From 54c41b98114c82feb091b83bcaaaae839abb65db Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Sun, 04 Jan 2026 13:15:09 +0800
Subject: [PATCH] feat(MacdMaStrategy): 添加MACD计算结果日志输出
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy.java | 148 +++++++++++++++++++++++++++++--------------------
1 files changed, 88 insertions(+), 60 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 078c0ad..ecfddaa 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
@@ -22,6 +22,13 @@
public class MacdMaStrategy {
/** 持仓状态枚举 */
+ public enum OperationType {
+ /** 开仓平仓 */
+ open,
+ close
+ }
+
+ /** 持仓状态枚举 */
public enum PositionType {
/** 多头持仓 */
LONG_BUY,
@@ -40,10 +47,6 @@
private int volatilityPeriod; // 波动率计算周期
private BigDecimal stopLossRatio; // 止损比例
private BigDecimal takeProfitRatio; // 止盈比例
-
- // 持仓信息
- private BigDecimal entryPrice; // 开仓价格
- private long entryTime; // 开仓时间戳
/**
* 默认构造函数，使用标准MACD参数
@@ -73,9 +76,6 @@
this.stopLossRatio = stopLossRatio;
this.takeProfitRatio = takeProfitRatio;
- // 初始化持仓状态为空仓
- this.entryPrice = BigDecimal.ZERO;
- this.entryTime = 0;
}
/**
@@ -84,7 +84,7 @@
* @param closePrices 收盘价序列
* @return 生成的交易信号（LONG、SHORT或NONE）
*/
- public PositionType analyze(List<BigDecimal> closePrices) {
+ public PositionType analyzeOpen(List<BigDecimal> closePrices) {
// 数据检查：确保有足够的数据点进行计算
if (closePrices == null || closePrices.size() < 34) {
return PositionType.NONE; // 数据不足，无法生成信号
@@ -93,6 +93,8 @@
// 1. 计算MACD指标
MACDResult macdResult = MACDCalculator.calculateMACD(
closePrices, shortPeriod, longPeriod, signalPeriod);
+ 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);
@@ -109,24 +111,49 @@
// 多头开仓条件检查
if (isLongEntryCondition(macdResult, closePrices, volatility.getValue())) {
// 执行开多
- this.entryPrice = latestPrice;
- this.entryTime = System.currentTimeMillis();
+ 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())) {
// 执行开空
- this.entryPrice = latestPrice;
- this.entryTime = System.currentTimeMillis();
+ log.info( "空头开仓信号，价格：{}", latestPrice);
return PositionType.SHORT_SELL;
}
- if (isLongExitCondition(macdResult, latestPrice)) {
- // 执行平多
- return PositionType.LONG_SELL;
+ // 无信号
+ return PositionType.NONE;
+
+ }
+
+ /**
+ * 分析最新价格数据并生成交易信号
+ *
+ * @param closePrices 收盘价序列
+ * @return 生成的交易信号（LONG、SHORT或NONE）
+ */
+ public PositionType analyzeClose(List<BigDecimal> closePrices) {
+ // 数据检查：确保有足够的数据点进行计算
+ if (closePrices == null || closePrices.size() < 34) {
+ return PositionType.NONE; // 数据不足，无法生成信号
}
- if (isShortExitCondition(macdResult, latestPrice)) {
- return PositionType.SHORT_BUY;
+
+ // 1. 计算MACD指标
+ MACDResult macdResult = MACDCalculator.calculateMACD(
+ closePrices, shortPeriod, longPeriod, signalPeriod);
+
+ // 最新收盘价
+ BigDecimal latestPrice = closePrices.get(closePrices.size() - 1);
+
+ if (isLongExitCondition(macdResult, latestPrice)) {
+ // 执行平多
+ log.info( "多头平仓信号，价格：{}", latestPrice);
+ return PositionType.LONG_SELL;
+ }
+ if (isShortExitCondition(macdResult, latestPrice)) {
+ // 执行平空
+ log.info( "空头平仓信号，价格：{}", latestPrice);
+ return PositionType.SHORT_BUY;
}
// 无信号
@@ -166,9 +193,18 @@
* @param historicalPrices 历史价格序列
* @return 交易指令（包含side和posSide），如果没有交易信号则返回null
*/
- public TradingOrder generateTradingOrder(List<BigDecimal> historicalPrices) {
- PositionType signal = analyze(historicalPrices);
+ public TradingOrder generateTradingOrder(List<BigDecimal> historicalPrices,String operation) {
+ PositionType signal = null;
+ if ( operation == OperationType.open.name()){
