refactor(indicator): 重构MACD_MA策略的持仓状态和交易逻辑

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2025-12-29 b22f1797312ac54028f24c50ef9277f75c8ef9fc

refactor(indicator): 重构MACD_MA策略的持仓状态和交易逻辑

- 修改PositionType枚举，将LONG/SHORT拆分为LONG_BUY/LONG_SELL/SHORT_SELL/SHORT_BUY
- 更新开仓逻辑，返回对应的持仓状态类型
- 添加平仓条件检查方法isLongExitCondition和isShortExitCondition
- 重构MACD金叉死叉判断逻辑，分离为独立的检测方法
- 修改交易指令生成逻辑，根据新的持仓状态返回正确的side和posSide组合
- 优化MACD柱状线正负值检查和扩张收缩逻辑
- 移除OrderInfoWs中的止损止盈处理逻辑
- 更新WebSocket客户端中的订单处理流程

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

@@ -371,21 +371,23 @@
                            tradeRequestParam.setClOrdId(clOrdId);

                            String sz = null;
                            if (posSide == CoinEnums.POSSIDE_LONG.getCode() && side == CoinEnums.SIDE_BUY.getCode()){
                            if (
                                    (posSide == CoinEnums.POSSIDE_LONG.getCode() && side == CoinEnums.SIDE_BUY.getCode())
                                            ||
                                            (posSide == CoinEnums.POSSIDE_SHORT.getCode() && side == CoinEnums.SIDE_SELL.getCode())
                            ){
                                sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
                                tradeRequestParam.setSz(sz);
                                TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
                            }else if (posSide == CoinEnums.POSSIDE_SHORT.getCode() && side == CoinEnums.SIDE_SELL.getCode()){
                                sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
                                tradeRequestParam.setSz(sz);
                                TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
                            }else if (
                                    (posSide == CoinEnums.POSSIDE_LONG.getCode() && side == CoinEnums.SIDE_SELL.getCode())
                                            ||
                                            (posSide == CoinEnums.POSSIDE_SHORT.getCode() && side == CoinEnums.SIDE_BUY.getCode())
                            ){
                                BigDecimal pos = PositionsWs.getAccountMap(PositionsWs.initAccountName(accountName, posSide)).get("pos");

                                BigDecimal pos = PositionsWs.getAccountMap(PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_LONG.getCode())).get("pos");
                                if (BigDecimal.ZERO.compareTo( pos) >= 0) {
                                    TradeRequestParam tradeRequestParamOld = caoZuoService.caoZuoZhiSunEvent(accountName, String.valueOf(closePx), CoinEnums.POSSIDE_LONG.getCode());
                                    TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParamOld);
                                sz = String.valueOf(pos);
                                }
                            }
                            tradeRequestParam.setSz(sz);
                            TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
                        }
                    }
                }

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

@@ -383,9 +383,7 @@
        // 注意：当前实现中，OrderInfoWs等类使用静态Map存储数据
        // 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(tradeRequestParam.getAccountName(), tradeRequestParam.getMarkPx(), tradeRequestParam.getPosSide());
            TradeOrderWs.orderZhiYingZhiSunEventNoState(webSocketClient, tradeRequestParam);
            OrderInfoWs.handleEvent(response, redisUtils, account.name());
        }else if (AccountWs.ACCOUNTWS_CHANNEL.equals(channel)) {
            AccountWs.handleEvent(response, account.name());
        } else if (PositionsWs.POSITIONSWS_CHANNEL.equals(channel)) {

 src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MACD_MA_Strategy_Documentation

File was deleted

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

@@ -24,9 +24,11 @@
    /** 持仓状态枚举 */
    public enum PositionType {
        /** 多头持仓 */
        LONG,
        LONG_BUY,
        LONG_SELL,
        /** 空头持仓 */
        SHORT,
        SHORT_SELL,
        SHORT_BUY,
        /** 空仓 */
        NONE
    }
@@ -109,7 +111,7 @@
            // 执行开多
            this.entryPrice = latestPrice;
            this.entryTime = System.currentTimeMillis();
            return PositionType.LONG;
            return PositionType.LONG_BUY;
        }

