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/MacdMaStrategy.java | 564 ++++++++++++++++++++++++++++++++++---------------------
1 files changed, 349 insertions(+), 215 deletions(-)
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..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
@@ -21,113 +21,29 @@
@Slf4j
public class MacdMaStrategy {
+ /** 操作类型枚举 */
+ public enum OperationType {
+ /** 开仓 */
+ open,
+ /** 平仓 */
+ close
+ }
+
/** 持仓状态枚举 */
public enum PositionType {
- /** 多头持仓 */
- LONG,
- /** 空头持仓 */
- SHORT,
+ /** 多头开仓 */
+ LONG_BUY,
+ /** 多头平仓 */
+ LONG_SELL,
+ /** 空头开仓 */
+ SHORT_SELL,
+ /** 空头平仓 */
+ SHORT_BUY,
/** 空仓 */
NONE
}
- // 策略参数
- private int shortPeriod; // 短期EMA周期
- private int longPeriod; // 长期EMA周期
- private int signalPeriod; // MACD信号线周期
- private int volatilityPeriod; // 波动率计算周期
- private BigDecimal stopLossRatio; // 止损比例
- private BigDecimal takeProfitRatio; // 止盈比例
-
- // 持仓信息
- private BigDecimal entryPrice; // 开仓价格
- private long entryTime; // 开仓时间戳
-
- /**
- * 默认构造函数，使用标准MACD参数
- * 短期周期=12, 长期周期=26, 信号线周期=9, 波动率周期=20
- * 止损比例=1%, 止盈比例=2%
- */
- public MacdMaStrategy() {
- this(12, 26, 9, 20, new BigDecimal("0.01"), new BigDecimal("0.02"));
- }
-
- /**
- * 自定义参数构造函数
- *
- * @param shortPeriod 短期EMA周期
- * @param longPeriod 长期EMA周期
- * @param signalPeriod MACD信号线周期
- * @param volatilityPeriod 波动率计算周期
- * @param stopLossRatio 止损比例
- * @param takeProfitRatio 止盈比例
- */
- public MacdMaStrategy(int shortPeriod, int longPeriod, int signalPeriod, int volatilityPeriod,
- BigDecimal stopLossRatio, BigDecimal takeProfitRatio) {
- this.shortPeriod = shortPeriod;
- this.longPeriod = longPeriod;
- this.signalPeriod = signalPeriod;
- this.volatilityPeriod = volatilityPeriod;
- this.stopLossRatio = stopLossRatio;
- this.takeProfitRatio = takeProfitRatio;
-
- // 初始化持仓状态为空仓
- this.entryPrice = BigDecimal.ZERO;
- this.entryTime = 0;
- }
-
- /**
- * 分析最新价格数据并生成交易信号
- *
- * @param closePrices 收盘价序列
- * @return 生成的交易信号（LONG、SHORT或NONE）
- */
- public PositionType analyze(List<BigDecimal> closePrices) {
- // 数据检查：确保有足够的数据点进行计算
- if (closePrices == null || closePrices.size() < 34) {
- return PositionType.NONE; // 数据不足，无法生成信号
- }
-
- // 1. 计算MACD指标
- MACDResult macdResult = MACDCalculator.calculateMACD(
- closePrices, shortPeriod, longPeriod, signalPeriod);
-
- // 2. 计算波动率
- Volatility volatility = new Volatility(volatilityPeriod);
- for (int i = Math.max(0, closePrices.size() - volatilityPeriod);
- i < closePrices.size(); i++) {
- volatility.addPrice(closePrices.get(i));
- }
- volatility.calculate();
-
- // 最新收盘价
- BigDecimal latestPrice = closePrices.get(closePrices.size() - 1);
-
- // 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;
-
- }
-
- /**
- * 交易指令类，封装side和posSide的组合
- */
+ /** 交易指令类，封装side和posSide的组合 */
public static class TradingOrder {
private String side; // buy或sell
private String posSide; // long或short
@@ -151,126 +67,314 @@
}
}
+ // 策略参数
+ private int shortPeriod; // 短期EMA周期
+ private int longPeriod; // 长期EMA周期
+ private int signalPeriod; // MACD信号线周期
+ private int volatilityPeriod; // 波动率计算周期
+ private int trendPeriod = 200; // 趋势过滤EMA周期（200日）
