From a9402bbb84f6a521822fc8beb32056d0b2d4201f Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Fri, 26 Dec 2025 18:08:07 +0800
Subject: [PATCH] refactor(indicator): 重构MACD策略实现并优化交易逻辑
---
/dev/null | 0
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MACDCalculator.java | 1
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java | 40 ++---
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategyTest.java | 51 +++++--
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy.java | 287 ++++++----------------------------------
5 files changed, 104 insertions(+), 275 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 e8f5708..dbf73b2 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
@@ -363,29 +363,27 @@
String clOrdId = WsParamBuild.getOrderNum(side);
tradeRequestParam.setClOrdId(clOrdId);
String sz = null;
- if (posSide == CoinEnums.POSSIDE_LONG.getCode()){
- if (side == CoinEnums.SIDE_BUY.getCode()){
- sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
- }else if (side == CoinEnums.SIDE_SELL.getCode()){
- BigDecimal pos = PositionsWs.getAccountMap(PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_LONG.getCode())).get("pos");
- if (BigDecimal.ZERO.compareTo( pos) >= 0) {
- tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
- }
- sz = String.valueOf( pos);
+ if (posSide == CoinEnums.POSSIDE_LONG.getCode() && side == CoinEnums.SIDE_BUY.getCode()){
+ sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
+ tradeRequestParam.setSz(sz);
+ TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
+
+ BigDecimal pos = PositionsWs.getAccountMap(PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_SHORT.getCode())).get("pos");
+ if (BigDecimal.ZERO.compareTo( pos) >= 0) {
+ TradeRequestParam tradeRequestParamOld = caoZuoService.caoZuoZhiSunEvent(accountName, String.valueOf(closePx), CoinEnums.POSSIDE_SHORT.getCode());
+ TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParamOld);
}
- }else if (posSide == CoinEnums.POSSIDE_SHORT.getCode()){
- if (side == CoinEnums.SIDE_BUY.getCode()){
- BigDecimal pos = PositionsWs.getAccountMap(PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_SHORT.getCode())).get("pos");
- if (BigDecimal.ZERO.compareTo( pos) >= 0) {
- tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
- }
- sz = String.valueOf( pos);
- }else if (side == CoinEnums.SIDE_SELL.getCode()){
- sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
- }
+ }else if (posSide == CoinEnums.POSSIDE_SHORT.getCode() && side == CoinEnums.SIDE_SELL.getCode()){
+ sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
+ tradeRequestParam.setSz(sz);
+ TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
+
+ BigDecimal pos = PositionsWs.getAccountMap(PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_LONG.getCode())).get("pos");
+ if (BigDecimal.ZERO.compareTo( pos) >= 0) {
+ TradeRequestParam tradeRequestParamOld = caoZuoService.caoZuoZhiSunEvent(accountName, String.valueOf(closePx), CoinEnums.POSSIDE_LONG.getCode());
+ TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParamOld);
+ }
}
- tradeRequestParam.setSz(sz);
- TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
}
}
}
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/BearishSignalDetector.class b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/BearishSignalDetector.class
deleted file mode 100644
index 06760a2..0000000
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/BearishSignalDetector.class
+++ /dev/null
Binary files differ
