用于基于AkShare数据的保证金风险监控场景。适用于金融工作中的基础任务单元。
本 Skill 基于 AkShare 提供的 A 股市场公开数据接口构建，核心依赖如下：
stock_margin_detail_sse(date=...)
stock_margin_detail_szse(date=...)
stock_margin_sse(start_date=..., end_date=...)
stock_margin_szse(date=...)
stock_margin_underlying_info_szse(date=...)
stock_zh_a_hist(symbol=..., period="daily", start_date=..., end_date=..., adjust="")
说明：本 Skill 使用 AkShare 对交易所与公开行情数据的封装，不直接连接券商交易系统，不包含账户真实授信额度、个体客户折算率、担保品折扣系数、维持担保比例等专有数据。默认输出适合作为 研究、风控测算、盘前盘后估算，不应替代券商柜台结果。
本 Skill 面向 A 股两融场景，提供以下能力：
akshare_margin_risk_skill/
├── skill.md
└── scripts/
└── calculate_margin_risk.py
pip install akshare pandas numpy
保存为 portfolio.json：
{
"trade_date": "2025-04-11",
"cash": 3000000,
"positions": [
{
"symbol": "600000",
"name": "浦发银行",
"side": "long",
"shares": 300000,
"financed_shares": 150000
},
{
"symbol": "000001",
"name": "平安银行",
"side": "long",
"shares": 200000,
"financed_shares": 50000
},
{
"symbol": "300750",
"name": "宁德时代",
"side": "short",
"shares": 10000
}
],
"assumptions": {
"long_margin_ratio": 1.0,
"short_margin_ratio": 1.0,
"maintenance_margin_ratio": 1.3,
"default_price_shock": -0.05
}
}
python scripts/calculate_margin_risk.py --portfolio portfolio.json
脚本会输出：
也可指定输出文件：
python scripts/calculate_margin_risk.py --portfolio portfolio.json --output result.json
融资头寸
financed_shares 表示通过融资买入形成的数量financed_shares × 收盘价 估算融券头寸
shares 视为融券卖出数量shares × 收盘价 估算融券余额，将作为市场参考字段输出保证金口径
维持担保比例
维持担保比例 = 账户权益 / (融资负债 + 融券负债)适用场景
不适用场景
本 Skill 示例代码采用 MIT License 方式提供。你可以自由使用、修改和分发，但需自行评估其在生产环境中的适用性与合规性。
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