+ private BigDecimal stopLossRatio; // 止损比例
+ private BigDecimal takeProfitRatio; // 止盈比例
+
+ /**
+ * 默认构造函数，使用标准MACD参数
+ * 短期周期=12, 长期周期=26, 信号线周期=9, 波动率周期=20
+ * 止损比例=1%, 止盈比例=2%
+ */
+ public MacdMaStrategy() {
+ this(12, 26, 9, 20, new BigDecimal("0.01"), new BigDecimal("0.02"));
+ }
+
+ /**
+ * 自定义参数构造函数，使用默认趋势周期200
+ *
+ * @param shortPeriod 短期EMA周期
+ * @param longPeriod 长期EMA周期
+ * @param signalPeriod MACD信号线周期
+ * @param volatilityPeriod 波动率计算周期
+ * @param stopLossRatio 止损比例
+ * @param takeProfitRatio 止盈比例
+ */
+ public MacdMaStrategy(int shortPeriod, int longPeriod, int signalPeriod, int volatilityPeriod,
+ BigDecimal stopLossRatio, BigDecimal takeProfitRatio) {
+ this(shortPeriod, longPeriod, signalPeriod, volatilityPeriod, 200, stopLossRatio, takeProfitRatio);
+ }
+
+ /**
+ * 自定义参数构造函数
+ *
+ * @param shortPeriod 短期EMA周期
+ * @param longPeriod 长期EMA周期
+ * @param signalPeriod MACD信号线周期
+ * @param volatilityPeriod 波动率计算周期
+ * @param trendPeriod 趋势过滤EMA周期（200日）
+ * @param stopLossRatio 止损比例
+ * @param takeProfitRatio 止盈比例
+ */
+ public MacdMaStrategy(int shortPeriod, int longPeriod, int signalPeriod, int volatilityPeriod, int trendPeriod,
+ BigDecimal stopLossRatio, BigDecimal takeProfitRatio) {
+ this.shortPeriod = shortPeriod;
+ this.longPeriod = longPeriod;
+ this.signalPeriod = signalPeriod;
+ this.volatilityPeriod = volatilityPeriod;
+ this.trendPeriod = trendPeriod;
+ this.stopLossRatio = stopLossRatio;
+ this.takeProfitRatio = takeProfitRatio;
+ }
+
+ // 主流程方法
+
/**
* 分析历史价格数据并生成交易指令
*
* @param historicalPrices 历史价格序列
+ * @param historical1DayPrices 日线历史价格序列
+ * @param operation 操作类型（open/close）
* @return 交易指令（包含side和posSide），如果没有交易信号则返回null
*/
- public TradingOrder generateTradingOrder(List<BigDecimal> historicalPrices) {
- PositionType signal = analyze(historicalPrices);
+ public TradingOrder generateTradingOrder(List<BigDecimal> historicalPrices, List<BigDecimal> historical1DayPrices, String operation) {
+ PositionType signal = null;
- // 根据信号和当前持仓状态生成交易指令
- if (signal == PositionType.LONG) {
- // 开多：买入开多（side 填写 buy； posSide 填写 long ）
- return new TradingOrder("buy", "long");
- } else if (signal == PositionType.SHORT) {
- // 开空：卖出开空（side 填写 sell； posSide 填写 short ）
- return new TradingOrder("sell", "short");
+ if (OperationType.open.name().equals(operation)) {
+ signal = analyzeOpen(historicalPrices, historical1DayPrices);
+ } else if (OperationType.close.name().equals(operation)) {
+ signal = analyzeClose(historicalPrices, historical1DayPrices);
}
- // 没有交易信号
- return null;
+
+ // 根据信号生成交易指令
+ return convertSignalToTradingOrder(signal);
}
+ /**
+ * 分析最新价格数据并生成开仓信号
+ *
+ * @param closePrices 收盘价序列
+ * @param close1DPrices 日线收盘价序列
+ * @return 生成的交易信号（LONG、SHORT或NONE）
+ */
+ public PositionType analyzeOpen(List<BigDecimal> closePrices, List<BigDecimal> close1DPrices) {
+ // 数据检查：确保有足够的数据点进行计算（需要足够数据计算200日EMA）
+ if (closePrices == null || closePrices.size() < Math.max(34, trendPeriod) ||
+ close1DPrices == null || close1DPrices.size() < Math.max(34, trendPeriod)) {
+ return PositionType.NONE; // 数据不足，无法生成信号
+ }
+
+ // 计算MACD指标
+ MACDResult macdResult = MACDCalculator.calculateMACD(
