refactor(okxNewPrice): 优化MACD策略日志输出和交易逻辑

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6 days ago de704d4f87680600aa03782bcd905487e3e81e5f

refactor(okxNewPrice): 优化MACD策略日志输出和交易逻辑

- 移除多余的200日EMA价格日志输出
- 修正多头和空头信号检查日志格式
- 移除未使用的MACD均线策略注释代码
- 同时处理开仓和平仓交易订单
- 添加平仓交易处理方法doclose
- 重构交易执行逻辑到独立方法中

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

@@ -347,7 +347,6 @@
                    log.info("{}开仓{}:{}",time,closePx,instId);
                    //调用策略
                    // 创建策略实例
//                    MacdMaStrategy strategy = new MacdMaStrategy();
                    MacdEmaStrategy strategy = new MacdEmaStrategy();

                    // 生成200个1m价格数据点
@@ -356,16 +355,10 @@
                            .map(Kline::getC)
                            .collect(Collectors.toList());

                    // 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 tradingOrderOpenOpen = strategy.generateTradingOrder(historicalPrices1M,historicalPrices1D,MacdMaStrategy.OperationType.open.name());
                    MacdEmaStrategy.TradingOrder tradingOrderOpenOpen = strategy.generateTradingOrder(historicalPrices1M, MacdMaStrategy.OperationType.open.name());
                    if (tradingOrderOpenOpen == null){
                    MacdEmaStrategy.TradingOrder tradingOrderOpenClose = strategy.generateTradingOrder(historicalPrices1M, MacdMaStrategy.OperationType.close.name());
                    if (tradingOrderOpenOpen == null && tradingOrderOpenClose == null){
                        return;
                    }

@@ -379,91 +372,63 @@
                        String accountName = client.getAccountName();
                        if (accountName != null) {
                            if (ObjectUtil.isNotEmpty(tradingOrderOpenOpen)){
                                // 根据信号执行交易操作
                                TradeRequestParam tradeRequestParam = new TradeRequestParam();

                                String posSide = tradingOrderOpenOpen.getPosSide();
                                tradeRequestParam.setPosSide(posSide);
                                String currentPrice = String.valueOf(closePx);
                                tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);

                                String side = tradingOrderOpenOpen.getSide();
                                tradeRequestParam.setSide(side);

                                String clOrdId = WsParamBuild.getOrderNum(side);
                                tradeRequestParam.setClOrdId(clOrdId);

                                String sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
                                tradeRequestParam.setSz(sz);
                                TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
                                doOpen(client.getWebSocketClient(),accountName, tradingOrderOpenOpen, closePx);
                            }
                            if (ObjectUtil.isNotEmpty(tradingOrderOpenClose)){
                                doOpen(client.getWebSocketClient(),accountName, tradingOrderOpenClose, closePx);
                            }
                        }
                    }
                }
//                else{
//                    log.info("{}平仓{}:{}",time,closePx,instId);
//                    //调用策略
//                    // 创建策略实例
//                    MacdMaStrategy strategy = new MacdMaStrategy();
//
//                    // 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());
//
//
//                    // 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());
//                    // 使用策略分析最新价格数据
//                    MacdMaStrategy.TradingOrder tradingOrderOpenClose = strategy.generateTradingOrder(historicalPrices1M,historicalPrices1D,MacdMaStrategy.OperationType.close.name());
//                    if (tradingOrderOpenClose == null){
//                        return;
//                    }
//
//                    Collection<OkxQuantWebSocketClient> allClients = clientManager.getAllClients();
//                    //如果为空，则直接返回
//                    if (allClients.isEmpty()) {
//                        return;
//                    }
//                    // 获取所有OkxQuantWebSocketClient实例
//                    for (OkxQuantWebSocketClient client : clientManager.getAllClients()) {
//                        String accountName = client.getAccountName();
//                        if (accountName != null) {
//                            if (ObjectUtil.isNotEmpty(tradingOrderOpenClose)){
//                                // 根据信号执行交易操作
//                                TradeRequestParam tradeRequestParam = new TradeRequestParam();
//                                tradeRequestParam.setAccountName(accountName);
//                                tradeRequestParam.setMarkPx(String.valueOf(closePx));
//                                tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
//                                tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
//                                tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
//                                String posSide = tradingOrderOpenClose.getPosSide();
//                                tradeRequestParam.setPosSide(posSide);
//
//                                String side = tradingOrderOpenClose.getSide();
//                                tradeRequestParam.setSide(side);
//
//                                String clOrdId = WsParamBuild.getOrderNum(side);
//                                tradeRequestParam.setClOrdId(clOrdId);
//
//                                String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
//                                BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
//                                tradeRequestParam.setSz(String.valueOf(pos));
//                                TradeOrderWs.orderZhiYingZhiSunEventNoState(client.getWebSocketClient(), tradeRequestParam);
//                            }
//                        }
//                    }
//                }
            }
        } catch (Exception e) {
            log.error("处理 K线频道推送数据失败", e);
        }
    }