        // 空头开仓条件检查
@@ -117,7 +119,14 @@
            // 执行开空
            this.entryPrice = latestPrice;
            this.entryTime = System.currentTimeMillis();
            return PositionType.SHORT;
            return PositionType.SHORT_SELL;
        }
         if (isLongExitCondition(macdResult, latestPrice)) {
              // 执行平多
             return PositionType.LONG_SELL;
        }
         if (isShortExitCondition(macdResult, latestPrice)) {
              return PositionType.SHORT_BUY;
        }

        // 无信号
@@ -161,12 +170,18 @@
        PositionType signal = analyze(historicalPrices);

        // 根据信号和当前持仓状态生成交易指令
        if (signal == PositionType.LONG) {
        if (signal == PositionType.LONG_BUY) {
            // 开多：买入开多（side 填写 buy； posSide 填写 long ）
            return new TradingOrder("buy", "long");
        } else if (signal == PositionType.SHORT) {
        } else if (signal == PositionType.LONG_SELL) {
            // 开空：卖出开空（side 填写 sell； posSide 填写 short ）
            return new TradingOrder("sell", "long");
        } else if (signal == PositionType.SHORT_SELL) {
            // 开空：卖出开空（side 填写 sell； posSide 填写 short ）
            return new TradingOrder("sell", "short");
        } else if (signal == PositionType.SHORT_BUY) {
            // 开空：卖出开空（side 填写 sell； posSide 填写 short ）
            return new TradingOrder("buy", "short");
        }
        // 没有交易信号
        return null;
@@ -181,28 +196,23 @@
     * @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（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;

        // 2. MACD金叉且柱状线扩张检查
        boolean isMacdFavorable = isMacdGoldenCrossAndExpanding(macdResult);
        
        // 3. MACD柱状线必须为正
        boolean macdPositive = isMacdPositive(macdResult);
        
        // 4. 波动率过滤（必须在合理范围内）
        boolean volatilityFilter = isVolatilityInRange(volatility);
        
        if (macdPositive && volatilityFilter && isMacdFavorable) {
            log.info("多头信号形成, MACD有利状态: {}, 柱状线为正: {}, 波动率过滤: {}",
                    isMacdFavorable, macdPositive, volatilityFilter);
        }
        boolean bullishSignalFormed = BullishSignalDetector.isBullishSignalFormed(macdResult, closePrices);
        boolean isExpanding = isExpanding(macdResult);

        PriceData latest = macdData.get(macdData.size() - 1);
        // 2. MACD柱状线为正
        boolean macdPositive = latest.getMacdHist().compareTo(BigDecimal.ZERO) > 0;

        // 3. 简化的波动率检查
        boolean volatilityFilter = volatility.compareTo(BigDecimal.ZERO) > 0;

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

    /**
@@ -213,40 +223,83 @@
     * @param volatility 当前波动率
     * @return 是否满足空头开仓条件
     */
    private boolean isShortEntryCondition(MACDResult macdResult, List<BigDecimal> closePrices,
                                          BigDecimal volatility) {
        List<PriceData> macdData = macdResult.getMacdData();
        if (macdData.size() < 1) {
            return false;
        }
        boolean bearishSignalFormed = BearishSignalDetector.isBearishSignalFormed(macdResult, closePrices);
        // 2. MACD柱状线收缩+死叉检查
        boolean isContracting = isContracting(macdResult);
    private boolean isShortEntryCondition(MACDResult macdResult, List<BigDecimal> closePrices, BigDecimal volatility) {
        // 2. MACD死叉且柱状线收缩检查
        boolean isMacdFavorable = isMacdDeathCrossAndContracting(macdResult);

        // 2. MACD柱状线为负
        PriceData latest = macdData.get(macdData.size() - 1);
        boolean macdPositive = latest.getMacdHist().compareTo(BigDecimal.ZERO) < 0;
        // 3. MACD柱状线必须为负
        boolean macdNegative = isMacdNegative(macdResult);


        // 4. 波动率过滤检查（0.5% ~ 5%）
        // 4. 波动率过滤（必须在合理范围内）
        boolean volatilityFilter = isVolatilityInRange(volatility);
        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);
        
        if (macdNegative && volatilityFilter && isMacdFavorable) {
            log.info("空头信号形成, MACD有利状态: {}, 柱状线为负: {}, 波动率过滤: {}",
                    isMacdFavorable, macdNegative, volatilityFilter);
        }

