feat(okxNewPrice): 优化MACD策略交易判断逻辑

Administrator

8 days ago 212e20fa6e9d0cc69d7f70339ecd47d4ec286533

 src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy.java

@@ -200,7 +200,7 @@

        }else  if ( operation == OperationType.close.name()){

            analyzeClose(historicalPrices);
            signal = analyzeClose(historicalPrices);

        }
        // 根据信号和当前持仓状态生成交易指令
@@ -346,14 +346,16 @@
        // 金叉判断：DIF从下往上穿过DEA
        boolean isGoldenCross = prevPrev.getDif().compareTo(prevPrev.getDea()) <= 0 && 
                              previous.getDif().compareTo(previous.getDea()) > 0;

        boolean isUp = latest.getDif().compareTo(BigDecimal.ZERO) > 0 && latest.getDea().compareTo(BigDecimal.ZERO) > 0;
        
        // 柱状线扩张判断：连续正值且绝对值增大
        boolean isExpanding = latest.getMacdHist().compareTo(BigDecimal.ZERO) > 0 && 
        boolean isExpanding = latest.getMacdHist().compareTo(BigDecimal.ZERO) > 0 &&
                            previous.getMacdHist().compareTo(BigDecimal.ZERO) > 0 &&
                            previous.getMacdHist().abs().compareTo(latest.getMacdHist().abs()) < 0;
        
        // 金叉或柱状线扩张任一满足即可
        return isGoldenCross && isExpanding;
        return isGoldenCross && isExpanding && isUp;
    }
    
    /**
@@ -401,13 +403,15 @@
        boolean isDeathCross = prevPrev.getDif().compareTo(prevPrev.getDea()) >= 0 && 
                             previous.getDif().compareTo(previous.getDea()) < 0;
        
        boolean isDown  = latest.getDif().compareTo(BigDecimal.ZERO) < 0 && latest.getDea().compareTo(BigDecimal.ZERO) < 0;

        // 柱状线收缩判断：连续负值且绝对值减小
        boolean isContracting = latest.getMacdHist().compareTo(BigDecimal.ZERO) < 0 && 
        boolean isContracting = latest.getMacdHist().compareTo(BigDecimal.ZERO) < 0 &&
                              previous.getMacdHist().compareTo(BigDecimal.ZERO) < 0 &&
                              previous.getMacdHist().abs().compareTo(latest.getMacdHist().abs()) > 0;
        
        // 死叉或柱状线收缩任一满足即可
        return isDeathCross && isContracting;
        return isDeathCross && isContracting && isDown;
    }
    
    /**