    private void doclose(WebSocketClient webSocketClient, String accountName, MacdEmaStrategy.TradingOrder tradingOrderOpenClose, BigDecimal closePx) {
        // 根据信号执行交易操作
        TradeRequestParam tradeRequestParam = new TradeRequestParam();
        tradeRequestParam.setAccountName(accountName);
        tradeRequestParam.setMarkPx(String.valueOf(closePx));
        tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
        tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
        tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
        String posSide = tradingOrderOpenClose.getPosSide();
        tradeRequestParam.setPosSide(posSide);

        String side = tradingOrderOpenClose.getSide();
        tradeRequestParam.setSide(side);

        String clOrdId = WsParamBuild.getOrderNum(side);
        tradeRequestParam.setClOrdId(clOrdId);

        String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
        BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
        tradeRequestParam.setSz(String.valueOf(pos));
        TradeOrderWs.orderZhiYingZhiSunEventNoState(webSocketClient, tradeRequestParam);
    }

    private void doOpen(WebSocketClient webSocketClient, String accountName, MacdEmaStrategy.TradingOrder tradingOrderOpenOpen, BigDecimal closePx) {
        // 根据信号执行交易操作
        TradeRequestParam tradeRequestParam = new TradeRequestParam();

        String posSide = tradingOrderOpenOpen.getPosSide();
        tradeRequestParam.setPosSide(posSide);
        String currentPrice = String.valueOf(closePx);
        tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);

        String side = tradingOrderOpenOpen.getSide();
        tradeRequestParam.setSide(side);

        String clOrdId = WsParamBuild.getOrderNum(side);
        tradeRequestParam.setClOrdId(clOrdId);

        String sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
        tradeRequestParam.setSz(sz);
        TradeOrderWs.orderEvent(webSocketClient, tradeRequestParam);
    }

    private List<Kline> getKlineDataByInstIdAndBar(String instId, String bar) {
        List<Kline> klineList = new ArrayList<>();
        try {

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

@@ -266,8 +266,7 @@
        List<BigDecimal> trendEma = EMACalculator.calculateEMA(reversed1DPrices, trendPeriod, true);
        BigDecimal latestTrendEma = trendEma.get(trendEma.size() - 1);
        BigDecimal latestPrice = closePrices.get(0);
        log.info( "200日EMA：{}, 最新价格：{}", latestTrendEma,  latestPrice);
        

        // 2. 价格必须位于200日EMA上方（多头趋势确认）
        boolean isAboveTrend = latestPrice.compareTo(latestTrendEma) > 0;
        
@@ -280,8 +279,8 @@
        // 5. 底背离检查（增强多头信号可靠性）
        boolean isBottomDivergence = MACDCalculator.isBottomDivergence(closePrices, macdResult);

        log.info("多头信号检查, 价格位于200日EMA上方: {}, 金叉: {}, MACD柱状线由负转正: {}, 底背离: {}",
                isAboveTrend, isGoldenCross, isMacdHistTurningPositive, isBottomDivergence);
        log.info("多头信号检查, 200日EMA价格{}位于上方: {}, 金叉: {}, MACD柱状线由负转正: {}, 底背离: {}",
                latestTrendEma,isAboveTrend, isGoldenCross, isMacdHistTurningPositive, isBottomDivergence);
        
        // 多头开仓条件：柱状线转强 + 金叉 + (趋势向上或底背离)
        return isMacdHistTurningPositive && isGoldenCross && ( isAboveTrend|| isBottomDivergence);
@@ -303,8 +302,6 @@
        BigDecimal latestTrendEma = trendEma.get(trendEma.size() - 1);
        BigDecimal latestPrice = closePrices.get(0);

        log.info( "200日EMA：{}, 最新价格：{}", latestTrendEma,  latestPrice);
        
        // 2. 价格必须位于200日EMA下方（空头趋势确认）
        boolean isBelowTrend = latestPrice.compareTo(latestTrendEma) < 0;
        
@@ -317,7 +314,7 @@
        // 5. 顶背离检查（增强空头信号可靠性）
        boolean isTopDivergence = MACDCalculator.isTopDivergence(closePrices, macdResult);

        log.info("空头信号检查, 价格位于200日EMA下方: {}, 死叉: {}, MACD柱状线由正转负: {}, 顶背离: {}",
        log.info("空头信号检查, 200日EMA价格{}位于下方: {}, 死叉: {}, MACD柱状线由正转负: {}, 顶背离: {}",
                isBelowTrend, isDeathCross, isMacdHistTurningNegative, isTopDivergence);
        
        // 空头开仓条件：柱状线转弱 + 死叉 + (趋势向下或顶背离)