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/indicator/macdAndMatrategy/MacdMaStrategy.java | 592 +++++++++++++++++++++++++---------------------------------
1 files changed, 257 insertions(+), 335 deletions(-)
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 4c47269..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
@@ -7,9 +7,9 @@
*/
package com.xcong.excoin.modules.okxNewPrice.indicator.macdAndMatrategy;
+import lombok.extern.slf4j.Slf4j;
+
import java.math.BigDecimal;
-import java.math.RoundingMode;
-import java.util.ArrayList;
import java.util.List;
/**
@@ -18,14 +18,24 @@
* 该策略利用EMA交叉、MACD指标、价格突破信号和波动率过滤，
* 为15分钟K线级别交易提供综合决策支持。
*/
+@Slf4j
public class MacdMaStrategy {
+
+ /** 持仓状态枚举 */
+ public enum OperationType {
+ /** 开仓平仓 */
+ open,
+ close
+ }
/** 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
}
@@ -37,11 +47,6 @@
private int volatilityPeriod; // 波动率计算周期
private BigDecimal stopLossRatio; // 止损比例
private BigDecimal takeProfitRatio; // 止盈比例
-
- // 持仓信息
- private PositionType currentPosition; // 当前持仓状态
- private BigDecimal entryPrice; // 开仓价格
- private long entryTime; // 开仓时间戳
/**
* 默认构造函数，使用标准MACD参数
@@ -71,10 +76,6 @@
this.stopLossRatio = stopLossRatio;
this.takeProfitRatio = takeProfitRatio;
- // 初始化持仓状态为空仓
- this.currentPosition = PositionType.NONE;
- this.entryPrice = BigDecimal.ZERO;
- this.entryTime = 0;
}
/**
@@ -83,7 +84,7 @@
* @param closePrices 收盘价序列
* @return 生成的交易信号（LONG、SHORT或NONE）
*/
- public PositionType analyze(List<BigDecimal> closePrices) {
+ public PositionType analyzeOpen(List<BigDecimal> closePrices) {
// 数据检查：确保有足够的数据点进行计算
if (closePrices == null || closePrices.size() < 34) {
return PositionType.NONE; // 数据不足，无法生成信号
@@ -104,42 +105,58 @@
// 最新收盘价
BigDecimal latestPrice = closePrices.get(closePrices.size() - 1);
- // 3. 检查开仓条件
- if (currentPosition == PositionType.NONE) {
- // 多头开仓条件检查
- if (isLongEntryCondition(macdResult, closePrices, volatility.getValue())) {
- // 执行开多
- this.currentPosition = PositionType.LONG;
- this.entryPrice = latestPrice;
- this.entryTime = System.currentTimeMillis();
- return PositionType.LONG;
- }
-
- // 空头开仓条件检查
- if (isShortEntryCondition(macdResult, closePrices, volatility.getValue())) {
- // 执行开空
- this.currentPosition = PositionType.SHORT;
- this.entryPrice = latestPrice;
- this.entryTime = System.currentTimeMillis();
- return PositionType.SHORT;
- }
-
- // 无信号
- return PositionType.NONE;
- } else {
- // 4. 检查平仓条件
- if (shouldClosePosition(macdResult, closePrices, latestPrice)) {
- // 执行平仓
- PositionType closedPosition = currentPosition;
- this.currentPosition = PositionType.NONE;
- this.entryPrice = BigDecimal.ZERO;
- this.entryTime = 0;
- return PositionType.NONE; // 返回空仓信号表示平仓
- }
-
- // 保持当前持仓
- return currentPosition;
+ // 3. 检查开平仓条件
+ // 多头开仓条件检查
+ if (isLongEntryCondition(macdResult, closePrices, volatility.getValue())) {
+ // 执行开多
+ log.info( "多头开仓信号，价格：{}", latestPrice);
+ return PositionType.LONG_BUY;
}
+
+ // 空头开仓条件检查
+ if (isShortEntryCondition(macdResult, closePrices, volatility.getValue())) {
+ // 执行开空
+ log.info( "空头开仓信号，价格：{}", latestPrice);
+ return PositionType.SHORT_SELL;
+ }
+ // 无信号
+ return PositionType.NONE;
+
+ }
+
+ /**
+ * 分析最新价格数据并生成交易信号
+ *
+ * @param closePrices 收盘价序列
+ * @return 生成的交易信号（LONG、SHORT或NONE）
+ */
+ public PositionType analyzeClose(List<BigDecimal> closePrices) {
+ // 数据检查：确保有足够的数据点进行计算
+ if (closePrices == null || closePrices.size() < 34) {
+ return PositionType.NONE; // 数据不足，无法生成信号
+ }
+
+ // 1. 计算MACD指标
+ MACDResult macdResult = MACDCalculator.calculateMACD(
