java计算股票技术指标之kdj与macd

1、MACD

（Moving Average Convergence Divergence）是一种常用的技术分析工具，它通过计算两个不同周期的移动平均线（MA）的差值来分析股票或其他金融产品的价格趋势。MACD的主要组成部分包括：

DIF（Difference of Fast and Slow Moving Average）：这是两个不同周期的移动平均线（MA）之间的差值，其中较快的移动平均线减去较慢的移动平均线。

DEA（Difference of DIF and its Moving Average）：这是DIF与其自身的移动平均线之间的差值，也称为MACD的信号线。

柱状图：表示DIF与DEA之间的差异，通常在0轴上方或下方。

MACD的主要用途包括：

趋势判断：当MACD从负数转向正数时，是买入信号；当MACD从正数转向负数时，是卖出信号。

背离分析：MACD还可以用于分析价格与指标之间的背离情况，这有助于预测价格趋势的转折点。

柱状图分析：柱状图的收缩和放大可以帮助判断趋势的强度和可能的转折点。

MACD的优点在于它能够平滑地处理数据，减少随机波动的影响，从而提供更稳定的趋势分析。然而，它也有其局限性，例如在市场波动剧烈时可能无法提供清晰的信号。

2、KDJ

KDJ指标中文名叫随机指标，是一种相当新颖、实用的技术分析指标，它起先用于期货市场的分析，后被广泛用于股市的中短期趋势分析，是期货和股票市场上最常用的技术分析工具。

随机指标KDJ一般是用于股票分析的统计体系，根据统计学原理，通过一个特定的周期（常为9日、9周等）内出现过的最高价、最低价及最后一个计算周期的收盘价及这三者之间的比例关系，来计算最后一个计算周期的未成熟随机值RSV，然后根据平滑移动平均线的方法来计算K值、D值与J值，并绘成曲线图来研判股票走势。

3、数据来源

东方财富网

//0：深圳，1：上海，2：其他
secid="0.399997";   
String url="https://push2his.eastmoney.com/api/qt/stock/kline/get?secid="+secid+"&fields1=f1,f2,f3,f4,f5&fields2=f51,f52,f53,f54,f55,f56,f57,f58,f59,f60,f61&lmt=1000&klt=101&fqt=1&end=30000101&ut=fa5fd1943c7b386f172d6893dbfba10b&cb=cb_1701680426583_1676563&cb_1701680426583_1676563=cb_1701680426583_1676563";

 secid为股票代码指数

4、计算工具类

package cn.demo;


import com.alibaba.excel.EasyExcel;
import com.alibaba.excel.context.AnalysisContext;
import com.alibaba.excel.read.listener.ReadListener;
import com.alibaba.fastjson2.JSONArray;
import com.alibaba.fastjson2.JSONObject;
import com.tictactec.ta.lib.Core;
import com.tictactec.ta.lib.MAType;
import com.tictactec.ta.lib.MInteger;
import com.tictactec.ta.lib.RetCode;

import java.io.IOException;
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.net.URI;
import java.net.http.HttpClient;
import java.net.http.HttpRequest;
import java.net.http.HttpResponse;
import java.time.LocalDate;
import java.time.format.DateTimeFormatter;
import java.util.ArrayList;
import java.util.Arrays;
import java.util.Collections;
import java.util.Comparator;
import java.util.List;

/**
 * @date 2022年3月29日13:50:24
 * @Description
 *      股票指标工具类
 *      用来计算各种指标(如：ma，rsi，kdj)
 * @author flashylife
 */
public class StockIndexUtils {

    /**
     * 禁止初始化
     */
    private StockIndexUtils() {}

    /**
     * 获取ma
     *
     * @param value ma的参数(5，10,15,20等)
     * @return
     */
    public static double[] ma(int value, List<StockBasicInfoVO> list) {
        if (value <= 0) {
            throw new RuntimeException("天数不能小于0");
        }
        // 收盘价
        double[] inClose = new double[list.size()];
        // 返回的数据最后value + 1没有值
        double[] output = new double[list.size() - value + 1];

        for (int i = 0; i < list.size(); i++) {
            inClose[i] = list.get(i).getSbiClose().doubleValue();
        }

        Core core = new Core();

