local-datasource
Server Configuration
Describes the environment variables required to run the server.
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||
Instructions
Guidance the server publishes about itself, which clients place ahead of the tool catalog so the model reads it before choosing anything.
This server publishes no instructions, or was last inspected before Glama recorded them.
Capabilities
Features and capabilities supported by this server
Protocol revision2025-11-25
| Capability | Details |
|---|---|
| tools | {
"listChanged": false
} |
| prompts | {
"listChanged": false
} |
| resources | {
"subscribe": false,
"listChanged": false
} |
| experimental | {} |
Tools
Functions exposed to the LLM to take actions
| Name | Description |
|---|---|
| query_futuresA | Query China futures. Output is written to file_path as CSV. kind=hist: 单合约/主连日线全历史(主连自品种上市日或2005-01-04起,IF0特例仅2017-01-17起; period=min 约4交易日需起止日期). kind=contracts: 品种挂牌合约清单(如 IM/RB). 分钟超覆盖时明确报错并给补数指引,不静默降级. |
| query_yfinanceA | Query historical prices for US/global tickers. Defaults to akshare (free, no key); set use_yfinance=true to fall back to Yahoo Finance. |
| align_seriesA | 把本库产出的多份 CSV 按日期对齐合并成一张宽表(默认各取 close 列),支持并集/交集、前向填充、重采样到周(周五)/月(取期末交易日);纯本地计算,不联网。输出写入 file_path 为 CSV。 |
| query_trading_rulesA | 查询当时生效的中国交易规则参数(印花税/过户费/涨跌幅/T+1/股指期货与国债期货保证金及平今费/融资保证金/期权与港股通费率),按 as_of 命中生效区间,缺省取今天;每行含生效区间/来源/置信度(official/media/to_verify/market_estimate);market=commodity_futures 返回查交易所当日结算参数的引导行。输出写入 file_path 为 CSV。 |
| query_stockA | Query historical stock prices for A-share, Hong Kong, or US markets. Output is written to file_path as CSV. |
| query_worldbankA | Query World Bank macroeconomic indicators. Output is written to file_path as CSV. |
| query_arxivA | Search arXiv papers. Output is written to file_path as CSV. |
| query_bondA | Query China onshore bonds. Output is written to file_path as CSV. kind=yield_curve: 国债到期收益率曲线 (bond_china_yield). kind=issue_info: 信用债发行信息含评级 (bond_info_cm). kind=credit_daily: 信用债交易所日行情 (bond_zh_hs_daily). 已知限制(akshare免费层无): 中债估值YTM/全价、赎回回售条款详情、剩余期限、城投发行人财务。 |
| query_convertible_bondA | Query China convertible bonds. Output is written to file_path as CSV. kind=overview: 全市场一览含转股溢价率/评级/规模 (bond_zh_cov). kind=terms: 强赎/回售/下修条款+剩余期限 (集思录). kind=history: 单只转债历史K线 daily/min (bond_zh_hs_cov_daily/min). kind=issuer_finance: 发行人正股三大报表;城投/非上市发行人返回引导性提示。 |
| resolve_stock_codeA | Resolve A-share stock code by company name (abbreviation or full name). Output is written to file_path as CSV with candidate rows (代码+名称). 简称精确命中;全称能命中简称子串则返回;城投/非上市发行人返回空候选。多候选时 Agent/用户从中选,再调 query_stock 查行情。 |
| query_indexA | Query China indices. Output is written to file_path as CSV. 000xxx/399xxx 走新浪(日线自2014起); 930xxx/950xxx 中证系列走官网(慢约10秒). period=min 仅沪深指数(腾讯源约8交易日). 分钟超覆盖时明确报错并给补数指引. |
| query_etfA | Query China onshore-listed ETF. Output is written to file_path as CSV. daily 自约2012年起(新浪,无复权返回原始价); min 腾讯源约8交易日. 分钟超覆盖时明确报错并给补数指引. |
| query_optionsA | Query China options (SSE ETF options + CFFEX index options IO/HO/MO). Output is written to file_path as CSV. kind=months: 标的到期月份. kind=contracts: 当月合约清单. kind=hist: 单合约日线. 本轮仅日线; 找合约代码先用 months/contracts. |
| query_global_ratesA | Query global rates for backtesting. Output is written to file_path as CSV. kind=us_treasury: 美债收益率(2/5/10/30Y 及 10Y-2Y 利差,1990 起;tenure 选期限,短端期限仅近 1000 交易日). kind=fed_rate: 美联储 EFFR 日频有效联邦基金利率(纽约联储 API,2000-07 起). kind=dxy: 美元指数(东财失败自动回退 Yahoo). kind=vix: VIX 波动率指数(CBOE 直连,1990 起). |
| query_fxA | Query FX rates. Output is written to file_path as CSV. kind=mid: 央行人民币中间价(单位为 100 外币,自 1994 起;currency 过滤币种如 usd,eur). kind=bochina: 中行牌价(约 2012 起,symbol 用币种中文名如 美元;起止日期必填,长区间分页拉取较慢). kind=usdcnh: 离岸人民币 USDCNH 日线(Yahoo). kind=cross: 交叉盘日线,pair 如 EUR/USD(Yahoo,不可达时明确报错). |
| query_spotA | Query spot prices. Output is written to file_path as CSV. kind=sge: 上金所贵金属现货日线 date,open,high,low,close(2016-12 起约 10 年深度,symbol 必填如 Au99.99/Ag99.99/Au(T+D)). kind=sy: 生意社大宗现货含主力合约价与基差(symbols 如 ['CU','RB'];起止日期必填,逐日抓取较慢,单次区间最长 1 年). |
Prompts
Interactive templates invoked by user choice
| Name | Description |
|---|---|
No prompts | |
Resources
Contextual data attached and managed by the client
| Name | Description |
|---|---|
No resources | |
TDQS
Scored across 16 tools
Each tool targets a distinct data domain (e.g., stocks, bonds, futures, FX, spot, rates), and descriptions clearly differentiate overlapping areas like bond vs. convertible_bond. Minor potential confusion exists between query_bond and query_convertible_bond or query_stock and query_yfinance, but the descriptions resolve these ambiguities.
The vast majority of tools follow the consistent query_<domain> pattern, making the API predictable. The single exception is align_series, which breaks the pattern but is still intuitive and clearly named.
With 16 tools, the server is slightly above the typical 3-15 range, but the count is justified by the breadth of financial and economic data sources covered. Each tool represents a meaningful asset class or data category, so the size feels deliberate rather than bloated.
The tool surface comprehensively covers the data-retrieval needs implied by a local financial datasource: equities, bonds, futures, FX, rates, spot commodities, options, ETFs, indices, and macroeconomic data. It also includes a utility tool for aligning series, avoiding a common workflow gap. No obvious dead ends or missing core operations are apparent for a read-only query server.