Beuran Hendricks (L) delivers a ball to Afghanistan's Noor Ali Zadran (C) during the group stage match in Cardiff on Saturday. AFP
The Proteas, missing the injured Dale Steyn, suffered defeats against England, Bangladesh and India before picking up a point from a rain-ruined match against the West Indies in Southampton.
Afghanistan are also winless and were bottom of the 10-team table before the match, one place below South Africa.
South Africa were unchanged from the team that started the match against the West Indies, which ended in a no result.
Afghanistan made one change, bringing in former captain Asghar Afghan in place of Najibullah Zadran.
"Chasing when there is rain around generally gives you a better indication of what to do," said South Africa captain Faf du Plessis.
"We have played hardly any cricket so there is no need to make any changes. We've had a lot of rain which hasn't been ideal but we've had some good team chats."
Afghanistan skipper Gulbadin Naib said: "We would have had a bowl as well but we have had a good four days of practice here."
South Africa: Hashim Amla, Quinton de Kock (wkt), Aiden Markram, Faf du Plessis (capt), Rassie van der Dussen, David Miller, Andile Phehlukwayo, Chris Morris, Kagiso Rabada, Beuran Hendricks, Imran Tahir
Afghanistan: Hazratullah Zazai, Noor Ali Zadran, Rahmat Shah, Hashmatullah Shahidi, Asghar Afghan, Mohammad Nabi, Gulbadin Naib (capt), Ikram Alikhil (wkt), Rashid Khan, Aftab Alam, Hamid Hassan
Umpires: Chris Gaffaney (NZL), Ruchira Palliyaguruge (SRI)
TV umpire: Ian Gould (ENG)
Match referee: Andy Pycroft (ZIM)Agence France-Presse
Sri Lanka started the tournament as rank outsiders and finished sixth of the nine teams, registering one of their three wins against the world's top-ranked one-day international side and hosts England.
A throw to the stumps deflected off the bat of a diving Ben Stokes as he tried to complete a second run and raced to the boundary, with Sri Lankan umpire Kumar Dharmasena awarding six.
Sarfaraz Ahmed's side needed to smash the world record for margin of victory in a one-day international but, after winning the toss at Lord's, they failed to muster enough runs to give them a chance.
Bangladesh must be all out for seven or lower if Pakistan are to deny New Zealand a place in the semi-finals alongside Australia, India and England.
The broadcaster said their decision would "ensure as wide an audience as possible is able to watch the game."
England have qualified for the semi-finals and will meet either India or Australia on Thursday July 11. The final is at Lord's on July 14.
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