        // ma 需要四舍五入
        RetCode code = core.sma(0, inClose.length - 1, inClose, value, new MInteger(), new MInteger(), output);

        if (code == RetCode.Success) {
            output = Arrays.stream(output)
                    .map(e -> new BigDecimal(e)
                            .setScale(2, BigDecimal.ROUND_HALF_UP).doubleValue())
                    .toArray();
        }
        return output;
    }

    /**
     * 获取rsi
     * @param value rsi的参数(6,12,24等)
     * @return
     */
    public static double[] rsi(int value, List<StockBasicInfoVO> list) {
        // 收盘价
        double[] inClose = new double[list.size()];
        // 返回的数据最后value没有值
        double[] output = new double[list.size() - value];

        for (int i = 0; i < list.size(); i++) {
            inClose[i] = list.get(i).getSbiClose().doubleValue();
        }

        Core core = new Core();

        // rsi 直接截取
        RetCode code = core.rsi(0, inClose.length - 1, inClose, value, new MInteger(), new MInteger(), output);

        if (code == RetCode.Success) {
            output = Arrays.stream(output)
                    .map(e -> new BigDecimal(e)
                            .setScale(2, BigDecimal.ROUND_DOWN).doubleValue())
                    .toArray();
        }
        return output;
    }

    /**
     * 获取kdj(使用默认的9,3,3)
     *
     * @return
     */
    public static List<double[]> kdj(List<StockBasicInfoVO> list) {
        // 最高
        double[] inHigh = new double[list.size()];
        // 收盘
        double[] inClose = new double[list.size()];
        // 最低
        double[] inLow = new double[list.size()];

        // 输出的k（最后16位没有值）
        double[] k = new double[list.size() - 16];
        // 输出的d（最后16位没有值）
        double[] d = new double[list.size() - 16];
        // 手动计算j值(3*k - 2*d)
        double[] j = new double[list.size() - 16];

        for (int i = 0; i < list.size(); i++) {
            inHigh[i] = list.get(i).getSbiHigh().doubleValue();
            inClose[i] = list.get(i).getSbiClose().doubleValue();
            inLow[i] = list.get(i).getSbiLow().doubleValue();
        }

        List<double[]> kdjList = null;

        Core core = new Core();

        // kd 直接截取
        RetCode code = core.stoch(0, inHigh.length - 1, inHigh, inLow, inClose, 9, 5, MAType.Ema, 5, MAType.Ema, new MInteger(), new MInteger(), k, d);

        if (code == RetCode.Success) {
            // 计算j值(保留2位)
            for (int i = 0; i < d.length; i++) {
                BigDecimal b1 = new BigDecimal(k[i]).multiply(new BigDecimal(3));
                BigDecimal b2 = new BigDecimal(d[i]).multiply(new BigDecimal(2));
                j[i] = b1.subtract(b2).setScale(2, BigDecimal.ROUND_DOWN).doubleValue();
            }

            // 计算k值(保留2位)
            k = Arrays.stream(k)
                    .map(e -> new BigDecimal(e)
                            .setScale(2, BigDecimal.ROUND_DOWN).doubleValue())
                    .toArray();
            // 计算d值(保留2位)
            d = Arrays.stream(d)
                    .map(e -> new BigDecimal(e)
                            .setScale(2, BigDecimal.ROUND_DOWN).doubleValue())
                    .toArray();

            kdjList = new ArrayList();
            kdjList.add(k);
            kdjList.add(d);
            kdjList.add(j);
        }
        return kdjList == null ? Collections.emptyList() : kdjList;
    }


