package com.xcong.excoin.modules.okxNewPrice.indicator.strategy;
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import com.xcong.excoin.modules.okxNewPrice.indicator.BOLL;
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import com.xcong.excoin.modules.okxNewPrice.indicator.KDJ;
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import com.xcong.excoin.modules.okxNewPrice.indicator.MACD;
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import com.xcong.excoin.modules.okxNewPrice.indicator.RSI;
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import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
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import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.OrderParamEnums;
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import com.xcong.excoin.modules.okxNewPrice.okxWs.param.TradeRequestParam;
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import com.xcong.excoin.modules.okxNewPrice.utils.WsMapBuild;
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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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* 综合技术指标策略实现类，整合MACD、KDJ、RSI、BOLL等指标生成交易信号
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*/
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@Slf4j
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public class ComprehensiveTechnicalStrategy extends AbstractTechnicalIndicatorStrategy {
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private final MACD macd;
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private final KDJ kdj;
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private final RSI rsi;
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private final BOLL boll;
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private BigDecimal prevDif;
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private BigDecimal prevDea;
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private BigDecimal prevK;
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private BigDecimal prevD;
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public ComprehensiveTechnicalStrategy() {
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super();
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this.strategyName = "综合技术指标策略";
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this.macd = new MACD();
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this.kdj = new KDJ();
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this.rsi = new RSI();
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this.boll = new BOLL();
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this.prevDif = BigDecimal.ZERO;
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this.prevDea = BigDecimal.ZERO;
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this.prevK = new BigDecimal(50);
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this.prevD = new BigDecimal(50);
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}
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@Override
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public void initialize() {
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super.initialize();
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macd.setDif(BigDecimal.ZERO);
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macd.setDea(BigDecimal.ZERO);
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macd.setMacdBar(BigDecimal.ZERO);
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macd.setPrevFastEMA(null);
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macd.setPrevSlowEMA(null);
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macd.setPrevDea(null);
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kdj.setK(new BigDecimal(50));
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kdj.setD(new BigDecimal(50));
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kdj.setJ(new BigDecimal(50));
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kdj.setPrevK(new BigDecimal(50));
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kdj.setPrevD(new BigDecimal(50));
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rsi.setRsi(BigDecimal.ZERO);
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rsi.setPrevAvgGain(BigDecimal.ZERO);
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rsi.setPrevAvgLoss(BigDecimal.ZERO);
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boll.setMid(BigDecimal.ZERO);
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boll.setUpper(BigDecimal.ZERO);
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boll.setLower(BigDecimal.ZERO);
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prevDif = BigDecimal.ZERO;
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prevDea = BigDecimal.ZERO;
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prevK = new BigDecimal(50);
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prevD = new BigDecimal(50);
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log.info("综合技术指标策略初始化完成");
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}
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@Override
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public TradeRequestParam getSignal(String accountName, String markPx, String posSide) {
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if (!initialized || priceHistory.isEmpty()) {
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log.warn("策略未初始化或价格历史为空");
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return createTradeRequestParam(accountName, markPx, posSide, TradeSignal.NO_SIGNAL);
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}
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try {
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BigDecimal currentPrice = new BigDecimal(markPx);
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// 计算所有技术指标
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macd.calculate(priceHistory);
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kdj.calculate(priceHistory);
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rsi.calculate(priceHistory);
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boll.calculate(priceHistory);
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// 生成交易信号
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TradeRequestParam param = analyzeSignal(accountName, markPx, posSide, currentPrice);
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// 更新历史指标值
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updateHistoricalIndicatorValues();
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return param;
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} catch (Exception e) {
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log.error("计算交易信号时发生异常", e);
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return createTradeRequestParam(accountName, markPx, posSide, TradeSignal.NO_SIGNAL);
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}
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}
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/**
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* 分析技术指标生成交易信号
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*/
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private TradeRequestParam analyzeSignal(String accountName, String markPx, String posSide, BigDecimal currentPrice) {
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TradeRequestParam param = createTradeRequestParam(accountName, markPx, posSide, TradeSignal.NO_SIGNAL);
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param.setTradeType(OrderParamEnums.TRADE_YES.getValue());
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param.setInstId(CoinEnums.HE_YUE.getCode());
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param.setTdMode(CoinEnums.CROSS.getCode());
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param.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
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// 检查冷静期
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String outStr = getAccountConfig(accountName, CoinEnums.OUT.name());
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if (OrderParamEnums.OUT_YES.getValue().equals(outStr)) {
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log.error("冷静中，不允许下单......");