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/BullishSignalDetector.class b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/BullishSignalDetector.class
deleted file mode 100644
index e4f386b..0000000
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/BullishSignalDetector.class
+++ /dev/null
Binary files differ
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/EMACalculator.class b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/EMACalculator.class
deleted file mode 100644
index 06d228a..0000000
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/EMACalculator.class
+++ /dev/null
Binary files differ
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MACDCalculator.class b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MACDCalculator.class
deleted file mode 100644
index 0d78838..0000000
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MACDCalculator.class
+++ /dev/null
Binary files differ
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 a82bf44..d68423e 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
@@ -86,6 +86,7 @@
result.add(data);
}
+ System.out.println(result.get(result.size() -1));
return new MACDResult(result, startIdx);
}
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MACDResult.class b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MACDResult.class
deleted file mode 100644
index 1f56cdc..0000000
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MACDResult.class
+++ /dev/null
Binary files differ
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy$PositionType.class b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy$PositionType.class
deleted file mode 100644
index ab78338..0000000
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy$PositionType.class
+++ /dev/null
Binary files differ
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy$TradingOrder.class b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy$TradingOrder.class
deleted file mode 100644
index 8783b52..0000000
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy$TradingOrder.class
+++ /dev/null
Binary files differ
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy.class b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy.class
deleted file mode 100644
index 228fc25..0000000
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy.class
+++ /dev/null
Binary files differ
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 cea66cc..44acbf2 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
@@ -7,6 +7,8 @@
*/
package com.xcong.excoin.modules.okxNewPrice.indicator.macdAndMatrategy;
+import lombok.extern.slf4j.Slf4j;
+
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.ArrayList;
@@ -18,6 +20,7 @@
* 该策略利用EMA交叉、MACD指标、价格突破信号和波动率过滤，
* 为15分钟K线级别交易提供综合决策支持。
*/
+@Slf4j
public class MacdMaStrategy {
/** 持仓状态枚举 */
@@ -39,7 +42,6 @@
private BigDecimal takeProfitRatio; // 止盈比例
// 持仓信息
- private PositionType currentPosition; // 当前持仓状态
private BigDecimal entryPrice; // 开仓价格
private long entryTime; // 开仓时间戳
@@ -72,7 +74,6 @@
this.takeProfitRatio = takeProfitRatio;
// 初始化持仓状态为空仓
- this.currentPosition = PositionType.NONE;
this.entryPrice = BigDecimal.ZERO;
this.entryTime = 0;
}
@@ -104,42 +105,26 @@
// 最新收盘价
BigDecimal latestPrice = closePrices.get(closePrices.size() - 1);
- // 3. 检查开仓条件
- if (currentPosition == PositionType.NONE) {
- // 多头开仓条件检查
- if (isLongEntryCondition(macdResult, closePrices, volatility.getValue())) {
- // 执行开多
- this.currentPosition = PositionType.LONG;
- this.entryPrice = latestPrice;
- this.entryTime = System.currentTimeMillis();
