From 5a53a21e97311d239f57266d58d2d7b6f55c42a6 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Thu, 25 Dec 2025 15:20:24 +0800
Subject: [PATCH] feat(indicator): 更新技术指标基础类和MACD实现
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy.java | 233 +++++++++++++++-------------------------------------------
1 files changed, 61 insertions(+), 172 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 e70ffa1..b143213 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
@@ -1,6 +1,10 @@
package com.xcong.excoin.modules.okxNewPrice.indicator.macdAndMatrategy;
import com.xcong.excoin.modules.okxNewPrice.indicator.*;
+import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
+import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.OrderParamEnums;
+import com.xcong.excoin.modules.okxNewPrice.okxWs.param.TradeRequestParam;
+
import java.math.BigDecimal;
import java.util.List;
@@ -51,43 +55,15 @@
private final RSI rsi = new RSI(10);
// 波动率指标(15周期)：ETH波动频繁，使用更短周期捕捉市场变化
private final Volatility volatility = new Volatility(15);
-
- /**
- * 策略配置参数（适配ETH合约特点）
- */
- // 止损比例（ETH波动较大，设置2.5%）
- private final BigDecimal stopLossRatio = new BigDecimal("0.025");
- // 止盈比例（ETH趋势明显，设置6%）
- private final BigDecimal takeProfitRatio = new BigDecimal("0.06");
- // 账户初始余额（USD）
- private BigDecimal accountBalance = new BigDecimal("10000");
- // 每次交易风险比例（ETH合约风险较高，设置0.8%）
- private final BigDecimal riskPerTrade = new BigDecimal("0.008");
- // 杠杆倍数（ETH合约建议使用3-5倍，这里使用4倍）
- private final int leverage = 4;
-
- /**
- * 策略运行状态变量
- */
- // 当前持仓状态：空仓/多头/空头
- private PositionStatus position = PositionStatus.FLAT;
// 最新价格：用于策略判断
private BigDecimal lastPrice;
// 当前市场趋势：牛市/熊市
private TrendDirection trend;
- // 持仓均价：用于计算盈亏和止损止盈
- private BigDecimal entryPrice;
- // 止损价格：根据止损比例计算
- private BigDecimal stopLossPrice;
- // 止盈价格：根据止盈比例计算
- private BigDecimal takeProfitPrice;
- // 当前持仓数量（ETH）
- private BigDecimal positionSize = BigDecimal.ZERO;
- // 已用保证金（USD）
- private BigDecimal usedMargin = BigDecimal.ZERO;
/**
* 策略执行的主入口方法
+ *
+ * 第一步：更新所有技术指标
*
* @param prices 历史价格数据列表
* @throws IllegalArgumentException 如果价格数据不足200个
@@ -97,31 +73,44 @@
if (prices.size() < 200) {
throw new IllegalArgumentException("至少需要200个价格数据点才能运行该策略");
}
-
- // 第一步：更新所有技术指标
updateIndicators(prices);
- // 第二步：确定当前市场趋势
- determineTrend(prices);
+ trend = getTrend();
- // 第三步：检查是否需要跳过当前交易
- if (shouldSkipTrade()) {
- return;
- }
+ }
- // 第四步：根据持仓状态执行相应的交易逻辑
- if (position == PositionStatus.FLAT) {
- // 空仓状态下检查入场信号
- checkEntrySignal();
- } else {
- // 持仓状态下检查离场信号
- checkExitSignal();
- }
+ /**
+ * 第二步：确定当前市场趋势
+ */
+ public TrendDirection getTrend(){
+ return determineTrend();
+ }
+
+
+ /**
+ * 第三步：检查是否需要跳过当前交易
+ */
+ public boolean getSkip(){
+ return shouldSkipTrade();
+ }
+
+ /**
+ * 第四步：是否允许开仓
+ */
+ public TradeRequestParam getOrderParamOpen(TradeRequestParam tradeRequestParam){
+ return checkEntrySignal(tradeRequestParam);
+ }
+
+ /**
+ * 第五步：是否允许平仓
+ */
+ public TradeRequestParam getOrderParamClose(TradeRequestParam tradeRequestParam){
+ return checkExitSignal(tradeRequestParam);
}
/**
* 更新所有技术指标的计算结果
- *
+ *
* @param prices 历史价格数据列表
*/
private void updateIndicators(List<BigDecimal> prices) {
@@ -138,15 +127,15 @@
lastPrice = prices.get(prices.size()-1);
}
+
/**
* 确定当前市场趋势（牛市/熊市）
*
- * @param prices 历史价格数据列表
*/
- private void determineTrend(List<BigDecimal> prices) {
+ private TrendDirection determineTrend() {
BigDecimal currentMa100 = ma100.getMa(); // 获取当前100日移动平均线
// 根据最新价格与100日MA的关系判断趋势：价格高于100日MA为牛市，否则为熊市
- trend = lastPrice.compareTo(currentMa100) > 0 ?
