| | |
| | | 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, "15m"); |
| | | 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 tradingOrder = strategy.generateTradingOrder(historicalPrices); |
| | | |
| | | Collection<OkxQuantWebSocketClient> allClients = clientManager.getAllClients(); |
| | | //如果为空,则直接返回 |
| | |
| | | for (OkxQuantWebSocketClient client : clientManager.getAllClients()) { |
| | | String accountName = client.getAccountName(); |
| | | if (accountName != null) { |
| | | // 根据信号执行交易操作 |
| | | 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); |
| | | } |
| | | String posSide = tradingOrder.getPosSide(); |
| | | String side = tradingOrder.getSide(); |
| | | String currentPrice = String.valueOf(closePx); |
| | | tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide); |
| | | String clOrdId = WsParamBuild.getOrderNum(side); |