    public static List<KdjVO> getKdjVO( String code,Integer max) throws IOException, InterruptedException {
        String url="https://push2his.eastmoney.com/api/qt/stock/kline/get?secid=0."+code+"&fields1=f1,f2,f3,f4,f5&fields2=f51,f52,f53,f54,f55,f56,f57,f58,f59,f60,f61&lmt="+max+"&klt=101&fqt=1&end=30000101&ut=fa5fd1943c7b386f172d6893dbfba10b&cb=cb_1701680426583_1676563&cb_1701680426583_1676563=cb_1701680426583_1676563";
        HttpRequest request = HttpRequest.newBuilder()
                .uri(URI.create(url))
                .method("POST", HttpRequest.BodyPublishers.noBody())
                .build();
        HttpResponse<String> response = HttpClient.newHttpClient().send(request, HttpResponse.BodyHandlers.ofString());
        String body = response.body();
        int i = body.indexOf("{");
        String json = body.substring(i, body.length() - 2);
        JSONObject jsonObject = JSONObject.parseObject(json);
        String data = jsonObject.getString("data");
        JSONObject dataJson = JSONObject.parseObject(data);
        JSONArray klines = dataJson.getJSONArray("klines");
        List<String> list = klines.toList(String.class);
        List<StockBasicInfoVO> stockBasicInfoVOList=new ArrayList<>();
        list.stream().forEach(item->{
            String[] split = item.split(",");
            StockBasicInfoVO build = StockBasicInfoVO.builder()
                    .sbiTradeDate(split[0])
                    .sbiHigh(new BigDecimal(split[3]))
                    .sbiClose(new BigDecimal(split[2]))
                    .sbiLow(new BigDecimal(split[4]))
                    .build();
            stockBasicInfoVOList.add(build);
        });
        stockBasicInfoVOList.sort(Comparator.comparing(StockBasicInfoVO::getSbiTradeDate));
        List<double[]> kdj = StockIndexUtils.kdj(stockBasicInfoVOList);
        List<KdjVO> kdjVOList= new ArrayList<>();
        List<String> dateList=new ArrayList<>();
        List<Double> k =new ArrayList<>();
        List<Double> d =new ArrayList<>();
        List<Double> js =new ArrayList<>();
        List<Double> sp =new ArrayList<>();
        kdj.stream().forEach(item->{
            for (int j=0;j<item.length;j++){
                KdjVO kdjVO = KdjVO.builder()
                        .date(stockBasicInfoVOList.get(j + 16).getSbiTradeDate())
                        .k(kdj.get(0)[j])
                        .d(kdj.get(1)[j])
                        .j(kdj.get(2)[j])
                        .build();
                kdjVOList.add(kdjVO);
                dateList.add("'"+kdjVO.getDate()+"'");
                k.add(kdjVO.getK());
                d.add(kdjVO.getD());
                js.add(kdjVO.getJ());
                sp.add(stockBasicInfoVOList.get(j + 16).getSbiClose().doubleValue()/100);
            }
        });
        System.out.println(dateList.size());
        System.out.println(k.size());
        System.out.println(d);
        System.out.println(js);
        System.out.println(sp);
        return kdjVOList;
    }

    public static void main(String[] args) throws IOException, InterruptedException {
        DateTimeFormatter fmt = DateTimeFormatter.ofPattern("yyyy-MM-dd");
        LocalDate begin =  LocalDate.parse("2022-12-05", fmt);
        LocalDate end = LocalDate.parse("2023-12-20", fmt);
        List<KdjVO> kdjVOSource = StockIndexUtils.getKdjVO("399997", 1000);
        List<KdjVO> kdjVOList=new ArrayList<>();
        kdjVOSource.stream().forEach(item->{
            if(LocalDate.parse(item.getDate(), fmt).isAfter(LocalDate.parse("2022-12-04", fmt))){
                kdjVOList.add(item);
            }
        });
        System.out.println(kdjVOList.get(0));
        List<BigDecimal> input = new ArrayList<>();
        String path="D:\\biaoge\\历史基金数据.xlsx";
        ReadListener readListener =new ReadListener(){
            @Override
            public void invoke(Object o, AnalysisContext analysisContext) {
                Excel excel= (Excel) o;
                LocalDate now = LocalDate.now();
                LocalDate date = LocalDate.parse(excel.getNetValueDate(), fmt);
                if(date.isBefore(end)&&date.isAfter(begin)){
                    input.add(new BigDecimal(excel.getDailyReturnRate().replaceAll("%","")));
                }
            }
            @Override
            public void doAfterAllAnalysed(AnalysisContext analysisContext) {
            }
        };
        EasyExcel.read(path, Excel.class, readListener).sheet("招商中证白酒指数(LO-012414").doRead();
        // 当前涨幅
        BigDecimal gainsDateYieldR=null;
        BigDecimal gainsDateYield=new BigDecimal("1.00");
        // 一份金额
        BigDecimal one = new BigDecimal("300");
        BigDecimal sum=BigDecimal.ZERO;
        int a=0;
        // input.add(new BigDecimal("-2.00"));
        for (int i=0; i<input.size(); i++){

