From 7d135ad0916dca539af66c09c612c559c6c4cab8 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 05 Jan 2026 17:56:39 +0800
Subject: [PATCH] fix(strategy): 修复MACD策略EMA计算和交易信号处理问题
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java | 5 +-
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java | 74 ++++++++++++++++++++++++++++++++----
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy.java | 12 +++++-
3 files changed, 78 insertions(+), 13 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 33e270f..a3a072b 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
@@ -343,7 +343,7 @@
*/
String confirm = data.getString(8);
if ("1".equals(confirm)){
- log.info("{}K线已完结{}:{}",time,closePx,instId);
+ log.info("{}开仓{}:{}",time,closePx,instId);
//调用策略
// 创建策略实例
MacdMaStrategy strategy = new MacdMaStrategy();
@@ -363,11 +363,8 @@
.collect(Collectors.toList());
log.info("1D:{}", JSONUtil.parse( historicalPrices1D));
// 使用策略分析最新价格数据
- MacdMaStrategy.TradingOrder tradingOrderOpen1M = strategy.generateTradingOrder(historicalPrices1M,historicalPrices1D,MacdMaStrategy.OperationType.open.name());
- if (tradingOrderOpen1M == null ){
- return;
- }
- if (historicalPrices1D == null ){
+ MacdMaStrategy.TradingOrder tradingOrderOpenOpen = strategy.generateTradingOrder(historicalPrices1M,historicalPrices1D,MacdMaStrategy.OperationType.open.name());
+ if (tradingOrderOpenOpen == null){
return;
}
@@ -380,16 +377,16 @@
for (OkxQuantWebSocketClient client : clientManager.getAllClients()) {
String accountName = client.getAccountName();
if (accountName != null) {
- if (ObjectUtil.isNotEmpty(tradingOrderOpen1M)){
+ if (ObjectUtil.isNotEmpty(tradingOrderOpenOpen)){
// 根据信号执行交易操作
TradeRequestParam tradeRequestParam = new TradeRequestParam();
- String posSide = tradingOrderOpen1M.getPosSide();
+ String posSide = tradingOrderOpenOpen.getPosSide();
tradeRequestParam.setPosSide(posSide);
String currentPrice = String.valueOf(closePx);
tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);
- String side = tradingOrderOpen1M.getSide();
+ String side = tradingOrderOpenOpen.getSide();
tradeRequestParam.setSide(side);
String clOrdId = WsParamBuild.getOrderNum(side);
@@ -401,6 +398,65 @@
}
}
}
+ }else{
+ log.info("{}平仓{}:{}",time,closePx,instId);
+ //调用策略
+ // 创建策略实例
+ MacdMaStrategy strategy = new MacdMaStrategy();
+
+ // 生成200个1m价格数据点
+ List<Kline> kline1MinuteData = getKlineDataByInstIdAndBar(instId, "1m");
+ List<BigDecimal> historicalPrices1M = kline1MinuteData.stream()
+ .map(Kline::getC)
+ .collect(Collectors.toList());
+
+ log.info("1m:{}", JSONUtil.parse( historicalPrices1M));
+
+ // 生成200个1D价格数据点
+ List<Kline> kline1DayData = getKlineDataByInstIdAndBar(instId, "1D");
+ List<BigDecimal> historicalPrices1D = kline1DayData.stream()
+ .map(Kline::getC)
+ .collect(Collectors.toList());
+ log.info("1D:{}", JSONUtil.parse( historicalPrices1D));
+ // 使用策略分析最新价格数据
+ MacdMaStrategy.TradingOrder tradingOrderOpenClose = strategy.generateTradingOrder(historicalPrices1M,historicalPrices1D,MacdMaStrategy.OperationType.close.name());
+ if (tradingOrderOpenClose == null){
+ return;
+ }
+
+ Collection<OkxQuantWebSocketClient> allClients = clientManager.getAllClients();
+ //如果为空，则直接返回
+ if (allClients.isEmpty()) {
+ return;
+ }
+ // 获取所有OkxQuantWebSocketClient实例
+ for (OkxQuantWebSocketClient client : clientManager.getAllClients()) {
+ String accountName = client.getAccountName();
+ if (accountName != null) {
+ if (ObjectUtil.isNotEmpty(tradingOrderOpenClose)){
