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Local China A-share sync: daily bars for a watchlist, including after a missed boot

Local review series, part 2. The watchlist lands in SQLite after the close. If the computer was off, the task runs when it comes back.

How to choose: Keep the job on the computer you already use for review. The previous note in the Chinese series creates the Python environment, the logs folder, and an empty SQLite file at D:/quant/astock.db. The daily table is code, date, open, high, low, close, volume, with a primary key on code and date. This note fills that table from a short watchlist. Put the codes you hold or watch in D:/quant/scripts/stocks.txt, one per line, and stay under a few dozen names. The script reads MAX(date) for each code, asks AKShare for forward-adjusted daily bars from the next day through 20991231, renames the Chinese columns, and skips a row when the primary key is already there. Register it in Windows Task Scheduler for 18:00 Monday through Friday. Set it to run whether or not you are logged on, and turn on run as soon as possible after a scheduled start is missed, so a shutdown does not leave a gap. That catch-up is what the Chinese title means by starting after boot. It is not a separate At startup trigger. Point the task at a bat file that appends stdout and stderr to a dated log, then use Run once before you trust the schedule. The full-market job, cron at 18:30, and a universe from stock_info_a_code_name are a different article. The review note that reads this database is a different article, and it is still Chinese-only. This page is not the tool-order guide and not the site FAQ.

Who it is for: Someone who already has local Python and the SQLite file from the previous note, watches a short China A-share list, and wants those daily bars written after the close even when the PC was off at 18:00. What you need is the watchlist file, the incremental script, the three Task Scheduler settings, and the log you open when the last result is not 0.

Who it is not for: Someone who wants the whole A-share universe, a server that stays on, or a commercial data contract. The full-market job is the AKShare database walkthrough. A machine that must stay awake starts with the cloud server notes. This page is also not the tool-order guide, not the site FAQ, and not the review-note article that writes the evening summary. Do not run the job during the session. The current day's bar is unfinished. A laptop that sleeps will not wake itself for the task. Disable sleep, or accept the catch-up at the next boot.

The same walkthrough in Chinese is a local watchlist sync that catches up after boot. Storing the whole market, on a schedule aimed at a server, is AKShare into SQLite. The same article in Chinese is the Chinese AKShare database note. That note is not this article. The next part of this series, an evening review written from this database, is the Chinese review-note article. That article is not this one either.

Facts below follow the Chinese walkthrough. The commands were not re-run for this English page. This is not investment advice. Interface behavior follows the current AKShare release.

01 · The script: a watchlist, then only the missing days

Start with D:/quant/scripts/stocks.txt. One code per line. Keep it to the names you hold and the names you actually watch. A few dozen is the comfortable size:

# update_daily.py — run once after the close
import sqlite3, time
from pathlib import Path
import akshare as ak
import pandas as pd

ROOT = Path("D:/quant")
DB = ROOT / "astock.db"
codes = [c.strip() for c in (ROOT / "scripts/stocks.txt").read_text().splitlines() if c.strip()]

conn = sqlite3.connect(DB)
for code in codes:
    # Continue from the day after the latest stored date. That is the incremental step.
    row = conn.execute("SELECT MAX(date) FROM daily WHERE code=?", (code,)).fetchone()
    start = (pd.Timestamp(row[0]) + pd.Timedelta(days=1)).strftime("%Y%m%d") if row[0] else "20240101"
    df = ak.stock_zh_a_hist(symbol=code, period="daily",
                            start_date=start, end_date="20991231", adjust="qfq")
    if df is None or df.empty:
        continue
    df = df.rename(columns={"日期": "date", "开盘": "open", "最高": "high",
                            "最低": "low", "收盘": "close", "成交量": "volume"})
    for _, r in df.iterrows():
        try:
            conn.execute("INSERT INTO daily VALUES(?,?,?,?,?,?,?)",
                         (code, str(r["date"])[:10], r["open"], r["high"],
                          r["low"], r["close"], r["volume"]))
        except sqlite3.IntegrityError:
            pass                     # already stored -> skip (idempotent)
    time.sleep(0.5)                  # polite pause for the rate limit
conn.commit(); conn.close()
print("done", len(codes))

Run it once by hand: python -X utf8 update_daily.py. Open the file in DB Browser for SQLite and confirm the rows are there. The previous note's table uses PRIMARY KEY(code, date), which is why a second run skips rows it already wrote. The strings in rename are the Chinese names AKShare returns for date, open, high, low, close, and volume.

Use this script when the list is short and the database already lives on this PC. When you want every listed name, a snapshot, and an index series, use AKShare into SQLite instead. That page schedules the job at 18:30 and builds the universe in code. This page does not.

02 · Register it in Windows Task Scheduler

One command from an elevated PowerShell creates the task. The graphical scheduler takes the same settings if you would rather click.

schtasks /Create /TN "astock-daily" /SC WEEKLY /D MON,TUE,WED,THU,FRI /ST 18:00 ^
  /TR "D:\quant\.venv\Scripts\python.exe -X utf8 D:\quant\scripts\update_daily.py" ^
  /F

After it exists, open the task properties and change three defaults:

• Run whether the user is logged on or not. The default, only when the user is logged on, means a signed-out PC does nothing.
• Run the task as soon as possible after a scheduled start is missed. A shutdown or a reboot that skips 18:00 is filled in at the next boot, so the daily series does not pick up a hole. This is the catch-up. It is not an extra trigger that fires on every startup.
• Stop the task if it runs longer than a time limit. The script finishes in minutes, so the default is harmless. Do not set the limit to one minute.

On macOS the equivalent from the Chinese page is crontab -e and one line: 0 18 * * 1-5 /Users/you/quant/.venv/bin/python /Users/you/quant/scripts/update_daily.py.

03 · The log is where a failure shows up

Task Scheduler will not tell you that the script crashed. Redirect stdout and stderr. Change the /TR argument, or point it at a bat file:

@rem run_update.bat
@echo off
cd /d D:\quant
.venv\Scripts\python.exe -X utf8 scripts\update_daily.py >> logs\update_%date:~0,4%%date:~5,2%%date:~8,2%.log 2>&1

Set the task's /TR to that bat. The %date% slice on the Chinese page assumes a year-month-day short date, with separators in the fifth and eighth characters. A month-day-year locale will scramble the filename. The logs folder is created by the previous note's directory layout. The redirect does not create it. After every change, right-click the task and choose Run. Do not discover a dead task at the close.

04 · Check it, then maintain it

• After you attach the task, the first trading day's log after 18:00 contains done and the count of codes.
• Spot-check one name. The latest date in the table is the latest trading day. A holiday pushing that date back is normal.
• Every few months, refresh the whole history. Delete the database and rerun, or clear the table and pull again. Forward-adjusted prices drift as dividends land, and a long incremental tail goes stale.

05 · Pitfalls

• The last result is 0x1, or the task did not run. Most of the time the logon setting is still "only when the user is logged on", or a path that contains spaces was not quoted.
• Nothing runs while the machine sleeps. A closed laptop lid is sleep. The task will not wake the computer. Set sleep to never, or accept the catch-up at the next boot.
• Antivirus blocks python.exe. A scheduled launch is sometimes stopped with no dialog. Whitelist the .venv directory.
• Do not run this during the session. A daily bar pulled before the close is a partial candle. Keep the trigger at 18:00 or later.