+ closePrices, shortPeriod, longPeriod, signalPeriod);
+ log.info("MACD计算结果：{}", macdResult.getMacdData().get(macdResult.getMacdData().size() - 1));
+
+ // 多头开仓条件检查
+ if (isLongEntryCondition(macdResult, closePrices, close1DPrices)) {
+ log.info("多头开仓信号，价格：{}", closePrices.get(closePrices.size() - 1));
+ return PositionType.LONG_BUY;
+ }
+
+ // 空头开仓条件检查
+ if (isShortEntryCondition(macdResult, closePrices, close1DPrices)) {
+ log.info("空头开仓信号，价格：{}", closePrices.get(closePrices.size() - 1));
+ return PositionType.SHORT_SELL;
+ }
+
+ // 无信号
+ return PositionType.NONE;
+ }
+
+ /**
+ * 分析最新价格数据并生成平仓信号
+ *
+ * @param closePrices 收盘价序列
+ * @param close1DPrices 日线收盘价序列
+ * @return 生成的交易信号（LONG_SELL、SHORT_BUY或NONE）
+ */
+ public PositionType analyzeClose(List<BigDecimal> closePrices, List<BigDecimal> close1DPrices) {
+ // 数据检查：确保有足够的数据点进行计算
+ if (closePrices == null || closePrices.size() < Math.max(34, trendPeriod) ||
+ close1DPrices == null || close1DPrices.size() < Math.max(34, trendPeriod)) {
+ return PositionType.NONE; // 数据不足，无法生成信号
+ }
+
+ // 计算MACD指标
+ MACDResult macdResult = MACDCalculator.calculateMACD(
+ closePrices, shortPeriod, longPeriod, signalPeriod);
+
+ // 最新收盘价
+ BigDecimal latestPrice = closePrices.get(closePrices.size() - 1);
+
+ if (isLongExitCondition(macdResult, latestPrice)) {
+ log.info("多头平仓信号，价格：{}", latestPrice);
+ return PositionType.LONG_SELL;
+ }
+
+ if (isShortExitCondition(macdResult, latestPrice)) {
+ log.info("空头平仓信号，价格：{}", latestPrice);
+ return PositionType.SHORT_BUY;
+ }
+
+ // 无信号
+ return PositionType.NONE;
+ }
+
+ // 信号转换方法
+
+ /**
+ * 将持仓信号转换为交易指令
+ *
+ * @param signal 持仓信号
+ * @return 交易指令，无信号则返回null
+ */
+ private TradingOrder convertSignalToTradingOrder(PositionType signal) {
+ if (signal == null) {
+ return null;
+ }
+
+ switch (signal) {
+ case LONG_BUY:
+ // 开多：买入开多（side 填写 buy； posSide 填写 long ）
+ return new TradingOrder("buy", "long");
+ case LONG_SELL:
+ // 平多：卖出平多（side 填写 sell； posSide 填写 long ）
+ return new TradingOrder("sell", "long");
+ case SHORT_SELL:
+ // 开空：卖出开空（side 填写 sell； posSide 填写 short ）
+ return new TradingOrder("sell", "short");
+ case SHORT_BUY:
+ // 平空：买入平空（side 填写 buy； posSide 填写 short ）
+ return new TradingOrder("buy", "short");
+ default:
+ // 无信号
+ return null;
+ }
+ }
+
+ // 开仓条件检查方法
+
/**
* 多头开仓条件检查
*
* @param macdResult MACD计算结果
* @param closePrices 收盘价序列
- * @param volatility 当前波动率
+ * @param close1DPrices 日线收盘价序列
* @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;
- }
- boolean bullishSignalFormed = BullishSignalDetector.isBullishSignalFormed(macdResult, closePrices);
- boolean isExpanding = isExpanding(macdResult);
+ private boolean isLongEntryCondition(MACDResult macdResult, List<BigDecimal> closePrices, List<BigDecimal> close1DPrices) {
+ // 1. 计算200日EMA（趋势过滤）
+ List<BigDecimal> trendEma = EMACalculator.calculateEMA(close1DPrices, trendPeriod, true);
+ BigDecimal latestTrendEma = trendEma.get(trendEma.size() - 1);
+ BigDecimal latestPrice = closePrices.get(closePrices.size() - 1);
+
+ // 2. 价格必须位于200日EMA上方（多头趋势确认）
+ boolean isAboveTrend = latestPrice.compareTo(latestTrendEma) > 0;
+
