A股股票聚类/相似股票发现

SkillDev tools

This skill lets your AI group Chinese A-share stocks by similarity and find other stocks that behave like a given one. Once added, your AI can run a quantitative clustering analysis when you ask for clustering or similar stocks. Results can come back in a formal or a brief style.

Available today. Use it from your connected AI after setup.

After adding it, ask your AI to cluster A-share stocks or to find stocks similar to one you name. Mention whether you want the formal or brief style.

Then ask your AI: use the A股股票聚类/相似股票发现 skill

What your AI can do with it

  • Group A-share stocks into clusters of similar ones
  • Find stocks similar to any A-share stock you name
  • Spot A-share stocks whose price trends move alike
  • Start the analysis when you simply ask for clustering or similar stocks
  • Deliver the result in a formal or brief style

What this skill tells your AI

The instructions your AI receives, as published by aifinlab/finclaw in skills/a-share-stock-clustering/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: 获取多股数据

Step 2: 特征构建

  • 收益率特征:日/周收益率序列
  • 基本面特征:PE/PB/ROE/营收增速等
  • 技术特征:波动率/Beta/动量等

Step 3: 聚类分析

  • K-Means聚类(需指定K)
  • 层次聚类(树状图可视化)
  • DBSCAN(自动发现簇数)

Step 4: 簇特征分析

各簇的共同特征(行业/风格/基本面)

Step 5: 输出

维度formalbrief
聚类结果完整分簇列表目标股所在簇
簇特征各簇详细画像同类股票
应用配对交易候选Top 5相似股
默认风格:brief。

关键规则

  1. 特征标准化是聚类的前提——不同量纲需归一化
  2. K-Means对K值敏感——可用肘部法则或轮廓系数选K
  3. 收益率相似不等于基本面相似——需分维度聚类
  4. 聚类结果可用于配对交易候选筛选
  5. 行业分类≠统计聚类——后者可能发现隐含关联

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

Signals

GitHub stars
241
Forks
38
Last commit
May 2026
Advanced
Catalog kind
skill
Gateway key
a-share-stock-clustering
Source
github.com/aifinlab/finclaw