a-share-style-analysis

Business

A股风格分析/Sharpe风格归因。当用户说"风格分析"、"style analysis"、"Sharpe风格"、"风格暴露"、"偏大盘还是小盘"时触发。量化分析基金或组合的风格暴露。支持formal和brief风格。

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A股风格分析/Sharpe风格归因

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: 获取组合/基金净值+风格指数

Step 2: Sharpe风格分析

约束回归: R_p = Σ(w_i × R_style_i) + ε 约束: w_i ≥ 0, Σw_i = 1

Step 3: 风格漂移检测

滚动窗口分析风格权重变化

Step 4: 输出

维度	formal	brief
风格权重	完整分解	主要风格
风格漂移	时序变化图	是否漂移
默认风格：brief。

关键规则

Sharpe风格分析用约束二次规划（权重非负且和为1）
风格指数选择影响结果——需覆盖主要风格维度
风格漂移是基金评估的重要维度
A股常用风格维度：大盘价值/大盘成长/小盘价值/小盘成长
R² > 0.9 说明风格指数解释力强

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