+ closePrices, shortPeriod, longPeriod, signalPeriod);
+
+ // 最新收盘价
+ BigDecimal latestPrice = closePrices.get(closePrices.size() - 1);
+
+ if (isLongExitCondition(macdResult, latestPrice)) {
+ // 执行平多
+ log.info( "多头平仓信号，价格：{}", latestPrice);
+ return PositionType.LONG_SELL;
+ }
+ if (isShortExitCondition(macdResult, latestPrice)) {
+ // 执行平空
+ log.info( "空头平仓信号，价格：{}", latestPrice);
+ return PositionType.SHORT_BUY;
+ }
+
+ // 无信号
+ return PositionType.NONE;
+
}
/**
@@ -174,27 +191,32 @@
* @param historicalPrices 历史价格序列
* @return 交易指令（包含side和posSide），如果没有交易信号则返回null
*/
- public TradingOrder generateTradingOrder(List<BigDecimal> historicalPrices) {
- PositionType signal = analyze(historicalPrices);
+ public TradingOrder generateTradingOrder(List<BigDecimal> historicalPrices,String operation) {
+ PositionType signal = null;
+ if ( operation == OperationType.open.name()){
+
+ signal = analyzeOpen(historicalPrices);
+
+ }else if ( operation == OperationType.close.name()){
+
+ signal = analyzeClose(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.NONE && currentPosition != PositionType.NONE) {
- // 平仓操作
- if (currentPosition == PositionType.LONG) {
- // 平多：卖出平多（side 填写 sell；posSide 填写 long ）
- return new TradingOrder("sell", "long");
- } else if (currentPosition == PositionType.SHORT) {
- // 平空：买入平空（side 填写 buy； posSide 填写 short ）
- return new TradingOrder("buy", "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;
}
@@ -207,123 +229,109 @@
* @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）
- boolean emaGoldenCross = isEmaGoldenCross(macdResult);
+ private boolean isLongEntryCondition(MACDResult macdResult, List<BigDecimal> closePrices, BigDecimal volatility) {
- // 2. MACD柱状线扩张+金叉检查
- boolean macdGoldenCross = isMacdGoldenCrossAndExpanding(macdResult);
-
- // 3. 价格突破前高检查
- boolean priceBreakout = BullishSignalDetector.isBullishSignalFormed(macdResult, closePrices);
-
- // 4. 波动率过滤检查（0.5% ~ 5%）
+ // 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);
+ }
+
// 所有条件必须同时满足
- return emaGoldenCross && macdGoldenCross && priceBreakout && volatilityFilter;
+ return macdPositive && volatilityFilter && isMacdFavorable;
}
/**
* 空头开仓条件检查
- *
+ *
* @param macdResult MACD计算结果
* @param closePrices 收盘价序列
* @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) {
- // 1. EMA死叉检查（短期EMA < 长期EMA）
- boolean emaDeathCross = isEmaDeathCross(macdResult);
-
- // 2. MACD柱状线收缩+死叉检查
- boolean macdDeathCross = isMacdDeathCrossAndContracting(macdResult);
-
- // 3. 价格跌破前低检查
- boolean priceBreakdown = BearishSignalDetector.isBearishSignalFormed(macdResult, closePrices);
-
- // 4. 波动率过滤检查（0.5% ~ 5%）
+ 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);
+
+ // 3. MACD柱状线必须为负
+ boolean macdNegative = isMacdNegative(macdResult);
+
+ // 4. 波动率过滤（必须在合理范围内）
boolean volatilityFilter = isVolatilityInRange(volatility);
-
+
+ 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 emaDeathCross && macdDeathCross && priceBreakdown && volatilityFilter;
+ return macdNegative && volatilityFilter && isMacdFavorable;
}
-
+
/**
- * 平仓条件检查
- *
+ * 多头平仓条件检查
+ *
* @param macdResult MACD计算结果
- * @param closePrices 收盘价序列
* @param currentPrice 当前价格
- * @return 是否应该平仓
+ * @return 是否满足多头平仓条件
*/
- private boolean shouldClosePosition(MACDResult macdResult, List<BigDecimal> closePrices,
- BigDecimal currentPrice) {
- // 1. 检查止损条件
- if (isStopLossTriggered(currentPrice)) {
- return true;
- }
+ 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);
- // 2. 检查止盈条件
- if (isTakeProfitTriggered(currentPrice)) {
- return true;