+
+ signal = analyzeOpen(historicalPrices);
+
+ }else if ( operation == OperationType.close.name()){
+
+ signal = analyzeClose(historicalPrices);
+
+ }
// 根据信号和当前持仓状态生成交易指令
if (signal == PositionType.LONG_BUY) {
// 开多：买入开多（side 填写 buy； posSide 填写 long ）
@@ -206,13 +242,18 @@
// 4. 波动率过滤（必须在合理范围内）
boolean volatilityFilter = isVolatilityInRange(volatility);
- if (macdPositive && volatilityFilter && isMacdFavorable) {
- log.info("多头信号形成, MACD有利状态: {}, 柱状线为正: {}, 波动率过滤: {}",
- isMacdFavorable, macdPositive, volatilityFilter);
- }
+ // 5. 底背离检查（增强多头信号可靠性）
+ boolean isBottomDivergence = MACDCalculator.isBottomDivergence(closePrices, macdResult);
// 所有条件必须同时满足
- return macdPositive && volatilityFilter && isMacdFavorable;
+ 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);
+ }
+
+ return result;
}
/**
@@ -233,13 +274,18 @@
// 4. 波动率过滤（必须在合理范围内）
boolean volatilityFilter = isVolatilityInRange(volatility);
- if (macdNegative && volatilityFilter && isMacdFavorable) {
- log.info("空头信号形成, MACD有利状态: {}, 柱状线为负: {}, 波动率过滤: {}",
- isMacdFavorable, macdNegative, volatilityFilter);
- }
+ // 5. 顶背离检查（增强空头信号可靠性）
+ boolean isTopDivergence = MACDCalculator.isTopDivergence(closePrices, macdResult);
// 所有条件必须同时满足
- return macdNegative && volatilityFilter && isMacdFavorable;
+ 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);
+ }
+
+ return result;
}
/**
@@ -312,14 +358,14 @@
// 金叉判断：DIF从下往上穿过DEA
boolean isGoldenCross = prevPrev.getDif().compareTo(prevPrev.getDea()) <= 0 &&
previous.getDif().compareTo(previous.getDea()) > 0;
-
+
// 柱状线扩张判断：连续正值且绝对值增大
- boolean isExpanding = latest.getMacdHist().compareTo(BigDecimal.ZERO) > 0 &&
+ boolean isExpanding = latest.getMacdHist().compareTo(BigDecimal.ZERO) > 0 &&
previous.getMacdHist().compareTo(BigDecimal.ZERO) > 0 &&
previous.getMacdHist().abs().compareTo(latest.getMacdHist().abs()) < 0;
- // 金叉或柱状线扩张任一满足即可
- return isGoldenCross || isExpanding;
+ // 金叉柱状线扩张满足
+ return isGoldenCross && isExpanding;
}
/**
@@ -344,14 +390,14 @@
}
/**
- * MACD死叉且柱状线收缩检查
+ * MACD死叉且柱状线扩张检查
* <p>
* 条件：
* 1. DIF线从上往下穿过DEA线（死叉）
- * 2. MACD柱状线绝对值减小且为负值（动量减弱）
+ * 2. MACD柱状线绝对值增大且为负值（动量增强）
*
* @param macdResult MACD计算结果
- * @return 是否形成MACD死叉或柱状线收缩
+ * @return 是否形成MACD死叉且柱状线扩张
*/
private boolean isMacdDeathCrossAndContracting(MACDResult macdResult) {
List<PriceData> macdData = macdResult.getMacdData();
@@ -367,13 +413,13 @@
boolean isDeathCross = prevPrev.getDif().compareTo(prevPrev.getDea()) >= 0 &&
previous.getDif().compareTo(previous.getDea()) < 0;
- // 柱状线收缩判断：连续负值且绝对值减小
- boolean isContracting = latest.getMacdHist().compareTo(BigDecimal.ZERO) < 0 &&
- previous.getMacdHist().compareTo(BigDecimal.ZERO) < 0 &&
- previous.getMacdHist().abs().compareTo(latest.getMacdHist().abs()) > 0;
+ // 优化后的死叉柱状线条件：空头趋势中，死叉应伴随柱状线扩张（绝对值增大）
+ boolean isExpanding = latest.getMacdHist().compareTo(BigDecimal.ZERO) < 0 &&
+ previous.getMacdHist().compareTo(BigDecimal.ZERO) < 0 &&
+ previous.getMacdHist().abs().compareTo(latest.getMacdHist().abs()) < 0;
- // 死叉或柱状线收缩任一满足即可
- return isDeathCross || isContracting;
+ // 死叉且柱状线扩张
+ return isDeathCross && isExpanding;
}
/**
@@ -439,22 +485,4 @@
volatility.compareTo(maxVolatility) <= 0;
}
-
- /**
- * 获取开仓价格
- *
- * @return 开仓价格
- */
- public BigDecimal getEntryPrice() {
- return entryPrice;
- }
-
- /**
- * 获取开仓时间戳
- *
- * @return 开仓时间戳
- */
- public long getEntryTime() {
- return entryTime;
- }
}
\ No newline at end of file
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