From b70f32814aa9dc23ad284b43e91bbc6c96c70366 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 05 Jan 2026 15:32:08 +0800
Subject: [PATCH] feat(indicator): 添加MACD指标计算功能并优化策略参数
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/EMACalculator.java | 18 ++++++
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MACDCalculator.java | 103 ++++++++++++++++++----------------
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy.java | 8 +-
3 files changed, 76 insertions(+), 53 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/EMACalculator.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/EMACalculator.java
index d1e0a1d..019b1a1 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/EMACalculator.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/EMACalculator.java
@@ -86,4 +86,22 @@
public static List<BigDecimal> calculateEMA(List<BigDecimal> prices, int period) {
return calculateEMA(prices, period, true);
}
+
+ /**
+ * 计算单个EMA值（递归计算方式）
+ *
+ * @param currentPrice 当前价格
+ * @param prevEMA 前一个EMA值
+ * @param period EMA周期
+ * @return 当前EMA值
+ */
+ public static BigDecimal calculateSingleEMA(BigDecimal currentPrice, BigDecimal prevEMA, int period) {
+ // 计算权重因子alpha = 2 / (period + 1)
+ BigDecimal alpha = BigDecimal.valueOf(2.0).divide(BigDecimal.valueOf(period + 1), 10, RoundingMode.HALF_UP);
+
+ // EMA(today) = Price(today) * alpha + EMA(yesterday) * (1 - alpha)
+ return currentPrice.multiply(alpha)
+ .add(prevEMA.multiply(BigDecimal.ONE.subtract(alpha)))
+ .setScale(10, RoundingMode.HALF_UP);
+ }
}
\ No newline at end of file
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 2f72229..c91ed60 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
@@ -20,74 +20,79 @@
* 计算MACD指标
*
* @param closePrices 收盘价列表（使用BigDecimal确保计算精度）
- * @param shortPeriod 短期EMA周期（通常为12）
- * @param longPeriod 长期EMA周期（通常为26）
- * @param signalPeriod DEA的周期（通常为9）
+ * @param fastlen 短期EMA周期（通常为12）
+ * @param slowlen 长期EMA周期（通常为26）
+ * @param siglen DEA的周期（通常为9）
* @return 包含MACD各部分数据的PriceData列表
* @throws IllegalArgumentException 如果数据点不足或参数无效
*/
- public static MACDResult calculateMACD(List<BigDecimal> closePrices, int shortPeriod, int longPeriod, int signalPeriod) {
+ public static MACDResult calculateMACD(List<BigDecimal> closePrices, int fastlen, int slowlen, int siglen) {
// 参数校验：确保数据点足够
if (closePrices == null || closePrices.isEmpty()) {
throw new IllegalArgumentException("Close prices list cannot be null or empty.");
}
- if (shortPeriod <= 0 || longPeriod <= 0 || signalPeriod <= 0) {
+ if (fastlen <= 0 || slowlen <= 0 || siglen <= 0) {
throw new IllegalArgumentException("All periods must be positive integers.");
}
- if (shortPeriod >= longPeriod) {
- throw new IllegalArgumentException("Short period must be less than long period.");
+ if (fastlen >= slowlen) {
+ throw new IllegalArgumentException("Fast period must be less than slow period.");
}
- if (closePrices.size() < Math.max(shortPeriod, longPeriod)) {
+ if (closePrices.size() < Math.max(fastlen, slowlen)) {
throw new IllegalArgumentException("Insufficient data points for the specified periods.");
}
- // 1. 计算短期和长期EMA（使用SMA作为初始值，提高计算准确性）
- List<BigDecimal> emaShort = EMACalculator.calculateEMA(closePrices, shortPeriod, true);
- List<BigDecimal> emaLong = EMACalculator.calculateEMA(closePrices, longPeriod, true);
+ // 1. 计算快速EMA和慢速EMA，使用SMA作为初始值
+ List<BigDecimal> fastEma = EMACalculator.calculateEMA(closePrices, fastlen, true);
+ List<BigDecimal> slowEma = EMACalculator.calculateEMA(closePrices, slowlen, true);
- // 2. 确定公共有效起始点（从较长周期的EMA开始计算）
- int startIdx = Math.max(shortPeriod, longPeriod) - 1; // 因为EMA从第period个数据点开始有效
- int validLength = closePrices.size() - startIdx; // 有效数据点数量
-
- // 3. 计算DIF（仅在有效区间内计算）
