China Macro and Industry Context Data¶
cn_context is a data domain separate from the A-share market-data contract. It holds research context such as macroeconomic, rates, credit, prices, industries, and energy series. It does not change the market=a_share and provider=tushare semantics of a_share_current.json.
The current context contract is stored at:
$DATA_PLATFORM_ROOT/metadata/current_assets/cn_context_current.json
The first contract uses market=cn_context and provider=composite. Stable asset keys are context_catalog, context_observations, context_pit, and context_release_calendar.
Point-in-time semantics¶
Standardized observations retain published_at, observed_at, ingested_at, source_retrieved_at, and available_at. A value is visible to research only when both conditions hold:
available_at <= as_of
source_retrieved_at <= as_of
The retrieval-time condition prevents a historical webpage collected later, a later revision, or subsequently recovered publication-time evidence from leaking into an earlier research date. When a series_id + period_end has multiple revisions, the PIT reader selects the latest vintage visible at the requested as_of time.
Historical values without reliable publication times or contemporaneous retrieval evidence are marked reconstructed=true and revision_covered=false. They can support exploration, but must not be presented as revision-safe historical evidence for promotion.
series_id and vintage_id must be present and non-empty after trimming; catalog series IDs follow the same rule.
revision_number must be a finite non-negative integer. Integer-valued numeric strings remain supported and sort numerically.
Observation values reject positive/negative infinity and numeric strings such as inf and Infinity. Existing missing values, finite values, and other nonnumeric contents retain their existing handling and original representation.
revision_covered describes revision evidence. Other data quality requires separate validation.
Initial TuShare coverage¶
The first adapter set covers shibor, shibor_lpr, cn_m, sf_month, cn_pmi, cn_cpi, cn_ppi, cn_gdp, and cn_schedule. Provider endpoints retrieve raw data; this platform owns stable series_id values, PIT semantics, and the current contract.
National Bureau of Statistics¶
The adapter targets the current NBS publication library at https://data.stats.gov.cn/dg/website. Initial series include year-over-year industrial value added and generation/output series for electricity, thermal, hydro, nuclear, wind, solar, raw coal, crude oil, and natural gas.
Industrial value added uses the verified publication-library directoryId:indicatorUUID. Energy series resolve indicators through the official search endpoint and require a unique exact expected_name match. Zero or multiple matches fail closed; the adapter does not silently select a similar name.
National Energy Administration¶
The NEA adapter and the remaining operational workflow are documented in the Chinese companion. Machine-readable identifiers, CLI options, and contract keys remain unchanged between locales.