We set up a framework for quantum stochastic thermodynamics based solely on experimentally controllable, but otherwise arbitrary interventions at discrete times. Using standard assumptions about the system-bath dynamics and insights from the repeated interaction framework, we define internal energy, heat, work and entropy at the trajectory level. The validity of the first law (at the trajectory level) and the second law (on average) is established. The theory naturally allows to treat incomplete information and it is able to smoothly interpolate between a trajectory based and ensemble level description. We use our theory to compute the thermodynamic efficiency of recent experiments reporting on the stabilization of photon number states using real-time quantum feedback control. Special attention is also payed to limiting cases of our general theory, where we recover or contrast it with previous results. We point out various interesting problems, which the theory is able to address rigorously, such as the detection of quantum effects in thermodynamics. arXiv:1810.00698v4 [quant-ph]