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MA指标与CCI指标

liruiqiang
liruiqiang 1 week ago
parent
c350de9937
commit
14cbc45601
6 changed files with 250 additions and 157 deletions
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  1. 14
      src/main/java/com/deepchart/controller/IndexController.java
  2. 4
      src/main/java/com/deepchart/service/IndexService.java
  3. 12
      src/main/java/com/deepchart/service/impl/IndexServiceImpl.java
  4. 118
      src/main/java/com/deepchart/utils/CCIUtil.java
  5. 157
      src/main/java/com/deepchart/utils/MATools.java
  6. 102
      src/main/java/com/deepchart/utils/MAUtil.java

14
src/main/java/com/deepchart/controller/IndexController.java
View File

@ -25,4 +25,18 @@ public class IndexController {
String result = indexService.macd(list); String result = indexService.macd(list);
return Result.success("success", result); return Result.success("success", result);
} }
@PostMapping("/ma")
public Result ma(@RequestBody StockInfo stock) {
List<StockDailyData> list = indexService.getStockData(stock);
String result = indexService.ma(list);
return Result.success("success", result);
}
@PostMapping("/cci")
public Result cci(@RequestBody StockInfo stock) {
List<StockDailyData> list = indexService.getStockData(stock);
String result = indexService.cci(list);
return Result.success("success", result);
}
} }

4
src/main/java/com/deepchart/service/IndexService.java
View File

@ -9,4 +9,8 @@ public interface IndexService {
List<StockDailyData> getStockData(StockInfo stock); List<StockDailyData> getStockData(StockInfo stock);
String macd(List<StockDailyData> list); String macd(List<StockDailyData> list);
String ma(List<StockDailyData> list);
String cci(List<StockDailyData> list);
} }

12
src/main/java/com/deepchart/service/impl/IndexServiceImpl.java
View File

@ -3,7 +3,9 @@ package com.deepchart.service.impl;
import com.deepchart.entity.StockDailyData; import com.deepchart.entity.StockDailyData;
import com.deepchart.entity.StockInfo; import com.deepchart.entity.StockInfo;
import com.deepchart.service.IndexService; import com.deepchart.service.IndexService;
import com.deepchart.utils.CCIUtil;
import com.deepchart.utils.MACDUtil; import com.deepchart.utils.MACDUtil;
import com.deepchart.utils.MAUtil;
import com.deepchart.utils.StockDataUtil; import com.deepchart.utils.StockDataUtil;
import org.springframework.beans.factory.annotation.Autowired; import org.springframework.beans.factory.annotation.Autowired;
import org.springframework.stereotype.Service; import org.springframework.stereotype.Service;
@ -25,4 +27,14 @@ public class IndexServiceImpl implements IndexService {
public String macd(List<StockDailyData> list) { public String macd(List<StockDailyData> list) {
return MACDUtil.analyzeStock(list); return MACDUtil.analyzeStock(list);
} }
@Override
public String ma(List<StockDailyData> list) {
return MAUtil.analyzeMA(list);
}
@Override
public String cci(List<StockDailyData> list) {
return CCIUtil.analyzeCCI(list);
}
} }

