From 8a9f1fee85bb10e7d3da63d2beb436f65432801c Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 05 Jan 2026 13:04:04 +0800
Subject: [PATCH] fix(okxWs): 修复下单日志参数缺失问题
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy.java | 63 ++++++++++---------------------
1 files changed, 20 insertions(+), 43 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 be65136..485609c 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
@@ -93,28 +93,22 @@
// 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);
- for (int i = Math.max(0, closePrices.size() - volatilityPeriod);
- i < closePrices.size(); i++) {
- volatility.addPrice(closePrices.get(i));
- }
- volatility.calculate();
// 最新收盘价
BigDecimal latestPrice = closePrices.get(closePrices.size() - 1);
// 3. 检查开平仓条件
// 多头开仓条件检查
- if (isLongEntryCondition(macdResult, closePrices, volatility.getValue())) {
+ if (isLongEntryCondition(macdResult, closePrices)) {
// 执行开多
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())) {
+ if (isShortEntryCondition(macdResult, closePrices)) {
// 执行开空
log.info( "空头开仓信号，价格：{}", latestPrice);
return PositionType.SHORT_SELL;
@@ -226,10 +220,9 @@
*
* @param macdResult MACD计算结果
* @param closePrices 收盘价序列
- * @param volatility 当前波动率
* @return 是否满足多头开仓条件
*/
- private boolean isLongEntryCondition(MACDResult macdResult, List<BigDecimal> closePrices, BigDecimal volatility) {
+ private boolean isLongEntryCondition(MACDResult macdResult, List<BigDecimal> closePrices) {
// 2. MACD金叉且柱状线扩张检查
boolean isMacdFavorable = isMacdGoldenCrossAndExpanding(macdResult);
@@ -237,19 +230,14 @@
// 3. MACD柱状线必须为正
boolean macdPositive = isMacdPositive(macdResult);
- // 4. 波动率过滤（必须在合理范围内）
- boolean volatilityFilter = isVolatilityInRange(volatility);
-
// 5. 底背离检查（增强多头信号可靠性）
boolean isBottomDivergence = MACDCalculator.isBottomDivergence(closePrices, macdResult);
+
+ log.info("多头信号形成, MACD有利状态: {}, 柱状线为正: {}, 底背离: {}",
+ isMacdFavorable, macdPositive, isBottomDivergence);
// 所有条件必须同时满足
- 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);
- }
+ boolean result = macdPositive && (isMacdFavorable || isBottomDivergence);
return result;
}
@@ -259,29 +247,22 @@
*
* @param macdResult MACD计算结果
* @param closePrices 收盘价序列
- * @param volatility 当前波动率
* @return 是否满足空头开仓条件
*/
- private boolean isShortEntryCondition(MACDResult macdResult, List<BigDecimal> closePrices, BigDecimal volatility) {
+ private boolean isShortEntryCondition(MACDResult macdResult, List<BigDecimal> closePrices) {
// 2. MACD死叉且柱状线收缩检查
boolean isMacdFavorable = isMacdDeathCrossAndContracting(macdResult);
// 3. MACD柱状线必须为负
boolean macdNegative = isMacdNegative(macdResult);
- // 4. 波动率过滤（必须在合理范围内）
- boolean volatilityFilter = isVolatilityInRange(volatility);
-
// 5. 顶背离检查（增强空头信号可靠性）
boolean isTopDivergence = MACDCalculator.isTopDivergence(closePrices, macdResult);
-
+
+ log.info("空头信号形成, MACD有利状态: {}, 柱状线为负: {}, 顶背离: {}",
+ isMacdFavorable, macdNegative, isTopDivergence);
// 所有条件必须同时满足
- 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);
- }
+ boolean result = macdNegative && (isMacdFavorable || isTopDivergence);
return result;
}
@@ -357,15 +338,13 @@
boolean isGoldenCross = prevPrev.getDif().compareTo(prevPrev.getDea()) <= 0 &&
previous.getDif().compareTo(previous.getDea()) > 0;
- boolean isUp = latest.getDif().compareTo(BigDecimal.ZERO) > 0 && latest.getDea().compareTo(BigDecimal.ZERO) > 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 &&
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 && isUp;
+ // 金叉柱状线扩张满足
+ return isGoldenCross && isExpanding;
}
/**
@@ -390,14 +369,14 @@
}
/**
- * 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();
@@ -413,15 +392,13 @@
boolean isDeathCross = prevPrev.getDif().compareTo(prevPrev.getDea()) >= 0 &&
previous.getDif().compareTo(previous.getDea()) < 0;
- boolean isDown = latest.getDif().compareTo(BigDecimal.ZERO) < 0 && latest.getDea().compareTo(BigDecimal.ZERO) < 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 && isExpanding && isDown;
+ // 死叉且柱状线扩张
+ return isDeathCross && isExpanding;
}
/**
--
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