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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* 作用：
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* 1. 平滑价格波动，识别趋势方向
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* 2. 短周期MA上穿长周期MA形成金叉，提示买入信号
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* 3. 短周期MA下穿长周期MA形成死叉，提示卖出信号
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* 4. 价格上穿/下穿MA线，也可作为买卖参考
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*
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* 价格参数类型：
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* - 参数名称：prices
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* - 参数类型：List<BigDecimal>
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* - 参数说明：需要至少1个价格数据点用于计算，根据不同周期需求更多数据点
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*
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* 推荐时间粒度及优缺点：
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* 1. 1分钟(1m)：
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* - 优点：反应迅速，适合超短线交易
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* - 缺点：噪音多，容易产生虚假信号
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* 2. 5分钟(5m)：
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* - 优点：平衡了反应速度和噪音过滤
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* - 缺点：仍有一定噪音
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* 3. 15分钟(15m)：
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* - 优点：适合日内交易，信号相对可靠
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* - 缺点：反应速度较慢
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* 4. 1小时(1h)及以上：
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* - 优点：趋势信号明确，虚假信号少
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* - 缺点：反应滞后，不适合短线交易
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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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// 默认周期
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public static final int DEFAULT_MA5 = 5;
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public static final int DEFAULT_MA10 = 10;
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public static final int DEFAULT_MA20 = 20;
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public static final int DEFAULT_MA30 = 30;
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public static final int DEFAULT_MA60 = 60;
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// 动态周期参数
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private int ma5Period;
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private int ma10Period;
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private int ma20Period;
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private int ma30Period;
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private int ma60Period;
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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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// 构造函数使用默认周期
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public MA() {
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this.ma5Period = DEFAULT_MA5;
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this.ma10Period = DEFAULT_MA10;
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this.ma20Period = DEFAULT_MA20;
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this.ma30Period = DEFAULT_MA30;
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this.ma60Period = DEFAULT_MA60;
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}
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/**
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* 计算所有周期的MA指标（使用当前周期设置）
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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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calculate(prices, null);
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}
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/**
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* 计算所有周期的MA指标，并支持动态周期调整
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* @param prices 价格列表
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* @param volatility 标准化波动率（ATR百分比），用于动态调整周期
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*/
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public void calculate(List<BigDecimal> prices, BigDecimal volatility) {
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if (prices == null || prices.size() < 1) {
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return;
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}
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// 如果提供了波动率，则动态调整周期
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if (volatility != null) {
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adjustPeriodsByVolatility(volatility);
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}
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// 计算SMA
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if (prices.size() >= ma5Period) {
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ma5 = calculateMA(prices, ma5Period);
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}
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if (prices.size() >= ma10Period) {
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ma10 = calculateMA(prices, ma10Period);
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}
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if (prices.size() >= ma20Period) {
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ma20 = calculateMA(prices, ma20Period);
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}
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if (prices.size() >= ma30Period) {
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ma30 = calculateMA(prices, ma30Period);
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}
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if (prices.size() >= ma60Period) {
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ma60 = calculateMA(prices, ma60Period);
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}
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// 计算EMA
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prevEma5 = calculateEMA(prices, ma5Period, prevEma5);
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ema5 = prevEma5;
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prevEma10 = calculateEMA(prices, ma10Period, prevEma10);
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ema10 = prevEma10;
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prevEma20 = calculateEMA(prices, ma20Period, prevEma20);
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ema20 = prevEma20;
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prevEma30 = calculateEMA(prices, ma30Period, prevEma30);
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ema30 = prevEma30;
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prevEma60 = calculateEMA(prices, ma60Period, prevEma60);
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ema60 = prevEma60;
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log.info("MA计算结果 - MA5({}): {}, MA10({}): {}, MA20({}): {}, MA30({}): {}, MA60({}): {}",
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ma5Period, ma5, ma10Period, ma10, ma20Period, ma20, ma30Period, ma30, ma60Period, ma60);
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log.info("EMA计算结果 - EMA5({}): {}, EMA10({}): {}, EMA20({}): {}, EMA30({}): {}, EMA60({}): {}",
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ma5Period, ema5, ma10Period, ema10, ma20Period, ema20, ma30Period, ema30, ma60Period, ema60);
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}
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/**
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* 根据波动率调整MA周期
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* @param volatility 标准化波动率（ATR百分比）
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*/
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private void adjustPeriodsByVolatility(BigDecimal volatility) {
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// 根据波动率缩放均线周期
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// 3%、5%、8%作为ATR阈值
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BigDecimal lowVolatility = new BigDecimal(3);
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BigDecimal midVolatility = new BigDecimal(5);
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BigDecimal highVolatility = new BigDecimal(8);
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// 快速MA周期 (ma5)
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ma5Period = volatility.compareTo(lowVolatility) < 0 ? 10 : 6;
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// 中期MA周期 (ma10, ma20)
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ma10Period = volatility.compareTo(midVolatility) < 0 ? 10 : 8;
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ma20Period = volatility.compareTo(midVolatility) < 0 ? 21 : 13;
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// 长期MA周期 (ma30, ma60)
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ma30Period = volatility.compareTo(highVolatility) < 0 ? 30 : 24;
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ma60Period = volatility.compareTo(highVolatility) < 0 ? 50 : 34;
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log.info("根据波动率{}调整MA周期: ma5={}, ma10={}, ma20={}, ma30={}, ma60={}",
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volatility, ma5Period, ma10Period, ma20Period, ma30Period, ma60Period);
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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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