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 | 75 ++++++++++++++++++++++++++-----------
1 files changed, 53 insertions(+), 22 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 c91ed60..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
@@ -2,6 +2,7 @@
import java.math.BigDecimal;
import java.util.ArrayList;
+import java.util.Collections;
import java.util.List;
/**
@@ -41,19 +42,31 @@
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
- List<BigDecimal> fastEma = EMACalculator.calculateEMA(closePrices, fastlen, true);
- List<BigDecimal> slowEma = EMACalculator.calculateEMA(closePrices, slowlen, true);
+ // 当initialSMA=true时，EMA列表长度为prices.size() - period + 1
+ 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<>();
- for (int i = 0; i < closePrices.size(); i++) {
- if (i < slowlen - 1) {
+ // EMA列表的起始索引与价格列表的对应关系
+ 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 < 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);
} else {
// MACD线 = 快速EMA - 慢速EMA
- BigDecimal macdValue = fastEma.get(i).subtract(slowEma.get(i));
+ // 需要将价格索引转换为EMA列表索引
+ int slowEmaIdx = i - slowEmaStartIdx;
+ int fastEmaIdx = i - fastEmaStartIdx;
+ BigDecimal macdValue = fastEma.get(fastEmaIdx).subtract(slowEma.get(slowEmaIdx));
macdLine.add(macdValue);
}
}
@@ -63,34 +76,44 @@
// 4. 计算柱状图（MACD线与信号线的差值）
List<BigDecimal> histogram = new ArrayList<>();
+ int signalLineStartIdx = siglen - 1; // signalLine中第一个有效值对应的macdLine索引
+
for (int i = 0; i < macdLine.size(); i++) {
- if (i < slowlen + siglen - 2) {
+ if (i < slowEmaStartIdx + signalLineStartIdx) {
// 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));
+ // 将macdLine索引转换为signalLine索引
+ int signalLineIdx = i - signalLineStartIdx;
+ // 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);
}
}
// 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
+ 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
- data.setEmaShort(fastEma.get(i));
- data.setEmaLong(slowEma.get(i));
+ // 设置EMA值（需要转换索引）
+ int fastEmaIdx = i - fastEmaStartIdx;
+ int slowEmaIdx = i - slowEmaStartIdx;
+ data.setEmaShort(fastEma.get(fastEmaIdx));
+ data.setEmaLong(slowEma.get(slowEmaIdx));
// 设置MACD指标值
data.setDif(macdLine.get(i));
- data.setDea(signalLine.get(i));
+ data.setDea(signalLine.get(i - signalLineStartIdx));
data.setMacdHist(histogram.get(i));
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);
}
@@ -127,14 +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;
}
@@ -148,8 +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();
@@ -177,14 +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;
}
@@ -198,8 +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();
--
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