        // 所有条件必须同时满足
        return isContracting && volatilityFilter && macdPositive && bearishSignalFormed;
        return macdNegative && volatilityFilter && isMacdFavorable;
    }
    
    /**
     * 多头平仓条件检查
     * 
     * @param macdResult MACD计算结果
     * @param currentPrice 当前价格
     * @return 是否满足多头平仓条件
     */
    private boolean isLongExitCondition(MACDResult macdResult, BigDecimal currentPrice) {
        // 1. MACD柱状线由正转负（动量转变）
        List<PriceData> macdData = macdResult.getMacdData();
        if (macdData.size() >= 2) {
            PriceData latest = macdData.get(macdData.size() - 1);
            PriceData previous = macdData.get(macdData.size() - 2);

            boolean momentumShift = previous.getMacdHist().compareTo(BigDecimal.ZERO) >= 0 && 
                                   latest.getMacdHist().abs().compareTo(previous.getMacdHist().abs()) < 0;
            if (momentumShift) {
                return true;
            }
        }
        return false;
    }
    
    /**
     * 空头平仓条件检查
     * 
     * @param macdResult MACD计算结果
     * @param currentPrice 当前价格
     * @return 是否满足空头平仓条件
     */
    private boolean isShortExitCondition(MACDResult macdResult, BigDecimal currentPrice) {
        // 1. MACD柱状线由负转正（动量转变）
        List<PriceData> macdData = macdResult.getMacdData();
        if (macdData.size() >= 2) {
            PriceData latest = macdData.get(macdData.size() - 1);
            PriceData previous = macdData.get(macdData.size() - 2);
            
            boolean momentumShift = previous.getMacdHist().compareTo(BigDecimal.ZERO) <= 0 &&
                                latest.getMacdHist().abs().compareTo(previous.getMacdHist().abs()) < 0;
            if (momentumShift) {
                return true;
            }
        }
        
        return false;
    }

    /**
     * MACD金叉且柱状线扩张检查
     * <p>
     * 条件：
     * 1. DIF线从下往上穿过DEA线（金叉）
     * 2. MACD柱状线绝对值增大且为正值（动量增强）
     *
     * @param macdResult MACD计算结果
     * @return 是否形成MACD金叉且柱状线扩张
     * @return 是否形成MACD金叉或柱状线扩张
     */
    private boolean isExpanding(MACDResult macdResult) {
    private boolean isMacdGoldenCrossAndExpanding(MACDResult macdResult) {
        List<PriceData> macdData = macdResult.getMacdData();
        if (macdData.size() < 3) {
            return false;
@@ -254,21 +307,82 @@

        PriceData latest = macdData.get(macdData.size() - 1);
        PriceData previous = macdData.get(macdData.size() - 2);
        PriceData prevPrev = macdData.get(macdData.size() - 3);

        // 金叉判断：DIF从下往上穿过DEA
        boolean isGoldenCross = prevPrev.getDif().compareTo(prevPrev.getDea()) <= 0 && 
                              previous.getDif().compareTo(previous.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;
        // 柱状线扩张判断：连续正值且绝对值增大
        boolean isExpanding = latest.getMacdHist().compareTo(BigDecimal.ZERO) > 0 && 
                            previous.getMacdHist().compareTo(BigDecimal.ZERO) > 0 &&
                            previous.getMacdHist().abs().compareTo(latest.getMacdHist().abs()) < 0;

        return histogramExpanding;
        // 金叉或柱状线扩张任一满足即可
        return isGoldenCross || isExpanding;
    }
    
    /**
     * MACD柱状线扩张检查
     * <p>
     * 条件：当前MACD柱状线绝对值大于前一根
     * 
     * @param macdResult MACD计算结果
     * @return MACD柱状线是否扩张
     */
    private boolean isExpanding(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);
        
        // MACD柱状线扩张：当前绝对值大于前一根
        return latest.getMacdHist().abs().compareTo(previous.getMacdHist().abs()) > 0;
    }

