From 32331e187236646996590cecac7f23cf19272d7c Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Fri, 26 Dec 2025 15:24:02 +0800
Subject: [PATCH] feat(indicator): 添加MACD和MA组合交易策略核心组件
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java | 31 ++++++++-----------------------
1 files changed, 8 insertions(+), 23 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
index e4ec58a..e8f5708 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
@@ -337,24 +337,13 @@
MacdMaStrategy strategy = new MacdMaStrategy();
// 生成100个15分钟价格数据点
- List<Kline> kline15MinuteData = getKlineDataByInstIdAndBar(instId, "1D");
- List<BigDecimal> fiveMinPrices = kline15MinuteData.stream()
+ List<Kline> kline15MinuteData = getKlineDataByInstIdAndBar(instId, "15m");
+ List<BigDecimal> historicalPrices = kline15MinuteData.stream()
.map(Kline::getC)
.collect(Collectors.toList());
- try {
- // 执行策略
- strategy.execute(fiveMinPrices);
- boolean skip = strategy.getSkip();
- if (skip){
- log.info("跳过");
- return;
- }
-
- System.out.println("策略初始化成功！");
- } catch (Exception e) {
- System.err.println("策略初始化失败：" + e.getMessage());
- e.printStackTrace();
- }
+ log.info("生成100个15分钟价格数据点成功！");
+ // 使用策略分析最新价格数据
+ MacdMaStrategy.TradingOrder tradingOrder = strategy.generateTradingOrder(historicalPrices);
Collection<OkxQuantWebSocketClient> allClients = clientManager.getAllClients();
//如果为空，则直接返回
@@ -365,14 +354,10 @@
for (OkxQuantWebSocketClient client : clientManager.getAllClients()) {
String accountName = client.getAccountName();
if (accountName != null) {
+ // 根据信号执行交易操作
TradeRequestParam tradeRequestParam = new TradeRequestParam();
- tradeRequestParam = strategy.getOrderParamOpen(tradeRequestParam);
- String posSide = tradeRequestParam.getPosSide();
- String side = tradeRequestParam.getSide();
- BigDecimal posHold = PositionsWs.getAccountMap(PositionsWs.initAccountName(accountName, posSide)).get("pos");
- if (posHold != null && posHold.compareTo(BigDecimal.ZERO) > 0){
- tradeRequestParam = strategy.getOrderParamClose(tradeRequestParam);
- }
+ String posSide = tradingOrder.getPosSide();
+ String side = tradingOrder.getSide();
String currentPrice = String.valueOf(closePx);
tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);
String clOrdId = WsParamBuild.getOrderNum(side);
--
Gitblit v1.9.1