKHistoryKline | USHistoryKline union alias and marked @deprecated. Existing code keeps working without immediate migration.

A-share trading calendar helpers

• isTradingDay(date?): check whether a date is an A-share trading day, reusing the existing 12-hour calendar cache.
• nextTradingDay(date?) / prevTradingDay(date?): jump to the next / previous trading day.
• getMarketStatus(market='A'): synchronous current market status — 'pre_market' | 'open' | 'lunch_break' | 'after_hours' | 'closed' — for A-share / HK / US (US handles DST automatically). HK and US have no official calendar data source, so the helper falls back to "Mon–Fri + known trading sessions" and does not detect public holidays.
• Inputs accept 'YYYY-MM-DD' / 'YYYYMMDD' / Date; omit to use today in Asia/Shanghai.
• New exports: TradingCalendarService, MarketStatus, SupportedMarket.

Documentation

• New Dividend Adjustment guide spelling out that every K-line method's adjust parameter defaults to 'qfq', with concrete scenarios and pitfalls for forward / backward / no adjustment.
• getHistoryKline / getMinuteKline / getHKHistoryKline / getUSHistoryKline JSDoc explicitly notes the adjust default and back-test caveats.
• README now includes a market coverage matrix making each market's support level explicit, plus notes on real-time data delay and the v1.9.2 type split.

Compatibility

• Fully backward compatible: all changes are additive (new fields / new methods); no existing field names or return shapes change.
  • HKUSHistoryKline remains exported; legacy Promise<HKUSHistoryKline[]> annotations still type-check.
  • Code that does not consume the new timestamp / tz fields is unaffected.

1.9.1 (2026-05-15)

New Features

External Site Links

• generateSearchExternalLinks(result) — Pure utility that converts a SearchResult from the search API into East Money and Xueqiu links; covers A-share (including indices), HK (auto zero-padded to 5 digits), US, and global indices, with site search pages used as a fallback for unrecognized markets
• Added ExternalLink type ({ name, url }) and exported it from the main module

Improvements

• Documented generateSearchExternalLinks usage in both the Chinese and English README and in the docs site's Search section
• Added comprehensive unit tests for the new utility, covering A-share / A-share indices / HK with zero-padding / US / Tencent numeric market codes / global indices / fallback search scenarios

Compatibility

• Pure string-generation function; does not mutate search results or issue any network request
• No breaking changes; usage from 1.9.0 remains compatible

1.9.0 (2026-05-02)

New Features

Fund Flow (Deep)

• getIndividualFundFlow — Per-stock fund flow history (daily/weekly/monthly)
• getMarketFundFlow — Market fund flow (SH + SZ indices)
• getFundFlowRank — Stock fund flow ranking (today / 3-day / 5-day / 10-day)
• getSectorFundFlowRank — Sector fund flow ranking (industry / concept / region)
• getSectorFundFlowHistory — Single sector's historical fund flow

Northbound / Stock Connect

• getNorthboundMinute — Northbound / Southbound minute data
• getNorthboundFlowSummary — Stock Connect market flow summary
• getNorthboundHoldingRank — Northbound / SH-Connect / SZ-Connect holding rank
• getNorthboundHistory — Northbound / Southbound capital history
• getNorthboundIndividual — Per-stock northbound holding history

Limit-Up Pool / Stock Changes

• getZTPool — 6 pools: limit-up / yesterday / strong / sub-new / broken / limit-down
• getStockChanges — 22 change types (rocket launch, large buy, limit-up seal, etc.)
• getBoardChanges — Daily board change details

Dragon-Tiger List

• getDragonTigerDetail — Dragon-tiger detail (by date range)
• getDragonTigerStockStats — Stock listing statistics (1m / 3m / 6m / 1y)
• getDragonTigerInstitution — Institution buy/sell statistics
• getDragonTigerBranchRank — Brokerage branch ranking
• getDragonTigerStockSeatDetail — Per-stock seat detail (buy + sell sides)

Block Trade / Margin Trading

• getBlockTradeMarketStat / getBlockTradeDetail / getBlockTradeDailyStat — Block trade market summary, detail, per-stock aggregates
• getMarginAccountInfo / getMarginTargetList — Margin trading account statistics and target securities

Improvements

• Extracted shared datacenter helpers fetchDatacenter / fetchDatacenterList that unify pagination, param building, and response parsing; dividend.ts and futuresInventory.ts now reuse them
• Playground gained 23 interactive demos covering every new method

1.8.3 (2026-04-25)

This release does not add business APIs. It focuses on system architecture, request stability, type compatibility, and documentation tooling while keeping existing usage compatible.