118
src/main/java/com/deepchart/utils/CCIUtil.java
View File

@ -0,0 +1,118 @@
package com.deepchart.utils;
import com.deepchart.entity.StockDailyData;
import java.util.ArrayList;
import java.util.List;
public class CCIUtil {
private static final int CCI_PERIOD = 14; // CCI默认周期
public static String analyzeCCI(List<StockDailyData> stockDataList) {
if (stockDataList == null || stockDataList.size() < CCI_PERIOD) {
return "CCI分析失败：数据不足，至少需要" + CCI_PERIOD + "个交易日";
}
// 1. 计算CCI指标值
double currentCCI = calculateCCI(stockDataList);
double prevCCI = calculateCCI(stockDataList.subList(0, stockDataList.size() - 1));
// 2. 计算20日均线（用于判断价格位置）
double twentyDayMA = calculateMA(stockDataList, 20);
double currentClose = stockDataList.get(stockDataList.size() - 1).getClosePrice();
String pricePosition = (currentClose > twentyDayMA) ? "20日均线之上" : "20日均线之下";
// 3. 判断信号类型
String signalType = "无信号";
String signalDescription = "CCI值未触发标准信号";
if (prevCCI <= -100 && currentCCI > -100) {
signalType = "超卖反弹买入信号";
signalDescription = "CCI从超卖区上穿-100线，进入常态区间";
} else if (prevCCI >= 100 && currentCCI < 100) {
signalType = "超买回调卖出信号";
signalDescription = "CCI从超买区下穿+100线，进入常态区间";
} else if (currentCCI > 100) {
signalType = "强势上涨信号";
signalDescription = "CCI持续在+100上方，处于强势上涨趋势";
} else if (currentCCI < -100) {
signalType = "强势下跌信号";
signalDescription = "CCI持续在-100下方，处于强势下跌趋势";
}
// 4. 生成分析报告
return generateReport(currentCCI, signalType, signalDescription, pricePosition, currentClose, twentyDayMA);
}
private static double calculateCCI(List<StockDailyData> stockDataList) {
int n = stockDataList.size();
List<Double> typicalPrices = new ArrayList<>();
// 计算典型价格 (H+L+C)/3
for (StockDailyData data : stockDataList) {
double typicalPrice = (data.getHighPrice() + data.getLowPrice() + data.getClosePrice()) / 3;
typicalPrices.add(typicalPrice);
}
// 计算N期平均典型价格
double avgTypicalPrice = calculateMAFromDoubleList(typicalPrices, CCI_PERIOD);
// 计算平均偏差
double sumAbsDev = 0.0;
for (int i = n - CCI_PERIOD; i < n; i++) {
sumAbsDev += Math.abs(typicalPrices.get(i) - avgTypicalPrice);
}
double avgDev = sumAbsDev / CCI_PERIOD;
// 计算CCI
return (typicalPrices.get(n - 1) - avgTypicalPrice) / (0.015 * avgDev);
}
private static double calculateMA(List<StockDailyData> stockDataList, int period) {
if (stockDataList.size() < period) {
throw new IllegalArgumentException("数据不足，无法计算" + period + "日均线");
}
double sum = 0.0;
for (int i = stockDataList.size() - period; i < stockDataList.size(); i++) {
sum += stockDataList.get(i).getClosePrice();
}
return sum / period;
}
private static double calculateMAFromDoubleList(List<Double> prices, int period) {
if (prices.size() < period) {
throw new IllegalArgumentException("数据不足，无法计算" + period + "日均线");
}
double sum = 0.0;
for (int i = prices.size() - period; i < prices.size(); i++) {
sum += prices.get(i);
}
return sum / period;
}
private static String generateReport(double cciValue, String signalType, String signalDescription,
String pricePosition, double currentClose, double twentyDayMA) {
return String.format(
"CCI分析报告（14日周期）\n" +
"当前CCI值: %.1f | 信号类型: %s | 信号描述: %s\n" +
"价格位置: %s | 当前价格: %.2f | 20日均线: %.2f\n" +
"核心逻辑: %s",
cciValue, signalType, signalDescription,
pricePosition, currentClose, twentyDayMA,
getSignalLogic(signalType, cciValue)
);
}
private static String getSignalLogic(String signalType, double cciValue) {
if (signalType.contains("买入信号")) {
return "CCI上穿-100线 + 价格站上20日均线 + 市场情绪从超卖转为常态";
} else if (signalType.contains("卖出信号")) {
return "CCI下穿+100线 + 价格回调至常态区间 + 市场情绪从超买转为常态";
} else if (signalType.contains("强势上涨")) {
return "CCI持续在+100以上，趋势强劲，应持有多头仓位";
} else if (signalType.contains("强势下跌")) {
return "CCI持续在-100以下，趋势疲软，应持币观望";
}
return "CCI在常态区间(-100~100)，无明确信号";
}
}

