From b22f1797312ac54028f24c50ef9277f75c8ef9fc Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 29 Dec 2025 12:43:33 +0800
Subject: [PATCH] refactor(indicator): 重构MACD_MA策略的持仓状态和交易逻辑
---
/dev/null | 182 --------------------
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java | 4
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java | 26 +-
src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/OrderInfoWs.java | 8
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy.java | 277 +++++++++++++++++++++++-------
5 files changed, 223 insertions(+), 274 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 c089ac6..2a97ac5 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
@@ -371,21 +371,23 @@
tradeRequestParam.setClOrdId(clOrdId);
String sz = null;
- if (posSide == CoinEnums.POSSIDE_LONG.getCode() && side == CoinEnums.SIDE_BUY.getCode()){
+ if (
+ (posSide == CoinEnums.POSSIDE_LONG.getCode() && side == CoinEnums.SIDE_BUY.getCode())
+ ||
+ (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);
- }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);
+ }else if (
+ (posSide == CoinEnums.POSSIDE_LONG.getCode() && side == CoinEnums.SIDE_SELL.getCode())
+ ||
+ (posSide == CoinEnums.POSSIDE_SHORT.getCode() && side == CoinEnums.SIDE_BUY.getCode())
+ ){
+ BigDecimal pos = PositionsWs.getAccountMap(PositionsWs.initAccountName(accountName, posSide)).get("pos");
- 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);
- }
+ sz = String.valueOf(pos);
}
+ tradeRequestParam.setSz(sz);
+ TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
}
}
}
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 fec29f1..1fb20c7 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java
@@ -383,9 +383,7 @@
// 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());
- tradeRequestParam = caoZuoService.caoZuoZhiSunEvent(tradeRequestParam.getAccountName(), tradeRequestParam.getMarkPx(), tradeRequestParam.getPosSide());
- TradeOrderWs.orderZhiYingZhiSunEventNoState(webSocketClient, tradeRequestParam);
+ OrderInfoWs.handleEvent(response, redisUtils, account.name());
}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/MACD_MA_Strategy_Documentation b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MACD_MA_Strategy_Documentation
deleted file mode 100644
index bf38da3..0000000
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MACD_MA_Strategy_Documentation
+++ /dev/null
@@ -1,182 +0,0 @@
-MACD和MA组合交易策略文档
-
-策略概述
-
-该策略是一个综合的技术分析交易系统，结合了EMA指标、MACD指标、价格突破信号和波动率过滤，形成了一套完整的开仓、平仓和持仓管理机制。
-
-策略核心逻辑
-
-开仓条件
-
-多头开仓条件
-
-EMA金叉：短期EMA（12周期）上穿长期EMA（26周期）
-MACD柱状线扩张+金叉：
-DIF线（MACD线）上穿DEA线（信号线）形成金叉
-MACD柱状线在零轴上方且呈扩张趋势
-价格突破前高：价格突破前15个周期的高点
-波动率过滤：波动率在0.5%~5%之间
-
-空头开仓条件
-
-EMA死叉：短期EMA（12周期）下穿长期EMA（26周期）
-MACD柱状线收缩+死叉：
-DIF线下穿DEA线形成死叉
-MACD柱状线在零轴下方且呈收缩趋势
-价格跌破前低：价格跌破前低并形成顶背离
-波动率过滤：波动率在0.5%~5%之间
-
-平仓条件
-
-平仓逻辑遵循以下优先级：
-
-止损触发：当价格达到预设的止损比例时平仓
-止盈触发：当价格达到预设的止盈比例时平仓
-MACD反向信号：当出现反向的MACD信号时平仓
-
-平仓流程
-
-plaintext
-开始平仓检查
- |
- v
-是否持仓? --否--> 结束
- |
- v
-检查止损 --触发止损--> 平仓
- |
- v
-检查止盈 --触发止盈--> 平仓