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param.setTradeType(OrderParamEnums.TRADE_NO.getValue());
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return param;
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}
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TradeSignal signal = TradeSignal.NO_SIGNAL;
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// 根据多空方向分别分析信号
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if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide)) {
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signal = analyzeLongSignal(currentPrice, posSide);
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} else if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)) {
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signal = analyzeShortSignal(currentPrice, posSide);
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} else {
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// 如果没有指定仓位方向，同时分析多头和空头信号
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TradeSignal longSignal = analyzeLongSignal(currentPrice, posSide);
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TradeSignal shortSignal = analyzeShortSignal(currentPrice, posSide);
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// 优先选择非NO_SIGNAL的信号
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if (longSignal != TradeSignal.NO_SIGNAL) {
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signal = longSignal;
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} else {
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signal = shortSignal;
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}
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}
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log.info("账户: {}, 价格: {}, 方向: {}, 生成信号: {}",
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accountName, markPx, posSide, signal.getName());
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// 设置信号参数
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setSignalParameters(param, signal);
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return param;
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}
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/**
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* 分析多头信号
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*/
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private TradeSignal analyzeLongSignal(BigDecimal currentPrice, String posSide) {
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// 检查超卖条件
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if (rsi.isOversold() || rsi.isExtremelyOversold()) {
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// KDJ超卖且金叉
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if ((kdj.isOversold() && kdj.isGoldenCross()) ||
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(boll.isBreakLower(currentPrice) && macd.isGoldenCross(prevDif, prevDea))) {
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// 如果当前没有仓位，则开多
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if (posSide == null || posSide.isEmpty()) {
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return TradeSignal.OPEN_LONG;
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}
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// 如果当前是空头仓位，则平空
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if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)) {
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return TradeSignal.CLOSE_SHORT;
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}
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// 如果当前已经是多头仓位，则保持观望
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return TradeSignal.NO_SIGNAL;
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}
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}
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// 检查超买条件
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if (rsi.isOverbought() || rsi.isExtremelyOverbought()) {
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// KDJ超买且死叉
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if ((kdj.isOverbought() && kdj.isDeathCross()) ||
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(boll.isBreakUpper(currentPrice) && macd.isDeathCross(prevDif, prevDea))) {
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// 如果当前是多头仓位，则平多
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if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide)) {
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return TradeSignal.CLOSE_LONG;
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}
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// 如果当前没有仓位，则开空
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if (posSide == null || posSide.isEmpty()) {
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return TradeSignal.OPEN_SHORT;
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}
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// 如果当前已经是空头仓位，则保持观望
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return TradeSignal.NO_SIGNAL;
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}
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}
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// 检查MACD金叉死叉
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if (macd.isGoldenCross(prevDif, prevDea)) {
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// 如果当前没有仓位，则开多
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if (posSide == null || posSide.isEmpty()) {
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return TradeSignal.OPEN_LONG;
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}
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// 如果当前是空头仓位，则平空
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if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)) {
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return TradeSignal.CLOSE_SHORT;
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}
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// 如果当前已经是多头仓位，则保持观望
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return TradeSignal.NO_SIGNAL;
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} else if (macd.isDeathCross(prevDif, prevDea)) {
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// 如果当前是多头仓位，则平多
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if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide)) {
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return TradeSignal.CLOSE_LONG;
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}
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// 如果当前没有仓位，则开空
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if (posSide == null || posSide.isEmpty()) {
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return TradeSignal.OPEN_SHORT;
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}
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// 如果当前已经是空头仓位，则保持观望
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return TradeSignal.NO_SIGNAL;
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}
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return TradeSignal.NO_SIGNAL;
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}
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/**
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* 分析空头信号
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*/
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private TradeSignal analyzeShortSignal(BigDecimal currentPrice, String posSide) {
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// 检查超买条件
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if (rsi.isOverbought() || rsi.isExtremelyOverbought()) {
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// KDJ超买且死叉
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if ((kdj.isOverbought() && kdj.isDeathCross()) ||
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(boll.isBreakUpper(currentPrice) && macd.isDeathCross(prevDif, prevDea))) {
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// 如果当前没有仓位，则开空
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if (posSide == null || posSide.isEmpty()) {
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return TradeSignal.OPEN_SHORT;
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}