- List<BigDecimal> difValues = new ArrayList<>(validLength);
- for (int i = 0; i < validLength; i++) {
- // 计算EMA的有效索引
- int idxEmaShort = startIdx - shortPeriod + 1 + i; // 短期EMA的当前索引
- int idxEmaLong = startIdx - longPeriod + 1 + i; // 长期EMA的当前索引
-
- // DIF = 短期EMA - 长期EMA
- BigDecimal dif = emaShort.get(idxEmaShort).subtract(emaLong.get(idxEmaLong));
- difValues.add(dif);
+ // 2. 计算MACD线（快速EMA减去慢速EMA）
+ List<BigDecimal> macdLine = new ArrayList<>();
+ for (int i = 0; i < closePrices.size(); i++) {
+ if (i < slowlen - 1) {
+ // 在慢速EMA开始有效之前，MACD线值为0
+ macdLine.add(BigDecimal.ZERO);
+ } else {
+ // MACD线 = 快速EMA - 慢速EMA
+ BigDecimal macdValue = fastEma.get(i).subtract(slowEma.get(i));
+ macdLine.add(macdValue);
+ }
}
- // 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);
+ // 3. 计算信号线（MACD线的siglen周期EMA），使用SMA作为初始值
+ List<BigDecimal> signalLine = EMACalculator.calculateEMA(macdLine, siglen, true);
- // 5. 构建并填充结果（包含所有MACD数据）
- List<PriceData> result = new ArrayList<>(deaValues.size());
+ // 4. 计算柱状图（MACD线与信号线的差值）
+ List<BigDecimal> histogram = new ArrayList<>();
+ for (int i = 0; i < macdLine.size(); i++) {
+ if (i < slowlen + siglen - 2) {
+ // 在信号线开始有效之前，柱状图值为0
+ histogram.add(BigDecimal.ZERO);
+ } else {
+ BigDecimal histValue = macdLine.get(i).subtract(signalLine.get(i));
+ histogram.add(histValue);
+ }
+ }
- // 从第一个DEA值开始构建结果
- for (int i = 0; i < deaValues.size(); i++) {
- int closeIdx = startIdx + i; // 对应原收盘价列表的索引
-
- // 创建价格数据对象
- PriceData data = new PriceData(closePrices.get(closeIdx));
-
- // 设置EMA（使用正确的偏移位置）
- data.setEmaShort(emaShort.get(closeIdx - shortPeriod + 1));
- data.setEmaLong(emaLong.get(closeIdx - longPeriod + 1));
-
- // 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()).multiply(BigDecimal.valueOf(2))); // MACD柱状图 = (DIF - DEA) × 2 (欧意平台标准)
-
+ // 5. 构建结果数据
+ List<PriceData> result = new ArrayList<>();
+ int startIndex = slowlen + siglen - 2; // 从信号线开始有效的位置开始
+
+ for (int i = startIndex; i < closePrices.size(); i++) {
+ PriceData data = new PriceData(closePrices.get(i));
+
+ // 设置EMA值
+ data.setEmaShort(fastEma.get(i));
+ data.setEmaLong(slowEma.get(i));
+
+ // 设置MACD指标值
+ data.setDif(macdLine.get(i));
+ data.setDea(signalLine.get(i));
+ data.setMacdHist(histogram.get(i));
+
result.add(data);
}
-
- return new MACDResult(result, startIdx);
+ return new MACDResult(result, startIndex);
}
/**
@@ -99,7 +104,7 @@
* @return 包含MACD各部分数据的PriceData列表
*/
public static MACDResult calculateMACD(List<BigDecimal> closePrices) {
- // 默认参数：短期周期12，长期周期26，信号周期9
+ // 默认参数：快速周期12，慢速周期26，信号周期9
return calculateMACD(closePrices, 12, 26, 9);
}
@@ -202,4 +207,4 @@
return recentPrice.compareTo(previousPrice) < 0 &&
recentDif.compareTo(previousDif) > 0;
}
-}
\ 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 8ce6ba2..7568e2b 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
@@ -82,7 +82,7 @@
* 止损比例=1%, 止盈比例=2%
*/
public MacdMaStrategy() {
- this(5, 10, 9, 20, new BigDecimal("0.01"), new BigDecimal("0.02"));
+ this(12, 26, 9, 20, new BigDecimal("0.01"), new BigDecimal("0.02"));
}
/**
@@ -384,7 +384,7 @@
PriceData previous = macdData.get(macdData.size() - 2);
// 金叉判断：DIF从下往上穿过DEA
- return previous.getDif().compareTo(previous.getDea()) <= 0 &&
+ return previous.getDif().compareTo(previous.getDea()) < 0 &&
latest.getDif().compareTo(latest.getDea()) > 0;
}
@@ -406,7 +406,7 @@
PriceData previous = macdData.get(macdData.size() - 2);
// 死叉判断：DIF从上往下穿过DEA
- return previous.getDif().compareTo(previous.getDea()) >= 0 &&
+ return previous.getDif().compareTo(previous.getDea()) > 0 &&
latest.getDif().compareTo(latest.getDea()) < 0;
}
@@ -454,4 +454,4 @@
latest.getMacdHist().compareTo(BigDecimal.ZERO) < 0;
}
-}
+}
\ No newline at end of file
--
Gitblit v1.9.1