- return PositionType.LONG;
- }
-
- // 空头开仓条件检查
- if (isShortEntryCondition(macdResult, closePrices, volatility.getValue())) {
- // 执行开空
- this.currentPosition = PositionType.SHORT;
- this.entryPrice = latestPrice;
- this.entryTime = System.currentTimeMillis();
- return PositionType.SHORT;
- }
-
- // 无信号
- return PositionType.NONE;
- } else {
- // 4. 检查平仓条件
- if (shouldClosePosition(macdResult, closePrices, latestPrice)) {
- // 执行平仓
- PositionType closedPosition = currentPosition;
- this.currentPosition = PositionType.NONE;
- this.entryPrice = BigDecimal.ZERO;
- this.entryTime = 0;
- return PositionType.NONE; // 返回空仓信号表示平仓
- }
-
- // 保持当前持仓
- return currentPosition;
+ // 3. 检查开平仓条件
+ // 多头开仓条件检查
+ if (isLongEntryCondition(macdResult, closePrices, volatility.getValue())) {
+ // 执行开多
+ this.entryPrice = latestPrice;
+ this.entryTime = System.currentTimeMillis();
+ return PositionType.LONG;
}
+
+ // 空头开仓条件检查
+ if (isShortEntryCondition(macdResult, closePrices, volatility.getValue())) {
+ // 执行开空
+ this.entryPrice = latestPrice;
+ this.entryTime = System.currentTimeMillis();
+ return PositionType.SHORT;
+ }
+
+ // 无信号
+ return PositionType.NONE;
+
}
/**
@@ -184,17 +169,7 @@
} else if (signal == PositionType.SHORT) {
// 开空：卖出开空（side 填写 sell； posSide 填写 short ）
return new TradingOrder("sell", "short");
- } else if (signal == PositionType.NONE && currentPosition != PositionType.NONE) {
- // 平仓操作
- if (currentPosition == PositionType.LONG) {
- // 平多：卖出平多（side 填写 sell；posSide 填写 long ）
- return new TradingOrder("sell", "long");
- } else if (currentPosition == PositionType.SHORT) {
- // 平空：买入平空（side 填写 buy； posSide 填写 short ）
- return new TradingOrder("buy", "short");
- }
}
-
// 没有交易信号
return null;
}
@@ -213,19 +188,22 @@
if (macdData.size() < 1) {
return false;
}
- boolean emaGoldenCross = isEmaGoldenCross(macdResult);
+ boolean emaGoldenCross = isMacdGoldenCrossAndExpanding(macdResult);
PriceData latest = macdData.get(macdData.size() - 1);
- boolean emaShortAboveLong = latest.getEmaShort().compareTo(latest.getEmaLong()) > 0;
-
// 2. MACD柱状线为正
boolean macdPositive = latest.getMacdHist().compareTo(BigDecimal.ZERO) > 0;
-
+
// 3. 简化的波动率检查
boolean volatilityFilter = volatility.compareTo(BigDecimal.ZERO) > 0;
+ if ( emaGoldenCross && macdPositive && volatilityFilter){
+ log.info( "EMA金叉: {}", emaGoldenCross);
+ log.info( "MACD柱状线为正: {}" ,macdPositive);
+ log.info( "波动率过滤: {}" ,volatilityFilter);
+ }
// 只需要EMA短期在长期上方、MACD柱状线为正且波动率大于0
- return emaGoldenCross && emaShortAboveLong && macdPositive && volatilityFilter;
+ return emaGoldenCross && macdPositive && volatilityFilter;
}
/**
@@ -238,48 +216,28 @@
*/
private boolean isShortEntryCondition(MACDResult macdResult, List<BigDecimal> closePrices,
BigDecimal volatility) {
- // 1. EMA死叉检查（短期EMA < 长期EMA）
- boolean emaDeathCross = isEmaDeathCross(macdResult);
-
+ List<PriceData> macdData = macdResult.getMacdData();
+ if (macdData.size() < 1) {
+ return false;
+ }
// 2. MACD柱状线收缩+死叉检查
boolean macdDeathCross = isMacdDeathCrossAndContracting(macdResult);
- // 3. 价格跌破前低检查
- boolean priceBreakdown = BearishSignalDetector.isBearishSignalFormed(macdResult, closePrices);
+ // 2. MACD柱状线为负
+ PriceData latest = macdData.get(macdData.size() - 1);
+ boolean macdPositive = latest.getMacdHist().compareTo(BigDecimal.ZERO) < 0;
+
// 4. 波动率过滤检查（0.5% ~ 5%）
boolean volatilityFilter = isVolatilityInRange(volatility);
+ if ( macdDeathCross&& volatilityFilter){
+ log.info( "MACD柱状线收缩+死叉: {}", macdDeathCross);
+ log.info( "MACD柱状线为负: {}" ,macdPositive);