Improvements

Architecture and Request Governance

• Split the StockSDK facade into quote, K-line, board, futures, options, and indicator services while preserving the public method surface
• Split public types into domain files under src/types/; the legacy src/types.ts barrel remains available for compatibility
• Added Eastmoney host fallback and counted retry / fallback requests against the rateLimit budget

Type Compatibility

• Made TodayTimelineResponse.preClose optional to avoid type breaks in existing mocks or manually constructed objects
• Preserved the raw Tencent search SearchResult.type string and added category as the normalized asset classification, keeping checks such as type === 'GP-A' working
• Kept legacy fields on OptionLHBItem and ComexInventory, with clearer replacement-field semantics

Documentation and Tooling

• Added documentation metadata generation, documentation consistency checks, and a CI workflow
• Updated Search, Options, Timeline, Retry, and Request Governance documentation, and fixed the GitHub Pages deployment workflow

Compatibility

• This release contains no breaking changes
• Existing StockSDK initialization, SDK method names, option shapes, and main return structures remain compatible

1.8.1 (2026-04-22)

Improvements

Request Governance

• Added optional providerPolicies to RequestClient, allowing provider-level overrides for timeout, retry, rate limiting, circuit breaker, headers, and UA strategy across tencent, eastmoney, sina, and other built-in providers
• Preserved the existing global timeout, retry, rateLimit, and circuitBreaker behavior, so legacy initialization code continues to work unchanged
• Isolated circuit breaker and rate limiter runtime state by provider, preventing failures from one data source from affecting another

Technical Indicators

• Completed one-stop support for OBV, ROC, DMI, SAR, and KC in getKlineWithIndicators and addIndicators
• Synchronized IndicatorOptions and lookback estimation logic for the newly exported indicators

Batch Query

• Whole-market batch APIs now preserve input order internally, so returned quote arrays stay aligned with the requested symbol order
• The public asyncPool export remains backward compatible to avoid breaking existing external utility usage

Provider Refactor

• Introduced Eastmoney history-K-line and board provider factories to reduce duplicated logic across HK/US K-line and industry/concept board modules
• Public API names, parameters, and return types remain unchanged

1.8.0 (2026-03-13)

New Features

Options Data

• Added CFFEX index option T-quote API getIndexOptionSpot, supporting SSE 50 (ho), CSI 300 (io), CSI 1000 (mo)
• Added index option contract daily K-line API getIndexOptionKline
• Added all CFFEX option real-time quotes API getCFFEXOptionQuotes (Eastmoney data source)
• Added SSE ETF option expiration month list API getETFOptionMonths, supporting 50ETF, 300ETF, 500ETF, STAR 50
• Added ETF option expiration date & remaining days API getETFOptionExpireDay
• Added ETF option intraday minute data API getETFOptionMinute
• Added ETF option historical daily K-line API getETFOptionDailyKline
• Added ETF option 5-day minute data API getETFOption5DayMinute
• Added commodity option T-quote API getCommodityOptionSpot, covering 30 varieties (gold, silver, copper, soybean meal, sugar, etc.)
• Added commodity option contract daily K-line API getCommodityOptionKline
• Added option leaderboard API getOptionLHB

1.7.0 (2026-02-28)

New Features

Futures Data

• Added domestic futures history K-line API getFuturesKline, supporting all domestic futures exchanges (SHFE, DCE, CZCE, INE, CFFEX, GFEX), main continuous contracts (e.g. RBM) and specific contracts (e.g. rb2510), with daily/weekly/monthly periods
• Added global futures real-time quotes API getGlobalFuturesSpot, covering major international exchanges including COMEX, NYMEX, CBOT, LME, etc., with 600+ instruments
• Added global futures history K-line API getGlobalFuturesKline, supporting daily/weekly/monthly periods
• Added futures inventory symbol list API getFuturesInventorySymbols
• Added futures inventory data API getFuturesInventory for querying historical inventory data of domestic futures varieties
• Added COMEX gold/silver inventory API getComexInventory

Improvements

Playground

• Added futures data API demonstrations

1.6.2 (2026-01-25)

New Features

Fund Data

• Added getFundCodeList method: Get all fund codes (26000+ funds)

1.6.1 (2026-01-25)

New Features

Rate Limiting & Protection

• Added request rate limiter (rateLimit): Token bucket algorithm with configurable requests per second and burst capacity
• Added User-Agent rotation (rotateUserAgent): Node.js only, reduces risk of being identified as the same client
• Added circuit breaker (circuitBreaker): Automatically pauses requests on consecutive failures to prevent cascade failures (disabled by default, requires explicit configuration)

Infrastructure

• Added general-purpose memory cache module with TTL expiration and LRU eviction

1.6.0 (2026-01-24)

