A股委托不平衡/买卖盘口分析
SkillDev toolsThis skill lets your AI analyze order imbalance in China's A-share market. Ask whether buying or selling pressure is stronger and it quantitatively analyzes the pending buy and sell orders in a stock's order book. Answers can be delivered in a formal or a brief style.
Available today. Use it from your connected AI after setup.
No other account needed.
Add the skill, then ask your AI about a stock's order imbalance, its order book, or whether the buy or sell side looks stronger. Say which style you want if you prefer a formal or a brief answer.
Then ask your AI: use the A股委托不平衡/买卖盘口分析 skill
What your AI can do with it
- Measure whether buy or sell pressure is stronger for an A-share stock
- Quantify order imbalance from pending order data
- Analyze the order book, including pending buy and sell orders
- Respond to plain questions like 'is buying or selling stronger'
- Answer in a formal or a brief style
What this skill tells your AI
The instructions your AI receives, as published by aifinlab/finclaw in skills/a-share-order-imbalance/SKILL.md and read by ahel’s review.
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
Signals
- GitHub stars
- 241
- Forks
- 38
- Last commit
- May 2026
Advanced
- Catalog kind
- skill
- Gateway key
a-share-order-imbalance- Source
- github.com/aifinlab/finclaw