a-share-order-imbalance

Business

A股委托不平衡/买卖盘口分析。当用户说"委托不平衡"、"order imbalance"、"买卖盘"、"盘口"、"挂单"、"买盘强还是卖盘强"时触发。量化分析盘口委托数据。支持formal和brief风格。

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A股委托不平衡/买卖盘口分析

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 "$SCRIPTS/cn_stock_data.py" quote --code [CODE]
python "$SCRIPTS/cn_stock_data.py" finance --code [CODE]

Workflow

Step 1: 获取实时行情（含买卖五档）

Step 2: 计算委托不平衡

OIB = (买委托量 - 卖委托量) / (买委托量 + 卖委托量)

Step 3: 内外盘分析

内盘（主动卖）vs 外盘（主动买）比例
大单占比分析

Step 4: 输出

维度	formal	brief
OIB	时序分析+统计	当前OIB
盘口	五档详细分析	买/卖主导
默认风格：brief。

关键规则

A股盘口可能被操纵——大单挂撤频繁
OIB对短期价格有预测力但衰减快
集合竞价盘口比连续竞价更有参考价值
涨跌停板附近的盘口失真——不可直接使用
高频盘口数据需注意延迟问题