+ log.info( "波动率过滤: {}", volatilityFilter);
+ }
// 所有条件必须同时满足
- return emaDeathCross && macdDeathCross && priceBreakdown && volatilityFilter;
- }
-
- /**
- * 平仓条件检查
- *
- * @param macdResult MACD计算结果
- * @param closePrices 收盘价序列
- * @param currentPrice 当前价格
- * @return 是否应该平仓
- */
- private boolean shouldClosePosition(MACDResult macdResult, List<BigDecimal> closePrices,
- BigDecimal currentPrice) {
- // 1. 检查止损条件
- if (isStopLossTriggered(currentPrice)) {
- return true;
- }
-
- // 2. 检查止盈条件
- if (isTakeProfitTriggered(currentPrice)) {
- return true;
- }
-
- // 3. 检查MACD反向信号
- if (isMacdReversalSignal(macdResult)) {
- return true;
- }
-
- return false;
+ return macdDeathCross && volatilityFilter && macdPositive;
}
/**
@@ -336,14 +294,13 @@
PriceData latest = macdData.get(macdData.size() - 1);
PriceData previous = macdData.get(macdData.size() - 2);
- PriceData prevPrev = macdData.get(macdData.size() - 3);
// 1. MACD金叉检查（DIF上穿DEA）
boolean goldenCross = previous.getDif().compareTo(previous.getDea()) <= 0 &&
latest.getDif().compareTo(latest.getDea()) > 0;
// 2. MACD柱状线扩张检查
- boolean histogramExpanding = prevPrev.getMacdHist().compareTo(previous.getMacdHist()) <= 0 &&
+ boolean histogramExpanding =
previous.getMacdHist().compareTo(latest.getMacdHist()) < 0 &&
latest.getMacdHist().compareTo(BigDecimal.ZERO) > 0;
@@ -358,23 +315,21 @@
*/
private boolean isMacdDeathCrossAndContracting(MACDResult macdResult) {
List<PriceData> macdData = macdResult.getMacdData();
- if (macdData.size() < 3) {
+ if (macdData.size() < 2) {
return false;
}
PriceData latest = macdData.get(macdData.size() - 1);
PriceData previous = macdData.get(macdData.size() - 2);
- PriceData prevPrev = macdData.get(macdData.size() - 3);
// 1. MACD死叉检查（DIF下穿DEA）
boolean deathCross = previous.getDif().compareTo(previous.getDea()) >= 0 &&
latest.getDif().compareTo(latest.getDea()) < 0;
// 2. MACD柱状线收缩检查（绝对值减小）
- boolean histogramContracting = prevPrev.getMacdHist().abs().compareTo(
- previous.getMacdHist().abs()) >= 0 &&
+ boolean histogramContracting =
previous.getMacdHist().abs().compareTo(
- latest.getMacdHist().abs()) > 0 &&
+ latest.getMacdHist().abs()) < 0 &&
latest.getMacdHist().compareTo(BigDecimal.ZERO) < 0;
return deathCross && histogramContracting;
@@ -394,84 +349,6 @@
volatility.compareTo(maxVolatility) <= 0;
}
- /**
- * 止损触发检查
- *
- * @param currentPrice 当前价格
- * @return 是否触发止损
- */
- private boolean isStopLossTriggered(BigDecimal currentPrice) {
- if (entryPrice.compareTo(BigDecimal.ZERO) == 0) {
- return false;
- }
-
- if (currentPosition == PositionType.LONG) {
- // 多头持仓：价格下跌超过止损比例
- BigDecimal stopLossPrice = entryPrice.multiply(
- BigDecimal.ONE.subtract(stopLossRatio));
- return currentPrice.compareTo(stopLossPrice) < 0;
- } else if (currentPosition == PositionType.SHORT) {
- // 空头持仓：价格上涨超过止损比例
- BigDecimal stopLossPrice = entryPrice.multiply(
- BigDecimal.ONE.add(stopLossRatio));
- return currentPrice.compareTo(stopLossPrice) > 0;
- }
-
- return false;
- }
-
- /**
- * 止盈触发检查
- *
- * @param currentPrice 当前价格
- * @return 是否触发止盈
- */
- private boolean isTakeProfitTriggered(BigDecimal currentPrice) {
- if (entryPrice.compareTo(BigDecimal.ZERO) == 0) {
- return false;
- }
-
- if (currentPosition == PositionType.LONG) {
- // 多头持仓：价格上涨超过止盈比例
- BigDecimal takeProfitPrice = entryPrice.multiply(
- BigDecimal.ONE.add(takeProfitRatio));
- return currentPrice.compareTo(takeProfitPrice) > 0;
- } else if (currentPosition == PositionType.SHORT) {
- // 空头持仓：价格下跌超过止盈比例
- BigDecimal takeProfitPrice = entryPrice.multiply(
