refactor(trading): 重构MACD策略交易信号生成逻辑

Administrator

2025-12-29 24bd0399d73a2d48e50233326fca7d9526f06259

 src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java

@@ -1,6 +1,7 @@
package com.xcong.excoin.modules.okxNewPrice;

import cn.hutool.core.collection.CollUtil;
import cn.hutool.core.util.ObjectUtil;
import cn.hutool.json.JSONException;
import com.alibaba.fastjson.JSON;
import com.alibaba.fastjson.JSONArray;
@@ -56,7 +57,8 @@
    private final AtomicBoolean isConnecting = new AtomicBoolean(false);
    private final AtomicBoolean isInitialized = new AtomicBoolean(false);

    private static final String CHANNEL = "candle5m";
    private static final String CHANNEL = "candle1m";
//    private static final String CHANNEL = "candle5m";
//    private static final String CHANNEL = "candle15m";

    // 心跳超时时间(秒)，小于30秒
@@ -337,25 +339,17 @@
                    MacdMaStrategy strategy = new MacdMaStrategy();

                    // 生成100个15分钟价格数据点
                    List<Kline> kline15MinuteData = getKlineDataByInstIdAndBar(instId, "1D");
                    List<BigDecimal> fiveMinPrices = kline15MinuteData.stream()
                    List<Kline> kline15MinuteData = getKlineDataByInstIdAndBar(instId, "1m");
                    List<BigDecimal> historicalPrices = kline15MinuteData.stream()
                            .map(Kline::getC)
                            .collect(Collectors.toList());
                    try {
                        // 执行策略
                        strategy.execute(fiveMinPrices);
                        boolean skip = strategy.getSkip();
                        if (skip){
                            log.info("跳过");
                            return;
                        }

                        System.out.println("策略初始化成功！");
                    } catch (Exception e) {
                        System.err.println("策略初始化失败：" + e.getMessage());
                        e.printStackTrace();
                    log.info("生成100个15分钟价格数据点成功！");
                    // 使用策略分析最新价格数据
                    MacdMaStrategy.TradingOrder tradingOrderOpen = strategy.generateTradingOrder(historicalPrices,MacdMaStrategy.OperationType.open.name());
                    MacdMaStrategy.TradingOrder tradingOrderClose = strategy.generateTradingOrder(historicalPrices,MacdMaStrategy.OperationType.close.name());
                    if (tradingOrderOpen == null && tradingOrderClose == null){
                        return;
                    }

                    Collection<OkxQuantWebSocketClient> allClients = clientManager.getAllClients();
                    //如果为空，则直接返回
                    if (allClients.isEmpty()) {
@@ -365,42 +359,37 @@
                    for (OkxQuantWebSocketClient client : clientManager.getAllClients()) {
                        String accountName = client.getAccountName();
                        if (accountName != null) {
                            TradeRequestParam tradeRequestParam = new TradeRequestParam();
                            tradeRequestParam = strategy.getOrderParamOpen(tradeRequestParam);
                            String posSide = tradeRequestParam.getPosSide();
                            String side = tradeRequestParam.getSide();
                            BigDecimal posHold = PositionsWs.getAccountMap(PositionsWs.initAccountName(accountName, posSide)).get("pos");
                            if (posHold != null && posHold.compareTo(BigDecimal.ZERO) > 0){
                                tradeRequestParam = strategy.getOrderParamClose(tradeRequestParam);
                            if (ObjectUtil.isNotEmpty(tradingOrderOpen)){
                                // 根据信号执行交易操作
                                TradeRequestParam tradeRequestParam = new TradeRequestParam();

                                String posSide = tradingOrderOpen.getPosSide();
                                tradeRequestParam.setPosSide(posSide);
                                String currentPrice = String.valueOf(closePx);
                                tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);

                                String side = tradingOrderOpen.getSide();
                                tradeRequestParam.setSide(side);

                                String clOrdId = WsParamBuild.getOrderNum(side);
                                tradeRequestParam.setClOrdId(clOrdId);

                                String sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
                                tradeRequestParam.setSz(sz);
                                TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
                            }
                            String currentPrice = String.valueOf(closePx);
                            tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);
                            String clOrdId = WsParamBuild.getOrderNum(side);
                            tradeRequestParam.setClOrdId(clOrdId);
                            String sz = null;
                            if (posSide == CoinEnums.POSSIDE_LONG.getCode()){
                                if (side == CoinEnums.SIDE_BUY.getCode()){
                                    sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
                                }else if (side == CoinEnums.SIDE_SELL.getCode()){
                                    BigDecimal pos = PositionsWs.getAccountMap(PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_LONG.getCode())).get("pos");
                                    if (BigDecimal.ZERO.compareTo( pos) >= 0) {
                                        tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
                                    }
                                    sz = String.valueOf( pos);
                                }
                            }else if (posSide == CoinEnums.POSSIDE_SHORT.getCode()){
                                if (side == CoinEnums.SIDE_BUY.getCode()){
                                    BigDecimal pos = PositionsWs.getAccountMap(PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_SHORT.getCode())).get("pos");
                                    if (BigDecimal.ZERO.compareTo( pos) >= 0) {
                                        tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
                                    }
                                    sz = String.valueOf( pos);
                                }else if (side == CoinEnums.SIDE_SELL.getCode()){
                                    sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
                                 }
                            if (ObjectUtil.isNotEmpty(tradingOrderClose)){
                                // 根据信号执行交易操作
                                TradeRequestParam tradeRequestParam = new TradeRequestParam();

                                String posSide = tradingOrderClose.getPosSide();
                                tradeRequestParam.setPosSide(posSide);
                                String currentPrice = String.valueOf(closePx);
                                tradeRequestParam = caoZuoService.caoZuoZhiSunEvent(accountName, currentPrice, posSide);

                                TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
                            }
                            tradeRequestParam.setSz(sz);
                            TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);

                        }
                    }
                }