refactor(indicator): 重构MACD策略信号检测逻辑

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2025-12-29 2cb4335ce706ccb451ccc7edb92fd89b5ad427e2

refactor(indicator): 重构MACD策略信号检测逻辑

- 将金叉死叉检测逻辑替换为新的多头空头信号检测器
- 简化MACD柱状线扩张收缩判断方法
- 移除过时的EMA金叉死叉检查方法
- 优化做多做空条件判断逻辑
- 修复账户名称传递错误问题
- 统一信号检测逻辑，提高代码可读性

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

@@ -384,7 +384,7 @@
        // 这会导致多账号之间的数据冲突。需要进一步修改这些类的设计，让数据存储与特定账号关联
        if (OrderInfoWs.ORDERINFOWS_CHANNEL.equals(channel)) {
            TradeRequestParam tradeRequestParam = OrderInfoWs.handleEvent(response, redisUtils, account.name());
            tradeRequestParam = caoZuoService.caoZuoZhiSunEvent(account.name(), tradeRequestParam.getMarkPx(), tradeRequestParam.getPosSide());
            tradeRequestParam = caoZuoService.caoZuoZhiSunEvent(tradeRequestParam.getAccountName(), tradeRequestParam.getMarkPx(), tradeRequestParam.getPosSide());
            TradeOrderWs.orderZhiYingZhiSunEventNoState(webSocketClient, tradeRequestParam);
        }else if (AccountWs.ACCOUNTWS_CHANNEL.equals(channel)) {
            AccountWs.handleEvent(response, account.name());

 src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy.java

@@ -10,8 +10,6 @@
import lombok.extern.slf4j.Slf4j;

import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.ArrayList;
import java.util.List;

/**
@@ -188,7 +186,8 @@
        if (macdData.size() < 1) {
            return false;
        }
        boolean emaGoldenCross = isMacdGoldenCrossAndExpanding(macdResult);
        boolean bullishSignalFormed = BullishSignalDetector.isBullishSignalFormed(macdResult, closePrices);
        boolean isExpanding = isExpanding(macdResult);

        PriceData latest = macdData.get(macdData.size() - 1);
        // 2. MACD柱状线为正
@@ -197,13 +196,13 @@
        // 3. 简化的波动率检查
        boolean volatilityFilter = volatility.compareTo(BigDecimal.ZERO) > 0;

        if ( emaGoldenCross  && macdPositive && volatilityFilter){
            log.info( "EMA金叉: {}", emaGoldenCross);
        if ( bullishSignalFormed  && macdPositive && volatilityFilter){
            log.info( "EMA金叉: {},扩张：{}", bullishSignalFormed,isExpanding);
            log.info( "MACD柱状线为正: {}" ,macdPositive);
            log.info( "波动率过滤: {}" ,volatilityFilter);
        }
        // 只需要EMA短期在长期上方、MACD柱状线为正且波动率大于0
        return emaGoldenCross && macdPositive && volatilityFilter;
        return bullishSignalFormed && macdPositive && isExpanding && volatilityFilter;
    }

    /**
@@ -220,8 +219,9 @@
        if (macdData.size() < 1) {
            return false;
        }
        boolean bearishSignalFormed = BearishSignalDetector.isBearishSignalFormed(macdResult, closePrices);
        // 2. MACD柱状线收缩+死叉检查
        boolean macdDeathCross = isMacdDeathCrossAndContracting(macdResult);
        boolean isContracting = isContracting(macdResult);

        // 2. MACD柱状线为负
        PriceData latest = macdData.get(macdData.size() - 1);
@@ -230,54 +230,14 @@

        // 4. 波动率过滤检查（0.5% ~ 5%）
        boolean volatilityFilter = isVolatilityInRange(volatility);
        if ( macdDeathCross&& volatilityFilter){
            log.info( "MACD柱状线收缩+死叉: {}", macdDeathCross);
        if ( isContracting&& volatilityFilter){
            log.info( "MACD柱状线死叉: {},收缩: {}", bearishSignalFormed,isContracting);
            log.info( "MACD柱状线为负: {}" ,macdPositive);
            log.info( "波动率过滤: {}", volatilityFilter);
        }