- BigDecimal.ONE.subtract(takeProfitRatio));
- return currentPrice.compareTo(takeProfitPrice) < 0;
- }
-
- return false;
- }
-
- /**
- * MACD反向信号检查
- *
- * @param macdResult MACD计算结果
- * @return 是否出现MACD反向信号
- */
- private boolean isMacdReversalSignal(MACDResult macdResult) {
- if (currentPosition == PositionType.LONG) {
- // 多头持仓：检查MACD死叉信号
- return isMacdDeathCrossAndContracting(macdResult);
- } else if (currentPosition == PositionType.SHORT) {
- // 空头持仓：检查MACD金叉信号
- return isMacdGoldenCrossAndExpanding(macdResult);
- }
-
- return false;
- }
-
- /**
- * 获取当前持仓状态
- *
- * @return 当前持仓状态
- */
- public PositionType getCurrentPosition() {
- return currentPosition;
- }
/**
* 获取开仓价格
@@ -489,73 +366,5 @@
*/
public long getEntryTime() {
return entryTime;
- }
-
- /**
- * 重置策略状态（清空持仓）
- */
- public void reset() {
- this.currentPosition = PositionType.NONE;
- this.entryPrice = BigDecimal.ZERO;
- this.entryTime = 0;
- }
-
- /**
- * 示例主方法，展示如何使用MACD和MA组合交易策略
- *
- * @param args 命令行参数（未使用）
- */
- public static void main(String[] args) {
- // 创建策略实例（使用默认参数）
- MacdMaStrategy strategy = new MacdMaStrategy();
-
- // 示例：模拟历史价格数据（实际应用中应从数据源获取）
- List<BigDecimal> historicalPrices = new ArrayList<>();
-
- // 生成一些示例价格数据（这里仅作演示）
- // 实际应用中应替换为真实的历史K线数据
- for (int i = 0; i < 50; i++) {
- // 模拟价格数据（示例中使用简单递增的价格）
- historicalPrices.add(new BigDecimal("100.00").add(new BigDecimal(i * 0.5)));
- }
-
- // 模拟实时价格流处理
- System.out.println("===== MACD和MA组合交易策略示例 =====");
- System.out.println("开始处理价格数据并生成交易信号...");
-
- // 模拟实时数据流（假设我们有更多的价格数据）
- for (int i = 0; i < 20; i++) {
- // 添加新的价格数据（这里仅作演示）
- BigDecimal newPrice = new BigDecimal("125.00").add(new BigDecimal(i * 0.2));
- historicalPrices.add(newPrice);
-
- // 使用策略分析最新价格数据并生成交易指令
- TradingOrder order = strategy.generateTradingOrder(historicalPrices);
-
- // 输出交易信号和指令
- System.out.printf("价格: %s, 当前持仓: %s, 交易指令: %s\n",
- newPrice.setScale(2, RoundingMode.HALF_UP),
- strategy.getCurrentPosition().name(),
- order != null ? order.toString() : "无交易指令");
-
- // 示例：在实际应用中，你可能需要根据指令执行交易操作
- if (order != null) {
- if (order.getSide().equals("buy") && order.getPosSide().equals("long")) {
- System.out.println("[交易操作] 买入开多");
- } else if (order.getSide().equals("sell") && order.getPosSide().equals("short")) {
- System.out.println("[交易操作] 卖出开空");
- } else if (order.getSide().equals("sell") && order.getPosSide().equals("long")) {
- System.out.println("[交易操作] 卖出平多");
- } else if (order.getSide().equals("buy") && order.getPosSide().equals("short")) {
- System.out.println("[交易操作] 买入平空");
- }
- }
- }
-
- // 打印策略最终状态
- System.out.println("\n===== 策略最终状态 =====");
- System.out.println("当前持仓: " + strategy.getCurrentPosition().name());
- System.out.println("开仓价格: " + strategy.getEntryPrice());
- System.out.println("开仓时间戳: " + strategy.getEntryTime());
}
}
\ No newline at end of file
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategyTest.class b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategyTest.class
deleted file mode 100644
index 35617f7..0000000
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategyTest.class
+++ /dev/null
Binary files differ
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategyTest.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategyTest.java
index b49ed8a..a085307 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategyTest.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategyTest.java
@@ -42,14 +42,38 @@
}
// 模拟上涨趋势
+// for (int i = 0; i < 50; i++) {
