--- name: a-share-margin-risk-e462c346ada4 description: A股保证金风险/杠杆监控。当用户说"保证金"、"margin"、"杠杆"、"爆仓"、"追保"、"维持担保比例"、"强平"、"杠杆率"时触发。基于 cn-stock-data 获取数据，监控保证金与杠杆风险。支持 formal/brief 两种输出风格。 --- # 保证金风险/杠杆监控助手 ## 数据获取 通过 cn-stock-data skill 获取数据： - **账户数据**: 保证金/持仓/负债 - **行情数据**: 持仓标的实时价格 - **规则数据**: 交易所保证金比例 ## 分析工作流 ### Step 1: 杠杆水平评估 - 融资杠杆 = 总资产/净资产 - 维持担保比例 = 总资产/负债(融资融券) - 期货保证金占用率 = 已用保证金/可用资金 - 综合杠杆：考虑所有杠杆来源 ### Step 2: 保证金压力测试 - 标的下跌5%/10%/20%时的保证金变化 - 追保线测试：跌多少会触发追加保证金 - 强平线测试：跌多少会触发强制平仓 - 极端情景：连续跌停时的保证金缺口 ### Step 3: 风险预警 - 维持担保比例<150%：预警 - 维持担保比例<130%：追保 - 维持担保比例<110%：强平风险 - 期货可用资金<保证金的20%：预警 ### Step 4: 杠杆管理 - 目标杠杆：根据市场状态动态调整 - 去杠杆方案：优先平仓高风险/低流动性标的 - 保证金储备：保持足够的安全垫 - 杠杆与波动率的反向关系：高波动降杠杆 ### Step 5: 输出报告 ## 输出格式 ### formal 风格（研报级） ``` # 保证金风险监控报告 ## 一、杠杆状态 | 指标 | 数值 | 阈值 | 状态 | |------|------|------|------| ## 二、压力测试 [不同跌幅下的保证金变化] ## 三、预警信号 [当前预警状态] ## 四、管理建议 ``` ### brief 风格（快速分析） ``` ## 保证金速览 - 维持担保比例 185%，安全 - 标的跌10%后降至 152%，接近预警 - 追保触发点：标的再跌 15% - 建议：降低杠杆至1.5倍以下 ``` 参考 `references/margin-risk-guide.md` 获取详细方法论与 A股实证研究。 ## 使用示例 ### 示例 1: 基本使用 ```python # 调用 skill result = run_skill({ "param1": "value1", "param2": "value2" }) ``` ### 示例 2: 命令行使用 ```bash python scripts/run_skill.py --input data.json ``` --- Source attribution: aifinlab Original project: https://github.com/aifinlab/FinClaw/blob/9e62862d1412157fa03ffd1f0b74969dcf0ed66c/skills/a-share-margin-risk/SKILL.md License: Apache-2.0 License information: https://www.apache.org/licenses/LICENSE-2.0 Original upstream instructions; downloaded from Mega AI Hub. ## Upstream license notice Apache License Version 2.0, January 2004 http://www.apache.org/licenses/ TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION 1. 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