feat(trading): 优化区间交易策略的信号生成逻辑

Administrator

2025-12-24 a8cc19ace8ba3c573afbb656c1c7d233c5e315d4

 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.json.JSONException;
import com.alibaba.fastjson.JSON;
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
@@ -25,10 +26,7 @@
import java.math.BigDecimal;
import java.net.URI;
import java.net.URISyntaxException;
import java.util.ArrayList;
import java.util.Collection;
import java.util.LinkedHashMap;
import java.util.List;
import java.util.*;
import java.util.concurrent.*;
import java.util.concurrent.atomic.AtomicBoolean;
import java.util.concurrent.atomic.AtomicReference;
@@ -340,7 +338,7 @@
                    List<Kline> kline15MinuteData = getKlineDataByInstIdAndBar(instId, "15m");
                    //stream流获取kline15MinuteData中的o数据的集合
                    List<BigDecimal> prices = kline15MinuteData.stream()
                            .map(Kline::getO)
                            .map(Kline::getC)
                            .collect(Collectors.toList());

                    // 生成对应的高、低、收盘价数据
@@ -380,10 +378,10 @@
                    boolean hasUpcomingEvent = false; // 无即将到来的重大事件
                    // 确定市场方向
                    TradingStrategy.Direction direction = tradingStrategy.getDirection(prices, high, low, close, currentPrice);
                    System.out.println("市场方向（15分钟）: " + direction);
                    if (direction == TradingStrategy.Direction.RANGING){
                        return;
                    }
                    log.info("市场方向（15分钟）: {}", direction);
//                    if (direction == TradingStrategy.Direction.RANGING){
//                        return;
//                    }

                    /**
                     * 获取当前网格信息
@@ -413,7 +411,7 @@

                            }
                            //先判断账户是否有持空仓
                            String positionShortAccountName = PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_LONG.getCode());
                            String positionShortAccountName = PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_SHORT.getCode());
                            BigDecimal imrShort = PositionsWs.getAccountMap(positionShortAccountName).get("imr");
                            if (imrShort != null && imrShort.compareTo(BigDecimal.ZERO) > 0){
                                log.info("账户{}有持空仓", accountName);
@@ -495,33 +493,51 @@
    }

    private List<Kline> getKlineDataByInstIdAndBar(String instId, String bar) {


        LinkedHashMap<String, Object> requestParam = new LinkedHashMap<>();
        requestParam.put("instId",instId);
        requestParam.put("bar",bar);
        requestParam.put("limit","100");
        String result = ExchangeLoginService.getInstance(ExchangeInfoEnum.OKX_UAT.name()).lineHistory(requestParam);
        log.info("加载OKX-KLINE，{}", result);
        JSONObject json = JSON.parseObject(result);
        String data = json.getString("data");
        List<String[]> klinesList = JSON.parseArray(data, String[].class);
        if(CollUtil.isEmpty(klinesList)){
            return  null;
        List<Kline> klineList = new ArrayList<>();
        try {
            LinkedHashMap<String, Object> requestParam = new LinkedHashMap<>();
            requestParam.put("instId", instId);
            requestParam.put("bar", bar);
            requestParam.put("limit", "100");
            String result = ExchangeLoginService.getInstance(ExchangeInfoEnum.OKX_UAT.name()).lineHistory(requestParam);
            log.info("加载OKX-KLINE，{}", result);
            
            JSONObject json = JSON.parseObject(result);
            String data = json.getString("data");
            
            if (data != null) {
                List<String[]> klinesList = JSON.parseArray(data, String[].class);
                if (!CollUtil.isEmpty(klinesList)) {
                    for (String[] s : klinesList) {
                        // 确保数组有足够的元素
                        if (s != null && s.length >= 9) {
                            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);
                            } catch (NumberFormatException e) {
                                log.error("K线数据转换为BigDecimal失败: {}", Arrays.toString(s), e);
                            }
                        } else {
                            log.warn("K线数据数组长度不足: {}", Arrays.toString(s));
                        }
                    }
                }
            } else {
                log.warn("K线数据为空");
            }
        } catch (JSONException e) {
            log.error("K线数据解析失败", e);
        } catch (Exception e) {
            log.error("获取K线数据异常", e);
        }
        ArrayList<Kline> objects = new ArrayList<>();
        for(String[] s : klinesList) {
            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]);
            objects.add(kline);
        }
        return objects;
        return klineList;
    }

    /**