package com.xcong.excoin.modules.okxNewPrice.indicator; import java.math.BigDecimal; import java.math.RoundingMode; import java.util.ArrayList; import java.util.List; /** * 技术指标基础类,提供通用计算方法 */ public abstract class IndicatorBase { /** * 计算移动平均值 * @param prices 价格列表 * @param period 周期 * @return 移动平均值 */ protected BigDecimal calculateMA(List prices, int period) { if (prices == null || prices.size() < period) { return BigDecimal.ZERO; } BigDecimal sum = BigDecimal.ZERO; for (int i = prices.size() - period; i < prices.size(); i++) { sum = sum.add(prices.get(i)); } return sum.divide(new BigDecimal(period), 8, RoundingMode.HALF_UP); } /** * 计算指数移动平均值 * @param prices 价格列表 * @param period 周期 * @param prevEMA 前一个EMA值 * @return 指数移动平均值 */ protected BigDecimal calculateEMA(List prices, int period, BigDecimal prevEMA) { if (prices == null || prices.size() == 0) { return BigDecimal.ZERO; } if (prevEMA == null || prevEMA.compareTo(BigDecimal.ZERO) == 0) { return calculateMA(prices, Math.min(period, prices.size())); } BigDecimal k = new BigDecimal(2).divide(new BigDecimal(period + 1), 8, RoundingMode.HALF_UP); BigDecimal currentPrice = prices.get(prices.size() - 1); return currentPrice.multiply(k).add(prevEMA.multiply(BigDecimal.ONE.subtract(k))); } /** * 计算标准差 * @param prices 价格列表 * @param period 周期 * @return 标准差 */ protected BigDecimal calculateStdDev(List prices, int period) { if (prices == null || prices.size() < period) { return BigDecimal.ZERO; } BigDecimal ma = calculateMA(prices, period); BigDecimal sumSquares = BigDecimal.ZERO; for (int i = prices.size() - period; i < prices.size(); i++) { BigDecimal diff = prices.get(i).subtract(ma); sumSquares = sumSquares.add(diff.multiply(diff)); } BigDecimal variance = sumSquares.divide(new BigDecimal(period), 8, RoundingMode.HALF_UP); return sqrt(variance); } /** * 计算平方根(简化实现) * @param value 输入值 * @return 平方根 */ protected BigDecimal sqrt(BigDecimal value) { if (value.compareTo(BigDecimal.ZERO) < 0) { return BigDecimal.ZERO; } return new BigDecimal(Math.sqrt(value.doubleValue())).setScale(8, RoundingMode.HALF_UP); } /** * 获取最近的价格数据 * @param prices 所有价格数据 * @param period 周期 * @return 最近period个价格数据 */ protected List getRecentPrices(List prices, int period) { if (prices == null || prices.size() == 0) { return new ArrayList<>(); } int startIndex = Math.max(0, prices.size() - period); return prices.subList(startIndex, prices.size()); } }