refactor(indicator): 优化MACD计算逻辑并修复数据处理顺序问题

Administrator

7 days ago bfb3c88962ab015056d9c0ebe3ca0abaf8af8000

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

@@ -3,9 +3,11 @@
import cn.hutool.core.collection.CollUtil;
import cn.hutool.core.util.ObjectUtil;
import cn.hutool.json.JSONException;
import cn.hutool.json.JSONUtil;
import com.alibaba.fastjson.JSON;
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
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.MacdMaStrategy;
@@ -332,6 +334,8 @@
                BigDecimal lowPx = new BigDecimal(data.getString(3));
                BigDecimal closePx = new BigDecimal(data.getString(4));
                BigDecimal vol = new BigDecimal(data.getString(5));
                //ts   String   开始时间，Unix时间戳的毫秒数格式，如 1597026383085 转日期：2020-08-07 15:13:03.085
                String time = DateUtil.TimeStampToDateTime(Long.parseLong(data.getString(0)));
                /**
                 * K线状态
                 * 0：K线未完结
@@ -339,37 +343,33 @@
                 */
                String confirm = data.getString(8);
                if ("1".equals(confirm)){
                    log.info("{}K线已完结{}:{}",time,closePx,instId);
                    //调用策略
                    // 创建策略实例
                    MacdMaStrategy strategy = new MacdMaStrategy();

                    // 生成100个15分钟价格数据点
                    // 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());

                    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));
                    // 使用策略分析最新价格数据
                    MacdMaStrategy.TradingOrder tradingOrderOpen1M = strategy.generateTradingOrder(historicalPrices1M,MacdMaStrategy.OperationType.open.name());
                    MacdMaStrategy.TradingOrder tradingOrderOpen1M = strategy.generateTradingOrder(historicalPrices1M,historicalPrices1D,MacdMaStrategy.OperationType.open.name());
                    if (tradingOrderOpen1M == null ){
                        return;
                    }

//                    List<Kline> kline15MinuteData = getKlineDataByInstIdAndBar(instId, "15m");
//                    List<BigDecimal> historicalPrices15M = kline15MinuteData.stream()
//                            .map(Kline::getC)
//                            .collect(Collectors.toList());
//                    // 使用策略分析最新价格数据
//                    MacdMaStrategy.TradingOrder tradingOrderOpen15M = strategy.generateTradingOrder(historicalPrices15M,MacdMaStrategy.OperationType.open.name());
//                    if (tradingOrderOpen15M == null ){
//                        return;
//                    }
//
//                    if (!tradingOrderOpen1M.getPosSide().equals(tradingOrderOpen15M.getPosSide())){
//                        return;
//                    }

//                    log.info("1分钟和15分钟K线方向一致，开始执行交易操作！");

                    if (historicalPrices1D == null ){
                        return;
                    }

                    Collection<OkxQuantWebSocketClient> allClients = clientManager.getAllClients();
                    //如果为空，则直接返回
@@ -425,16 +425,19 @@
                    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);
                            }