In the social media, users frequently express personal emotions, a subset of which may indicate potential suicidal tendencies. The implicit and varied forms of expression in internet language complicate accurate and rapid identification of suicidal intent on social media, thus creating challenges for timely intervention efforts. The development of deep learning models for suicide risk detection is a promising solution, but there is a notable lack of relevant datasets, especially in the Chinese context. To address this gap, this study presents a Chinese social media dataset designed for fine-grained suicide risk classification, focusing on indicators such as expressions of suicide intent, methods of suicide, and urgency of timing. Seven pre-trained models were evaluated in two tasks: high and low suicide risk, and fine-grained suicide risk classification on a level of 0 to 10. In our experiments, deep learning models show good performance in distinguishing between high and low suicide risk, with the best model achieving an F1 score of 88.39%. However, the results for fine-grained suicide risk classification were still unsatisfactory, with an weighted F1 score of 50.89%. To address the issues of data imbalance and limited dataset size, we investigated both traditional and advanced, large language model based data augmentation techniques, demonstrating that data augmentation can enhance model performance by up to 4.65% points in F1-score. Notably, the Chinese MentalBERT model, which was pre-trained on psychological domain data, shows superior performance in both tasks. This study provides valuable insights for automatic identification of suicidal individuals, facilitating timely psychological intervention on social media platforms. The source code and data are publicly available.