+ boolean momentumShift = previous.getMacdHist().compareTo(BigDecimal.ZERO) >= 0 &&
+ latest.getMacdHist().abs().compareTo(previous.getMacdHist().abs()) < 0;
+ if (momentumShift) {
+ return true;
+ }
}
-
- // 3. 检查MACD反向信号
- if (isMacdReversalSignal(macdResult)) {
- return true;
- }
-
return false;
}
-
+
/**
- * EMA金叉检查
- *
+ * 空头平仓条件检查
+ *
* @param macdResult MACD计算结果
- * @return 是否形成EMA金叉
+ * @param currentPrice 当前价格
+ * @return 是否满足空头平仓条件
*/
- private boolean isEmaGoldenCross(MACDResult macdResult) {
+ 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) {
- return false;
+ 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;
+ }
}
-
- 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 false;
}
-
- /**
- * 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;
- }
-
+
/**
* 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 isMacdGoldenCrossAndExpanding(MACDResult macdResult) {
List<PriceData> macdData = macdResult.getMacdData();
@@ -334,24 +342,52 @@
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;
- // 1. MACD金叉检查（DIF上穿DEA）
- boolean goldenCross = previous.getDif().compareTo(previous.getDea()) <= 0 &&
- latest.getDif().compareTo(latest.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 &&
+ 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 && isUp;
+ }
+
+ /**
+ * 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;
+ }
- // 2. MACD柱状线扩张检查
- boolean histogramExpanding = prevPrev.getMacdHist().compareTo(previous.getMacdHist()) <= 0 &&
- previous.getMacdHist().compareTo(latest.getMacdHist()) < 0 &&
- latest.getMacdHist().compareTo(BigDecimal.ZERO) > 0;
-
- return goldenCross && histogramExpanding;
+ 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();
@@ -362,19 +398,69 @@
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;
+
+ boolean isDown = latest.getDif().compareTo(BigDecimal.ZERO) < 0 && latest.getDea().compareTo(BigDecimal.ZERO) < 0;
- // 1. MACD死叉检查（DIF下穿DEA）
- boolean deathCross = previous.getDif().compareTo(previous.getDea()) >= 0 &&
- latest.getDif().compareTo(latest.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 && isDown;
+ }
+
+ /**
+ * 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();
+ if (macdData.size() < 2) {
+ return false;
+ }
- // 2. MACD柱状线收缩检查（绝对值减小）
- boolean histogramContracting = prevPrev.getMacdHist().abs().compareTo(
- previous.getMacdHist().abs()) >= 0 &&
- previous.getMacdHist().abs().compareTo(
- latest.getMacdHist().abs()) > 0 &&
- latest.getMacdHist().compareTo(BigDecimal.ZERO) < 0;
-
- return deathCross && histogramContracting;
+ PriceData latest = macdData.get(macdData.size() - 1);
+ PriceData previous = macdData.get(macdData.size() - 2);
+
+ // 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;
+ }
+
+ /**
+ * 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;
}
/**
@@ -384,175 +470,11 @@
* @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 &&
volatility.compareTo(maxVolatility) <= 0;
}
- /**
- * 止损触发检查
- *
- * @param currentPrice 当前价格
- * @return 是否触发止损
- */
- private boolean isStopLossTriggered(BigDecimal currentPrice) {
- if (entryPrice.compareTo(BigDecimal.ZERO) == 0) {
- return false;
- }
-
- if (currentPosition == PositionType.LONG) {
- // 多头持仓：价格下跌超过止损比例
- BigDecimal stopLossPrice = entryPrice.multiply(
- BigDecimal.ONE.subtract(stopLossRatio));
- return currentPrice.compareTo(stopLossPrice) < 0;
- } else if (currentPosition == PositionType.SHORT) {
- // 空头持仓：价格上涨超过止损比例
- BigDecimal stopLossPrice = entryPrice.multiply(
- BigDecimal.ONE.add(stopLossRatio));
- return currentPrice.compareTo(stopLossPrice) > 0;
- }
