From bfb3c88962ab015056d9c0ebe3ca0abaf8af8000 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 05 Jan 2026 17:21:35 +0800
Subject: [PATCH] refactor(indicator): 优化MACD计算逻辑并修复数据处理顺序问题
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MACDCalculator.java | 46 +++++++++++++++-------
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy.java | 23 ++++++-----
2 files changed, 44 insertions(+), 25 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 3e000d3..5538216 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
@@ -1,8 +1,8 @@
package com.xcong.excoin.modules.okxNewPrice.indicator.macdAndMatrategy;
import java.math.BigDecimal;
-import java.math.RoundingMode;
import java.util.ArrayList;
+import java.util.Collections;
import java.util.List;
/**
@@ -42,10 +42,14 @@
throw new IllegalArgumentException("Insufficient data points for the specified periods.");
}
+ // 反转数据，确保从旧到新处理（因为用户提供的数据是从新到旧）
+ List<BigDecimal> prices = new ArrayList<>(closePrices);
+ Collections.reverse(prices);
+
// 1. 计算快速EMA和慢速EMA，使用SMA作为初始值
// 当initialSMA=true时，EMA列表长度为prices.size() - period + 1
- List<BigDecimal> fastEma = EMACalculator.calculateEMA(closePrices, fastlen, true);
- List<BigDecimal> slowEma = EMACalculator.calculateEMA(closePrices, slowlen, true);
+ List<BigDecimal> fastEma = EMACalculator.calculateEMA(prices, fastlen, true);
+ List<BigDecimal> slowEma = EMACalculator.calculateEMA(prices, slowlen, true);
// 2. 计算MACD线（快速EMA减去慢速EMA）
List<BigDecimal> macdLine = new ArrayList<>();
@@ -53,7 +57,7 @@
int slowEmaStartIdx = slowlen - 1; // slowEma中第一个有效值对应的价格索引
int fastEmaStartIdx = fastlen - 1; // fastEma中第一个有效值对应的价格索引
- for (int i = 0; i < closePrices.size(); i++) {
+ for (int i = 0; i < prices.size(); i++) {
if (i < slowEmaStartIdx) {
// 在慢速EMA开始有效之前，MACD线值为0
macdLine.add(BigDecimal.ZERO);
@@ -81,7 +85,8 @@
} else {
// 将macdLine索引转换为signalLine索引
int signalLineIdx = i - signalLineStartIdx;
- BigDecimal histValue = macdLine.get(i).subtract(signalLine.get(signalLineIdx));
+ // 柱状图 = (MACD线 - 信号线) * 2（放大信号）
+ BigDecimal histValue = macdLine.get(i).subtract(signalLine.get(signalLineIdx)).multiply(new BigDecimal("2"));
histogram.add(histValue);
}
}
@@ -90,8 +95,8 @@
List<PriceData> result = new ArrayList<>();
int startIndex = slowEmaStartIdx + signalLineStartIdx; // 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));
+ for (int i = startIndex; i < prices.size(); i++) {
+ PriceData data = new PriceData(prices.get(i));
// 设置EMA值（需要转换索引）
int fastEmaIdx = i - fastEmaStartIdx;
@@ -106,6 +111,9 @@
result.add(data);
}
+
+ // 反转结果列表，恢复为从新到旧的顺序
+ Collections.reverse(result);
return new MACDResult(result, startIndex);
}
@@ -142,14 +150,18 @@
return false;
}
+ // 反转原始价格列表，确保从旧到新处理
+ List<BigDecimal> prices = new ArrayList<>(closePrices);
+ Collections.reverse(prices);
+
// 找到最近的价格高点和对应的DIF值
- int recentPriceHighIdx = IndicatorUtils.findRecentHighIndex(closePrices, startIdx);
+ int recentPriceHighIdx = IndicatorUtils.findRecentHighIndex(prices, 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 = IndicatorUtils.findPreviousHighIndex(closePrices, startIdx, recentPriceHighIdx);
+ int previousPriceHighIdx = IndicatorUtils.findPreviousHighIndex(prices, startIdx, recentPriceHighIdx);
if (previousPriceHighIdx < startIdx || previousPriceHighIdx == -1) {
return false;
}
@@ -163,8 +175,8 @@
return false;
}
- BigDecimal recentPrice = closePrices.get(recentPriceHighIdx);