+ // 根据信号执行交易操作
+ TradeRequestParam tradeRequestParam = new TradeRequestParam();
+ tradeRequestParam.setAccountName(accountName);
+ tradeRequestParam.setMarkPx(String.valueOf(closePx));
+ tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
+ tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
+ tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
+ String posSide = tradingOrderOpenClose.getPosSide();
+ tradeRequestParam.setPosSide(posSide);
+
+ String side = tradingOrderOpenClose.getSide();
+ tradeRequestParam.setSide(side);
+
+ String clOrdId = WsParamBuild.getOrderNum(side);
+ tradeRequestParam.setClOrdId(clOrdId);
+
+ String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
+ BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
+ tradeRequestParam.setSz(String.valueOf(pos));
+ TradeOrderWs.orderZhiYingZhiSunEventNoState(client.getWebSocketClient(), tradeRequestParam);
+ }
+ }
+ }
}
}
} catch (Exception e) {
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java
index 1628cd3..a491921 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java
@@ -383,8 +383,9 @@
// 注意：当前实现中，OrderInfoWs等类使用静态Map存储数据
// 这会导致多账号之间的数据冲突。需要进一步修改这些类的设计，让数据存储与特定账号关联
if (OrderInfoWs.ORDERINFOWS_CHANNEL.equals(channel)) {
- TradeRequestParam tradeRequestParam = OrderInfoWs.handleEvent(response, redisUtils, account.name());
- TradeOrderWs.orderZhiYingZhiSunEventNoState(webSocketClient, tradeRequestParam);
+ OrderInfoWs.handleEvent(response, redisUtils, account.name());
+// TradeRequestParam tradeRequestParam = OrderInfoWs.handleEvent(response, redisUtils, account.name());
+// TradeOrderWs.orderZhiYingZhiSunEventNoState(webSocketClient, tradeRequestParam);
}else if (AccountWs.ACCOUNTWS_CHANNEL.equals(channel)) {
AccountWs.handleEvent(response, account.name());
} else if (PositionsWs.POSITIONSWS_CHANNEL.equals(channel)) {
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 48f80ab..f5ebaf3 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
@@ -11,6 +11,8 @@
import lombok.extern.slf4j.Slf4j;
import java.math.BigDecimal;
+import java.util.ArrayList;
+import java.util.Collections;
import java.util.List;
/**
@@ -264,7 +266,10 @@
*/
private boolean isLongEntryCondition(MACDResult macdResult, List<BigDecimal> closePrices, List<BigDecimal> close1DPrices) {
// 1. 计算200日EMA（趋势过滤）
- List<BigDecimal> trendEma = EMACalculator.calculateEMA(close1DPrices, trendPeriod, true);
+ // 复制并反转日线数据，确保从旧到新计算EMA
+ List<BigDecimal> reversed1DPrices = new ArrayList<>(close1DPrices);
+ Collections.reverse(reversed1DPrices);
+ List<BigDecimal> trendEma = EMACalculator.calculateEMA(reversed1DPrices, trendPeriod, true);
BigDecimal latestTrendEma = trendEma.get(trendEma.size() - 1);
BigDecimal latestPrice = closePrices.get(0);
log.info( "200日EMA：{}, 最新价格：{}", latestTrendEma, latestPrice);
@@ -298,7 +303,10 @@
*/
private boolean isShortEntryCondition(MACDResult macdResult, List<BigDecimal> closePrices, List<BigDecimal> close1DPrices) {
// 1. 计算200日EMA（趋势过滤）
- List<BigDecimal> trendEma = EMACalculator.calculateEMA(close1DPrices, trendPeriod, true);
+ // 复制并反转日线数据，确保从旧到新计算EMA
+ List<BigDecimal> reversed1DPrices = new ArrayList<>(close1DPrices);
+ Collections.reverse(reversed1DPrices);
+ List<BigDecimal> trendEma = EMACalculator.calculateEMA(reversed1DPrices, trendPeriod, true);
BigDecimal latestTrendEma = trendEma.get(trendEma.size() - 1);
BigDecimal latestPrice = closePrices.get(0);
--
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