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A股仓位管理/凯利公式/仓位计算 · aifinlab | DecimalAI

financeby aifinlab

A股仓位管理/凯利公式/仓位计算

aifinlab/a-share-position-sizing

Source aifinlab/finclaw ↗License Apache-2.0

A股仓位管理/凯利公式/仓位计算。当用户说"仓位"、"position sizing"、"该买多少"、"仓位管理"、"凯利公式"、"Kelly"、"加仓"、"减仓"时触发。基于 cn-stock-data 获取数据，量化计算最优仓位。支持研报风格（formal）和快速分析风格（brief）。

NewMaintained

Automatic

Finance & Accounting pack

Last verified 8/28/2026

What it changes

Passed 5 of 12 test cases with the skill, and 7 of 12 without it.

Without skill54%

With skill38%

Checks it passed that the model alone missed

Runs command cn_stock_data.py quote --code 601318.
Runs command cn_stock_data.py finance --code 601318.
Invokes script cn_stock_data.py kline with daily frequency for stock code 600309.

2 fixed7 passed either way9 still failing6 broke

Pass-rate lift: -17 pp
Tokens: -4%
Agent turns: 0%
Response time: -24%

Model gemini-3.6-flashMeasured 8/28/2026v19 of 24 cases passed with skill · 12 comparable

Tokens, turns and time describe resource use, not a dollar price.

Use this skill

Save it into your project's skills folder. Claude Code picks it up in its next session.

curl -fsSL --create-dirs -o .claude/skills/aifinlab-a-share-position-sizing/SKILL.md https://app.decimal.ai/s/aifinlab-a-share-position-sizing/SKILL.md

Want it pinned and updatable? pip install "decimalai>=0.15", then decimalai skills add aifinlab-a-share-position-sizing, and start Claude Code with claude --plugin-dir "$(git rev-parse --show-toplevel)/.agents"

1 · One-time — install the CLI (docs ↗)

pip install "decimalai>=0.15"

2 · Get the skill — writes .agents/skills/aifinlab-a-share-position-sizing/ and pins it in .decimal/skills.lock

decimalai skills add aifinlab-a-share-position-sizing

No CLI? Get the same file — curl · raw file

curl -fsSL --create-dirs -o .claude/skills/aifinlab-a-share-position-sizing/SKILL.md https://app.decimal.ai/s/aifinlab-a-share-position-sizing/SKILL.md

Raw file: /s/aifinlab-a-share-position-sizing/SKILL.md ↗ · machine-readable summary at /s/aifinlab-a-share-position-sizing.json ↗

Safety checks: 3 of 3 passed

Code scan CleanIntent PassedContent Clean

What's inside

The instructions your model reads when the skill loads.

SKILL.md45 lines2 files

A股仓位管理/凯利公式/仓位计算

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: 获取标的数据

获取标的K线 + 波动率 + 基本面数据。

Step 2: 风险度量

个股波动率（20日/60日年化波动率）
ATR（真实波幅）
下行风险（半方差/CVaR）

Step 3: 仓位计算

等风险贡献：w = k / σ_i（波动率倒数加权）
凯利公式：f* = (p × b - q) / b（p=胜率, b=盈亏比, q=1-p）
ATR仓位法：仓位 = 风险预算 / (N × ATR)
固定风险法：仓位 = 可承受亏损 / 止损距离

Step 4: 约束条件

单只个股 < 总资金的 20%
单行业 < 总资金的 30%
总仓位根据市场状态调整（牛市80-100%，震荡50-80%，熊市20-50%）

Step 5: 输出

维度	formal	brief
仓位计算	多方法对比	建议仓位
风险分析	波动率+VaR	风险等级
加减仓计划	分批建仓方案	单次建议

默认风格：brief。

关键规则

Track record

Benchmark

5 / 12

test cases passed, vs 7 / 12 without

Adoption

Users: 0
Times used: 0

Safety and source details

SkillSafety

✓ 3 of 3 passed

Code scan15 of 15 checks clean

0 critical · 0 warning · 0 info — scanner v4 — 8/3/2026

View 15 scanner checks

live_secretremote_code_executionreverse_shelldata_exfiltrationssrf_metadataagent_snoopinganti_refusaldestructive_commandsobfuscated_unicodeunicode_homoglyphopaque_blobsuspicious_urltool_overreachtrigger_abuseprompt_injection_phrasing

IntentSafe

LLM judge · does the skill do what it claims

ContentClean

LLM judge · policy & harmful-content review

Source

Imported

aifinlab / finclaw

skills/a-share-position-sizing/SKILL.md

View on GitHub ↗

License Apache-2.0Imported 8/3/2026Version v1Bundled 1 file

More skills from the same source and nearby in the registry, with their headline benchmark lift.

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What's inside

A股仓位管理/凯利公式/仓位计算

数据源

Workflow

Step 1: 获取标的数据

Step 2: 风险度量

Step 3: 仓位计算

Step 4: 约束条件

Step 5: 输出

关键规则

Track record

Benchmark

Adoption

SkillSafety

Source

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