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/indicator/TradingStrategy.java

@@ -748,13 +748,25 @@
        // 2. 价格触及BOLL上轨且KDJ超买 → 卖出信号
        // 3. 价格回归BOLL中轨 → 平仓信号
        
        // 价格触及BOLL下轨
        boolean isPriceNearBollLower = currentPrice.compareTo(boll.getLower()) >= 0 && 
                                      currentPrice.compareTo(boll.getLower().multiply(new BigDecimal("1.005"))) <= 0;
        // 检查KDJ极端超买超卖情况
        boolean isKdjJExtremeOverbought = kdj.getJ().compareTo(new BigDecimal("100")) > 0;
        boolean isKdjJExtremeOversold = kdj.getJ().compareTo(new BigDecimal("10")) < 0;
        
        // 价格触及BOLL上轨
        // 价格触及BOLL下轨（基础条件）
        boolean isPriceNearBollLower = currentPrice.compareTo(boll.getLower()) >= 0 && 
                                      currentPrice.compareTo(boll.getLower().multiply(new BigDecimal("1.01"))) <= 0;
        
        // 价格触及BOLL上轨（基础条件）
        boolean isPriceNearBollUpper = currentPrice.compareTo(boll.getUpper()) <= 0 && 
                                      currentPrice.compareTo(boll.getUpper().multiply(new BigDecimal("0.995"))) >= 0;
                                      currentPrice.compareTo(boll.getUpper().multiply(new BigDecimal("0.99"))) >= 0;
        
        // 当KDJ-J极度超买/超卖时，放宽BOLL边界要求
        if (isKdjJExtremeOverbought) {
            isPriceNearBollUpper = currentPrice.compareTo(boll.getUpper().multiply(new BigDecimal("0.985"))) >= 0;
        }
        if (isKdjJExtremeOversold) {
            isPriceNearBollLower = currentPrice.compareTo(boll.getLower().multiply(new BigDecimal("1.015"))) <= 0;
        }
        
        // 价格回归BOLL中轨附近
        boolean isPriceNearBollMid = currentPrice.compareTo(boll.getMid().multiply(new BigDecimal("0.998"))) >= 0 && 
@@ -766,19 +778,25 @@
        // KDJ超买（使用调整后的阈值）
        boolean isKdjOverbought = kdj.getJ().compareTo(new BigDecimal(85)) > 0;
        
        // 成交量验证（当前成交量大于20周期均值的1.2倍）
        boolean isVolumeValid = volumeConfirm(volume) && 
                               volume.get(volume.size() - 1).compareTo(calculateMA(volume, config.getVolumeMaPeriod()).multiply(new BigDecimal("1.2"))) > 0;
        // RSI超卖（<30）
        boolean isRsiOversold = rsi.getRsi().compareTo(new BigDecimal(30)) < 0;
        
        // 开多逻辑：价格触及BOLL下轨且KDJ超卖且有成交量支持
        if (isPriceNearBollLower && isKdjOversold && isVolumeValid && !hasLongPosition && !hasShortPosition) {
            log.info("区间交易：价格触及BOLL下轨({}), KDJ-J值({})超卖，生成买入信号", boll.getLower(), kdj.getJ());
        // RSI超买（>70）
        boolean isRsiOverbought = rsi.getRsi().compareTo(new BigDecimal(70)) > 0;
        
        // 成交量验证（当前成交量大于20周期均值的1.1倍）
        boolean isVolumeValid = volumeConfirm(volume) && 
                               volume.get(volume.size() - 1).compareTo(calculateMA(volume, config.getVolumeMaPeriod()).multiply(new BigDecimal("1.1"))) > 0;
        
        // 开多逻辑：价格触及BOLL下轨且KDJ超卖且RSI超卖且有成交量支持
        if (isPriceNearBollLower && isKdjOversold && isRsiOversold && isVolumeValid && !hasLongPosition && !hasShortPosition) {
            log.info("区间交易：价格触及BOLL下轨({}), KDJ-J值({})超卖，RSI({})超卖，生成买入信号", boll.getLower(), kdj.getJ(), rsi.getRsi());
            return SignalType.BUY;
        }
        
        // 开空逻辑：价格触及BOLL上轨且KDJ超买且有成交量支持
        if (isPriceNearBollUpper && isKdjOverbought && isVolumeValid && !hasLongPosition && !hasShortPosition) {
            log.info("区间交易：价格触及BOLL上轨({}), KDJ-J值({})超买，生成卖出信号", boll.getUpper(), kdj.getJ());
        // 开空逻辑：价格触及BOLL上轨且KDJ超买且RSI超买且有成交量支持
        if (isPriceNearBollUpper && isKdjOverbought && isRsiOverbought && isVolumeValid && !hasLongPosition && !hasShortPosition) {
            log.info("区间交易：价格触及BOLL上轨({}), KDJ-J值({})超买，RSI({})超买，生成卖出信号", boll.getUpper(), kdj.getJ(), rsi.getRsi());
            return SignalType.SELL;
        }