- |
- v
-检查MACD反向信号 --出现死叉/金叉--> 平仓
- |
- v
-保持持仓
-
-
-策略参数
-
-默认参数
-
-短期EMA周期：12
-长期EMA周期：26
-MACD信号线周期：9
-波动率计算周期：20
-止损比例：1%
-止盈比例：2%
-
-自定义参数
-
-用户可以根据需要调整以下参数：
-
-shortPeriod：短期EMA周期
-longPeriod：长期EMA周期
-signalPeriod：MACD信号线周期
-volatilityPeriod：波动率计算周期
-stopLossRatio：止损比例
-takeProfitRatio：止盈比例
-
-策略实现细节
-
-关键技术指标
-
-EMA指标：使用指数移动平均线，对近期价格赋予更高权重
-MACD指标：
-DIF：短期EMA与长期EMA的差值
-DEA：DIF的指数移动平均线
-MACD柱状图：DIF与DEA的差值
-波动率指标：使用标准差与平均值的比值计算波动率
-
-信号检测
-
-金叉/死叉检测：通过比较连续两个周期的DIF和DEA值判断交叉信号
-柱状线扩张/收缩检测：通过比较连续三个周期的MACD柱状线值判断趋势
-价格突破检测：通过比较当前价格与前15个周期的最高/最低价判断突破信号
-波动率过滤：确保波动率在0.5%~5%的合理范围内
-
-代码结构
-
-主要类
-
-MacdMaStrategy：策略主类，包含开仓、平仓逻辑
-MACDCalculator：MACD指标计算类
-EMACalculator：EMA指标计算类
-Volatility：波动率计算类
-BullishSignalDetector：多头信号检测类
-BearishSignalDetector：空头信号检测类
-PriceData：价格数据实体类
-MACDResult：MACD计算结果封装类
-
-核心方法
-
-analyze() ：主分析方法，处理价格数据并生成交易信号
-generateTradingOrder() ：生成交易指令，返回包含side和posSide的组合
-isLongEntryCondition() ：多头开仓条件检查
-isShortEntryCondition() ：空头开仓条件检查
-shouldClosePosition() ：平仓条件检查
-isStopLossTriggered() ：止损触发检查
-isTakeProfitTriggered() ：止盈触发检查
-
-使用示例
-
-java
-// 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
-List<BigDecimal> historicalPrices = new ArrayList<>();
-for (int i = 0; i < 50; i++) {
- historicalPrices.add(new BigDecimal("100.00").add(new BigDecimal(i * 0.5)));
-}
-
-// 模拟实时价格流处理
-for (int i = 0; i < 20; i++) {
- 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
- MacdMaStrategy.TradingOrder order = strategy.generateTradingOrder(historicalPrices);
-
- // 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");
- }
- }
-}
-
-
-交易指令说明
-
-策略生成的交易指令包含以下组合：
-
-操作类型 side posSide 说明
-开多 buy long 买入开多
-开空 sell short 卖出开空
-平多 sell long 卖出平多
-平空 buy short 买入平空
-
-策略优势
-
-多维度验证：结合了趋势指标（EMA）、动量指标（MACD）、价格形态和波动率过滤
-严格的风险控制：设置了明确的止损和止盈机制
-自适应市场：通过波动率过滤避免在极端市场条件下交易
-清晰的交易逻辑：开仓和平仓条件明确，易于理解和验证
-
-注意事项
-
-数据质量：策略依赖于高质量的历史价格数据
-参数优化：建议根据不同的交易品种和时间周期优化参数
-回测验证：在实盘交易前进行充分的回测验证
-市场适应性：策略可能在某些市场环境下表现更好，建议结合其他分析方法
-
-总结
-
-该MACD和MA组合交易策略是一个稳健的技术分析系统，通过多维度的指标验证和严格的风险控制，为交易者提供了一套系统化的交易决策框架。策略的实现遵循了模块化设计原则，便于维护和扩展。
\ No newline at end of file
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 b9b0fc6..078c0ad 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
@@ -24,9 +24,11 @@
/** 持仓状态枚举 */
public enum PositionType {
/** 多头持仓 */
- LONG,
+ LONG_BUY,
+ LONG_SELL,
/** 空头持仓 */
- SHORT,
+ SHORT_SELL,
+ SHORT_BUY,
/** 空仓 */
NONE
}
@@ -109,7 +111,7 @@
// 执行开多
this.entryPrice = latestPrice;
this.entryTime = System.currentTimeMillis();
- return PositionType.LONG;
+ return PositionType.LONG_BUY;
}
// 空头开仓条件检查
@@ -117,7 +119,14 @@
// 执行开空
this.entryPrice = latestPrice;
this.entryTime = System.currentTimeMillis();
- return PositionType.SHORT;
+ return PositionType.SHORT_SELL;
+ }
+ if (isLongExitCondition(macdResult, latestPrice)) {
+ // 执行平多
+ return PositionType.LONG_SELL;
+ }
+ if (isShortExitCondition(macdResult, latestPrice)) {
+ return PositionType.SHORT_BUY;
}
// 无信号
@@ -161,12 +170,18 @@
PositionType signal = analyze(historicalPrices);
// 根据信号和当前持仓状态生成交易指令
