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a-share-structural-break

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A股结构变点检测/趋势拐点识别。当用户说"结构变点"、"structural break"、"拐点"、"趋势改变"、"什么时候变了"、"Chow检验"时触发。量化检测价格序列的结构性变化。支持formal和brief风格。

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How to use this skill

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  2. Copy the prompt below and paste it into your agent.
  3. Review the proposed files and risks before you approve installation.
Prompt to paste
I want to install this Agent Skill for this project in Codex.

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

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First, summarize what it does, its dependencies, license status if identifiable, and any risks. Show the exact files you propose to add under .agents/skills/a-share-structural-break/. Do not write files or run scripts until I approve.

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Copying this prompt does not install or run the skill. Review third-party files before use. Codex skill guide

A股结构变点检测/趋势拐点识别

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K线时间序列

Step 2: 变点检测方法

  • CUSUM检验（累积和）
  • Chow检验（已知候选断点）
  • Bai-Perron多断点检验

Step 3: 断点前后对比

比较断点前后的均值/波动率/趋势斜率变化

Step 4: 归因分析

关联断点时间与重大事件（政策/业绩/市场）

Step 5: 输出

维度formalbrief
断点检测多方法+统计检验最近断点
前后对比均值/波动率变化趋势变了吗
归因事件关联分析可能原因
默认风格：brief。

关键规则

  1. 结构断点通常对应重大事件（政策/业绩/市场危机）
  2. 多种检验方法一致的断点更可靠
  3. 断点检测有事后偏差——实时判断更难
  4. 波动率断点往往先于均值断点
  5. 断点后的新均衡状态可能持续较长时间

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