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182.23加6.14也不等于200啊，我忽略了啥

Créé le : 26 décembre 2025

Répondu en utilisant GPT-5.2 Thinking par Chat01

Question

Screenshot_2025-12-26-20-22-35-899_com.aiyu.kaipanla-edit.jpgScreenshot_2025-12-26-20-22-35-899_com.aiyu.kaipanla-edit.jpg

182.23加6.14也不等于200啊，我忽略了啥

Python

python
from PIL import Image, ImageEnhance
img=Image.open('/mnt/data/Screenshot_2025-12-26-20-22-35-899_com.aiyu.kaipanla-edit.jpg')
img.size


(1080, 329)

Python

python
import matplotlib.pyplot as plt, numpy as np
plt.figure(figsize=(12,4))
plt.imshow(img)
plt.axis('off')
plt.show()

Réflexion

Clarifying deviation and index for SZSE

It seems that the 182.23 is the "25-day deviation," not the cumulative deviation over 30 days. The 6.14 refers to the daily price change, not the deviation. The cumulative deviation is calculated over 30 consecutive trading days, and it includes the index benchmarks. The formula involves the stock’s price change minus the corresponding benchmark change. The app uses historical data and a rolling window for calculations.

Exploring cumulative deviation calculations

The current 25-day cumulative deviation is 182.23, and to trigger the 30-day cumulative at >= 200, we need an additional 17.77. If the stock rises 6.14 and the benchmark drops 11.63, it would meet the increment needed to hit 200. However, the app assumes other factors like past deviations or index changes. Similarly, the rule requires 30 consecutive days, but the 25-day window might trigger earlier due to a shift to 26 days.

Understanding the 30-day cumulative deviation rule

The rule says that the cumulative deviation must hit +200% over any 30 consecutive trading days. It’s possible the app shows "25日偏离值" in the current 30-day window, meaning it's on the 25th day count from the start, not a 25-day window. It may indicate they’ve been monitoring from day 25.

Clarifying the 25-day deviation metric and trigger

The "25日涨幅偏离值" means that since entering the 30-day monitoring, 25 days have passed, and the cumulative deviation for these 25 days is 182.23. The trigger could happen on day 26 if the stock rises by 6.14% and the cumulative deviation hits 200%, which could occur before the full 30 days are up. The deviation is the difference relative to the benchmark index over the last 30 days.

Clarifying the cumulative deviation and trigger

  • 200% refers to the cumulative deviation ("日收盘价涨跌幅偏离值") over 30 consecutive days.
  • 182.23% is the accumulated deviation for the 25 days.
  • To trigger, an additional 17.77% is needed in the next day’s cumulative deviation when the window rolls. This accounts for index movements and possible removal of prior day’s deviation. The explanation for the app’s 6.14% trigger involves assumptions about the index and rolling window.

Clarifying the 25-day vs 30-day rule

The app shows a "25-day deviation," suggesting that over the last 25 trading days, the cumulative deviation is 182.23%. However, the rule for triggering is based on a continuous 30-day period. The app might display "25-day" deviation because it's showing the day within the 30-day window, not a full 30-day count. Therefore, the trigger could happen before day 30, but the rule still considers the full 30-day period.

Clarifying the 25-day vs 30-day deviation calculation

The displayed 25-day deviation represents the cumulative percentage change over the last 25 trading days. However, the triggering condition uses a 30-day window. If there's an additional 17.77% cumulative deviation over the next 5 days, it triggers. This depends on daily changes and how markets shift.

Thought for 3m 9s

Réponse

你这里把两个不同口径的数直接相加了：

  1. 182.23% 是“涨幅偏离值”的累计
    “涨幅偏离值”不是单纯的个股涨幅，而是个股涨跌幅 − 对应基准指数涨跌幅（交易所规则里就是用“与对应基准指数涨跌幅之差”这种口径）。 (SSE)

  2. 6.14% 是“次日个股涨幅阈值”，不是“次日偏离值”
    软件提示“次日涨幅达到 6.14% 将触发”，意思是：如果明天个股涨 6.14%，在它采用的基准指数口径下，换算成明天贡献的‘偏离值净增’会把累计推到 200%。

按你图里的数：
需要补的偏离值 = 200 − 182.23 = 17.77%
而明天偏离值大致 = 明天个股涨幅 − 明天基准指数涨幅（深市通常对比深证成指一类基准）。 (Caifuhao)

所以“6.14%能触发”隐含的是：
6.14% −（基准指数涨幅） ≈ 17.77%
也就是基准指数那天如果约 -11.63%，偏离值就能一次性加够 17.77%，从而触发 200%。

  1. 另外，“连续30个交易日内累计”是滚动窗口
    到明天统计窗口会“加上明天、剔除最早那天”，所以累计的净变化也不一定等于你看到的“明天涨幅”本身。严重异常波动的触发条件确实是这类“连续30个交易日…累计达到+200%”的口径。 (Shenzhen Stock Exchange)

如果你把“基准指数用的是哪个（深证成指/板块指数/等权指数）”和“偏离值的具体计算表”那一页也截一下，我可以帮你把这 6.14% 反推得更精确。

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