        // 所有条件必须同时满足
        return macdDeathCross && volatilityFilter && macdPositive;
    }

    /**
     * EMA金叉检查
     *
     * @param macdResult MACD计算结果
     * @return 是否形成EMA金叉
     */
    private boolean isEmaGoldenCross(MACDResult macdResult) {
        List<PriceData> macdData = macdResult.getMacdData();
        if (macdData.size() < 2) {
            return false;
        }

        PriceData latest = macdData.get(macdData.size() - 1);
        PriceData previous = macdData.get(macdData.size() - 2);

        // 当前短期EMA > 当前长期EMA，并且前一期短期EMA <= 前一期长期EMA
        return latest.getEmaShort().compareTo(latest.getEmaLong()) > 0 &&
                previous.getEmaShort().compareTo(previous.getEmaLong()) <= 0;
    }

    /**
     * EMA死叉检查
     *
     * @param macdResult MACD计算结果
     * @return 是否形成EMA死叉
     */
    private boolean isEmaDeathCross(MACDResult macdResult) {
        List<PriceData> macdData = macdResult.getMacdData();
        if (macdData.size() < 2) {
            return false;
        }

        PriceData latest = macdData.get(macdData.size() - 1);
        PriceData previous = macdData.get(macdData.size() - 2);

        // 当前短期EMA < 当前长期EMA，并且前一期短期EMA >= 前一期长期EMA
        return latest.getEmaShort().compareTo(latest.getEmaLong()) < 0 &&
                previous.getEmaShort().compareTo(previous.getEmaLong()) >= 0;
        return isContracting && volatilityFilter && macdPositive && bearishSignalFormed;
    }

    /**
@@ -286,7 +246,7 @@
     * @param macdResult MACD计算结果
     * @return 是否形成MACD金叉且柱状线扩张
     */
    private boolean isMacdGoldenCrossAndExpanding(MACDResult macdResult) {
    private boolean isExpanding(MACDResult macdResult) {
        List<PriceData> macdData = macdResult.getMacdData();
        if (macdData.size() < 3) {
            return false;
@@ -295,16 +255,13 @@
        PriceData latest = macdData.get(macdData.size() - 1);
        PriceData previous = macdData.get(macdData.size() - 2);

        // 1. MACD金叉检查（DIF上穿DEA）
        boolean goldenCross = previous.getDif().compareTo(previous.getDea()) <= 0 &&
                latest.getDif().compareTo(latest.getDea()) > 0;

        // 2. MACD柱状线扩张检查
        boolean histogramExpanding =
                previous.getMacdHist().compareTo(latest.getMacdHist()) < 0 &&
                latest.getMacdHist().compareTo(BigDecimal.ZERO) > 0;

        return goldenCross && histogramExpanding;
        return histogramExpanding;
    }

    /**
@@ -313,7 +270,7 @@
     * @param macdResult MACD计算结果
     * @return 是否形成MACD死叉且柱状线收缩
     */
    private boolean isMacdDeathCrossAndContracting(MACDResult macdResult) {
    private boolean isContracting(MACDResult macdResult) {
        List<PriceData> macdData = macdResult.getMacdData();
        if (macdData.size() < 2) {
            return false;
@@ -322,17 +279,13 @@
        PriceData latest = macdData.get(macdData.size() - 1);
        PriceData previous = macdData.get(macdData.size() - 2);

        // 1. MACD死叉检查（DIF下穿DEA）
        boolean deathCross = previous.getDif().compareTo(previous.getDea()) >= 0 &&
                latest.getDif().compareTo(latest.getDea()) < 0;

        // 2. MACD柱状线收缩检查（绝对值减小）
        boolean histogramContracting =
                previous.getMacdHist().abs().compareTo(
                        latest.getMacdHist().abs()) < 0 &&
                latest.getMacdHist().compareTo(BigDecimal.ZERO) < 0;

        return deathCross && histogramContracting;
        return histogramContracting;
    }

    /**