From 2f519262b018f09a630bb4039023817e8394bd2b Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 05 Jan 2026 15:42:30 +0800
Subject: [PATCH] fix(indicator): 修复MACD计算中的索引映射问题
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MACDCalculator.java | 33 ++++++++++++++++++++++++---------
1 files changed, 24 insertions(+), 9 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MACDCalculator.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MACDCalculator.java
index c91ed60..3e000d3 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MACDCalculator.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MACDCalculator.java
@@ -1,6 +1,7 @@
package com.xcong.excoin.modules.okxNewPrice.indicator.macdAndMatrategy;
import java.math.BigDecimal;
+import java.math.RoundingMode;
import java.util.ArrayList;
import java.util.List;
@@ -42,18 +43,26 @@
}
// 1. 计算快速EMA和慢速EMA，使用SMA作为初始值
+ // 当initialSMA=true时，EMA列表长度为prices.size() - period + 1
List<BigDecimal> fastEma = EMACalculator.calculateEMA(closePrices, fastlen, true);
List<BigDecimal> slowEma = EMACalculator.calculateEMA(closePrices, slowlen, true);
// 2. 计算MACD线（快速EMA减去慢速EMA）
List<BigDecimal> macdLine = new ArrayList<>();
+ // EMA列表的起始索引与价格列表的对应关系
+ int slowEmaStartIdx = slowlen - 1; // slowEma中第一个有效值对应的价格索引
+ int fastEmaStartIdx = fastlen - 1; // fastEma中第一个有效值对应的价格索引
+
for (int i = 0; i < closePrices.size(); i++) {
- if (i < slowlen - 1) {
+ if (i < slowEmaStartIdx) {
// 在慢速EMA开始有效之前，MACD线值为0
macdLine.add(BigDecimal.ZERO);
} else {
// MACD线 = 快速EMA - 慢速EMA
- BigDecimal macdValue = fastEma.get(i).subtract(slowEma.get(i));
+ // 需要将价格索引转换为EMA列表索引
+ int slowEmaIdx = i - slowEmaStartIdx;
+ int fastEmaIdx = i - fastEmaStartIdx;
+ BigDecimal macdValue = fastEma.get(fastEmaIdx).subtract(slowEma.get(slowEmaIdx));
macdLine.add(macdValue);
}
}
@@ -63,30 +72,36 @@
// 4. 计算柱状图（MACD线与信号线的差值）
List<BigDecimal> histogram = new ArrayList<>();
+ int signalLineStartIdx = siglen - 1; // signalLine中第一个有效值对应的macdLine索引
+
for (int i = 0; i < macdLine.size(); i++) {
- if (i < slowlen + siglen - 2) {
+ if (i < slowEmaStartIdx + signalLineStartIdx) {
// 在信号线开始有效之前，柱状图值为0
histogram.add(BigDecimal.ZERO);
} else {
- BigDecimal histValue = macdLine.get(i).subtract(signalLine.get(i));
+ // 将macdLine索引转换为signalLine索引
+ int signalLineIdx = i - signalLineStartIdx;
+ BigDecimal histValue = macdLine.get(i).subtract(signalLine.get(signalLineIdx));
histogram.add(histValue);
}
}
// 5. 构建结果数据
List<PriceData> result = new ArrayList<>();
- int startIndex = slowlen + siglen - 2; // 从信号线开始有效的位置开始
+ int startIndex = slowEmaStartIdx + signalLineStartIdx; // 从信号线开始有效的位置开始
for (int i = startIndex; i < closePrices.size(); i++) {
PriceData data = new PriceData(closePrices.get(i));
- // 设置EMA值
- data.setEmaShort(fastEma.get(i));
- data.setEmaLong(slowEma.get(i));
+ // 设置EMA值（需要转换索引）
+ int fastEmaIdx = i - fastEmaStartIdx;
+ int slowEmaIdx = i - slowEmaStartIdx;
+ data.setEmaShort(fastEma.get(fastEmaIdx));
+ data.setEmaLong(slowEma.get(slowEmaIdx));
// 设置MACD指标值
data.setDif(macdLine.get(i));
- data.setDea(signalLine.get(i));
+ data.setDea(signalLine.get(i - signalLineStartIdx));
data.setMacdHist(histogram.get(i));
result.add(data);
--
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