+ return lastPrice.compareTo(currentMa100) > 0 ?
TrendDirection.BULLISH : TrendDirection.BEARISH;
}
@@ -176,7 +165,9 @@
/**
* 检查是否满足入场信号条件
*/
- private void checkEntrySignal() {
+ private TradeRequestParam checkEntrySignal(TradeRequestParam tradeRequestParam) {
+ String poSide = null;
+ String side = null;
BigDecimal currentMa30 = ma30.getMa(); // 获取当前30日移动平均线
// 获取MACD的最新值用于判断动量方向
@@ -206,9 +197,10 @@
currentVolatility.compareTo(new BigDecimal("0.05")) < 0;
if (macdBull && macdBarPositive && priceAboveMAWithStrength && rsiInRange && volatilityModerate) {
- enterLong();
+ poSide = CoinEnums.POSSIDE_LONG.getCode();
+ side = CoinEnums.SIDE_BUY.getCode();
}
- } else {
+ } else if (trend == TrendDirection.BEARISH){
// 熊市入场条件增强：
// 1. MACD空头信号(DIF<DEA)
// 2. MACD柱状图为负（确认空头力量）
@@ -224,152 +216,49 @@
currentVolatility.compareTo(new BigDecimal("0.05")) < 0;
if (macdBear && macdBarNegative && priceBelowMAWithStrength && rsiInRange && volatilityModerate) {
- enterShort();
+ poSide = CoinEnums.POSSIDE_SHORT.getCode();
+ side = CoinEnums.SIDE_SELL.getCode();
}
}
+ tradeRequestParam.setPosSide(poSide);
+ tradeRequestParam.setSide(side);
+ return tradeRequestParam;
}
/**
* 检查是否满足离场信号条件
*/
- private void checkExitSignal() {
+ private TradeRequestParam checkExitSignal(TradeRequestParam tradeRequestParam) {
BigDecimal currentMa30 = ma30.getMa(); // 获取当前30日移动平均线
// 获取MACD的最新值用于判断动量变化
BigDecimal currentDif = macd.getDif();
BigDecimal currentDea = macd.getDea();
-
- if (position == PositionStatus.LONG) {
+ String posSide = tradeRequestParam.getPosSide();
+ if (posSide == CoinEnums.POSSIDE_LONG.getCode()) {
// 多头持仓离场条件：
// 1. MACD转为空头信号(DIF<DEA)
// 2. 价格跌破30日MA
- // 3. 价格触及止损价格
- // 4. 价格触及止盈价格
boolean macdExit = currentDif.compareTo(currentDea) < 0;
boolean priceExit = lastPrice.compareTo(currentMa30) < 0;
- boolean stopLossExit = lastPrice.compareTo(stopLossPrice) <= 0;
- boolean takeProfitExit = lastPrice.compareTo(takeProfitPrice) >= 0;
-
- if (macdExit || priceExit || stopLossExit || takeProfitExit) {
- if (stopLossExit) {
- System.out.println("触发止损 - ");
- } else if (takeProfitExit) {
- System.out.println("触发止盈 - ");
- }
- exitPosition();
+
+ if (macdExit && priceExit) {
+ tradeRequestParam.setSide(CoinEnums.SIDE_SELL.getCode());
}
- } else {
+ } else if (posSide == CoinEnums.POSSIDE_SHORT.getCode()){
// 空头持仓离场条件：
// 1. MACD转为多头信号(DIF>DEA)
// 2. 价格突破30日MA
- // 3. 价格触及止损价格
- // 4. 价格触及止盈价格
boolean macdExit = currentDif.compareTo(currentDea) > 0;
boolean priceExit = lastPrice.compareTo(currentMa30) > 0;
- boolean stopLossExit = lastPrice.compareTo(stopLossPrice) >= 0;
- boolean takeProfitExit = lastPrice.compareTo(takeProfitPrice) <= 0;
-
- if (macdExit || priceExit || stopLossExit || takeProfitExit) {
- if (stopLossExit) {
- System.out.println("触发止损 - ");
- } else if (takeProfitExit) {
- System.out.println("触发止盈 - ");
- }
- exitPosition();
+
+ if (macdExit && priceExit) {
+ tradeRequestParam.setSide(CoinEnums.SIDE_BUY.getCode());
}
}
+ return tradeRequestParam;
}
- /**
- * 计算基于风险的仓位大小
- *
- * @return 计算得到的仓位大小（ETH数量）
- */
- private BigDecimal calculatePositionSize() {
