Mandatory liquidation of Chinese stock futures market is considered in this paper,where the ruin risk of investor is measured by a new martingale method using optimal stopping theory.At the same time,the relationship between mandatory liquidation probability and investors margin capital stock is obtained.Through calculating the historical data of Csi300,we found that in order to guarantee a index stock contract of 40 lifetime not mandatory liquidation with above 90% probability,investors should prepare mar...