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a-share-overnight-effect

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A股隔夜效应/跳空分析。当用户说"隔夜效应"、"overnight"、"跳空"、"高开低开"、"隔夜收益"、"缺口"、"overnight return"时触发。基于 cn-stock-data 获取数据，分析隔夜收益特征、跳空模式、隔夜风险。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-overnight-effect/SKILL.md

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隔夜效应/跳空分析助手

数据获取

通过 cn-stock-data skill 获取数据：

  • 日线数据: 开盘价/收盘价序列
  • 分钟K线: 开盘后走势验证
  • 外盘数据: 美股/港股隔夜表现

分析工作流

Step 1: 隔夜收益分解

  • 隔夜收益 = (今日开盘价 - 昨日收盘价) / 昨日收盘价
  • 日间收益 = (今日收盘价 - 今日开盘价) / 今日开盘价
  • 总收益 = 隔夜收益 + 日间收益(近似)
  • A股特征：隔夜收益贡献总收益的显著部分

Step 2: 跳空模式分类

  • 突破缺口：伴随放量，趋势启动信号
  • 持续缺口：趋势中段，动量延续
  • 衰竭缺口：趋势末端，反转预警
  • 普通缺口：无特殊意义，通常很快回补

Step 3: 隔夜风险因素

  • 外盘联动：美股/港股隔夜涨跌对A股开盘的影响
  • 重大公告：盘后公告导致的跳空
  • 宏观数据：隔夜发布的经济数据影响
  • 地缘政治：突发事件的隔夜冲击

Step 4: 隔夜策略

  • 缺口回补策略：高开低走/低开高走的回补概率
  • 隔夜动量：跳空方向延续的概率与条件
  • 隔夜反转：过度跳空后的均值回归
  • 风控：隔夜持仓的VaR与最大跳空幅度

Step 5: 输出报告

输出格式

formal 风格（研报级）

# [标的] 隔夜效应分析报告

## 一、隔夜收益统计
| 指标 | 数值 | 历史分位 |
|------|------|----------|

## 二、跳空模式
[缺口类型判断、回补概率]

## 三、隔夜风险因素
[外盘联动、公告影响]

## 四、策略建议
[隔夜持仓建议、风控措施]

brief 风格（快速分析）

## [标的] 隔夜速览
- 隔夜收益 +0.8%，高开
- 缺口类型：持续缺口，回补概率低
- 美股隔夜涨 +0.5%，正向联动
- 建议：缺口支撑有效，可持有

参考 references/overnight-effect-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