157
src/main/java/com/deepchart/utils/MATools.java
View File

@ -1,157 +0,0 @@
package com.deepchart.utils;
import com.deepchart.entity.StockDailyData;
import java.time.LocalDate;
import java.util.*;
public class MATools {
public static class MAAnalysisResult {
private String trend; // 趋势方向：上升 / 下降 / 震荡
private String crossSignal; // 金叉 / 死叉 / 无信号
private String maArrangement; // 多头排列 / 空头排列 / 均线粘合
private double shortMA; // 短期均线值（如5日）
private double midMA; // 中期均线值（如20日）
private Double longMA; // 长期均线值（如30日，可能为 null）
// Getters and Setters
public String getTrend() { return trend; }
public void setTrend(String trend) { this.trend = trend; }
public String getCrossSignal() { return crossSignal; }
public void setCrossSignal(String crossSignal) { this.crossSignal = crossSignal; }
public String getMaArrangement() { return maArrangement; }
public void setMaArrangement(String maArrangement) { this.maArrangement = maArrangement; }
public double getShortMA() { return shortMA; }
public void setShortMA(double shortMA) { this.shortMA = shortMA; }
public double getMidMA() { return midMA; }
public void setMidMA(double midMA) { this.midMA = midMA; }
public Double getLongMA() { return longMA; }
public void setLongMA(Double longMA) { this.longMA = longMA; }
@Override
public String toString() {
return "MAAnalysisResult{" +
"trend='" + trend + '\'' +
", crossSignal='" + crossSignal + '\'' +
", maArrangement='" + maArrangement + '\'' +
", shortMA=" + shortMA +
", midMA=" + midMA +
", longMA=" + longMA +
'}';
}
}
/**
* 对股票日线数据进行MA指标分析
* @param stockDataList 至少包含20个交易日的StockDailyData列表（按时间升序排列）
* @return MA分析结果
*/
public static MAAnalysisResult analyze(List<StockDailyData> stockDataList) {
if (stockDataList == null || stockDataList.size() < 20) {
throw new IllegalArgumentException("数据不足，至少需要20个交易日的收盘价");
}
// 提取收盘价（确保按时间顺序，最新在最后）
List<Double> closePrices = new ArrayList<>();
for (StockDailyData data : stockDataList) {
closePrices.add(data.getClosePrice());
}
int n = closePrices.size();
// 定义周期
int shortPeriod = 5;
int midPeriod = 20;
int longPeriod = 30; // 因为只有40天数据，60日无法计算，改用30日
// 计算MA（取最近一个值）
double shortMA = calculateMA(closePrices, shortPeriod);
double midMA = calculateMA(closePrices, midPeriod);
Double longMA = n >= longPeriod ? calculateMA(closePrices, longPeriod) : null;
MAAnalysisResult result = new MAAnalysisResult();
result.setShortMA(shortMA);
result.setMidMA(midMA);
result.setLongMA(longMA);
// 1. 趋势判断（基于短中长期均线相对位置）
String trend = "震荡趋势";
if (shortMA > midMA && (longMA == null || midMA > longMA)) {
trend = "上升趋势";
} else if (shortMA < midMA && (longMA == null || midMA < longMA)) {
trend = "下降趋势";
}
result.setTrend(trend);
// 2. 金叉/死叉判断（5日 vs 20日）
String crossSignal = "无信号";
// 需要前一日数据才能判断交叉，这里简化：仅用当前值判断是否刚发生交叉（实际应比较前后两日）
// 更严谨的做法是保留前一天的MA值，但此处假设调用方只关心当前状态下的潜在信号
// 我们采用“当前短线上穿中线”作为金叉近似判断（需注意这是简化版）
if (shortMA > midMA) {
// 检查昨日是否 short <= mid（需要倒数第2个MA值）
if (n >= Math.max(shortPeriod, midPeriod) + 1) {
double prevShortMA = calculateMA(closePrices.subList(0, n - 1), shortPeriod);
double prevMidMA = calculateMA(closePrices.subList(0, n - 1), midPeriod);
if (prevShortMA <= prevMidMA) {
crossSignal = "金叉信号";
}
}
} else if (shortMA < midMA) {
if (n >= Math.max(shortPeriod, midPeriod) + 1) {
double prevShortMA = calculateMA(closePrices.subList(0, n - 1), shortPeriod);
double prevMidMA = calculateMA(closePrices.subList(0, n - 1), midPeriod);
if (prevShortMA >= prevMidMA) {
crossSignal = "死叉信号";
}
}
}
result.setCrossSignal(crossSignal);
// 3. 均线排列
String arrangement = "均线粘合";
if (longMA != null) {
if (shortMA > midMA && midMA > longMA) {
arrangement = "多头排列";
} else if (shortMA < midMA && midMA < longMA) {
arrangement = "空头排列";
}
} else {
// 无长期均线时，仅用短中判断
if (Math.abs(shortMA - midMA) / midMA < 0.01) { // 差距小于1%
arrangement = "均线粘合";
} else if (shortMA > midMA) {
arrangement = "短期强于中期";
} else {
arrangement = "短期弱于中期";
}
}
result.setMaArrangement(arrangement);
return result;
}
/**
* 计算最近一期的简单移动平均值（SMA）
* @param prices 收盘价列表（时间升序，最新在末尾）
* @param period 周期
* @return 最新一期的MA值
*/
private static double calculateMA(List<Double> prices, int period) {
if (prices.size() < period) {
throw new IllegalArgumentException("价格数据长度不足，无法计算" + period + "日均线");
}
double sum = 0.0;
int n = prices.size();
for (int i = n - period; i < n; i++) {
sum += prices.get(i);
}
return sum / period;
}
}