- BigDecimal previousPrice = closePrices.get(previousPriceHighIdx);
+ BigDecimal recentPrice = prices.get(recentPriceHighIdx);
+ BigDecimal previousPrice = prices.get(previousPriceHighIdx);
BigDecimal recentDif = macdData.get(recentDifIdx).getDif();
BigDecimal previousDif = macdData.get(previousDifIdx).getDif();
@@ -192,14 +204,18 @@
return false;
}
+ // 反转原始价格列表，确保从旧到新处理
+ List<BigDecimal> prices = new ArrayList<>(closePrices);
+ Collections.reverse(prices);
+
// 找到最近的价格低点和对应的DIF值
- int recentPriceLowIdx = IndicatorUtils.findRecentLowIndex(closePrices, startIdx);
+ int recentPriceLowIdx = IndicatorUtils.findRecentLowIndex(prices, 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 = IndicatorUtils.findPreviousLowIndex(closePrices, startIdx, recentPriceLowIdx);
+ int previousPriceLowIdx = IndicatorUtils.findPreviousLowIndex(prices, startIdx, recentPriceLowIdx);
if (previousPriceLowIdx < startIdx || previousPriceLowIdx == -1) {
return false;
}
@@ -213,8 +229,8 @@
return false;
}
- BigDecimal recentPrice = closePrices.get(recentPriceLowIdx);
- BigDecimal previousPrice = closePrices.get(previousPriceLowIdx);
+ BigDecimal recentPrice = prices.get(recentPriceLowIdx);
+ BigDecimal previousPrice = prices.get(previousPriceLowIdx);
BigDecimal recentDif = macdData.get(recentDifIdx).getDif();
BigDecimal previousDif = macdData.get(previousDifIdx).getDif();
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 7568e2b..c1032c3 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
@@ -261,7 +261,8 @@
// 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);
+ BigDecimal latestPrice = closePrices.get(0);
+ log.info( "200日EMA：{},{}", latestTrendEma, latestPrice);
// 2. 价格必须位于200日EMA上方（多头趋势确认）
boolean isAboveTrend = latestPrice.compareTo(latestTrendEma) > 0;
@@ -294,7 +295,9 @@
// 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);
+ BigDecimal latestPrice = closePrices.get(0);
+
+ log.info( "200日EMA：{},{}", latestTrendEma, latestPrice);
// 2. 价格必须位于200日EMA下方（空头趋势确认）
boolean isBelowTrend = latestPrice.compareTo(latestTrendEma) < 0;
@@ -380,8 +383,8 @@
return false;
}
- PriceData latest = macdData.get(macdData.size() - 1);
- PriceData previous = macdData.get(macdData.size() - 2);
+ PriceData latest = macdData.get(0);
+ PriceData previous = macdData.get(1);
// 金叉判断：DIF从下往上穿过DEA
return previous.getDif().compareTo(previous.getDea()) < 0 &&
@@ -402,8 +405,8 @@
return false;
}
- PriceData latest = macdData.get(macdData.size() - 1);
- PriceData previous = macdData.get(macdData.size() - 2);
+ PriceData latest = macdData.get(0);
+ PriceData previous = macdData.get(1);
// 死叉判断：DIF从上往下穿过DEA
return previous.getDif().compareTo(previous.getDea()) > 0 &&
@@ -424,8 +427,8 @@
return false;
}
- PriceData latest = macdData.get(macdData.size() - 1);
- PriceData previous = macdData.get(macdData.size() - 2);
+ PriceData latest = macdData.get(0);
+ PriceData previous = macdData.get(1);
// 柱状线由负转正：前一根为负，当前为正
return previous.getMacdHist().compareTo(BigDecimal.ZERO) <= 0 &&
@@ -446,8 +449,8 @@
return false;
}
- PriceData latest = macdData.get(macdData.size() - 1);
- PriceData previous = macdData.get(macdData.size() - 2);
+ PriceData latest = macdData.get(0);
+ PriceData previous = macdData.get(1);
// 柱状线由正转负：前一根为正，当前为负
return previous.getMacdHist().compareTo(BigDecimal.ZERO) >= 0 &&
--
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