+// BigDecimal newPrice = new BigDecimal("125.00").subtract(new BigDecimal(i));
+// prices.add(newPrice);
+//
+// MacdMaStrategy.TradingOrder order = strategy.generateTradingOrder(prices);
+//
+// System.out.printf("价格: %.2f, 交易指令: %s\n",
+// newPrice.doubleValue(),
+// order != null ? order.toString() : "无交易指令");
+// }
+
+ // 模拟上涨趋势
for (int i = 0; i < 50; i++) {
BigDecimal newPrice = new BigDecimal("125.00").add(new BigDecimal(i));
prices.add(newPrice);
MacdMaStrategy.TradingOrder order = strategy.generateTradingOrder(prices);
- System.out.printf("价格: %.2f, 当前持仓: %s, 交易指令: %s\n",
- newPrice.doubleValue(), strategy.getCurrentPosition().name(),
+ System.out.printf("价格: %.2f, 交易指令: %s\n",
+ newPrice.doubleValue(),
+ order != null ? order.toString() : "无交易指令");
+ }
+
+ // 模拟上涨趋势
+ for (int i = 0; i < 50; i++) {
+ BigDecimal newPrice = new BigDecimal("175.00").subtract(new BigDecimal(i));
+ prices.add(newPrice);
+
+ MacdMaStrategy.TradingOrder order = strategy.generateTradingOrder(prices);
+
+ System.out.printf("价格: %.2f, 交易指令: %s\n",
+ newPrice.doubleValue(),
order != null ? order.toString() : "无交易指令");
}
}
@@ -75,8 +99,8 @@
MacdMaStrategy.TradingOrder order = strategy.generateTradingOrder(prices);
- System.out.printf("价格: %.2f, 当前持仓: %s, 交易指令: %s\n",
- newPrice.doubleValue(), strategy.getCurrentPosition().name(),
+ System.out.printf("价格: %.2f, 交易指令: %s\n",
+ newPrice.doubleValue(),
order != null ? order.toString() : "无交易指令");
}
}
@@ -104,8 +128,8 @@
MacdMaStrategy.TradingOrder order = strategy.generateTradingOrder(prices);
- System.out.printf("价格: %.2f, 当前持仓: %s, 交易指令: %s\n",
- newPrice.doubleValue(), strategy.getCurrentPosition().name(),
+ System.out.printf("价格: %.2f, 交易指令: %s\n",
+ newPrice.doubleValue(),
order != null ? order.toString() : "无交易指令");
}
}
@@ -132,8 +156,8 @@
MacdMaStrategy.TradingOrder order = strategy.generateTradingOrder(prices);
- System.out.printf("价格: %.2f, 当前持仓: %s, 交易指令: %s\n",
- newPrice.doubleValue(), strategy.getCurrentPosition().name(),
+ System.out.printf("价格: %.2f, 交易指令: %s\n",
+ newPrice.doubleValue(),
order != null ? order.toString() : "无交易指令");
}
@@ -146,8 +170,8 @@
MacdMaStrategy.TradingOrder order = strategy.generateTradingOrder(prices);
- System.out.printf("价格: %.2f, 当前持仓: %s, 交易指令: %s\n",
- newPrice.doubleValue(), strategy.getCurrentPosition().name(),
+ System.out.printf("价格: %.2f, 交易指令: %s\n",
+ newPrice.doubleValue(),
order != null ? order.toString() : "无交易指令");
}
}
@@ -184,13 +208,10 @@
MacdMaStrategy.TradingOrder order = strategy.generateTradingOrder(prices);
- System.out.printf("价格: %.2f, 当前持仓: %s, 交易指令: %s\n",
- newPrice.doubleValue(), strategy.getCurrentPosition().name(),
+ System.out.printf("价格: %.2f, 交易指令: %s\n",
+ newPrice.doubleValue(),
order != null ? order.toString() : "无交易指令");
- if (strategy.getCurrentPosition() == MacdMaStrategy.PositionType.NONE) {
- break;
- }
}
}
}
\ No newline at end of file
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/PriceData.class b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/PriceData.class
deleted file mode 100644
index 2b88c90..0000000
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/PriceData.class
+++ /dev/null
Binary files differ
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/Volatility.class b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/Volatility.class
deleted file mode 100644
index 14c9994..0000000
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/Volatility.class
+++ /dev/null
Binary files differ
--
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