102
src/main/java/com/deepchart/utils/MAUtil.java
View File

@ -0,0 +1,102 @@
package com.deepchart.utils;
import com.deepchart.entity.StockDailyData;
import java.util.*;
public class MAUtil {
// 周期定义：短期5日、中期20日、长期40日
private static final int SHORT_PERIOD = 5;
private static final int MID_PERIOD = 20;
private static final int LONG_PERIOD = 40;
/**
* 对股票日线数据进行MA指标分析，返回JSON格式的中文字符串结果
* @param stockDataList 至少包含40个交易日的StockDailyData列表（按时间升序排列）
* @return JSON格式的分析结果字符串（全中文内容）
*/
public static String analyzeMA(List<StockDailyData> stockDataList) {
if (stockDataList == null || stockDataList.size() < LONG_PERIOD) {
return buildJsonResult("错误", "无信号", "数据不足，至少需要40个交易日", 0.0, 0.0, null);
}
List<Double> closePrices = new ArrayList<>();
for (StockDailyData data : stockDataList) {
closePrices.add(data.getClosePrice());
}
int n = closePrices.size(); // 应为40
double shortMA = calculateMA(closePrices, SHORT_PERIOD);
double midMA = calculateMA(closePrices, MID_PERIOD);
Double longMA = calculateMA(closePrices, LONG_PERIOD);
// 1. 趋势判断
String trend = "震荡趋势";
if (shortMA > midMA && midMA > longMA) {
trend = "上升趋势";
} else if (shortMA < midMA && midMA < longMA) {
trend = "下降趋势";
}
// 2. 金叉/死叉判断（5日上穿20日为金叉，下穿为死叉）
String crossSignal = "无交叉信号";
if (n >= Math.max(SHORT_PERIOD, MID_PERIOD) + 1) {
double prevShortMA = calculateMA(closePrices.subList(0, n - 1), SHORT_PERIOD);
double prevMidMA = calculateMA(closePrices.subList(0, n - 1), MID_PERIOD);
if (prevShortMA <= prevMidMA && shortMA > midMA) {
crossSignal = "金叉信号";
} else if (prevShortMA >= prevMidMA && shortMA < midMA) {
crossSignal = "死叉信号";
}
}
// 3. 均线排列状态
String arrangement = "均线粘合";
if (Math.abs(shortMA - midMA) / midMA < 0.005 && Math.abs(midMA - longMA) / longMA < 0.005) {
arrangement = "均线粘合";
} else if (shortMA > midMA && midMA > longMA) {
arrangement = "多头排列";
} else if (shortMA < midMA && midMA < longMA) {
arrangement = "空头排列";
}
return buildJsonResult(trend, crossSignal, arrangement, shortMA, midMA, longMA);
}
private static double calculateMA(List<Double> prices, int period) {
if (prices.size() < period) {
throw new IllegalArgumentException("价格数据长度不足，无法计算" + period + "日均线");
}
double sum = 0.0;
int n = prices.size();
for (int i = n - period; i < n; i++) {
sum += prices.get(i);
}
return sum / period;
}
// 手动构建轻量级 JSON 字符串（全中文值）
private static String buildJsonResult(String trend, String crossSignal, String arrangement,
double shortMA, double midMA, Double longMA) {
StringBuilder sb = new StringBuilder();
sb.append("趋势:").append(escapeJson(trend)).append(",");
sb.append("交叉信号:").append(escapeJson(crossSignal)).append(",");
sb.append("均线排列:").append(escapeJson(arrangement)).append(",");
sb.append("五日均线:").append(String.format("%.4f", shortMA)).append(",");
sb.append("二十日均线:").append(String.format("%.4f", midMA)).append(",");
if (longMA != null) {
sb.append("四十日均线:").append(String.format("%.4f", longMA));
} else {
sb.append("四十日均线:无");
}
return sb.toString();
}
private static String escapeJson(String str) {
if (str == null) return "";
return str.replace("\"", "\\\"").replace("\n", "\\n").replace("\r", "\\r");
}
}
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