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Data

  • in Data
  • 4 min read

Difficulties of Implementing a Data Downloader

HTTP based APIs (like Tushare and AKshare) are very convenient, but when it comes to stock research, backtesting or auto-trading, they have some fatal drawbacks:

  1. Network delay: the network delay would accumulate to an unacceptable level when the computation involves many queries.
  2. API limitation: most of the public data API endpoint has a low limitation of fetching data.

To overcome these difficulties, one solution is to "cached" them in your private database.