            BigDecimal add = new BigDecimal("1").add(input.get(i).divide(new BigDecimal("100")));
            gainsDateYield=gainsDateYield.multiply(add);
            sum=sum.multiply(add);
            gainsDateYieldR = (gainsDateYield.subtract(BigDecimal.ONE)).multiply(new BigDecimal("100")).setScale(4, RoundingMode.HALF_UP);
            BigDecimal multiple = gainsDateYieldR.setScale(0, RoundingMode.HALF_UP);
            int m =0;
            if(kdjVOList.get(i).getJ()<0&&multiple.compareTo(BigDecimal.ZERO)<0){
                    System.out.println("买入时kdj："+kdjVOList.get(i)+input.get(i));
                    sum=sum.add(one.multiply(multiple.multiply(new BigDecimal("-1"))));
                    a += multiple.multiply(new BigDecimal("-1")).intValue();

            }
        }
        BigDecimal addStock = one.multiply(new BigDecimal(a));
        BigDecimal principal =  new BigDecimal("0").add(addStock);
        System.out.println("加仓金额:"+addStock);
        System.out.println("本金:"+principal);
        BigDecimal currentYield = sum.divide(addStock, 4, RoundingMode.HALF_UP).subtract(BigDecimal.ONE).multiply(new BigDecimal("100"));
        System.out.println(sum);
        System.out.println("收益率:"+currentYield+"%");
        System.out.println("至今涨幅:"+(gainsDateYield.subtract(BigDecimal.ONE)).multiply(new BigDecimal("100")).setScale(4, RoundingMode.HALF_UP)+"%");
    }
}

5、计算kdj代码案例

static Map<String,KdjVO> getKdjMap(String secid) {
        Map<String,KdjVO> map=new HashMap<>();
        try{
            if(StringUtils.isEmpty(secid)){
                //0：深圳，1：上海，2：其他
                secid="0.399997";
            }
            String url="https://push2his.eastmoney.com/api/qt/stock/kline/get?secid="+secid+"&fields1=f1,f2,f3,f4,f5&fields2=f51,f52,f53,f54,f55,f56,f57,f58,f59,f60,f61&lmt=1000&klt=101&fqt=1&end=30000101&ut=fa5fd1943c7b386f172d6893dbfba10b&cb=cb_1701680426583_1676563&cb_1701680426583_1676563=cb_1701680426583_1676563";
            HttpRequest request = HttpRequest.newBuilder()
                    .uri(URI.create(url))
                    .method("POST", HttpRequest.BodyPublishers.noBody())
                    .build();
            HttpResponse<String> response = HttpClient.newHttpClient().send(request, HttpResponse.BodyHandlers.ofString());
            String body = response.body();
            int i = body.indexOf("{");
            String json = body.substring(i, body.length() - 2);
            JSONObject jsonObject = JSONObject.parseObject(json);
            String data = jsonObject.getString("data");
            JSONObject dataJson = JSONObject.parseObject(data);
            JSONArray klines = dataJson.getJSONArray("klines");
            List<String> list = klines.toList(String.class);
            List<StockBasicInfoVO> stockBasicInfoVOList=new ArrayList<>();
            list.stream().forEach(item->{
                String[] split = item.split(",");
                StockBasicInfoVO build = StockBasicInfoVO.builder()
                        .sbiTradeDate(split[0])
                        .sbiHigh(new BigDecimal(split[3]))
                        .sbiClose(new BigDecimal(split[2]))
                        .sbiLow(new BigDecimal(split[4]))
                        .build();
                stockBasicInfoVOList.add(build);
            });
            stockBasicInfoVOList.sort(Comparator.comparing(StockBasicInfoVO::getSbiTradeDate));
            List<double[]> kdj = StockIndexUtils.kdj(stockBasicInfoVOList);
            List<KdjVO> kdjVOList= new ArrayList<>();
            kdj.stream().forEach(item->{
                for (int j=0;j<item.length;j++){
                    KdjVO kdjVO = KdjVO.builder()
                            .date(stockBasicInfoVOList.get(j + 16).getSbiTradeDate())
                            .k(kdj.get(0)[j])
                            .d(kdj.get(1)[j])
                            .j(kdj.get(2)[j])
                            .build();
                    kdjVOList.add(kdjVO);
                    map.put(kdjVO.getDate(),kdjVO);
                }
            });
        }catch (Exception e){

        }
        return map;
    }