From 212e20fa6e9d0cc69d7f70339ecd47d4ec286533 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Sun, 04 Jan 2026 11:03:41 +0800
Subject: [PATCH] feat(okxNewPrice): 优化MACD策略交易判断逻辑
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java | 28 ++++++++++++++--------------
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy.java | 12 ++++++++----
2 files changed, 22 insertions(+), 18 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
index 953f4b6..fb1812b 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
@@ -350,21 +350,21 @@
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;
- }
+// 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;
+// }
- 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！");
+// log.info("1分钟和15分钟K线方向一致，开始执行交易操作！");
Collection<OkxQuantWebSocketClient> allClients = clientManager.getAllClients();
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy.java
index 63c9d52..a335dd8 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy.java
@@ -346,14 +346,16 @@
// 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;
+
+ boolean isUp = latest.getDif().compareTo(BigDecimal.ZERO) > 0 && latest.getDea().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 &&
+ boolean isExpanding = latest.getMacdHist().compareTo(BigDecimal.ZERO) > 0 &&
previous.getMacdHist().compareTo(BigDecimal.ZERO) > 0 &&
previous.getMacdHist().abs().compareTo(latest.getMacdHist().abs()) < 0;
// 金叉或柱状线扩张任一满足即可
- return isGoldenCross && isExpanding;
+ return isGoldenCross && isExpanding && isUp;
}
/**
@@ -401,13 +403,15 @@
boolean isDeathCross = prevPrev.getDif().compareTo(prevPrev.getDea()) >= 0 &&
previous.getDif().compareTo(previous.getDea()) < 0;
+ boolean isDown = latest.getDif().compareTo(BigDecimal.ZERO) < 0 && latest.getDea().compareTo(BigDecimal.ZERO) < 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 &&
+ 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;
+ return isDeathCross && isContracting && isDown;
}
/**
--
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