+ // 3. MACD金叉检查
+ boolean isGoldenCross = isGoldenCross(macdResult);
+
+ // 4. MACD柱状线由负转正（动量转变）
+ boolean isMacdHistTurningPositive = isMacdHistTurningPositive(macdResult);
+
+ // 5. 底背离检查（增强多头信号可靠性）
+ boolean isBottomDivergence = MACDCalculator.isBottomDivergence(closePrices, 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;
+ log.info("多头信号检查, 价格位于200日EMA上方: {}, 金叉: {}, MACD柱状线由负转正: {}, 底背离: {}",
+ isAboveTrend, isGoldenCross, isMacdHistTurningPositive, isBottomDivergence);
+
+ // 多头开仓条件：趋势向上 + 金叉 + (柱状线转强或底背离)
+ return isAboveTrend && isGoldenCross && (isMacdHistTurningPositive || isBottomDivergence);
}
/**
* 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
+ * @param close1DPrices 日线收盘价序列
* @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);
+ private boolean isShortEntryCondition(MACDResult macdResult, List<BigDecimal> closePrices, List<BigDecimal> close1DPrices) {
+ // 1. 计算200日EMA（趋势过滤）
+ List<BigDecimal> trendEma = EMACalculator.calculateEMA(close1DPrices, trendPeriod, true);
+ BigDecimal latestTrendEma = trendEma.get(trendEma.size() - 1);
+ BigDecimal latestPrice = closePrices.get(closePrices.size() - 1);
+
+ // 2. 价格必须位于200日EMA下方（空头趋势确认）
+ boolean isBelowTrend = latestPrice.compareTo(latestTrendEma) < 0;
+
+ // 3. MACD死叉检查
+ boolean isDeathCross = isDeathCross(macdResult);
+
+ // 4. MACD柱状线由正转负（动量转变）
+ boolean isMacdHistTurningNegative = isMacdHistTurningNegative(macdResult);
+
+ // 5. 顶背离检查（增强空头信号可靠性）
+ boolean isTopDivergence = MACDCalculator.isTopDivergence(closePrices, 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%）
- 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);
- }
-
- // 所有条件必须同时满足
- return isContracting && volatilityFilter && macdPositive && bearishSignalFormed;
+ log.info("空头信号检查, 价格位于200日EMA下方: {}, 死叉: {}, MACD柱状线由正转负: {}, 顶背离: {}",
+ isBelowTrend, isDeathCross, isMacdHistTurningNegative, isTopDivergence);
+
+ // 空头开仓条件：趋势向下 + 死叉 + (柱状线转弱或顶背离)
+ return isBelowTrend && isDeathCross && (isMacdHistTurningNegative || isTopDivergence);
}
+ // 平仓条件检查方法
+
/**
- * MACD金叉且柱状线扩张检查
- *
+ * 多头平仓条件检查
+ *
* @param macdResult MACD计算结果
- * @return 是否形成MACD金叉且柱状线扩张
+ * @param currentPrice 当前价格
+ * @return 是否满足多头平仓条件
*/
- private boolean isExpanding(MACDResult macdResult) {
+ private boolean isLongExitCondition(MACDResult macdResult, BigDecimal currentPrice) {
+ // 多头平仓条件：MACD柱状线动量减弱（由正转弱）
List<PriceData> macdData = macdResult.getMacdData();
- if (macdData.size() < 3) {
- return false;
+ if (macdData.size() >= 2) {
+ PriceData latest = macdData.get(macdData.size() - 1);
+ PriceData previous = macdData.get(macdData.size() - 2);
+
+ // 柱状线由正转弱：前一根为正，当前绝对值减小
+ boolean momentumWeakening = previous.getMacdHist().compareTo(BigDecimal.ZERO) >= 0 &&
+ latest.getMacdHist().abs().compareTo(previous.getMacdHist().abs()) < 0;
+
+ return momentumWeakening;
}
-
- PriceData latest = macdData.get(macdData.size() - 1);
- PriceData previous = macdData.get(macdData.size() - 2);
-
-
- // 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;
+ 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) {
+ // 空头平仓条件：MACD柱状线动量减弱（由负转弱）
+ List<PriceData> macdData = macdResult.getMacdData();
