feat(indicator): 添加MACD背离检测功能并优化策略判断逻辑

Administrator

8 days ago 6720d44ba58f513263dd603f33d6a65181649a7c

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

@@ -240,13 +240,18 @@
        // 4. 波动率过滤（必须在合理范围内）
        boolean volatilityFilter = isVolatilityInRange(volatility);
        
        if (macdPositive && volatilityFilter && isMacdFavorable) {
            log.info("多头信号形成, MACD有利状态: {}, 柱状线为正: {}, 波动率过滤: {}",
                    isMacdFavorable, macdPositive, volatilityFilter);
        }
        // 5. 底背离检查（增强多头信号可靠性）
        boolean isBottomDivergence = MACDCalculator.isBottomDivergence(closePrices, macdResult);
        
        // 所有条件必须同时满足
        return macdPositive && volatilityFilter && isMacdFavorable;
        boolean result = macdPositive && volatilityFilter && (isMacdFavorable || isBottomDivergence);
        
        if (result) {
            log.info("多头信号形成, MACD有利状态: {}, 柱状线为正: {}, 波动率过滤: {}, 底背离: {}",
                    isMacdFavorable, macdPositive, volatilityFilter, isBottomDivergence);
        }
        
        return result;
    }

    /**
@@ -267,13 +272,18 @@
        // 4. 波动率过滤（必须在合理范围内）
        boolean volatilityFilter = isVolatilityInRange(volatility);
        
        if (macdNegative && volatilityFilter && isMacdFavorable) {
            log.info("空头信号形成, MACD有利状态: {}, 柱状线为负: {}, 波动率过滤: {}",
                    isMacdFavorable, macdNegative, volatilityFilter);
        }
        // 5. 顶背离检查（增强空头信号可靠性）
        boolean isTopDivergence = MACDCalculator.isTopDivergence(closePrices, macdResult);
        
        // 所有条件必须同时满足
        return macdNegative && volatilityFilter && isMacdFavorable;
        boolean result = macdNegative && volatilityFilter && (isMacdFavorable || isTopDivergence);
        
        if (result) {
            log.info("空头信号形成, MACD有利状态: {}, 柱状线为负: {}, 波动率过滤: {}, 顶背离: {}",
                    isMacdFavorable, macdNegative, volatilityFilter, isTopDivergence);
        }
        
        return result;
    }
    
    /**
@@ -405,13 +415,13 @@
        
        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 &&
        // 优化后的死叉柱状线条件：空头趋势中，死叉应伴随柱状线扩张（绝对值增大）
        boolean isExpanding = latest.getMacdHist().compareTo(BigDecimal.ZERO) < 0 &&
                              previous.getMacdHist().compareTo(BigDecimal.ZERO) < 0 &&
                              previous.getMacdHist().abs().compareTo(latest.getMacdHist().abs()) > 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 && isDown;
        return isDeathCross && isExpanding && isDown;
    }
    
    /**