From de704d4f87680600aa03782bcd905487e3e81e5f Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Tue, 06 Jan 2026 14:20:50 +0800
Subject: [PATCH] refactor(okxNewPrice): 优化MACD策略日志输出和交易逻辑
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java | 133 ++++++++++++++++----------------------------
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdEmaStrategy.java | 11 +--
2 files changed, 53 insertions(+), 91 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
index 6b33f2a..e0802f7 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
@@ -347,7 +347,6 @@
log.info("{}开仓{}:{}",time,closePx,instId);
//调用策略
// 创建策略实例
-// MacdMaStrategy strategy = new MacdMaStrategy();
MacdEmaStrategy strategy = new MacdEmaStrategy();
// 生成200个1m价格数据点
@@ -356,16 +355,10 @@
.map(Kline::getC)
.collect(Collectors.toList());
- // 生成200个1D价格数据点
-// List<Kline> kline1DayData = getKlineDataByInstIdAndBar(instId, "1D");
-// List<BigDecimal> historicalPrices1D = kline1DayData.stream()
-// .map(Kline::getC)
-// .collect(Collectors.toList());
-// log.info("1D:{}", JSONUtil.parse( historicalPrices1D));
// 使用策略分析最新价格数据
-// MacdMaStrategy.TradingOrder tradingOrderOpenOpen = strategy.generateTradingOrder(historicalPrices1M,historicalPrices1D,MacdMaStrategy.OperationType.open.name());
MacdEmaStrategy.TradingOrder tradingOrderOpenOpen = strategy.generateTradingOrder(historicalPrices1M, MacdMaStrategy.OperationType.open.name());
- if (tradingOrderOpenOpen == null){
+ MacdEmaStrategy.TradingOrder tradingOrderOpenClose = strategy.generateTradingOrder(historicalPrices1M, MacdMaStrategy.OperationType.close.name());
+ if (tradingOrderOpenOpen == null && tradingOrderOpenClose == null){
return;
}
@@ -379,91 +372,63 @@
String accountName = client.getAccountName();
if (accountName != null) {
if (ObjectUtil.isNotEmpty(tradingOrderOpenOpen)){
- // 根据信号执行交易操作
- TradeRequestParam tradeRequestParam = new TradeRequestParam();
-
- String posSide = tradingOrderOpenOpen.getPosSide();
- tradeRequestParam.setPosSide(posSide);
- String currentPrice = String.valueOf(closePx);
- tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);
-
- String side = tradingOrderOpenOpen.getSide();
- tradeRequestParam.setSide(side);
-
- String clOrdId = WsParamBuild.getOrderNum(side);
- tradeRequestParam.setClOrdId(clOrdId);
-
- String sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
- tradeRequestParam.setSz(sz);
- TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
+ doOpen(client.getWebSocketClient(),accountName, tradingOrderOpenOpen, closePx);
+ }
+ if (ObjectUtil.isNotEmpty(tradingOrderOpenClose)){
+ doOpen(client.getWebSocketClient(),accountName, tradingOrderOpenClose, closePx);
}
}
}
}
-// else{
-// log.info("{}平仓{}:{}",time,closePx,instId);
-// //调用策略
-// // 创建策略实例
-// MacdMaStrategy strategy = new MacdMaStrategy();
-//
-// // 生成200个1m价格数据点
-// List<Kline> kline1MinuteData = getKlineDataByInstIdAndBar(instId, "1m");
-// List<BigDecimal> historicalPrices1M = kline1MinuteData.stream()
-// .map(Kline::getC)
-// .collect(Collectors.toList());
-//
-//
-// // 生成200个1D价格数据点
-// List<Kline> kline1DayData = getKlineDataByInstIdAndBar(instId, "1D");
-// List<BigDecimal> historicalPrices1D = kline1DayData.stream()
-// .map(Kline::getC)
-// .collect(Collectors.toList());
-// // 使用策略分析最新价格数据
-// MacdMaStrategy.TradingOrder tradingOrderOpenClose = strategy.generateTradingOrder(historicalPrices1M,historicalPrices1D,MacdMaStrategy.OperationType.close.name());
-// if (tradingOrderOpenClose == null){
-// return;
-// }
-//
-// Collection<OkxQuantWebSocketClient> allClients = clientManager.getAllClients();
-// //如果为空，则直接返回
-// if (allClients.isEmpty()) {
-// return;
-// }
-// // 获取所有OkxQuantWebSocketClient实例
-// for (OkxQuantWebSocketClient client : clientManager.getAllClients()) {
-// String accountName = client.getAccountName();
-// if (accountName != null) {
-// if (ObjectUtil.isNotEmpty(tradingOrderOpenClose)){
-// // 根据信号执行交易操作
-// TradeRequestParam tradeRequestParam = new TradeRequestParam();
-// tradeRequestParam.setAccountName(accountName);
-// tradeRequestParam.setMarkPx(String.valueOf(closePx));
-// tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
-// tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
-// tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
