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a-share-breakout-strategy

Business
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A股突破策略/形态突破量化分析。当用户说"突破策略"、"breakout"、"形态突破"、"箱体突破"、"平台突破"、"新高突破"、"假突破"、"真突破"时触发。基于 cn-stock-data 获取K线数据，量化识别价格突破信号，评估突破有效性。支持研报风格（formal）和快速分析风格（brief）。

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A股突破策略量化分析

数据源

SCRIPTS="$SKILLS_ROOT/cn-stock-data/scripts"
python "$SCRIPTS/cn_stock_data.py" kline --code [CODE] --freq daily --start [日期]
python "$SCRIPTS/cn_stock_data.py" quote --code [CODE]

Workflow

Step 1: 获取K线数据

获取至少 120 个交易日的 OHLCV 数据用于识别整理形态。

Step 2: 识别整理形态

  • 箱体整理：价格在上下轨之间震荡（N日最高/最低价的通道）
  • 三角形收敛：高点递降 + 低点递升
  • 旗形整理：趋势后的平行通道回调
  • 平台整理：窄幅横盘（振幅 < 5%持续 N 日）

Step 3: 检测突破信号

  • 价格突破上轨/下轨
  • 突破当日成交量 vs 整理期间平均成交量（VR > 1.5 为有效放量突破）
  • 突破幅度：(收盘价 - 上轨) / 上轨 × 100%

Step 4: 评估突破有效性

  • 真突破信号：放量 + 收盘站稳突破位 + 次日未回落
  • 假突破信号：缩量或冲高回落 + 次日跌回整理区间
  • 历史回测：过去 N 次突破的成功率

Step 5: 输出

维度formalbrief
形态识别详细形态参数+图示描述当前形态类型
突破信号量价配合度评分有/无突破
历史回测突破后 5/10/20 日收益率突破成功率

默认风格：brief。

关键规则

  1. A 股涨跌停制度下，涨停突破需看封板量和开板情况
  2. 缺口突破（跳空）比实体突破更强
  3. 整理时间越长，突破后空间越大
  4. 假突破是常见陷阱——必须配合成交量确认
  5. 突破回踩不破支撑位是二次入场机会

使用示例

示例 1: 基本使用

# 调用 skill
result = run_skill({
    "param1": "value1",
    "param2": "value2"
})

示例 2: 命令行使用

python scripts/run_skill.py --input data.json