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/MACDCalculator.java | 208 +++++++++++++++------------------------------------
1 files changed, 61 insertions(+), 147 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..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）
- List<BigDecimal> deaValues = EMACalculator.calculateEMA(difValues, signalPeriod, false);
+ // 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())); // MACD柱状图 = DIF - DEA
-
+ // 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);
}
- System.out.println(result.get(result.size() -1));
- 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);
}
@@ -123,14 +128,14 @@
}
// 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 +178,14 @@
}
// 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 +207,4 @@
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;
- }
}
-
--
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