-// String posSide = tradingOrderOpenClose.getPosSide();
-// tradeRequestParam.setPosSide(posSide);
-//
-// String side = tradingOrderOpenClose.getSide();
-// tradeRequestParam.setSide(side);
-//
-// String clOrdId = WsParamBuild.getOrderNum(side);
-// tradeRequestParam.setClOrdId(clOrdId);
-//
-// String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
-// BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
-// tradeRequestParam.setSz(String.valueOf(pos));
-// TradeOrderWs.orderZhiYingZhiSunEventNoState(client.getWebSocketClient(), tradeRequestParam);
-// }
-// }
-// }
-// }
}
} catch (Exception e) {
log.error("处理 K线频道推送数据失败", e);
}
}
+ private void doclose(WebSocketClient webSocketClient, String accountName, MacdEmaStrategy.TradingOrder tradingOrderOpenClose, BigDecimal closePx) {
+ // 根据信号执行交易操作
+ TradeRequestParam tradeRequestParam = new TradeRequestParam();
+ tradeRequestParam.setAccountName(accountName);
+ tradeRequestParam.setMarkPx(String.valueOf(closePx));
+ tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
+ tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
+ tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
+ String posSide = tradingOrderOpenClose.getPosSide();
+ tradeRequestParam.setPosSide(posSide);
+
+ String side = tradingOrderOpenClose.getSide();
+ tradeRequestParam.setSide(side);
+
+ String clOrdId = WsParamBuild.getOrderNum(side);
+ tradeRequestParam.setClOrdId(clOrdId);
+
+ String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
+ BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
+ tradeRequestParam.setSz(String.valueOf(pos));
+ TradeOrderWs.orderZhiYingZhiSunEventNoState(webSocketClient, tradeRequestParam);
+ }
+
+ private void doOpen(WebSocketClient webSocketClient, String accountName, MacdEmaStrategy.TradingOrder tradingOrderOpenOpen, BigDecimal closePx) {
+ // 根据信号执行交易操作
+ TradeRequestParam tradeRequestParam = new TradeRequestParam();
+
+ String posSide = tradingOrderOpenOpen.getPosSide();
+ tradeRequestParam.setPosSide(posSide);
+ String currentPrice = String.valueOf(closePx);
+ tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);
+
+ String side = tradingOrderOpenOpen.getSide();
+ tradeRequestParam.setSide(side);
+
+ String clOrdId = WsParamBuild.getOrderNum(side);
+ tradeRequestParam.setClOrdId(clOrdId);
+
+ String sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
+ tradeRequestParam.setSz(sz);
+ TradeOrderWs.orderEvent(webSocketClient, tradeRequestParam);
+ }
+
private List<Kline> getKlineDataByInstIdAndBar(String instId, String bar) {
List<Kline> klineList = new ArrayList<>();
try {
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdEmaStrategy.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdEmaStrategy.java
index 0eeacd0..4b4bae2 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdEmaStrategy.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdEmaStrategy.java
@@ -266,8 +266,7 @@
List<BigDecimal> trendEma = EMACalculator.calculateEMA(reversed1DPrices, trendPeriod, true);
BigDecimal latestTrendEma = trendEma.get(trendEma.size() - 1);
BigDecimal latestPrice = closePrices.get(0);
- log.info( "200日EMA：{}, 最新价格：{}", 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;
@@ -280,8 +279,8 @@
// 5. 底背离检查（增强多头信号可靠性）
boolean isBottomDivergence = MACDCalculator.isBottomDivergence(closePrices, macdResult);
- 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);
+ log.info("多头信号检查, 200日EMA价格{}位于上方: {}, 金叉: {}, MACD柱状线由负转正: {}, 底背离: {}",
+ latestTrendEma,isAboveTrend, isGoldenCross, isMacdHistTurningPositive, isBottomDivergence);
// 多头开仓条件：柱状线转强 + 金叉 + (趋势向上或底背离)
return isMacdHistTurningPositive && isGoldenCross && ( isAboveTrend|| isBottomDivergence);
@@ -303,8 +302,6 @@
BigDecimal latestTrendEma = trendEma.get(trendEma.size() - 1);
BigDecimal latestPrice = closePrices.get(0);
- log.info( "200日EMA：{}, 最新价格：{}", 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;
@@ -317,7 +314,7 @@
// 5. 顶背离检查（增强空头信号可靠性）
boolean isTopDivergence = MACDCalculator.isTopDivergence(closePrices, macdResult);
- 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: {}",
+ log.info("空头信号检查, 200日EMA价格{}位于下方: {}, 死叉: {}, MACD柱状线由正转负: {}, 顶背离: {}",
isBelowTrend, isDeathCross, isMacdHistTurningNegative, isTopDivergence);
// 空头开仓条件：柱状线转弱 + 死叉 + (趋势向下或顶背离)
--
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