- // 计算每次交易可承受的最大风险金额
- BigDecimal maxRiskAmount = accountBalance.multiply(riskPerTrade);
- // 计算单合约风险金额（价格波动 * 数量）
- BigDecimal priceRisk = entryPrice.subtract(stopLossPrice).abs();
- // 计算基础仓位大小（不考虑杠杆）
- BigDecimal basePositionSize = maxRiskAmount.divide(priceRisk, 6, BigDecimal.ROUND_HALF_UP);
- // 应用杠杆计算实际仓位大小
- BigDecimal leveragedPositionSize = basePositionSize.multiply(new BigDecimal(leverage))
- .setScale(4, BigDecimal.ROUND_DOWN);
- return leveragedPositionSize;
- }
-
- /**
- * 执行开多仓操作
- */
- private void enterLong() {
- position = PositionStatus.LONG; // 更新持仓状态为多头
- entryPrice = lastPrice; // 记录入场价格
- // 多头止损价格 = 入场价格 * (1 - 止损比例)
- stopLossPrice = entryPrice.multiply(BigDecimal.ONE.subtract(stopLossRatio))
- .setScale(2, BigDecimal.ROUND_HALF_UP);
- // 多头止盈价格 = 入场价格 * (1 + 止盈比例)
- takeProfitPrice = entryPrice.multiply(BigDecimal.ONE.add(takeProfitRatio))
- .setScale(2, BigDecimal.ROUND_HALF_UP);
-
- // 计算仓位大小
- positionSize = calculatePositionSize();
- // 计算已用保证金（不考虑手续费）
- usedMargin = positionSize.multiply(entryPrice).divide(new BigDecimal(leverage), 2, BigDecimal.ROUND_HALF_UP);
-
- // 实际交易中，这里会执行买入操作
- System.out.println("开多仓 @ " + lastPrice + ", 止损价格: " + stopLossPrice + ", 止盈价格: " + takeProfitPrice);
- System.out.println("仓位大小: " + positionSize + " ETH, 已用保证金: " + usedMargin + " USD, 账户余额: " + accountBalance + " USD");
- }
-
- /**
- * 执行开空仓操作
- */
- private void enterShort() {
- position = PositionStatus.SHORT; // 更新持仓状态为空头
- entryPrice = lastPrice; // 记录入场价格
- // 空头止损价格 = 入场价格 * (1 + 止损比例)
- stopLossPrice = entryPrice.multiply(BigDecimal.ONE.add(stopLossRatio))
- .setScale(2, BigDecimal.ROUND_HALF_UP);
- // 空头止盈价格 = 入场价格 * (1 - 止盈比例)
- takeProfitPrice = entryPrice.multiply(BigDecimal.ONE.subtract(takeProfitRatio))
- .setScale(2, BigDecimal.ROUND_HALF_UP);
-
- // 计算仓位大小
- positionSize = calculatePositionSize();
- // 计算已用保证金（不考虑手续费）
- usedMargin = positionSize.multiply(entryPrice).divide(new BigDecimal(leverage), 2, BigDecimal.ROUND_HALF_UP);
-
- // 实际交易中，这里会执行卖出操作
- System.out.println("开空仓 @ " + lastPrice + ", 止损价格: " + stopLossPrice + ", 止盈价格: " + takeProfitPrice);
- System.out.println("仓位大小: " + positionSize + " ETH, 已用保证金: " + usedMargin + " USD, 账户余额: " + accountBalance + " USD");
- }
-
- /**
- * 执行平仓操作
- */
- private void exitPosition() {
- // 计算交易盈亏
- BigDecimal profitLoss;
- if (position == PositionStatus.LONG) {
- // 多头盈亏 = (平仓价格 - 入场价格) * 持仓数量
- profitLoss = lastPrice.subtract(entryPrice).multiply(positionSize);
- } else {
- // 空头盈亏 = (入场价格 - 平仓价格) * 持仓数量
- profitLoss = entryPrice.subtract(lastPrice).multiply(positionSize);
- }
-
- // 更新账户余额
- accountBalance = accountBalance.add(profitLoss).setScale(2, BigDecimal.ROUND_HALF_UP);
-
- // 实际交易中，这里会执行平仓操作
- System.out.println("平仓 @ " + lastPrice + ", 盈亏: " + profitLoss.setScale(2, BigDecimal.ROUND_HALF_UP) + " USD");
- System.out.println("最新账户余额: " + accountBalance + " USD");
-
- // 重置持仓状态
- position = PositionStatus.FLAT;
- positionSize = BigDecimal.ZERO;
- usedMargin = BigDecimal.ZERO;
- }
// 枚举定义
enum PositionStatus { FLAT, LONG, SHORT }
--
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