+ if (macdData.size() >= 2) {
+ PriceData latest = macdData.get(macdData.size() - 1);
+ PriceData previous = macdData.get(macdData.size() - 2);
+
+ // 柱状线由负转弱：前一根为负，当前绝对值减小
+ boolean momentumWeakening = previous.getMacdHist().compareTo(BigDecimal.ZERO) <= 0 &&
+ latest.getMacdHist().abs().compareTo(previous.getMacdHist().abs()) < 0;
+
+ return momentumWeakening;
+ }
+
+ return false;
}
+ // MACD信号辅助方法
+
/**
- * MACD死叉且柱状线收缩检查
- *
+ * 简单金叉判断
+ * <p>
+ * 条件：DIF线从下往上穿过DEA线
+ *
* @param macdResult MACD计算结果
- * @return 是否形成MACD死叉且柱状线收缩
+ * @return 是否形成金叉
*/
- private boolean isContracting(MACDResult macdResult) {
+ private boolean isGoldenCross(MACDResult macdResult) {
List<PriceData> macdData = macdResult.getMacdData();
if (macdData.size() < 2) {
return false;
@@ -278,46 +382,76 @@
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;
+
+ // 金叉判断：DIF从下往上穿过DEA
+ return previous.getDif().compareTo(previous.getDea()) < 0 &&
+ latest.getDif().compareTo(latest.getDea()) > 0;
}
-
+
/**
- * 波动率过滤检查
- *
- * @param volatility 当前波动率
- * @return 波动率是否在0.5%~5%范围内
+ * 简单死叉判断
+ * <p>
+ * 条件：DIF线从上往下穿过DEA线
+ *
+ * @param macdResult MACD计算结果
+ * @return 是否形成死叉
*/
- private boolean isVolatilityInRange(BigDecimal volatility) {
- BigDecimal minVolatility = new BigDecimal("0.1"); // 降低最小波动率阈值
- BigDecimal maxVolatility = new BigDecimal("5.0");
+ private boolean isDeathCross(MACDResult macdResult) {
+ List<PriceData> macdData = macdResult.getMacdData();
+ if (macdData.size() < 2) {
+ return false;
+ }
- return volatility.compareTo(minVolatility) >= 0 &&
- volatility.compareTo(maxVolatility) <= 0;
+ PriceData latest = macdData.get(macdData.size() - 1);
+ 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 &&
+ latest.getDif().compareTo(latest.getDea()) < 0;
}
-
-
+
/**
- * 获取开仓价格
- *
- * @return 开仓价格
+ * MACD柱状线由负转正判断
+ * <p>
+ * 条件：前一根柱状线为负，当前柱状线为正
+ *
+ * @param macdResult MACD计算结果
+ * @return 是否由负转正
*/
- public BigDecimal getEntryPrice() {
- return entryPrice;
+ private boolean isMacdHistTurningPositive(MACDResult macdResult) {
+ List<PriceData> macdData = macdResult.getMacdData();
+ if (macdData.size() < 2) {
+ return false;
+ }
+
+ PriceData latest = macdData.get(macdData.size() - 1);
+ PriceData previous = macdData.get(macdData.size() - 2);
+
+ // 柱状线由负转正：前一根为负，当前为正
+ return previous.getMacdHist().compareTo(BigDecimal.ZERO) <= 0 &&
+ latest.getMacdHist().compareTo(BigDecimal.ZERO) > 0;
+ }
+
+ /**
+ * MACD柱状线由正转负判断
+ * <p>
+ * 条件：前一根柱状线为正，当前柱状线为负
+ *
+ * @param macdResult MACD计算结果
+ * @return 是否由正转负
+ */
+ private boolean isMacdHistTurningNegative(MACDResult macdResult) {
+ List<PriceData> macdData = macdResult.getMacdData();
+ if (macdData.size() < 2) {
+ return false;
+ }
+
+ PriceData latest = macdData.get(macdData.size() - 1);
+ PriceData previous = macdData.get(macdData.size() - 2);
+
+ // 柱状线由正转负：前一根为正，当前为负
+ return previous.getMacdHist().compareTo(BigDecimal.ZERO) >= 0 &&
+ latest.getMacdHist().compareTo(BigDecimal.ZERO) < 0;
}
- /**
- * 获取开仓时间戳
- *
- * @return 开仓时间戳
- */
- public long getEntryTime() {
- return entryTime;
- }
}
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