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// 如果当前是多头仓位，则平多
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if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide)) {
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return TradeSignal.CLOSE_LONG;
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}
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// 如果当前已经是空头仓位，则保持观望
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return TradeSignal.NO_SIGNAL;
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}
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}
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// 检查超卖条件
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if (rsi.isOversold() || rsi.isExtremelyOversold()) {
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// KDJ超卖且金叉
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if ((kdj.isOversold() && kdj.isGoldenCross()) ||
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(boll.isBreakLower(currentPrice) && macd.isGoldenCross(prevDif, prevDea))) {
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// 如果当前是空头仓位，则平空
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if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)) {
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return TradeSignal.CLOSE_SHORT;
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}
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// 如果当前没有仓位，则开多
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if (posSide == null || posSide.isEmpty()) {
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return TradeSignal.OPEN_LONG;
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}
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// 如果当前已经是多头仓位，则保持观望
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return TradeSignal.NO_SIGNAL;
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}
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}
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// 检查MACD金叉死叉
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if (macd.isGoldenCross(prevDif, prevDea)) {
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// 如果当前是空头仓位，则平空
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if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)) {
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return TradeSignal.CLOSE_SHORT;
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}
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// 如果当前没有仓位，则开多
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if (posSide == null || posSide.isEmpty()) {
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return TradeSignal.OPEN_LONG;
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}
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// 如果当前已经是多头仓位，则保持观望
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return TradeSignal.NO_SIGNAL;
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} else if (macd.isDeathCross(prevDif, prevDea)) {
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// 如果当前没有仓位，则开空
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if (posSide == null || posSide.isEmpty()) {
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return TradeSignal.OPEN_SHORT;
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}
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// 如果当前是多头仓位，则平多
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if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide)) {
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return TradeSignal.CLOSE_LONG;
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}
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// 如果当前已经是空头仓位，则保持观望
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return TradeSignal.NO_SIGNAL;
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}
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return TradeSignal.NO_SIGNAL;
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}
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/**
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* 设置信号参数
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*/
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private void setSignalParameters(TradeRequestParam param, TradeSignal signal) {
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String side = null;
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switch (signal) {
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case BUY:
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side = CoinEnums.SIDE_BUY.getCode();
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break;
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case SELL:
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side = CoinEnums.SIDE_SELL.getCode();
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break;
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case OPEN_LONG:
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side = CoinEnums.SIDE_BUY.getCode();
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break;
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case CLOSE_LONG:
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side = CoinEnums.SIDE_SELL.getCode();
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break;
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case OPEN_SHORT:
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side = CoinEnums.SIDE_SELL.getCode();
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break;
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case CLOSE_SHORT:
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side = CoinEnums.SIDE_BUY.getCode();
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break;
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case STOP_LOSS:
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// 止损操作，根据当前仓位方向决定买卖方向
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side = CoinEnums.POSSIDE_LONG.getCode().equals(param.getPosSide()) ?
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CoinEnums.SIDE_SELL.getCode() : CoinEnums.SIDE_BUY.getCode();
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break;
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default:
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param.setTradeType(OrderParamEnums.TRADE_NO.getValue());
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return;
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}
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param.setSide(side);
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log.info("设置交易方向: {}", side);
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}
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/**
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* 更新历史指标值
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*/
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private void updateHistoricalIndicatorValues() {
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prevDif = macd.getDif();
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prevDea = macd.getDea();
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prevK = kdj.getK();
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prevD = kdj.getD();
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}
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/**
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* 获取账户配置信息
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*/
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private String getAccountConfig(String accountName, String key) {
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try {
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// 这里需要根据实际情况获取账户配置信息
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// 暂时返回默认值，实际应该从InstrumentsWs或其他配置类中获取
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return "NO";
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} catch (Exception e) {
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log.error("获取账户配置信息失败", e);
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return "NO";
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}
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}
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}
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