feat(okxNewPrice): 添加MACD和EMA组合交易策略实现

Administrator

6 days ago 7903e78b53a98e4ff0670a41476f2d1c16ac19fb

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

@@ -10,6 +10,7 @@
import com.xcong.excoin.modules.blackchain.service.DateUtil;
import com.xcong.excoin.modules.okxNewPrice.celue.CaoZuoService;
import com.xcong.excoin.modules.okxNewPrice.indicator.TradingStrategy;
import com.xcong.excoin.modules.okxNewPrice.indicator.macdAndMatrategy.MacdEmaStrategy;
import com.xcong.excoin.modules.okxNewPrice.indicator.macdAndMatrategy.MacdMaStrategy;
import com.xcong.excoin.modules.okxNewPrice.okxWs.*;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
@@ -343,10 +344,11 @@
                 */
                String confirm = data.getString(8);
                if ("1".equals(confirm)){
                    log.info("{}K线已完结{}:{}",time,closePx,instId);
                    log.info("{}开仓{}:{}",time,closePx,instId);
                    //调用策略
                    // 创建策略实例
                    MacdMaStrategy strategy = new MacdMaStrategy();
//                    MacdMaStrategy strategy = new MacdMaStrategy();
                    MacdEmaStrategy strategy = new MacdEmaStrategy();

                    // 生成200个1m价格数据点
                    List<Kline> kline1MinuteData = getKlineDataByInstIdAndBar(instId, "1m");
@@ -354,20 +356,16 @@
                            .map(Kline::getC)
                            .collect(Collectors.toList());

                    log.info("1m:{}", JSONUtil.parse( historicalPrices1M));

                    // 生成200个1D价格数据点
                    List<Kline> kline1DayData = getKlineDataByInstIdAndBar(instId, "1D");
                    List<BigDecimal> historicalPrices1D = kline1DayData.stream()
                            .map(Kline::getC)
                            .collect(Collectors.toList());
                    log.info("1D:{}", JSONUtil.parse( historicalPrices1D));
//                    List<Kline> kline1DayData = getKlineDataByInstIdAndBar(instId, "1D");
//                    List<BigDecimal> historicalPrices1D = kline1DayData.stream()
//                            .map(Kline::getC)
//                            .collect(Collectors.toList());
//                    log.info("1D:{}", JSONUtil.parse( historicalPrices1D));
                    // 使用策略分析最新价格数据
                    MacdMaStrategy.TradingOrder tradingOrderOpen1M = strategy.generateTradingOrder(historicalPrices1M,historicalPrices1D,MacdMaStrategy.OperationType.open.name());
                    if (tradingOrderOpen1M == null ){
                        return;
                    }
                    if (historicalPrices1D == null ){
//                    MacdMaStrategy.TradingOrder tradingOrderOpenOpen = strategy.generateTradingOrder(historicalPrices1M,historicalPrices1D,MacdMaStrategy.OperationType.open.name());
                    MacdEmaStrategy.TradingOrder tradingOrderOpenOpen = strategy.generateTradingOrder(historicalPrices1M, MacdMaStrategy.OperationType.open.name());
                    if (tradingOrderOpenOpen == null){
                        return;
                    }

@@ -380,16 +378,16 @@
                    for (OkxQuantWebSocketClient client : clientManager.getAllClients()) {
                        String accountName = client.getAccountName();
                        if (accountName != null) {
                            if (ObjectUtil.isNotEmpty(tradingOrderOpen1M)){
                            if (ObjectUtil.isNotEmpty(tradingOrderOpenOpen)){
                                // 根据信号执行交易操作
                                TradeRequestParam tradeRequestParam = new TradeRequestParam();

                                String posSide = tradingOrderOpen1M.getPosSide();
                                String posSide = tradingOrderOpenOpen.getPosSide();
                                tradeRequestParam.setPosSide(posSide);
                                String currentPrice = String.valueOf(closePx);
                                tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);

                                String side = tradingOrderOpen1M.getSide();
                                String side = tradingOrderOpenOpen.getSide();
                                tradeRequestParam.setSide(side);

                                String clOrdId = WsParamBuild.getOrderNum(side);
@@ -401,6 +399,63 @@
                            }
                        }
                    }
                }else{
                    log.info("{}平仓{}:{}",time,closePx,instId);
                    //调用策略
                    // 创建策略实例
                    MacdMaStrategy strategy = new MacdMaStrategy();

                    // 生成200个1m价格数据点
                    List<Kline> kline1MinuteData = getKlineDataByInstIdAndBar(instId, "1m");
                    List<BigDecimal> historicalPrices1M = kline1MinuteData.stream()
                            .map(Kline::getC)
                            .collect(Collectors.toList());


                    // 生成200个1D价格数据点
                    List<Kline> kline1DayData = getKlineDataByInstIdAndBar(instId, "1D");
                    List<BigDecimal> historicalPrices1D = kline1DayData.stream()
                            .map(Kline::getC)
                            .collect(Collectors.toList());
                    // 使用策略分析最新价格数据
                    MacdMaStrategy.TradingOrder tradingOrderOpenClose = strategy.generateTradingOrder(historicalPrices1M,historicalPrices1D,MacdMaStrategy.OperationType.close.name());
                    if (tradingOrderOpenClose == null){
                        return;
                    }

                    Collection<OkxQuantWebSocketClient> allClients = clientManager.getAllClients();
                    //如果为空，则直接返回
                    if (allClients.isEmpty()) {
                        return;
                    }
                    // 获取所有OkxQuantWebSocketClient实例
                    for (OkxQuantWebSocketClient client : clientManager.getAllClients()) {
                        String accountName = client.getAccountName();
                        if (accountName != null) {
                            if (ObjectUtil.isNotEmpty(tradingOrderOpenClose)){
                                // 根据信号执行交易操作
                                TradeRequestParam tradeRequestParam = new TradeRequestParam();
                                tradeRequestParam.setAccountName(accountName);
                                tradeRequestParam.setMarkPx(String.valueOf(closePx));
                                tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
                                tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
                                tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
                                String posSide = tradingOrderOpenClose.getPosSide();
                                tradeRequestParam.setPosSide(posSide);

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

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

                                String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
                                BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
                                tradeRequestParam.setSz(String.valueOf(pos));
                                TradeOrderWs.orderZhiYingZhiSunEventNoState(client.getWebSocketClient(), tradeRequestParam);
                            }
                        }
                    }
                }
            }
        } catch (Exception e) {