- if (signal == PositionType.LONG) {
+ if (signal == PositionType.LONG_BUY) {
// 开多：买入开多（side 填写 buy； posSide 填写 long ）
return new TradingOrder("buy", "long");
- } else if (signal == PositionType.SHORT) {
+ } else if (signal == PositionType.LONG_SELL) {
+ // 开空：卖出开空（side 填写 sell； posSide 填写 short ）
+ return new TradingOrder("sell", "long");
+ } else if (signal == PositionType.SHORT_SELL) {
// 开空：卖出开空（side 填写 sell； posSide 填写 short ）
return new TradingOrder("sell", "short");
+ } else if (signal == PositionType.SHORT_BUY) {
+ // 开空：卖出开空（side 填写 sell； posSide 填写 short ）
+ return new TradingOrder("buy", "short");
}
// 没有交易信号
return null;
@@ -181,72 +196,110 @@
* @return 是否满足多头开仓条件
*/
private boolean isLongEntryCondition(MACDResult macdResult, List<BigDecimal> closePrices, BigDecimal volatility) {
- // 1. EMA金叉检查（简化为只检查当前短期EMA > 当前长期EMA）
- List<PriceData> macdData = macdResult.getMacdData();
- if (macdData.size() < 1) {
- return false;
+
+ // 2. MACD金叉且柱状线扩张检查
+ boolean isMacdFavorable = isMacdGoldenCrossAndExpanding(macdResult);
+
+ // 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);
+
+ if (macdPositive && volatilityFilter && isMacdFavorable) {
+ log.info("多头信号形成, MACD有利状态: {}, 柱状线为正: {}, 波动率过滤: {}",
+ isMacdFavorable, macdPositive, volatilityFilter);
}
- boolean bullishSignalFormed = BullishSignalDetector.isBullishSignalFormed(macdResult, closePrices);
- boolean isExpanding = isExpanding(macdResult);
-
- PriceData latest = macdData.get(macdData.size() - 1);
- // 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 ( bullishSignalFormed && macdPositive && volatilityFilter){
- log.info( "EMA金叉: {},扩张：{}", bullishSignalFormed,isExpanding);
- 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 bullishSignalFormed && macdPositive && isExpanding && volatilityFilter;
+
+ // 所有条件必须同时满足
+ return macdPositive && volatilityFilter && isMacdFavorable;
}
/**
* 空头开仓条件检查
- *
+ *
* @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) {
- List<PriceData> macdData = macdResult.getMacdData();
- if (macdData.size() < 1) {
- return false;
- }
- boolean bearishSignalFormed = BearishSignalDetector.isBearishSignalFormed(macdResult, closePrices);
- // 2. MACD柱状线收缩+死叉检查
- boolean isContracting = isContracting(macdResult);
-
- // 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%）
+ private boolean isShortEntryCondition(MACDResult macdResult, List<BigDecimal> closePrices, BigDecimal volatility) {
+ // 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);
- if ( isContracting&& volatilityFilter){
- log.info( "MACD柱状线死叉: {},收缩: {}", bearishSignalFormed,isContracting);
- log.info( "MACD柱状线为负: {}" ,macdPositive);
- log.info( "波动率过滤: {}", volatilityFilter);
+
+ if (macdNegative && volatilityFilter && isMacdFavorable) {
+ log.info("空头信号形成, MACD有利状态: {}, 柱状线为负: {}, 波动率过滤: {}",
+ isMacdFavorable, macdNegative, volatilityFilter);
}
-
+
// 所有条件必须同时满足
- return isContracting && volatilityFilter && macdPositive && bearishSignalFormed;
+ return macdNegative && volatilityFilter && isMacdFavorable;
}
+
