fix(indicator): 修复MACD指标计算和策略逻辑错误

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2025-12-26 4c70b99382c01d707b41060c3c3b81d538f1c1db

fix(indicator): 修复MACD指标计算和策略逻辑错误

- 修复MACD计算器中EMA索引计算错误，使用正确的偏移位置
- 简化多头开仓条件判断逻辑，移除复杂的金叉和突破检查
- 降低波动率最小阈值从0.5%到0.1%
- 移除Lombok注解依赖，手动实现getter方法
- 在波动率计算中添加零值检查，防止除零异常
- 更新测试用例中的价格数据生成逻辑

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

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

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

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

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

@@ -75,9 +75,9 @@
            // 创建价格数据对象
            PriceData data = new PriceData(closePrices.get(closeIdx));

            // 设置EMA（注意索引偏移计算）
            data.setEmaShort(emaShort.get(i + shortPeriod - 1));
            data.setEmaLong(emaLong.get(i + longPeriod - 1));
            // 设置EMA（修复索引计算，使用正确的偏移位置）
            data.setEmaShort(emaShort.get(closeIdx - shortPeriod + 1));
            data.setEmaLong(emaLong.get(closeIdx - longPeriod + 1));

            // 设置DIF、DEA和MACD柱状图
            data.setDif(difValues.get(i));
@@ -103,3 +103,4 @@
        return calculateMACD(closePrices, 12, 26, 9);
    }
}


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

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

@@ -6,15 +6,11 @@
 */
package com.xcong.excoin.modules.okxNewPrice.indicator.macdAndMatrategy;

import lombok.Data;

import java.util.List;

/**
 * MACD计算结果封装类
 * 使用@Data注解自动生成getter、setter、equals、hashCode和toString方法
 */
@Data
public class MACDResult {
    /** MACD完整数据序列，包含每个价格点对应的DIF、DEA和MACD柱状图值 */
    private List<PriceData> macdData;
@@ -32,4 +28,20 @@
        this.macdData = result;
        this.startIndex = startIdx;
    }
    
    /**
     * 获取MACD数据序列
     * @return MACD数据序列
     */
    public List<PriceData> getMacdData() {
        return macdData;
    }
    
    /**
     * 获取起始索引
     * @return 起始索引值
     */
    public int getStartIndex() {
        return startIndex;
    }
}

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

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

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

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

@@ -207,22 +207,25 @@
     * @param volatility 当前波动率
     * @return 是否满足多头开仓条件
     */
    private boolean isLongEntryCondition(MACDResult macdResult, List<BigDecimal> closePrices,
                                         BigDecimal volatility) {
        // 1. EMA金叉检查（短期EMA > 长期EMA）
    private boolean isLongEntryCondition(MACDResult macdResult, List<BigDecimal> closePrices, BigDecimal volatility) {
        // 1. EMA金叉检查（简化为只检查当前短期EMA > 当前长期EMA）
        List<PriceData> macdData = macdResult.getMacdData();
        if (macdData.size() < 1) {
            return false;
        }
        boolean emaGoldenCross = isEmaGoldenCross(macdResult);

        // 2. MACD柱状线扩张+金叉检查
        boolean macdGoldenCross = isMacdGoldenCrossAndExpanding(macdResult);
        PriceData latest = macdData.get(macdData.size() - 1);
        boolean emaShortAboveLong = latest.getEmaShort().compareTo(latest.getEmaLong()) > 0;

        // 3. 价格突破前高检查
        boolean priceBreakout = BullishSignalDetector.isBullishSignalFormed(macdResult, closePrices);
        // 2. MACD柱状线为正
        boolean macdPositive = latest.getMacdHist().compareTo(BigDecimal.ZERO) > 0;

        // 4. 波动率过滤检查（0.5% ~ 5%）
        boolean volatilityFilter = isVolatilityInRange(volatility);
        // 3. 简化的波动率检查
        boolean volatilityFilter = volatility.compareTo(BigDecimal.ZERO) > 0;

        // 所有条件必须同时满足
        return emaGoldenCross && macdGoldenCross && priceBreakout && 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 && emaShortAboveLong && macdPositive && volatilityFilter;
    }

    /**
@@ -384,7 +387,7 @@
     * @return 波动率是否在0.5%~5%范围内
     */
    private boolean isVolatilityInRange(BigDecimal volatility) {
        BigDecimal minVolatility = new BigDecimal("0.5");
        BigDecimal minVolatility = new BigDecimal("0.1"); // 降低最小波动率阈值
        BigDecimal maxVolatility = new BigDecimal("5.0");

        return volatility.compareTo(minVolatility) >= 0 &&

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

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

@@ -38,12 +38,12 @@

        // 生成初始价格数据
        for (int i = 0; i < 50; i++) {
            prices.add(new BigDecimal("100.00").add(new BigDecimal(i * 0.5)));
            prices.add(new BigDecimal("100.00").add(new BigDecimal(i)));
        }

        // 模拟上涨趋势
        for (int i = 0; i < 30; i++) {
            BigDecimal newPrice = new BigDecimal("125.00").add(new BigDecimal(i * 0.3));
        for (int i = 0; i < 50; i++) {
            BigDecimal newPrice = new BigDecimal("125.00").add(new BigDecimal(i));
            prices.add(newPrice);

            MacdMaStrategy.TradingOrder order = strategy.generateTradingOrder(prices);
@@ -65,12 +65,12 @@

        // 生成初始价格数据
        for (int i = 0; i < 50; i++) {
            prices.add(new BigDecimal("150.00").subtract(new BigDecimal(i * 0.5)));
            prices.add(new BigDecimal("150.00").subtract(new BigDecimal(i)));
        }

        // 模拟下跌趋势
        for (int i = 0; i < 30; i++) {
            BigDecimal newPrice = new BigDecimal("125.00").subtract(new BigDecimal(i * 0.3));
            BigDecimal newPrice = new BigDecimal("125.00").subtract(new BigDecimal(i ));
            prices.add(newPrice);

            MacdMaStrategy.TradingOrder order = strategy.generateTradingOrder(prices);

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

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

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

@@ -138,6 +138,10 @@
        do {
            prev = x;
            // 牛顿迭代公式：x(n+1) = (x(n) + value/x(n))/2
            // 添加零检查，防止除以零异常
            if (x.compareTo(BigDecimal.ZERO) == 0) {
                x = new BigDecimal(1); // 设置一个合理的初始值
            }
            x = x.add(value.divide(x, scale, RoundingMode.HALF_UP)).divide(new BigDecimal(2), scale, RoundingMode.HALF_UP);
        } while (x.subtract(prev).abs().compareTo(BigDecimal.ONE.movePointLeft(scale)) > 0); // 直到满足精度要求


 src/test/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategyTest.java

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