package com.xcong.excoin.modules.okxNewPrice.indicator;
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import lombok.Getter;
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import lombok.Setter;
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import lombok.extern.slf4j.Slf4j;
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import java.math.BigDecimal;
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import java.util.List;
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/**
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* MA (Moving Average) 指标实现
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* 支持不同周期的简单移动平均线(SMA)和指数移动平均线(EMA)
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*/
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@Slf4j
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@Getter
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@Setter
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public class MA extends IndicatorBase {
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// 常用周期
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public static final int MA5 = 5;
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public static final int MA10 = 10;
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public static final int MA20 = 20;
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public static final int MA30 = 30;
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public static final int MA60 = 60;
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private BigDecimal ma5 = BigDecimal.ZERO;
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private BigDecimal ma10 = BigDecimal.ZERO;
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private BigDecimal ma20 = BigDecimal.ZERO;
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private BigDecimal ma30 = BigDecimal.ZERO;
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private BigDecimal ma60 = BigDecimal.ZERO;
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private BigDecimal ema5 = BigDecimal.ZERO;
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private BigDecimal ema10 = BigDecimal.ZERO;
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private BigDecimal ema20 = BigDecimal.ZERO;
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private BigDecimal ema30 = BigDecimal.ZERO;
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private BigDecimal ema60 = BigDecimal.ZERO;
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private BigDecimal prevEma5 = null;
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private BigDecimal prevEma10 = null;
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private BigDecimal prevEma20 = null;
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private BigDecimal prevEma30 = null;
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private BigDecimal prevEma60 = null;
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/**
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* 计算所有周期的MA指标
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* @param prices 价格列表
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*/
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public void calculate(List<BigDecimal> prices) {
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if (prices == null || prices.size() < 1) {
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return;
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}
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// 计算SMA
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if (prices.size() >= MA5) {
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ma5 = calculateMA(prices, MA5);
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}
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if (prices.size() >= MA10) {
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ma10 = calculateMA(prices, MA10);
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}
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if (prices.size() >= MA20) {
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ma20 = calculateMA(prices, MA20);
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}
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if (prices.size() >= MA30) {
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ma30 = calculateMA(prices, MA30);
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}
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if (prices.size() >= MA60) {
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ma60 = calculateMA(prices, MA60);
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}
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// 计算EMA
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prevEma5 = calculateEMA(prices, MA5, prevEma5);
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ema5 = prevEma5;
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prevEma10 = calculateEMA(prices, MA10, prevEma10);
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ema10 = prevEma10;
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prevEma20 = calculateEMA(prices, MA20, prevEma20);
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ema20 = prevEma20;
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prevEma30 = calculateEMA(prices, MA30, prevEma30);
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ema30 = prevEma30;
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prevEma60 = calculateEMA(prices, MA60, prevEma60);
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ema60 = prevEma60;
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log.debug("MA计算结果 - MA5: {}, MA10: {}, MA20: {}, MA30: {}, MA60: {}",
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ma5, ma10, ma20, ma30, ma60);
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log.debug("EMA计算结果 - EMA5: {}, EMA10: {}, EMA20: {}, EMA30: {}, EMA60: {}",
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ema5, ema10, ema20, ema30, ema60);
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}
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/**
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* 判断短期均线是否上穿长期均线（金叉）
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* @param shortMA 短期均线
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* @param longMA 长期均线
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* @param prevShortMA 前一期短期均线
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* @param prevLongMA 前一期长期均线
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* @return 是否形成金叉
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*/
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public boolean isGoldenCross(BigDecimal shortMA, BigDecimal longMA,
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BigDecimal prevShortMA, BigDecimal prevLongMA) {
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return prevShortMA != null && prevLongMA != null &&
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prevShortMA.compareTo(prevLongMA) < 0 &&
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shortMA.compareTo(longMA) > 0;
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}
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/**
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* 判断短期均线是否下穿长期均线（死叉）
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* @param shortMA 短期均线
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* @param longMA 长期均线
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* @param prevShortMA 前一期短期均线
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* @param prevLongMA 前一期长期均线
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* @return 是否形成死叉
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*/
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public boolean isDeathCross(BigDecimal shortMA, BigDecimal longMA,
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BigDecimal prevShortMA, BigDecimal prevLongMA) {
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return prevShortMA != null && prevLongMA != null &&
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prevShortMA.compareTo(prevLongMA) > 0 &&
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shortMA.compareTo(longMA) < 0;
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}
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/**
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* 判断价格是否上穿均线
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* @param price 当前价格
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* @param ma 均线值
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* @param prevPrice 前一期价格
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* @param prevMA 前一期均线值
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* @return 是否上穿
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*/
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public boolean isPriceCrossUp(BigDecimal price, BigDecimal ma,
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BigDecimal prevPrice, BigDecimal prevMA) {
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return prevPrice != null && prevMA != null &&
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prevPrice.compareTo(prevMA) < 0 &&
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price.compareTo(ma) > 0;
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}
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/**
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* 判断价格是否下穿均线
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* @param price 当前价格
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* @param ma 均线值
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* @param prevPrice 前一期价格
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* @param prevMA 前一期均线值
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* @return 是否下穿
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*/
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public boolean isPriceCrossDown(BigDecimal price, BigDecimal ma,
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BigDecimal prevPrice, BigDecimal prevMA) {
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return prevPrice != null && prevMA != null &&
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prevPrice.compareTo(prevMA) > 0 &&
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price.compareTo(ma) < 0;
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}
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}
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