package com.xcong.excoin.modules.okxNewPrice.indicator.macdAndMatrategy;
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import java.math.BigDecimal;
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import java.util.List;
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/**
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* 示例用法
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* // 计算MACD（获取包含起始索引的结果）
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* MACDCalculator.MACDResult macdResult = MACDCalculator.calculateMACD(closePrices, 12, 26, 9);
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*
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* // 检测做空信号
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* boolean bearishSignal = BearishSignalDetector.isBearishSignalFormed(macdResult, closePrices);
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*/
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public class BearishSignalDetector {
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/**
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* 判断是否形成做空信号
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*
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* @param macdResult 包含MACD数据和有效起始索引的结果对象
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* @param closePrices 收盘价列表
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* @return 是否形成信号
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*/
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public static boolean isBearishSignalFormed(MACDResult macdResult, List<BigDecimal> closePrices) {
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List<PriceData> macdData = macdResult.getMacdData();
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int startIdx = macdResult.getStartIndex();
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// 校验数据长度（至少需要两个有效DIF点）
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if (macdData.size() < 2 || closePrices.size() < startIdx + macdData.size()) {
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return false;
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}
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int currentMacdIndex = macdData.size() - 1;
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int currentCloseIndex = startIdx + currentMacdIndex;
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// 1. 判断顶背离
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boolean isTopDivergence = isTopDivergence(macdData, closePrices, currentMacdIndex, startIdx);
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// 2. 判断死叉
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boolean isDeathCross = isDeathCross(macdData, currentMacdIndex);
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return isTopDivergence && isDeathCross;
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}
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/**
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* 判断顶背离（需确保earlierHigh在recentHigh之前）
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*/
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private static boolean isTopDivergence(List<PriceData> macdData, List<BigDecimal> closePrices,
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int currentMacdIndex, int startIdx) {
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// 计算对应closePrices的索引
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int currentCloseIndex = startIdx + currentMacdIndex;
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if (currentCloseIndex < 10 || macdData.size() < 5) {
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return false;
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}
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// 寻找最近的价格高点（至少在当前点的前2根K线范围内）
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int recentHighCloseIndex = findRecentHighWithRetrace(closePrices, currentCloseIndex - 5, currentCloseIndex);
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if (recentHighCloseIndex == -1) {
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return false;
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}
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// 寻找更早的高点（确保在recentHigh之前）
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int earlierHighCloseIndex = findRecentHighWithRetrace(closePrices, startIdx, recentHighCloseIndex - 1);
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if (earlierHighCloseIndex == -1) {
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return false;
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}
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// 转换为macdData的索引
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int recentHighMacdIndex = recentHighCloseIndex - startIdx;
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int earlierHighMacdIndex = earlierHighCloseIndex - startIdx;
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// 判断价格创新高但DIF走低
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BigDecimal recentHighPrice = closePrices.get(recentHighCloseIndex);
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BigDecimal earlierHighPrice = closePrices.get(earlierHighCloseIndex);
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boolean isPriceHigher = recentHighPrice.compareTo(earlierHighPrice) > 0;
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BigDecimal recentDif = macdData.get(recentHighMacdIndex).getDif();
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BigDecimal earlierDif = macdData.get(earlierHighMacdIndex).getDif();
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boolean isDifLower = recentDif.compareTo(earlierDif) < 0;
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return isPriceHigher && isDifLower;
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}
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/**
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* 寻找有效的高点（高点后需有至少1根K线下跌）
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*/
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private static int findRecentHighWithRetrace(List<BigDecimal> prices, int startIndex, int endIndex) {
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if (startIndex < 0 || endIndex >= prices.size() || startIndex >= endIndex) {
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return -1;
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}
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int highIndex = -1;
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BigDecimal highPrice = BigDecimal.ZERO;
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// 从右向左搜索，找到第一个有效高点
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for (int i = endIndex; i >= startIndex; i--) {
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if (prices.get(i).compareTo(highPrice) > 0) {
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highPrice = prices.get(i);
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highIndex = i;
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}
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// 检查高点后是否有回调
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if (highIndex != -1 && i < endIndex) {
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if (prices.get(i + 1).compareTo(highPrice) < 0) {
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return highIndex; // 找到确认回调的高点
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}
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}
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}
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return highIndex;
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}
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/**
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* 判断是否形成死叉（DIF下穿DEA）
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*
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* @param macdData MACD计算结果数据列表
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* @param currentIndex 当前数据点索引
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* @return 是否形成死叉
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*/
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private static boolean isDeathCross(List<PriceData> macdData, int currentIndex) {
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if (currentIndex < 1) {
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return false;
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}
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PriceData current = macdData.get(currentIndex);
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PriceData previous = macdData.get(currentIndex - 1);
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// 前一期DIF >= DEA，当前期DIF < DEA
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return previous.getDif().compareTo(previous.getDea()) >= 0 &&
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current.getDif().compareTo(current.getDea()) < 0;
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}
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}
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