From 9ff43c07c9ce3fe76ba4a21e28885097b2b721e3 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 05 Jan 2026 14:08:47 +0800
Subject: [PATCH] feat(trading): 优化MACD策略算法适配欧意平台
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java | 33 +++++++++++----------------------
1 files changed, 11 insertions(+), 22 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 d221c88..b6190a0 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
@@ -343,34 +343,25 @@
// 创建策略实例
MacdMaStrategy strategy = new MacdMaStrategy();
- // 生成100个15分钟价格数据点
+ // 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("生成100个1分钟价格数据点成功！");
+
+ // 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());
// 使用策略分析最新价格数据
- MacdMaStrategy.TradingOrder tradingOrderOpen1M = strategy.generateTradingOrder(historicalPrices1M,MacdMaStrategy.OperationType.open.name());
+ MacdMaStrategy.TradingOrder tradingOrderOpen1M = strategy.generateTradingOrder(historicalPrices1M,historicalPrices1D,MacdMaStrategy.OperationType.open.name());
if (tradingOrderOpen1M == null ){
return;
}
-
-// List<Kline> kline15MinuteData = getKlineDataByInstIdAndBar(instId, "15m");
-// List<BigDecimal> historicalPrices15M = kline15MinuteData.stream()
-// .map(Kline::getC)
-// .collect(Collectors.toList());
-// // 使用策略分析最新价格数据
-// MacdMaStrategy.TradingOrder tradingOrderOpen15M = strategy.generateTradingOrder(historicalPrices15M,MacdMaStrategy.OperationType.open.name());
-// if (tradingOrderOpen15M == null ){
-// return;
-// }
-//
-// if (!tradingOrderOpen1M.getPosSide().equals(tradingOrderOpen15M.getPosSide())){
-// return;
-// }
-
-// log.info("1分钟和15分钟K线方向一致，开始执行交易操作！");
-
+ if (historicalPrices1D == null ){
+ return;
+ }
Collection<OkxQuantWebSocketClient> allClients = clientManager.getAllClients();
//如果为空，则直接返回
@@ -417,8 +408,6 @@
requestParam.put("bar", bar);
requestParam.put("limit", "200");
String result = ExchangeLoginService.getInstance(ExchangeInfoEnum.OKX_UAT.name()).lineHistory(requestParam);
- log.info("加载OKX-KLINE，{}", result);
-
JSONObject json = JSON.parseObject(result);
String data = json.getString("data");
--
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