package com.xcong.excoin.modules.okxNewPrice.indicator;
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import java.math.BigDecimal;
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import java.util.ArrayList;
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import java.util.List;
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import java.util.Random;
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/**
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* 15分钟交易策略示例
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* 演示如何使用交易策略与15分钟时间框架数据
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* 展示如何获取方向信号和交易信号
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*/
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public class FifteenMinuteTradingExample {
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public static void main(String[] args) {
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// 创建交易策略
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TradingStrategy tradingStrategy = new TradingStrategy();
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// 生成100个15分钟价格数据点
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List<BigDecimal> prices = generateSampleFifteenMinuteData(100);
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// 生成对应的高、低、收盘价数据
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List<BigDecimal> high = generateHighPrices(prices);
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List<BigDecimal> low = generateLowPrices(prices);
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List<BigDecimal> close = new ArrayList<>(prices); // 使用价格作为收盘价
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// 生成成交量数据
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List<BigDecimal> volume = generateVolumeData(prices.size());
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// 获取最新价格
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BigDecimal currentPrice = prices.get(prices.size() - 1);
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// 生成多周期价格数据（5分钟、1小时、4小时）
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List<BigDecimal> fiveMinPrices = generateSampleFifteenMinuteData(100);
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List<BigDecimal> oneHourPrices = generateSampleFifteenMinuteData(100);
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List<BigDecimal> fourHourPrices = generateSampleFifteenMinuteData(100);
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// 其他参数
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BigDecimal fundingRate = new BigDecimal("0.001"); // 正常资金费率
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boolean hasLargeTransfer = false; // 无大额转账
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boolean hasUpcomingEvent = false; // 无即将到来的重大事件
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// 确定市场方向
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TradingStrategy.Direction direction = tradingStrategy.getDirection(prices, high, low, close, currentPrice);
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System.out.println("市场方向（15分钟）: " + direction);
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// 检查当前持仓状态
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boolean hasLongPosition = false; // 示例：无当前做多持仓
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boolean hasShortPosition = false; // 示例：无当前做空持仓
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// 生成交易信号（开仓/平仓）
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TradingStrategy.SignalType signal = tradingStrategy.generateSignal(prices, high, low, close, volume, currentPrice,
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hasLongPosition, hasShortPosition,
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fiveMinPrices, oneHourPrices, fourHourPrices,
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fundingRate, hasLargeTransfer, hasUpcomingEvent);
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System.out.println("交易信号（15分钟）: " + signal);
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// 显示指标状态用于分析
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System.out.println("\n指标状态:");
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System.out.println(tradingStrategy.getIndicatorStatus());
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// 计算动态杠杆
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BigDecimal dynamicLeverage = tradingStrategy.calculateDynamicLeverage(high, low, close);
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System.out.println("\n动态杠杆倍数: " + dynamicLeverage);
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// 基于信号模拟持仓变化
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if (signal == TradingStrategy.SignalType.BUY) {
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System.out.println("\n=== 执行开多操作 ===");
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hasLongPosition = true;
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// 演示三段式止盈策略
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BigDecimal entryPrice = currentPrice;
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BigDecimal positionSize = new BigDecimal(100);
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TradingStrategy.ProfitTakingResult profitTakingResult =
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tradingStrategy.calculateThreeStepProfitTaking(entryPrice, currentPrice, direction, positionSize);
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System.out.println("三段式止盈信号: " + profitTakingResult.getSignal());
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System.out.println("应平仓仓位大小: " + profitTakingResult.getClosePositionSize());
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} else if (signal == TradingStrategy.SignalType.SELL) {
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System.out.println("\n=== 执行开空操作 ===");
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hasShortPosition = true;
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// 演示三段式止盈策略
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BigDecimal entryPrice = currentPrice;
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BigDecimal positionSize = new BigDecimal(100);
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TradingStrategy.ProfitTakingResult profitTakingResult =
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tradingStrategy.calculateThreeStepProfitTaking(entryPrice, currentPrice, direction, positionSize);
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System.out.println("三段式止盈信号: " + profitTakingResult.getSignal());
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System.out.println("应平仓仓位大小: " + profitTakingResult.getClosePositionSize());
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} else if (signal == TradingStrategy.SignalType.CLOSE_BUY) {
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System.out.println("\n=== 执行平多操作 ===");
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hasLongPosition = false;
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} else if (signal == TradingStrategy.SignalType.CLOSE_SELL) {
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System.out.println("\n=== 执行平空操作 ===");
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hasShortPosition = false;
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} else {
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System.out.println("\n无需交易操作。");
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}
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// 现有做多持仓的模拟示例
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System.out.println("\n=== 现有做多持仓的模拟 ===");
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hasLongPosition = true;
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hasShortPosition = false;
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signal = tradingStrategy.generateSignal(prices, high, low, close, volume, currentPrice,
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hasLongPosition, hasShortPosition,
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fiveMinPrices, oneHourPrices, fourHourPrices,
