From 2911432f3d146791edda5e911909d2360953842b Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Tue, 23 Dec 2025 18:05:58 +0800
Subject: [PATCH] feat(indicator): 优化交易策略并调整日志级别
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/BOLL.java | 2
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/TradingStrategy.java | 98 ++++++++++++++++++++++++++++----
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/RSI.java | 2
src/main/resources/logback-spring.xml | 2
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/KDJ.java | 10 +-
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/MACD.java | 4
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/AdvancedMA.java | 2
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/MA.java | 6 +-
8 files changed, 98 insertions(+), 28 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/AdvancedMA.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/AdvancedMA.java
index 41e0278..4308fcb 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/AdvancedMA.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/AdvancedMA.java
@@ -74,7 +74,7 @@
prevEma55 = calculateEMA(prices, EMA55, prevEma55);
ema55 = prevEma55;
- log.debug("三重EMA计算结果 - EMA9: {}, EMA21: {}, EMA55: {}",
+ log.info("三重EMA计算结果 - EMA9: {}, EMA21: {}, EMA55: {}",
ema9, ema21, ema55);
}
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/BOLL.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/BOLL.java
index 7ab8b78..7075f88 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/BOLL.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/BOLL.java
@@ -82,7 +82,7 @@
upper = mid.add(bandWidth).setScale(8, RoundingMode.HALF_UP);
lower = mid.subtract(bandWidth).setScale(8, RoundingMode.HALF_UP);
- log.debug("BOLL计算结果 - 中轨: {}, 上轨: {}, 下轨: {}", mid, upper, lower);
+ log.info("BOLL计算结果 - 中轨: {}, 上轨: {}, 下轨: {}", mid, upper, lower);
}
/**
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/KDJ.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/KDJ.java
index 142cdd5..7148f4e 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/KDJ.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/KDJ.java
@@ -108,23 +108,23 @@
.subtract(d.multiply(new BigDecimal(2)))
.setScale(8, RoundingMode.HALF_UP);
- log.debug("KDJ计算结果 - K: {}, D: {}, J: {}", k, d, j);
+ log.info("KDJ计算结果 - K: {}, D: {}, J: {}", k, d, j);
}
/**
- * 判断超买（K > 80）
+ * 判断超买（J > 85）
* @return 是否超买
*/
public boolean isOverbought() {
- return k.compareTo(new BigDecimal(80)) > 0;
+ return j.compareTo(new BigDecimal(85)) > 0;
}
/**
- * 判断超卖（K < 20）
+ * 判断超卖（J < 15）
* @return 是否超卖
*/
public boolean isOversold() {
- return k.compareTo(new BigDecimal(20)) < 0;
+ return j.compareTo(new BigDecimal(15)) < 0;
}
/**
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/MA.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/MA.java
index e288c00..0da46e6 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/MA.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/MA.java
@@ -138,9 +138,9 @@
prevEma60 = calculateEMA(prices, ma60Period, prevEma60);
ema60 = prevEma60;
- log.debug("MA计算结果 - MA5({}): {}, MA10({}): {}, MA20({}): {}, MA30({}): {}, MA60({}): {}",
+ log.info("MA计算结果 - MA5({}): {}, MA10({}): {}, MA20({}): {}, MA30({}): {}, MA60({}): {}",
ma5Period, ma5, ma10Period, ma10, ma20Period, ma20, ma30Period, ma30, ma60Period, ma60);
- log.debug("EMA计算结果 - EMA5({}): {}, EMA10({}): {}, EMA20({}): {}, EMA30({}): {}, EMA60({}): {}",
+ log.info("EMA计算结果 - EMA5({}): {}, EMA10({}): {}, EMA20({}): {}, EMA30({}): {}, EMA60({}): {}",
ma5Period, ema5, ma10Period, ema10, ma20Period, ema20, ma30Period, ema30, ma60Period, ema60);
}
@@ -166,7 +166,7 @@
ma30Period = volatility.compareTo(highVolatility) < 0 ? 30 : 24;
ma60Period = volatility.compareTo(highVolatility) < 0 ? 50 : 34;
- log.debug("根据波动率{}调整MA周期: ma5={}, ma10={}, ma20={}, ma30={}, ma60={}",
