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.math.RoundingMode;
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import java.util.List;
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/**
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* KDJ (Stochastic Oscillator) 指标实现
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* 计算逻辑：
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* 1. RSV = (收盘价 - N日内最低价) / (N日内最高价 - N日内最低价) * 100
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* 2. K = 2/3 * 前一日K值 + 1/3 * 当日RSV
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* 3. D = 2/3 * 前一日D值 + 1/3 * 当日K值
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* 4. J = 3*K - 2*D
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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 KDJ extends IndicatorBase {
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private static final int DEFAULT_PERIOD = 9;
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private static final int K_PERIOD = 3;
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private static final int D_PERIOD = 3;
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private int period = DEFAULT_PERIOD;
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private BigDecimal k = new BigDecimal(50);
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private BigDecimal d = new BigDecimal(50);
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private BigDecimal j = new BigDecimal(50);
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private BigDecimal prevK = new BigDecimal(50);
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private BigDecimal prevD = new BigDecimal(50);
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public KDJ() {}
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public KDJ(int period) {
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this.period = period;
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}
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/**
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* 计算KDJ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() < period) {
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return;
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}
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// 获取最近N天的价格
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List<BigDecimal> recentPrices = getRecentPrices(prices, period);
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// 计算最高价和最低价
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BigDecimal high = recentPrices.stream().max(BigDecimal::compareTo).orElse(BigDecimal.ZERO);
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BigDecimal low = recentPrices.stream().min(BigDecimal::compareTo).orElse(BigDecimal.ZERO);
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BigDecimal close = recentPrices.get(recentPrices.size() - 1);
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// 计算RSV
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BigDecimal rsv;
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if (high.compareTo(low) == 0) {
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rsv = new BigDecimal(50);
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} else {
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rsv = close.subtract(low)
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.divide(high.subtract(low), 8, RoundingMode.HALF_UP)
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.multiply(new BigDecimal(100))
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.setScale(8, RoundingMode.HALF_UP);
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}
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// 计算K值
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prevK = k;
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k = new BigDecimal(2).multiply(prevK)
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.add(rsv)
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.divide(new BigDecimal(3), 8, RoundingMode.HALF_UP);
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// 计算D值
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prevD = d;
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d = new BigDecimal(2).multiply(prevD)
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.add(k)
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.divide(new BigDecimal(3), 8, RoundingMode.HALF_UP);
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// 计算J值
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j = k.multiply(new BigDecimal(3))
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.subtract(d.multiply(new BigDecimal(2)))
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.setScale(8, RoundingMode.HALF_UP);
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log.debug("KDJ计算结果 - K: {}, D: {}, J: {}", k, d, j);
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}
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/**
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* 判断超买（K > 80）
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* @return 是否超买
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*/
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public boolean isOverbought() {
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return k.compareTo(new BigDecimal(80)) > 0;
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}
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/**
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* 判断超卖（K < 20）
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* @return 是否超卖
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*/
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public boolean isOversold() {
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return k.compareTo(new BigDecimal(20)) < 0;
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}
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/**
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* 判断金叉信号（K线上穿D线）
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* @return 是否形成金叉
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*/
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public boolean isGoldenCross() {
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return prevK.compareTo(prevD) < 0 && k.compareTo(d) > 0;
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}
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/**
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* 判断死叉信号（K线下穿D线）
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* @return 是否形成死叉
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*/
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public boolean isDeathCross() {
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return prevK.compareTo(prevD) > 0 && k.compareTo(d) < 0;
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}
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}
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