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a-share-iceberg-order

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A股冰山订单/隐藏委托策略。当用户说"冰山订单"、"iceberg order"、"隐藏委托"、"冰山单"、"隐藏挂单"、"大单隐藏"时触发。基于 cn-stock-data 获取数据，分析冰山订单特征与检测方法。支持 formal/brief 两种输出风格。

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Source SKILL.md: https://github.com/aifinlab/FinClaw/blob/HEAD/skills/a-share-iceberg-order/SKILL.md

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冰山订单/隐藏委托策略助手

数据获取

通过 cn-stock-data skill 获取数据：

  • 逐笔委托: 委托挂单与撤单明细
  • 盘口数据: 多档买卖报价
  • 逐笔成交: 成交方向与数量

分析工作流

Step 1: 冰山订单特征

  • 显示量远小于实际量：只露出冰山一角
  • 成交后自动补单：同价位持续出现相同大小的委托
  • 成交速度恒定：不随市场波动改变节奏
  • 价位锚定：长时间在同一价位挂单

Step 2: 冰山订单检测

  • 重复模式检测：同价位连续出现相同量的委托
  • 成交量异常：某价位累计成交远超显示挂单量
  • 时间模式：固定间隔的补单行为
  • 统计检验：委托到达率的泊松过程偏离

Step 3: 冰山订单解读

  • 买方冰山单：大资金悄悄吸筹，偏多信号
  • 卖方冰山单：大资金悄悄出货，偏空信号
  • 冰山单的价位=机构的心理价位
  • 冰山单消失=机构完成建仓/出货

Step 4: 应对策略

  • 顺势策略：发现买方冰山单→跟随买入
  • 逆势策略：冰山单完成后可能出现反向波动
  • 避让策略：不与冰山单在同一价位竞争
  • 利用冰山单价位作为支撑/压力参考

Step 5: 输出报告

输出格式

formal 风格（研报级）

# [标的] 冰山订单分析报告

## 一、检测结果
| 价位 | 方向 | 显示量 | 估计总量 | 置信度 |
|------|------|--------|---------|--------|

## 二、信号解读
[冰山单方向与含义]

## 三、策略建议
[跟随/回避建议]

## 四、监控要点

brief 风格（快速分析）

## [标的] 冰山单速览
- 检测到买方冰山单@25.20
- 显示量500股，估计总量5万股
- 已持续30分钟，偏多信号
- 建议：25.20为强支撑，可轻仓跟随

参考 references/iceberg-order-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

# 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