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a-share-margin-risk

Business
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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。

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How to use this skill

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

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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

# 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