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fundingRate, hasLargeTransfer, hasUpcomingEvent);
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System.out.println("有做多持仓时的交易信号: " + signal);
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// 现有做空持仓的模拟示例
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System.out.println("\n=== 现有做空持仓的模拟 ===");
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hasLongPosition = false;
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hasShortPosition = true;
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signal = tradingStrategy.generateSignal(prices, high, low, close, volume, currentPrice,
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hasLongPosition, hasShortPosition,
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fiveMinPrices, oneHourPrices, fourHourPrices,
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fundingRate, hasLargeTransfer, hasUpcomingEvent);
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System.out.println("有做空持仓时的交易信号: " + signal);
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// 模拟盈利场景演示三段式止盈
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System.out.println("\n=== 三段式止盈盈利场景演示 ===");
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BigDecimal entryPrice = new BigDecimal(2500.0);
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BigDecimal currentPriceProfit = new BigDecimal(2700.0); // 模拟盈利价格
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BigDecimal positionSize = new BigDecimal(100);
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TradingStrategy.ProfitTakingResult profitTakingResult =
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tradingStrategy.calculateThreeStepProfitTaking(entryPrice, currentPriceProfit, TradingStrategy.Direction.LONG, positionSize);
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System.out.println("入场价格: " + entryPrice);
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System.out.println("当前价格: " + currentPriceProfit);
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System.out.println("三段式止盈信号: " + profitTakingResult.getSignal());
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System.out.println("应平仓仓位大小: " + profitTakingResult.getClosePositionSize());
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}
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/**
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* 生成具有真实波动的15分钟价格数据
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* @param size 要生成的数据点数量
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* @return 价格数据列表
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*/
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private static List<BigDecimal> generateSampleFifteenMinuteData(int size) {
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List<BigDecimal> prices = new ArrayList<>();
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Random random = new Random();
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// 以基础价格开始（ETH示例价格）
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BigDecimal basePrice = new BigDecimal(2500.0);
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prices.add(basePrice);
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// 生成具有真实波动的后续价格
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for (int i = 1; i < size; i++) {
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// 创建价格趋势（轻微上升偏向）
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BigDecimal trend = new BigDecimal(0.1).multiply(new BigDecimal(i));
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// 添加随机波动（每个周期±2%）
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BigDecimal volatility = new BigDecimal(random.nextDouble() * 0.04 - 0.02);
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// 计算新价格
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BigDecimal newPrice = basePrice.add(trend).multiply(BigDecimal.ONE.add(volatility));
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// 四舍五入到2位小数
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newPrice = newPrice.setScale(2, BigDecimal.ROUND_HALF_UP);
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prices.add(newPrice);
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}
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return prices;
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}
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/**
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* 生成最高价数据
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* @param prices 价格数据
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* @return 最高价数据列表
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*/
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private static List<BigDecimal> generateHighPrices(List<BigDecimal> prices) {
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List<BigDecimal> high = new ArrayList<>();
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Random random = new Random();
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for (BigDecimal price : prices) {
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// 最高价比当前价格高0-2%
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BigDecimal highPrice = price.multiply(BigDecimal.ONE.add(new BigDecimal(random.nextDouble() * 0.02)));
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high.add(highPrice.setScale(2, BigDecimal.ROUND_HALF_UP));
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}
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return high;
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}
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/**
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* 生成最低价数据
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* @param prices 价格数据
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* @return 最低价数据列表
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*/
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private static List<BigDecimal> generateLowPrices(List<BigDecimal> prices) {
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List<BigDecimal> low = new ArrayList<>();
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Random random = new Random();
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for (BigDecimal price : prices) {
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// 最低价比当前价格低0-2%
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BigDecimal lowPrice = price.multiply(BigDecimal.ONE.subtract(new BigDecimal(random.nextDouble() * 0.02)));
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low.add(lowPrice.setScale(2, BigDecimal.ROUND_HALF_UP));
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}
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return low;
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}
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/**
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* 生成成交量数据
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* @param size 数据点数量
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* @return 成交量数据列表
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*/
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private static List<BigDecimal> generateVolumeData(int size) {
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List<BigDecimal> volume = new ArrayList<>();
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Random random = new Random();
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for (int i = 0; i < size; i++) {
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// 生成1000-10000之间的随机成交量
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BigDecimal vol = new BigDecimal(random.nextInt(9001) + 1000);
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volume.add(vol);
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}
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return volume;
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}
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}
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