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157 lines
5.4 KiB
157 lines
5.4 KiB
package com.deepchart.utils;
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import com.deepchart.entity.StockDailyData;
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import java.time.LocalDate;
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import java.util.*;
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public class MATools {
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public static class MAAnalysisResult {
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private String trend; // 趋势方向:上升 / 下降 / 震荡
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private String crossSignal; // 金叉 / 死叉 / 无信号
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private String maArrangement; // 多头排列 / 空头排列 / 均线粘合
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private double shortMA; // 短期均线值(如5日)
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private double midMA; // 中期均线值(如20日)
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private Double longMA; // 长期均线值(如30日,可能为 null)
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// Getters and Setters
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public String getTrend() { return trend; }
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public void setTrend(String trend) { this.trend = trend; }
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public String getCrossSignal() { return crossSignal; }
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public void setCrossSignal(String crossSignal) { this.crossSignal = crossSignal; }
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public String getMaArrangement() { return maArrangement; }
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public void setMaArrangement(String maArrangement) { this.maArrangement = maArrangement; }
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public double getShortMA() { return shortMA; }
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public void setShortMA(double shortMA) { this.shortMA = shortMA; }
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public double getMidMA() { return midMA; }
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public void setMidMA(double midMA) { this.midMA = midMA; }
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public Double getLongMA() { return longMA; }
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public void setLongMA(Double longMA) { this.longMA = longMA; }
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@Override
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public String toString() {
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return "MAAnalysisResult{" +
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"trend='" + trend + '\'' +
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", crossSignal='" + crossSignal + '\'' +
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", maArrangement='" + maArrangement + '\'' +
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", shortMA=" + shortMA +
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", midMA=" + midMA +
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", longMA=" + longMA +
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'}';
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}
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}
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/**
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* 对股票日线数据进行MA指标分析
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* @param stockDataList 至少包含20个交易日的StockDailyData列表(按时间升序排列)
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* @return MA分析结果
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*/
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public static MAAnalysisResult analyze(List<StockDailyData> stockDataList) {
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if (stockDataList == null || stockDataList.size() < 20) {
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throw new IllegalArgumentException("数据不足,至少需要20个交易日的收盘价");
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}
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// 提取收盘价(确保按时间顺序,最新在最后)
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List<Double> closePrices = new ArrayList<>();
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for (StockDailyData data : stockDataList) {
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closePrices.add(data.getClosePrice());
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}
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int n = closePrices.size();
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// 定义周期
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int shortPeriod = 5;
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int midPeriod = 20;
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int longPeriod = 30; // 因为只有40天数据,60日无法计算,改用30日
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// 计算MA(取最近一个值)
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double shortMA = calculateMA(closePrices, shortPeriod);
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double midMA = calculateMA(closePrices, midPeriod);
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Double longMA = n >= longPeriod ? calculateMA(closePrices, longPeriod) : null;
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MAAnalysisResult result = new MAAnalysisResult();
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result.setShortMA(shortMA);
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result.setMidMA(midMA);
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result.setLongMA(longMA);
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// 1. 趋势判断(基于短中长期均线相对位置)
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String trend = "震荡趋势";
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if (shortMA > midMA && (longMA == null || midMA > longMA)) {
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trend = "上升趋势";
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} else if (shortMA < midMA && (longMA == null || midMA < longMA)) {
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trend = "下降趋势";
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}
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result.setTrend(trend);
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// 2. 金叉/死叉判断(5日 vs 20日)
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String crossSignal = "无信号";
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// 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)
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// 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
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// 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)
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if (shortMA > midMA) {
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// 检查昨日是否 short <= mid(需要倒数第2个MA值)
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if (n >= Math.max(shortPeriod, midPeriod) + 1) {
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double prevShortMA = calculateMA(closePrices.subList(0, n - 1), shortPeriod);
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double prevMidMA = calculateMA(closePrices.subList(0, n - 1), midPeriod);
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if (prevShortMA <= prevMidMA) {
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crossSignal = "金叉信号";
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}
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}
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} else if (shortMA < midMA) {
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if (n >= Math.max(shortPeriod, midPeriod) + 1) {
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double prevShortMA = calculateMA(closePrices.subList(0, n - 1), shortPeriod);
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double prevMidMA = calculateMA(closePrices.subList(0, n - 1), midPeriod);
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if (prevShortMA >= prevMidMA) {
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crossSignal = "死叉信号";
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}
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}
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}
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result.setCrossSignal(crossSignal);
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// 3. 均线排列
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String arrangement = "均线粘合";
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if (longMA != null) {
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if (shortMA > midMA && midMA > longMA) {
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arrangement = "多头排列";
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} else if (shortMA < midMA && midMA < longMA) {
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arrangement = "空头排列";
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}
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} else {
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// 无长期均线时,仅用短中判断
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if (Math.abs(shortMA - midMA) / midMA < 0.01) { // 差距小于1%
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arrangement = "均线粘合";
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} else if (shortMA > midMA) {
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arrangement = "短期强于中期";
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} else {
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arrangement = "短期弱于中期";
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}
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}
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result.setMaArrangement(arrangement);
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return result;
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}
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/**
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* 计算最近一期的简单移动平均值(SMA)
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* @param prices 收盘价列表(时间升序,最新在末尾)
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* @param period 周期
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* @return 最新一期的MA值
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*/
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private static double calculateMA(List<Double> prices, int period) {
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if (prices.size() < period) {
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throw new IllegalArgumentException("价格数据长度不足,无法计算" + period + "日均线");
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}
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double sum = 0.0;
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int n = prices.size();
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for (int i = n - period; i < n; i++) {
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sum += prices.get(i);
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}
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return sum / period;
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}
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}
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