+ log.info("根据波动率{}调整MA周期: ma5={}, ma10={}, ma20={}, ma30={}, ma60={}",
volatility, ma5Period, ma10Period, ma20Period, ma30Period, ma60Period);
}
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/MACD.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/MACD.java
index c2f869f..0cd2a15 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/MACD.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/MACD.java
@@ -112,7 +112,7 @@
// 计算MACD柱状图
macdBar = dif.subtract(dea).multiply(new BigDecimal(2)).setScale(8, RoundingMode.HALF_UP);
- log.debug("MACD计算结果 - DIF: {}, DEA: {}, MACD柱状图: {}, 参数: fast={}, slow={}, signal={}",
+ log.info("MACD计算结果 - DIF: {}, DEA: {}, MACD柱状图: {}, 参数: fast={}, slow={}, signal={}",
dif, dea, macdBar, fastPeriod, slowPeriod, signalPeriod);
}
@@ -137,7 +137,7 @@
signalPeriod = 5;
}
- log.debug("根据波动率{}调整MACD周期: fast={}, slow={}, signal={}",
+ log.info("根据波动率{}调整MACD周期: fast={}, slow={}, signal={}",
volatility, fastPeriod, slowPeriod, signalPeriod);
}
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/RSI.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/RSI.java
index 7bbb32b..3e05082 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/RSI.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/RSI.java
@@ -108,7 +108,7 @@
.setScale(8, RoundingMode.HALF_UP);
}
- log.debug("RSI计算结果 - RSI({}): {}", period, rsi);
+ log.info("RSI计算结果 - RSI({}): {}", period, rsi);
}
/**
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/TradingStrategy.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/TradingStrategy.java
index 0605d0f..5c9a04d 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/TradingStrategy.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/TradingStrategy.java
@@ -109,43 +109,43 @@
// 计算所有指标
calculateIndicators(prices, high, low, close);
- // 检查是否为震荡市场，如果是，则无信号
+ // 检查是否为震荡市场，如果是，则执行区间交易策略
if (isRangeMarket()) {
- log.debug("当前市场为震荡行情，不产生信号");
- return SignalType.NONE;
+ log.info("当前市场为震荡行情，执行区间交易策略");
+ return generateRangeTradingSignal(currentPrice, volume, hasLongPosition, hasShortPosition);
}
// 黑天鹅事件过滤
if (blackSwanFilter(fundingRate, hasLargeTransfer, hasUpcomingEvent)) {
- log.debug("黑天鹅事件过滤触发，不产生信号");
+ log.info("黑天鹅事件过滤触发，不产生信号");
return SignalType.NONE;
}
// 开多信号
if (shouldOpenLong(currentPrice, prices, volume, fiveMinPrices, oneHourPrices, fourHourPrices) && !hasLongPosition && !hasShortPosition) {
- log.debug("生成买入信号");
+ log.info("生成买入信号");
return SignalType.BUY;
}
// 开空信号
if (shouldOpenShort(currentPrice, volume, fiveMinPrices, oneHourPrices, fourHourPrices) && !hasLongPosition && !hasShortPosition) {
- log.debug("生成卖出信号");
+ log.info("生成卖出信号");
return SignalType.SELL;
}
// 平多信号
if (shouldCloseLong(currentPrice, volume, fiveMinPrices, oneHourPrices, fourHourPrices) && hasLongPosition) {
- log.debug("生成平多信号");
+ log.info("生成平多信号");
return SignalType.CLOSE_BUY;
}
// 平空信号
if (shouldCloseShort(currentPrice, volume, fiveMinPrices, oneHourPrices, fourHourPrices) && hasShortPosition) {
- log.debug("生成平空信号");
+ log.info("生成平空信号");
return SignalType.CLOSE_SELL;
}
- log.debug("未生成信号");
+ log.info("未生成信号");
return SignalType.NONE;
}
@@ -257,6 +257,7 @@
/**
* 成交量验证辅助方法
+ * 增强版：当前成交量需大于20周期均量的1.2倍，以过滤无量反弹/回调的假信号
* @param volume 成交量列表
* @return 是否通过成交量验证
*/
@@ -269,8 +270,8 @@
BigDecimal volumeMA = calculateMA(volume, config.getVolumeMaPeriod());
BigDecimal currentVolume = volume.get(volume.size() - 1);
- // 成交量需要大于均线
- return currentVolume.compareTo(volumeMA) > 0;
+ // 增强验证：成交量需要大于1.2倍均线
+ return currentVolume.compareTo(volumeMA.multiply(new BigDecimal("1.2"))) > 0;
}
/**
@@ -327,7 +328,7 @@
// 使用动态参数计算指标
if (config.isEnableDynamicParams()) {
- log.debug("使用动态参数计算指标，波动率: {}", volatility);
+ log.info("使用动态参数计算指标，波动率: {}", volatility);
ma.calculate(prices, volatility);
