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/indicator/macdAndMatrategy/MACDCalculator.java | 117 ++++++----------------------------------------------------
1 files changed, 13 insertions(+), 104 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MACDCalculator.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MACDCalculator.java
index a70869e..2f72229 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MACDCalculator.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MACDCalculator.java
@@ -61,8 +61,8 @@
difValues.add(dif);
}
- // 4. 计算DEA（基于有效DIF数据的EMA）
- List<BigDecimal> deaValues = EMACalculator.calculateEMA(difValues, signalPeriod, false);
+ // 4. 计算DEA（基于有效DIF数据的EMA），欧意平台使用SMA作为初始值
+ List<BigDecimal> deaValues = EMACalculator.calculateEMA(difValues, signalPeriod, true);
// 5. 构建并填充结果（包含所有MACD数据）
List<PriceData> result = new ArrayList<>(deaValues.size());
@@ -81,11 +81,11 @@
// 设置DIF、DEA和MACD柱状图
data.setDif(difValues.get(i));
data.setDea(deaValues.get(i)); // DEA索引直接对应
- data.setMacdHist(data.getDif().subtract(data.getDea())); // MACD柱状图 = DIF - DEA
+ data.setMacdHist(data.getDif().subtract(data.getDea()).multiply(BigDecimal.valueOf(2))); // MACD柱状图 = (DIF - DEA) × 2 (欧意平台标准)
result.add(data);
}
- System.out.println(result.get(result.size() -1));
+
return new MACDResult(result, startIdx);
}
@@ -123,14 +123,14 @@
}
// 找到最近的价格高点和对应的DIF值
- int recentPriceHighIdx = findRecentHighIndex(closePrices, startIdx);
- if (recentPriceHighIdx < startIdx + 2) {
+ int recentPriceHighIdx = IndicatorUtils.findRecentHighIndex(closePrices, startIdx);
+ if (recentPriceHighIdx < startIdx + 2 || recentPriceHighIdx == -1) {
return false;
}
// 找到之前的价格高点和对应的DIF值
- int previousPriceHighIdx = findPreviousHighIndex(closePrices, startIdx, recentPriceHighIdx);
- if (previousPriceHighIdx < startIdx) {
+ int previousPriceHighIdx = IndicatorUtils.findPreviousHighIndex(closePrices, startIdx, recentPriceHighIdx);
+ if (previousPriceHighIdx < startIdx || previousPriceHighIdx == -1) {
return false;
}
@@ -173,14 +173,14 @@
}
// 找到最近的价格低点和对应的DIF值
- int recentPriceLowIdx = findRecentLowIndex(closePrices, startIdx);
- if (recentPriceLowIdx < startIdx + 2) {
+ int recentPriceLowIdx = IndicatorUtils.findRecentLowIndex(closePrices, startIdx);
+ if (recentPriceLowIdx < startIdx + 2 || recentPriceLowIdx == -1) {
return false;
}
// 找到之前的价格低点和对应的DIF值
- int previousPriceLowIdx = findPreviousLowIndex(closePrices, startIdx, recentPriceLowIdx);
- if (previousPriceLowIdx < startIdx) {
+ int previousPriceLowIdx = IndicatorUtils.findPreviousLowIndex(closePrices, startIdx, recentPriceLowIdx);
+ if (previousPriceLowIdx < startIdx || previousPriceLowIdx == -1) {
return false;
}
@@ -202,95 +202,4 @@
return recentPrice.compareTo(previousPrice) < 0 &&
recentDif.compareTo(previousDif) > 0;
}
-
- /**
- * 找到最近的价格高点索引
- *
- * @param prices 价格列表
- * @param startIdx 起始索引
- * @return 最近的价格高点索引
- */
- private static int findRecentHighIndex(List<BigDecimal> prices, int startIdx) {
- int highIdx = startIdx;
- BigDecimal highPrice = prices.get(startIdx);
-
- for (int i = startIdx + 1; i < prices.size(); i++) {
- BigDecimal currentPrice = prices.get(i);
- if (currentPrice.compareTo(highPrice) > 0) {
- highPrice = currentPrice;
- highIdx = i;
- }
- }
-
- return highIdx;
- }
-
- /**
- * 找到最近的价格低点索引
- *
- * @param prices 价格列表
- * @param startIdx 起始索引
- * @return 最近的价格低点索引
- */
- private static int findRecentLowIndex(List<BigDecimal> prices, int startIdx) {
- int lowIdx = startIdx;
- BigDecimal lowPrice = prices.get(startIdx);
-
- for (int i = startIdx + 1; i < prices.size(); i++) {
- BigDecimal currentPrice = prices.get(i);
- if (currentPrice.compareTo(lowPrice) < 0) {
- lowPrice = currentPrice;
- lowIdx = i;
- }
- }
-
- return lowIdx;
- }
-
- /**
- * 找到最近价格高点之前的价格高点索引
- *
- * @param prices 价格列表
- * @param startIdx 起始索引
- * @param recentHighIdx 最近的价格高点索引
- * @return 之前的价格高点索引
- */
- private static int findPreviousHighIndex(List<BigDecimal> prices, int startIdx, int recentHighIdx) {
- int highIdx = startIdx;
- BigDecimal highPrice = prices.get(startIdx);
-
- for (int i = startIdx + 1; i < recentHighIdx; i++) {
- BigDecimal currentPrice = prices.get(i);
- if (currentPrice.compareTo(highPrice) > 0) {
- highPrice = currentPrice;
- highIdx = i;
- }
- }
-
- return highIdx;
- }
-
- /**
- * 找到最近价格低点之前的价格低点索引
- *
- * @param prices 价格列表
- * @param startIdx 起始索引
- * @param recentLowIdx 最近的价格低点索引
- * @return 之前的价格低点索引
- */
- private static int findPreviousLowIndex(List<BigDecimal> prices, int startIdx, int recentLowIdx) {
- int lowIdx = startIdx;
- BigDecimal lowPrice = prices.get(startIdx);
-
- for (int i = startIdx + 1; i < recentLowIdx; i++) {
- BigDecimal currentPrice = prices.get(i);
- if (currentPrice.compareTo(lowPrice) < 0) {
- lowPrice = currentPrice;
- lowIdx = i;
- }
- }
-
- return lowIdx;
- }
-}
-
+}
\ No newline at end of file
--
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