A professional Hong Kong stock market breadth analysis tool, providing comprehensive assessment of market breadth, participation, and trend strength.
Core Features
📊 Market Breadth Indicators
- Advancing/Declining Issues Statistics
- Market Breadth Percentage
- New High/New Low Ratio
- Volume Breadth Analysis
📈 Trend Strength Assessment
- Breadth Momentum Indicator
- Trend Confirmation Signal
- Divergence Detection
- Strength Rating
💹 Participation Analysis
- Volume Participation
- Active Stock Ratio
- Capital Participation Breadth
- Market Activity
⚠️ Extreme Condition Alerts
- Extreme Breadth Readings
- Divergence Warning Signals
- Fatigue Indicator
- Reversal Signal
Use Cases
Trend Confirmation
- Confirm major index trends
- Identify changes in trend strength
- Detect trend divergence signals
- Assess trend sustainability
Risk Management
- Monitor extreme market conditions
- Identify potential reversal points
- Assess market risk levels
- Formulate defensive strategies
Timing Selection
- Identify optimal entry timing
- Judge the degree of market overheating
- Capture market sentiment turning points
- Optimize trading timing
Output Content
📊 Market Breadth Overview
港股市场广度 (2026-02-15):
上涨家数: 850
下跌家数: 650
平盘家数: 100
总交易家数: 1,600
市场宽度: +56.8% (健康)
广度动量: +12.3% (上升)
参与度: 68.5% (活跃)
📈 Breadth Indicator Details
广度指标分析:
• 上涨比率: 56.8% (健康水平)
• 成交量广度: 62.1% (确认上涨)
• 新高新低比: 2.1:1 (积极)
• 广度动量: +12.3% (上升趋势)
趋势强度: 强 (评分: 75/100)
背离检测: 无背离
风险等级: 低
💹 Participation Analysis
市场参与度:
• 活跃股票: 1,096家 (68.5%)
• 成交量集中度: 45.2% (适中)
• 资金参与广度: 72.3% (良好)
• 平均换手率: 0.85% (正常)
参与度评级: 良好 (7.2/10)
流动性状况: 充足
市场效率: 高
⚠️ Warning Signals
广度预警信号:
• 极端读数: 无
• 背离信号: 无
• 疲劳指标: 正常
• 反转信号: 无
建议: 继续持有，适度加仓
风险提示: 关注成交量变化
Breadth Indicators
Basic Breadth Indicators
- Advance Ratio:
上涨家数 / 总交易家数 - Market Breadth:
(上涨家数 - 下跌家数) / 总交易家数 - Volume Breadth: Advancing stock volume / Total volume
- Price Breadth: Proportion of stocks with rising prices
Momentum Indicators
- Breadth Momentum: Rate of change of market breadth
- Breadth Acceleration: Rate of change of breadth momentum
- Breadth Trend: Moving average of breadth
- Breadth Divergence: Divergence between price and breadth
Extreme Indicators
- Extreme Readings: Historical percentile of breadth indicators
- Fatigue Indicator: Number of consecutive days of same-direction breadth
- Divergence Strength: Degree of divergence between price and breadth
- Reversal Probability: Reversal probability based on historical data
Technical Analysis
Trend Analysis
- Breadth Trend Line: Trend line of breadth indicators
- Support and Resistance: Support and resistance levels of breadth indicators
- Breakout Confirmation: Confirmation signal of breadth breakout
- Trend Strength: Strength assessment of the trend
Pattern Recognition
- Top Pattern: Recognition pattern of breadth tops
- Bottom Pattern: Identification pattern for breadth bottoms
- Continuation Pattern: Breadth characteristics of trend continuation
- Reversal Pattern: Breadth characteristics of trend reversal
Data Sources
Primary Data Sources
- HKEX: Real-time trading data
- Data Vendors: Historical breadth data
- Broker Research: Breadth analysis reports
- Academic Research: Breadth indicator research
Data Update Frequency
- Real-time Data: Updated every minute during trading hours
- Daily Data: Updated after daily market close
- Historical Data: Over 10 years of historical data
- Indicator Calculation: Real-time calculation of breadth indicators
Usage
Basic Query
# 获取市场广度
python scripts/market_breadth.py --market
# 获取广度指标
python scripts/market_breadth.py --indicators
# 获取参与度分析
python scripts/market_breadth.py --participation
# 获取预警信号
python scripts/market_breadth.py --warnings
Advanced Analysis
# 广度历史分析
python scripts/market_breadth.py --history 30
# 广度背离检测
python scripts/market_breadth.py --divergence
# 广度趋势分析
python scripts/market_breadth.py --trend
# 广度极端情况
python scripts/market_breadth.py --extreme
Configuration Options
Time Options
# 实时数据
python scripts/market_breadth.py --realtime
# 日线数据
python scripts/market_breadth.py --daily
# 周线数据
python scripts/market_breadth.py --weekly
Display Options
# 简洁模式
python scripts/market_breadth.py --simple
# 详细模式
python scripts/market_breadth.py --detailed
# 图表模式
python scripts/market_breadth.py --chart
Output Format
Table Format
┌─────────────┬──────────┬─────────┬──────────┬──────────┐
│ 指标名称 │ 当前值 │ 历史分位 │ 趋势 │ 信号 │
├─────────────┼──────────┼─────────┼──────────┼──────────┤
│ 市场宽度 │ 56.8% │ 65% │ 上升 │ 中性 │
│ 成交量广度 │ 62.1% │ 70% │ 上升 │ 看涨 │
│ 新高新低比 │ 2.1 │ 75% │ 上升 │ 看涨 │
│ 广度动量 │ +12.3% │ 80% │ 上升 │ 看涨 │
└─────────────┴──────────┴─────────┴──────────┴──────────┘
JSON Format
{
"date": "2026-02-15",
"market_breadth": {
"advancing": 850,
"declining": 650,
"unchanged": 100,
"total": 1600,
"breadth_percentage": 56.8,
"volume_breadth": 62.1,
"new_high_new_low_ratio": 2.1
},
"indicators": {
"breadth_momentum": 12.3,
"participation_rate": 68.5,
"trend_strength": 75,
"risk_level": "低"
},
"signals": [
{"type": "trend", "direction": "bullish", "confidence": 0.75}
]
}
Notes
- Data Integrity: Ensure all stock data is complete
- Time Synchronization: Ensure data timestamps are synchronized
- Exception Handling: Handle exceptional situations such as trading suspensions and price limits
- Historical Comparability: Ensure consistency of historical data
- Market Mechanism: Consider trading mechanisms specific to the Hong Kong stock market
Changelog
v1.0.0 (2026-02-15)
- Initial version release
- Support basic breadth indicator calculation
- Market participation analysis
- Trend strength assessment
- Extreme situation alerts
Hong Kong Stock Market Breadth Monitor - Professional market breadth analysis tool