From 2cb4335ce706ccb451ccc7edb92fd89b5ad427e2 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 29 Dec 2025 10:51:26 +0800
Subject: [PATCH] refactor(indicator): 重构MACD策略信号检测逻辑
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy.java | 75 +++++++------------------------------
1 files changed, 14 insertions(+), 61 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 44acbf2..b9b0fc6 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
@@ -10,8 +10,6 @@
import lombok.extern.slf4j.Slf4j;
import java.math.BigDecimal;
-import java.math.RoundingMode;
-import java.util.ArrayList;
import java.util.List;
/**
@@ -188,7 +186,8 @@
if (macdData.size() < 1) {
return false;
}
- boolean emaGoldenCross = isMacdGoldenCrossAndExpanding(macdResult);
+ boolean bullishSignalFormed = BullishSignalDetector.isBullishSignalFormed(macdResult, closePrices);
+ boolean isExpanding = isExpanding(macdResult);
PriceData latest = macdData.get(macdData.size() - 1);
// 2. MACD柱状线为正
@@ -197,13 +196,13 @@
// 3. 简化的波动率检查
boolean volatilityFilter = volatility.compareTo(BigDecimal.ZERO) > 0;
- if ( emaGoldenCross && macdPositive && volatilityFilter){
- log.info( "EMA金叉: {}", emaGoldenCross);
+ if ( bullishSignalFormed && macdPositive && volatilityFilter){
+ log.info( "EMA金叉: {},扩张：{}", bullishSignalFormed,isExpanding);
log.info( "MACD柱状线为正: {}" ,macdPositive);
log.info( "波动率过滤: {}" ,volatilityFilter);
}
// 只需要EMA短期在长期上方、MACD柱状线为正且波动率大于0
- return emaGoldenCross && macdPositive && volatilityFilter;
+ return bullishSignalFormed && macdPositive && isExpanding && volatilityFilter;
}
/**
@@ -220,8 +219,9 @@
if (macdData.size() < 1) {
return false;
}
+ boolean bearishSignalFormed = BearishSignalDetector.isBearishSignalFormed(macdResult, closePrices);
// 2. MACD柱状线收缩+死叉检查
- boolean macdDeathCross = isMacdDeathCrossAndContracting(macdResult);
+ boolean isContracting = isContracting(macdResult);
// 2. MACD柱状线为负
PriceData latest = macdData.get(macdData.size() - 1);
@@ -230,54 +230,14 @@
// 4. 波动率过滤检查（0.5% ~ 5%）
boolean volatilityFilter = isVolatilityInRange(volatility);
- if ( macdDeathCross&& volatilityFilter){
- log.info( "MACD柱状线收缩+死叉: {}", macdDeathCross);
+ if ( isContracting&& volatilityFilter){
+ log.info( "MACD柱状线死叉: {},收缩: {}", bearishSignalFormed,isContracting);
log.info( "MACD柱状线为负: {}" ,macdPositive);
log.info( "波动率过滤: {}", volatilityFilter);
}
// 所有条件必须同时满足
- return macdDeathCross && volatilityFilter && macdPositive;
- }
-
- /**
- * EMA金叉检查
- *
- * @param macdResult MACD计算结果
- * @return 是否形成EMA金叉
- */
- private boolean isEmaGoldenCross(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;
- }
-
- /**
- * 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;
+ return isContracting && volatilityFilter && macdPositive && bearishSignalFormed;
}
/**
@@ -286,7 +246,7 @@
* @param macdResult MACD计算结果
* @return 是否形成MACD金叉且柱状线扩张
*/
- private boolean isMacdGoldenCrossAndExpanding(MACDResult macdResult) {
+ private boolean isExpanding(MACDResult macdResult) {
List<PriceData> macdData = macdResult.getMacdData();
if (macdData.size() < 3) {
return false;
@@ -295,16 +255,13 @@
PriceData latest = macdData.get(macdData.size() - 1);
PriceData previous = macdData.get(macdData.size() - 2);
- // 1. MACD金叉检查（DIF上穿DEA）
- boolean goldenCross = previous.getDif().compareTo(previous.getDea()) <= 0 &&
- latest.getDif().compareTo(latest.getDea()) > 0;
// 2. MACD柱状线扩张检查
boolean histogramExpanding =
previous.getMacdHist().compareTo(latest.getMacdHist()) < 0 &&
latest.getMacdHist().compareTo(BigDecimal.ZERO) > 0;
- return goldenCross && histogramExpanding;
+ return histogramExpanding;
}
/**
@@ -313,7 +270,7 @@
* @param macdResult MACD计算结果
* @return 是否形成MACD死叉且柱状线收缩
*/
- private boolean isMacdDeathCrossAndContracting(MACDResult macdResult) {
+ private boolean isContracting(MACDResult macdResult) {
List<PriceData> macdData = macdResult.getMacdData();
if (macdData.size() < 2) {
return false;
@@ -322,17 +279,13 @@
PriceData latest = macdData.get(macdData.size() - 1);
PriceData previous = macdData.get(macdData.size() - 2);
- // 1. MACD死叉检查（DIF下穿DEA）
- boolean deathCross = previous.getDif().compareTo(previous.getDea()) >= 0 &&
- latest.getDif().compareTo(latest.getDea()) < 0;
-
// 2. MACD柱状线收缩检查（绝对值减小）
boolean histogramContracting =
previous.getMacdHist().abs().compareTo(
latest.getMacdHist().abs()) < 0 &&
latest.getMacdHist().compareTo(BigDecimal.ZERO) < 0;
- return deathCross && histogramContracting;
+ return histogramContracting;
}
/**
--
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