+ /**
+ * 多头平仓条件检查
+ *
+ * @param macdResult MACD计算结果
+ * @param currentPrice 当前价格
+ * @return 是否满足多头平仓条件
+ */
+ private boolean isLongExitCondition(MACDResult macdResult, BigDecimal currentPrice) {
+ // 1. MACD柱状线由正转负（动量转变）
+ List<PriceData> macdData = macdResult.getMacdData();
+ if (macdData.size() >= 2) {
+ PriceData latest = macdData.get(macdData.size() - 1);
+ PriceData previous = macdData.get(macdData.size() - 2);
+ boolean momentumShift = previous.getMacdHist().compareTo(BigDecimal.ZERO) >= 0 &&
+ latest.getMacdHist().abs().compareTo(previous.getMacdHist().abs()) < 0;
+ if (momentumShift) {
+ return true;
+ }
+ }
+ return false;
+ }
+
+ /**
+ * 空头平仓条件检查
+ *
+ * @param macdResult MACD计算结果
+ * @param currentPrice 当前价格
+ * @return 是否满足空头平仓条件
+ */
+ private boolean isShortExitCondition(MACDResult macdResult, BigDecimal currentPrice) {
+ // 1. MACD柱状线由负转正（动量转变）
+ List<PriceData> macdData = macdResult.getMacdData();
+ if (macdData.size() >= 2) {
+ PriceData latest = macdData.get(macdData.size() - 1);
+ PriceData previous = macdData.get(macdData.size() - 2);
+
+ boolean momentumShift = previous.getMacdHist().compareTo(BigDecimal.ZERO) <= 0 &&
+ latest.getMacdHist().abs().compareTo(previous.getMacdHist().abs()) < 0;
+ if (momentumShift) {
+ return true;
+ }
+ }
+
+ return false;
+ }
+
/**
* MACD金叉且柱状线扩张检查
- *
+ * <p>
+ * 条件：
+ * 1. DIF线从下往上穿过DEA线（金叉）
+ * 2. MACD柱状线绝对值增大且为正值（动量增强）
+ *
* @param macdResult MACD计算结果
- * @return 是否形成MACD金叉且柱状线扩张
+ * @return 是否形成MACD金叉或柱状线扩张
*/
- private boolean isExpanding(MACDResult macdResult) {
+ private boolean isMacdGoldenCrossAndExpanding(MACDResult macdResult) {
List<PriceData> macdData = macdResult.getMacdData();
if (macdData.size() < 3) {
return false;
@@ -254,21 +307,82 @@
PriceData latest = macdData.get(macdData.size() - 1);
PriceData previous = macdData.get(macdData.size() - 2);
+ PriceData prevPrev = macdData.get(macdData.size() - 3);
+
+ // 金叉判断：DIF从下往上穿过DEA
+ boolean isGoldenCross = prevPrev.getDif().compareTo(prevPrev.getDea()) <= 0 &&
+ previous.getDif().compareTo(previous.getDea()) > 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;
+ }
+
+ /**
+ * MACD柱状线扩张检查
+ * <p>
+ * 条件：当前MACD柱状线绝对值大于前一根
+ *
+ * @param macdResult MACD计算结果
+ * @return MACD柱状线是否扩张
+ */
+ private boolean isExpanding(MACDResult macdResult) {
+ List<PriceData> macdData = macdResult.getMacdData();
+ if (macdData.size() < 2) {
+ return false;
+ }
-
- // 2. MACD柱状线扩张检查
- boolean histogramExpanding =
- previous.getMacdHist().compareTo(latest.getMacdHist()) < 0 &&
- latest.getMacdHist().compareTo(BigDecimal.ZERO) > 0;
-
- return histogramExpanding;
+ PriceData latest = macdData.get(macdData.size() - 1);
+ PriceData previous = macdData.get(macdData.size() - 2);
+
+ // MACD柱状线扩张：当前绝对值大于前一根
+ return latest.getMacdHist().abs().compareTo(previous.getMacdHist().abs()) > 0;
}
/**
* MACD死叉且柱状线收缩检查
- *
+ * <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）
+ *
* @param macdResult MACD计算结果
- * @return 是否形成MACD死叉且柱状线收缩
+ * @return 是否形成MACD死叉或柱状线收缩
+ */
