| | |
| | | */ |
| | | 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(); |
| | |
| | | .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() |
| | |
| | | .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()); |
| | | if (tradingOrderOpenOpen == null){ |
| | | return; |
| | | } |
| | | |
| | |
| | | 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); |
| | |
| | | String sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name()); |
| | | tradeRequestParam.setSz(sz); |
| | | TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam); |
| | | } |
| | | } |
| | | } |
| | | }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); |
| | | } |
| | | } |
| | | } |
| | |
| | | for (String[] s : klinesList) { |
| | | // 确保数组有足够的元素 |
| | | if (s != null && s.length >= 9) { |
| | | String s1 = s[8]; |
| | | try { |
| | | Kline kline = new Kline(); |
| | | kline.setTs(s[0]); |
| | | kline.setO(new BigDecimal(s[1])); |
| | | kline.setH(new BigDecimal(s[2])); |
| | | kline.setL(new BigDecimal(s[3])); |
| | | kline.setC(new BigDecimal(s[4])); |
| | | kline.setVol(new BigDecimal(s[5])); |
| | | kline.setConfirm(s[8]); |
| | | klineList.add(kline); |
| | | if ("1".equals(s1)){ |
| | | Kline kline = new Kline(); |
| | | kline.setTs(s[0]); |
| | | kline.setO(new BigDecimal(s[1])); |
| | | kline.setH(new BigDecimal(s[2])); |
| | | kline.setL(new BigDecimal(s[3])); |
| | | kline.setC(new BigDecimal(s[4])); |
| | | kline.setVol(new BigDecimal(s[5])); |
| | | kline.setConfirm(s[8]); |
| | | klineList.add(kline); |
| | | } |
| | | } catch (NumberFormatException e) { |
| | | log.error("K线数据转换为BigDecimal失败: {}", Arrays.toString(s), e); |
| | | } |