New Features

Dividend Data

• Added A-share dividend details API getDividendDetail, supporting historical dividend records covering 20+ dimensions including cash dividends, share transfers, financial indicators (EPS, BPS, net profit YoY, etc.), key dates, and distribution progress

1.5.0 (2026-01-18)

New Features

Technical Indicators

• Added 5 new technical indicators: OBV (On Balance Volume), ROC (Rate of Change), DMI/ADX (Directional Movement Index), SAR (Parabolic SAR), KC (Keltner Channel)
• Improved documentation and Playground demos for indicator functions

Batch Query Enhancements

• getAShareCodeList, getUSCodeList parameters upgraded to options object for flexible filtering:
  • simple: Remove exchange/market prefix
  • market: Filter by market
• getAllAShareQuotes, getAllUSShareQuotes now support market parameter for filtering quotes

1.4.5 (2026-01-15)

Changes

Default Adjustment Type Changed

• Default price adjustment for all K-line APIs changed from backward adjustment (hfq) to forward adjustment (qfq)
• Affected APIs: getHistoryKline, getHKHistoryKline, getUSHistoryKline, getMinuteKline, getKlineWithIndicators

1.4.4 (2026-01-14)

Improvements

• Code optimizations to reduce bundle size

1.4.3 (2026-01-08)

Improvements

Request Method Optimization

• Support configuration of error retry policies, including retry count, retry interval, etc.
• Optimized error handling to provide more detailed error information.
• Support custom headers and userAgent.

Unit Test Structure Optimization

• Separation of integration/unit tests.
• Added MSW mock layer to intercept real requests for unit testing.

Cache Optimization

• In-memory caching for code lists/trading calendars: Reduces duplicate requests.

1.4.2 (2026-01-07)

New Features

Search Functionality

• Added stock search API search, supporting search by code, name, and pinyin for A-shares, HK stocks, and US stocks

1.4.1 (2025-12-29)

New Features

Extended Data

• Added A-share trading calendar API getTradingCalendar

1.4.0 (2025-12-26)

New Features

Board Data

• Added industry board APIs: getIndustryList, getIndustrySpot, getIndustryConstituents, getIndustryKline, getIndustryMinuteKline
• Added concept board APIs: getConceptList, getConceptSpot, getConceptConstituents, getConceptKline, getConceptMinuteKline

Improvements

Playground

• Added board data API demonstrations
• Playground now supports local development mode, allowing direct reference to local source code for debugging

1.3.1 (2025-12-24)

Improvements

Documentation Improvements

• Official website launched: https://stock-sdk.linkdiary.cn/
• Improved API documentation introduction
• One bigfix

1.3.0 (2025-12-23)

New Features

K-Line Data

• Added HK and US stock history K-line APIs getHKHistoryKline, getUSHistoryKline (daily/weekly/monthly)
• Added APIs to get all US and HK stock real-time quotes getAllUSShareQuotes, getAllHKShareQuotes (with concurrency control and progress callback)

Technical Indicators

• Added one-stop indicator API getKlineWithIndicators (auto-fetch K-line and calculate indicators)
• Added MA calculation functions calcMA (supports SMA/EMA/WMA), calcSMA, calcEMA, calcWMA
• Added indicator calculation functions calcMACD, calcBOLL, calcKDJ, calcRSI, calcWR, etc.

Improvements

• Added i18n support for Chinese and English documentation

1.2.0 (2025-12-18)

New Features

K-Line Data

• Added A-Share history K-line API getHistoryKline (daily/weekly/monthly, data source: East Money)
• Added minute K-line API getMinuteKline (1/5/15/30/60 minutes)
• Added today's timeline API getTodayTimeline

Improvements

• Completely restructured API documentation with clearer table format

1.1.0 (2025-12-12)

Features

Real-time Quotes

• A-Share/Index full quotes getFullQuotes
• A-Share/Index simple quotes getSimpleQuotes
• HK stock quotes getHKQuotes
• US stock quotes getUSQuotes
• Mutual fund quotes getFundQuotes

Extended Data

• Fund flow getFundFlow
• Large order ratio getPanelLargeOrder

Batch Query

• All A-Share code list codeList
• Get all A-Share real-time quotes getAllAShareQuotes (with concurrency control and progress callback)
• Batch get quotes by codes getAllQuotesByCodes
• Batch mixed query batchRaw

Features

• Zero dependencies, lightweight
• Supports both browser and Node.js 18+
• Provides both ESM and CommonJS module formats
• Complete TypeScript type definitions

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Version Specification

Stock SDK follows Semantic Versioning.

• Major: incompatible API changes
• Minor: backward-compatible new features
• Patch: backward-compatible bug fixes