    /**
     * MACD死叉且柱状线收缩检查
     * <p>
     * 条件：
     * 1. DIF线从上往下穿过DEA线（死叉）
     * 2. MACD柱状线绝对值减小且为负值（动量减弱）
     *
     * @param macdResult MACD计算结果
     * @return 是否形成MACD死叉且柱状线收缩
     * @return 是否形成MACD死叉或柱状线收缩
     */
    private boolean isMacdDeathCrossAndContracting(MACDResult macdResult) {
        List<PriceData> macdData = macdResult.getMacdData();
        if (macdData.size() < 3) {
            return false;
        }

        PriceData latest = macdData.get(macdData.size() - 1);
        PriceData previous = macdData.get(macdData.size() - 2);
        PriceData prevPrev = macdData.get(macdData.size() - 3);
        
        // 死叉判断：DIF从上往下穿过DEA
        boolean isDeathCross = prevPrev.getDif().compareTo(prevPrev.getDea()) >= 0 && 
                             previous.getDif().compareTo(previous.getDea()) < 0;
        
        // 柱状线收缩判断：连续负值且绝对值减小
        boolean isContracting = latest.getMacdHist().compareTo(BigDecimal.ZERO) < 0 && 
                              previous.getMacdHist().compareTo(BigDecimal.ZERO) < 0 &&
                              previous.getMacdHist().abs().compareTo(latest.getMacdHist().abs()) > 0;
        
        // 死叉或柱状线收缩任一满足即可
        return isDeathCross || isContracting;
    }
    
    /**
     * MACD柱状线收缩检查
     * <p>
     * 条件：前一根MACD柱状线绝对值大于当前
     * 
     * @param macdResult MACD计算结果
     * @return MACD柱状线是否收缩
     */
    private boolean isContracting(MACDResult macdResult) {
        List<PriceData> macdData = macdResult.getMacdData();
@@ -279,13 +393,36 @@
        PriceData latest = macdData.get(macdData.size() - 1);
        PriceData previous = macdData.get(macdData.size() - 2);

        // 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;
        // MACD柱状线收缩：前一根绝对值大于当前
        return previous.getMacdHist().abs().compareTo(latest.getMacdHist().abs()) > 0;
    }

        return histogramContracting;
    /**
     * 检查MACD柱状线是否为正值
     * 
     * @param macdResult MACD计算结果
     * @return MACD柱状线是否为正值
     */
    private boolean isMacdPositive(MACDResult macdResult) {
        List<PriceData> macdData = macdResult.getMacdData();
        if (macdData.isEmpty()) {
            return false;
        }
        return macdData.get(macdData.size() - 1).getMacdHist().compareTo(BigDecimal.ZERO) > 0;
    }
    
    /**
     * 检查MACD柱状线是否为负值
     * 
     * @param macdResult MACD计算结果
     * @return MACD柱状线是否为负值
     */
    private boolean isMacdNegative(MACDResult macdResult) {
        List<PriceData> macdData = macdResult.getMacdData();
        if (macdData.isEmpty()) {
            return false;
        }
        return macdData.get(macdData.size() - 1).getMacdHist().compareTo(BigDecimal.ZERO) < 0;
    }

    /**

 src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/OrderInfoWs.java

@@ -115,13 +115,7 @@
                    WsMapBuild.saveStringToMap(accountWsMap, CoinEnums.READY_STATE.name(), CoinEnums.READY_STATE_NO.getCode());

                    log.info("{}: 订单详情已完成: {}, 自定义编号: {}", accountName, CoinEnums.HE_YUE.getCode(), clOrdId);

                    TradeRequestParam tradeRequestParam = new TradeRequestParam();
                    tradeRequestParam.setAccountName(accountName);
                    tradeRequestParam.setMarkPx(String.valueOf(avgPx));
                    String fanfangxiangPosside = CoinEnums.POSSIDE_LONG.getCode().equals(posSide) ? CoinEnums.POSSIDE_SHORT.getCode() : CoinEnums.POSSIDE_LONG.getCode();
                    tradeRequestParam.setPosSide(fanfangxiangPosside);
                    return tradeRequestParam;
                    return null;

                }
                return null;