macd.calculate(prices, volatility);
} else {
@@ -355,6 +356,8 @@
return isMaConverged && isRsiNeutral && isBollNarrow;
}
+
+
/**
* 根据15分钟时间框架指标确定市场方向（做多/做空/震荡）
@@ -547,6 +550,71 @@
}
/**
+ * 生成区间交易信号
+ * 在震荡行情下，使用BOLL通道作为区间边界，结合KDJ指标生成交易信号
+ * @param currentPrice 当前价格
+ * @param volume 成交量列表
+ * @param hasLongPosition 是否当前持有做多仓位
+ * @param hasShortPosition 是否当前持有做空仓位
+ * @return 交易信号
+ */
+ private SignalType generateRangeTradingSignal(BigDecimal currentPrice, List<BigDecimal> volume,
+ boolean hasLongPosition, boolean hasShortPosition) {
+ // 区间交易策略逻辑：
+ // 1. 价格触及BOLL下轨且KDJ超卖 → 买入信号
+ // 2. 价格触及BOLL上轨且KDJ超买 → 卖出信号
+ // 3. 价格回归BOLL中轨 → 平仓信号
+
+ // 价格触及BOLL下轨
+ boolean isPriceNearBollLower = currentPrice.compareTo(boll.getLower()) >= 0 &&
+ currentPrice.compareTo(boll.getLower().multiply(new BigDecimal("1.005"))) <= 0;
+
+ // 价格触及BOLL上轨
+ boolean isPriceNearBollUpper = currentPrice.compareTo(boll.getUpper()) <= 0 &&
+ currentPrice.compareTo(boll.getUpper().multiply(new BigDecimal("0.995"))) >= 0;
+
+ // 价格回归BOLL中轨附近
+ boolean isPriceNearBollMid = currentPrice.compareTo(boll.getMid().multiply(new BigDecimal("0.998"))) >= 0 &&
+ currentPrice.compareTo(boll.getMid().multiply(new BigDecimal("1.002"))) <= 0;
+
+ // KDJ超卖（使用调整后的阈值）
+ boolean isKdjOversold = kdj.getJ().compareTo(new BigDecimal(15)) < 0;
+
+ // KDJ超买（使用调整后的阈值）
+ boolean isKdjOverbought = kdj.getJ().compareTo(new BigDecimal(85)) > 0;
+
+ // 成交量验证（当前成交量大于20周期均值的1.2倍）
+ boolean isVolumeValid = volumeConfirm(volume) &&
+ volume.get(volume.size() - 1).compareTo(calculateMA(volume, config.getVolumeMaPeriod()).multiply(new BigDecimal("1.2"))) > 0;
+
+ // 开多逻辑：价格触及BOLL下轨且KDJ超卖且有成交量支持
+ if (isPriceNearBollLower && isKdjOversold && isVolumeValid && !hasLongPosition && !hasShortPosition) {
+ log.info("区间交易：价格触及BOLL下轨({}), KDJ-J值({})超卖，生成买入信号", boll.getLower(), kdj.getJ());
+ return SignalType.BUY;
+ }
+
+ // 开空逻辑：价格触及BOLL上轨且KDJ超买且有成交量支持
+ if (isPriceNearBollUpper && isKdjOverbought && isVolumeValid && !hasLongPosition && !hasShortPosition) {
+ log.info("区间交易：价格触及BOLL上轨({}), KDJ-J值({})超买，生成卖出信号", boll.getUpper(), kdj.getJ());
+ return SignalType.SELL;
+ }
+
+ // 平多逻辑：价格回归BOLL中轨
+ if (isPriceNearBollMid && hasLongPosition) {
+ log.info("区间交易：价格回归BOLL中轨({})，生成平多信号", boll.getMid());
+ return SignalType.CLOSE_BUY;
+ }
+
+ // 平空逻辑：价格回归BOLL中轨
+ if (isPriceNearBollMid && hasShortPosition) {
+ log.info("区间交易：价格回归BOLL中轨({})，生成平空信号", boll.getMid());
+ return SignalType.CLOSE_SELL;
+ }
+
+ return SignalType.NONE;
+ }
+
+ /**
* 计算动态杠杆倍数
* 杠杆倍数 = 基础杠杆 * (波动率阈值/当前波动率)
* @param high 最高价列表
@@ -572,7 +640,7 @@
// 限制杠杆范围在1x-10x之间
leverage = leverage.min(new BigDecimal(10)).max(BigDecimal.ONE);
- log.debug("动态杠杆计算 - 基础杠杆: {}, 波动率阈值: {}, 当前波动率: {}, 计算杠杆: {}",
+ log.info("动态杠杆计算 - 基础杠杆: {}, 波动率阈值: {}, 当前波动率: {}, 计算杠杆: {}",
config.getBaseLeverage(), volatilityThreshold, currentVolatility, leverage);
return leverage;
@@ -685,6 +753,8 @@
return direction == Direction.LONG ? ma.getEma20() : ma.getEma20();
}
+
+
/**
* 黑天鹅事件过滤
* 规避重大事件前后30分钟、链上大额转账、异常资金费率
@@ -708,7 +778,7 @@
boolean shouldAvoid = isAbnormalFundingRate || hasLargeTransfer || hasUpcomingEvent;
if (shouldAvoid) {
- log.debug("黑天鹅事件过滤触发 - 资金费率异常: {}, 大额转账: {}, 即将发生重大事件: {}",
+ log.info("黑天鹅事件过滤触发 - 资金费率异常: {}, 大额转账: {}, 即将发生重大事件: {}",
isAbnormalFundingRate, hasLargeTransfer, hasUpcomingEvent);
}
diff --git a/src/main/resources/logback-spring.xml b/src/main/resources/logback-spring.xml
index f6fa98a..0d0bf1b 100644
--- a/src/main/resources/logback-spring.xml
+++ b/src/main/resources/logback-spring.xml
@@ -141,7 +141,7 @@
<logger name="java.sql" level="DEBUG" />
</springProfile>
- <root level="debug">
+ <root level="info">
<appender-ref ref="CONSOLE" />
<appender-ref ref="DEBUG_FILE" />
<appender-ref ref="INFO_FILE" />
--
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