From 2968d8cf5bf5437728467e010e6f3292f495a9ed Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Sun, 04 Jan 2026 15:34:51 +0800
Subject: [PATCH] refactor(indicator): 移除MACD策略中的波动率计算和过滤逻辑
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy.java | 45 ++++++++++++---------------------------------
1 files changed, 12 insertions(+), 33 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 ecfddaa..485609c 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
@@ -96,27 +96,19 @@
log.info( "MACD计算结果：{}", macdResult.getMacdData().get( macdResult.getMacdData().size() -1));
- // 2. 计算波动率
- Volatility volatility = new Volatility(volatilityPeriod);
- for (int i = Math.max(0, closePrices.size() - volatilityPeriod);
- i < closePrices.size(); i++) {
- volatility.addPrice(closePrices.get(i));
- }
- volatility.calculate();
-
// 最新收盘价
BigDecimal latestPrice = closePrices.get(closePrices.size() - 1);
// 3. 检查开平仓条件
// 多头开仓条件检查
- if (isLongEntryCondition(macdResult, closePrices, volatility.getValue())) {
+ if (isLongEntryCondition(macdResult, closePrices)) {
// 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())) {
+ if (isShortEntryCondition(macdResult, closePrices)) {
// 执行开空
log.info( "空头开仓信号，价格：{}", latestPrice);
return PositionType.SHORT_SELL;
@@ -228,10 +220,9 @@
*
* @param macdResult MACD计算结果
* @param closePrices 收盘价序列
- * @param volatility 当前波动率
* @return 是否满足多头开仓条件
*/
- private boolean isLongEntryCondition(MACDResult macdResult, List<BigDecimal> closePrices, BigDecimal volatility) {
+ private boolean isLongEntryCondition(MACDResult macdResult, List<BigDecimal> closePrices) {
// 2. MACD金叉且柱状线扩张检查
boolean isMacdFavorable = isMacdGoldenCrossAndExpanding(macdResult);
@@ -239,19 +230,14 @@
// 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);
-
// 5. 底背离检查（增强多头信号可靠性）
boolean isBottomDivergence = MACDCalculator.isBottomDivergence(closePrices, macdResult);
+
+ log.info("多头信号形成, MACD有利状态: {}, 柱状线为正: {}, 底背离: {}",
+ isMacdFavorable, macdPositive, isBottomDivergence);
// 所有条件必须同时满足
- boolean result = macdPositive && volatilityFilter && (isMacdFavorable || isBottomDivergence);
-
- if (result) {
- log.info("多头信号形成, MACD有利状态: {}, 柱状线为正: {}, 波动率过滤: {}, 底背离: {}",
- isMacdFavorable, macdPositive, volatilityFilter, isBottomDivergence);
- }
+ boolean result = macdPositive && (isMacdFavorable || isBottomDivergence);
return result;
}
@@ -261,29 +247,22 @@
*
* @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) {
+ private boolean isShortEntryCondition(MACDResult macdResult, List<BigDecimal> closePrices) {
// 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);
-
// 5. 顶背离检查（增强空头信号可靠性）
boolean isTopDivergence = MACDCalculator.isTopDivergence(closePrices, macdResult);
-
+
+ log.info("空头信号形成, MACD有利状态: {}, 柱状线为负: {}, 顶背离: {}",
+ isMacdFavorable, macdNegative, isTopDivergence);
// 所有条件必须同时满足
- boolean result = macdNegative && volatilityFilter && (isMacdFavorable || isTopDivergence);
-
- if (result) {
- log.info("空头信号形成, MACD有利状态: {}, 柱状线为负: {}, 波动率过滤: {}, 顶背离: {}",
- isMacdFavorable, macdNegative, volatilityFilter, isTopDivergence);
- }
+ boolean result = macdNegative && (isMacdFavorable || isTopDivergence);
return result;
}
--
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