+ private boolean isMacdDeathCrossAndContracting(MACDResult macdResult) {
+ List<PriceData> macdData = macdResult.getMacdData();
+ if (macdData.size() < 3) {
+ return false;
+ }
+
+ PriceData latest = macdData.get(macdData.size() - 1);
+ PriceData previous = macdData.get(macdData.size() - 2);
+ PriceData prevPrev = macdData.get(macdData.size() - 3);
+
+ // 死叉判断：DIF从上往下穿过DEA
+ boolean isDeathCross = prevPrev.getDif().compareTo(prevPrev.getDea()) >= 0 &&
+ previous.getDif().compareTo(previous.getDea()) < 0;
+
+ // 柱状线收缩判断：连续负值且绝对值减小
+ boolean isContracting = 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 || isContracting;
+ }
+
+ /**
+ * MACD柱状线收缩检查
+ * <p>
+ * 条件：前一根MACD柱状线绝对值大于当前
+ *
+ * @param macdResult MACD计算结果
+ * @return MACD柱状线是否收缩
*/
private boolean isContracting(MACDResult macdResult) {
List<PriceData> macdData = macdResult.getMacdData();
@@ -278,14 +392,37 @@
PriceData latest = macdData.get(macdData.size() - 1);
PriceData previous = macdData.get(macdData.size() - 2);
-
- // 2. MACD柱状线收缩检查（绝对值减小）
- boolean histogramContracting =
- previous.getMacdHist().abs().compareTo(
- latest.getMacdHist().abs()) < 0 &&
- latest.getMacdHist().compareTo(BigDecimal.ZERO) < 0;
-
- return histogramContracting;
+
+ // MACD柱状线收缩：前一根绝对值大于当前
+ return previous.getMacdHist().abs().compareTo(latest.getMacdHist().abs()) > 0;
+ }
+
+ /**
+ * 检查MACD柱状线是否为正值
+ *
+ * @param macdResult MACD计算结果
+ * @return MACD柱状线是否为正值
+ */
+ private boolean isMacdPositive(MACDResult macdResult) {
+ List<PriceData> macdData = macdResult.getMacdData();
+ if (macdData.isEmpty()) {
+ return false;
+ }
+ return macdData.get(macdData.size() - 1).getMacdHist().compareTo(BigDecimal.ZERO) > 0;
+ }
+
+ /**
+ * 检查MACD柱状线是否为负值
+ *
+ * @param macdResult MACD计算结果
+ * @return MACD柱状线是否为负值
+ */
+ private boolean isMacdNegative(MACDResult macdResult) {
+ List<PriceData> macdData = macdResult.getMacdData();
+ if (macdData.isEmpty()) {
+ return false;
+ }
+ return macdData.get(macdData.size() - 1).getMacdHist().compareTo(BigDecimal.ZERO) < 0;
}
/**
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/OrderInfoWs.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/OrderInfoWs.java
index 8f37385..6edf8d1 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/OrderInfoWs.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/OrderInfoWs.java
@@ -115,13 +115,7 @@
WsMapBuild.saveStringToMap(accountWsMap, CoinEnums.READY_STATE.name(), CoinEnums.READY_STATE_NO.getCode());
log.info("{}: 订单详情已完成: {}, 自定义编号: {}", accountName, CoinEnums.HE_YUE.getCode(), clOrdId);
-
- TradeRequestParam tradeRequestParam = new TradeRequestParam();
- tradeRequestParam.setAccountName(accountName);
- tradeRequestParam.setMarkPx(String.valueOf(avgPx));
- String fanfangxiangPosside = CoinEnums.POSSIDE_LONG.getCode().equals(posSide) ? CoinEnums.POSSIDE_SHORT.getCode() : CoinEnums.POSSIDE_LONG.getCode();
- tradeRequestParam.setPosSide(fanfangxiangPosside);
- return tradeRequestParam;
+ return null;
}
return null;
--
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