-
- return false;
- }
-
- /**
- * 止盈触发检查
- *
- * @param currentPrice 当前价格
- * @return 是否触发止盈
- */
- private boolean isTakeProfitTriggered(BigDecimal currentPrice) {
- if (entryPrice.compareTo(BigDecimal.ZERO) == 0) {
- return false;
- }
-
- if (currentPosition == PositionType.LONG) {
- // 多头持仓：价格上涨超过止盈比例
- BigDecimal takeProfitPrice = entryPrice.multiply(
- BigDecimal.ONE.add(takeProfitRatio));
- return currentPrice.compareTo(takeProfitPrice) > 0;
- } else if (currentPosition == PositionType.SHORT) {
- // 空头持仓：价格下跌超过止盈比例
- BigDecimal takeProfitPrice = entryPrice.multiply(
- BigDecimal.ONE.subtract(takeProfitRatio));
- return currentPrice.compareTo(takeProfitPrice) < 0;
- }
-
- return false;
- }
-
- /**
- * MACD反向信号检查
- *
- * @param macdResult MACD计算结果
- * @return 是否出现MACD反向信号
- */
- private boolean isMacdReversalSignal(MACDResult macdResult) {
- if (currentPosition == PositionType.LONG) {
- // 多头持仓：检查MACD死叉信号
- return isMacdDeathCrossAndContracting(macdResult);
- } else if (currentPosition == PositionType.SHORT) {
- // 空头持仓：检查MACD金叉信号
- return isMacdGoldenCrossAndExpanding(macdResult);
- }
-
- return false;
- }
-
- /**
- * 获取当前持仓状态
- *
- * @return 当前持仓状态
- */
- public PositionType getCurrentPosition() {
- return currentPosition;
- }
-
- /**
- * 获取开仓价格
- *
- * @return 开仓价格
- */
- public BigDecimal getEntryPrice() {
- return entryPrice;
- }
-
- /**
- * 获取开仓时间戳
- *
- * @return 开仓时间戳
- */
- public long getEntryTime() {
- return entryTime;
- }
-
- /**
- * 重置策略状态（清空持仓）
- */
- public void reset() {
- this.currentPosition = PositionType.NONE;
- this.entryPrice = BigDecimal.ZERO;
- this.entryTime = 0;
- }
-
- /**
- * 示例主方法，展示如何使用MACD和MA组合交易策略
- *
- * @param args 命令行参数（未使用）
- */
- public static void main(String[] args) {
- // 创建策略实例（使用默认参数）
- MacdMaStrategy strategy = new MacdMaStrategy();
-
- // 示例：模拟历史价格数据（实际应用中应从数据源获取）
- List<BigDecimal> historicalPrices = new ArrayList<>();
-
- // 生成一些示例价格数据（这里仅作演示）
- // 实际应用中应替换为真实的历史K线数据
- for (int i = 0; i < 50; i++) {
- // 模拟价格数据（示例中使用简单递增的价格）
- historicalPrices.add(new BigDecimal("100.00").add(new BigDecimal(i * 0.5)));
- }
-
- // 模拟实时价格流处理
- System.out.println("===== MACD和MA组合交易策略示例 =====");
- System.out.println("开始处理价格数据并生成交易信号...");
-
- // 模拟实时数据流（假设我们有更多的价格数据）
- for (int i = 0; i < 20; i++) {
- // 添加新的价格数据（这里仅作演示）
- BigDecimal newPrice = new BigDecimal("125.00").add(new BigDecimal(i * 0.2));
- historicalPrices.add(newPrice);
-
- // 使用策略分析最新价格数据并生成交易指令
- TradingOrder order = strategy.generateTradingOrder(historicalPrices);
-
- // 输出交易信号和指令
- System.out.printf("价格: %s, 当前持仓: %s, 交易指令: %s\n",
- newPrice.setScale(2, RoundingMode.HALF_UP),
- strategy.getCurrentPosition().name(),
- order != null ? order.toString() : "无交易指令");
-
- // 示例：在实际应用中，你可能需要根据指令执行交易操作
- if (order != null) {
- if (order.getSide().equals("buy") && order.getPosSide().equals("long")) {
- System.out.println("[交易操作] 买入开多");
- } else if (order.getSide().equals("sell") && order.getPosSide().equals("short")) {
- System.out.println("[交易操作] 卖出开空");
- } else if (order.getSide().equals("sell") && order.getPosSide().equals("long")) {
- System.out.println("[交易操作] 卖出平多");
- } else if (order.getSide().equals("buy") && order.getPosSide().equals("short")) {
- System.out.println("[交易操作] 买入平空");
- }
- }
- }
-
- // 打印策略最终状态
- System.out.println("\n===== 策略最终状态 =====");
- System.out.println("当前持仓: " + strategy.getCurrentPosition().name());
- System.out.println("开仓价格: " + strategy.getEntryPrice());
- System.out.println("开仓时间戳: " + strategy.getEntryTime());
- }
}
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