macd 的java版本实现 包含测试用例

代码段如下：

import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.ArrayList;
import java.util.HashMap;
import java.util.List;

/**
 * 财经数据指标工具类
 */
public class FinanceIndicatorsTools {

    private static  BigDecimal two = new BigDecimal(2);

    /**
     * Calculate EMA,
     *
     * @param list
     *            :Price list to calculate，the first at head, the last at tail.
     * @return
     */
    public static final BigDecimal getEXPMAV1(final List<BigDecimal> list, final int number) {
        // 开始计算EMA值，
        BigDecimal k = two.divide(new BigDecimal(number +1),2,RoundingMode.HALF_UP); 计算出序数
        BigDecimal ema = list.get(0);// 第一天ema等于当天收盘价
        for (int i = 1; i < list.size(); i++) {
            // 第二天以后，当天收盘 收盘价乘以系数再加上昨天EMA乘以系数-1
            ema = list.get(i).multiply(k).add(ema.multiply(BigDecimal.ONE.subtract(k)) ) ;

        }
        return ema;
    }


    /**
     * DEA：离差平均值。今日DEA = （前一日DEA) * ((N-1)/(N+1)) + (今日DIF) * 2/(N+1)）
     */

    public static final BigDecimal getMyDea(final List<BigDecimal> diffList, final int N) {


        BigDecimal fix02 = two.divide(new BigDecimal(N+1),2,RoundingMode.HALF_UP);
         if(diffList.size() == 1){
             return  fix02.multiply(diffList.get(0));
        }else {

            BigDecimal fix08 = new BigDecimal(N-1).divide(new BigDecimal(N+1),2,RoundingMode.HALF_UP);

            BigDecimal right =  fix02.multiply(diffList.get(diffList.size() -1)) ;

            List<BigDecimal> sublist =  diffList.subList(0,diffList.size()-1);
            BigDecimal left  = fix08.multiply(getMyDea(sublist,N));

            return left.add(right);
        }

    }


    /**
     * 参考文章：
     *      https://blog.csdn.net/u014427812/article/details/37508179（原理）
     *      https://www.cnblogs.com/xhqgogogo/p/3386426.html（实现篇，有点糙，根据上面的原理优化了）
     *
     * @param list
     * @param number
     * @return
     */
    public static final BigDecimal getMyEXPMA(final List<BigDecimal> list, final int number) {
         if(list.size() == 1){
            return  list.get(0);
        }else {
            List<BigDecimal> sublist =  list.subList(0,list.size()-1);

            BigDecimal left =   two.multiply(list.get(list.size()-1)).divide(new BigDecimal(number +1),2,RoundingMode.HALF_UP);

            BigDecimal last = getMyEXPMA(  sublist,     number);//递归调用
            BigDecimal right = new BigDecimal(number -1).multiply(last).divide(new BigDecimal(number +1),2,RoundingMode.HALF_UP);

            return left .add(right);
        }

    }

    /**
     * calculate MACD values
     *
     * @param list
     *            :Price list to calculate，the first at head, the last at tail.
     * @param shortPeriod  12
     *            :the short period value.
     * @param longPeriod 26
     *            :the long period value.
     * @param midPeriod  9
     *            :the mid period value.
     * @return
     */
    public static final HashMap<String, BigDecimal> getMACDV1(final List<BigDecimal> list, final int shortPeriod, final int longPeriod, int midPeriod) {
        HashMap<String, BigDecimal> macdData = new HashMap<>();
        List<BigDecimal> diffList = new ArrayList<BigDecimal>();
        BigDecimal shortEMA = BigDecimal.ZERO;
        BigDecimal longEMA = BigDecimal.ZERO;
        BigDecimal dif = BigDecimal.ZERO;
        BigDecimal dea = BigDecimal.ZERO;

        for (int i = list.size() - 1; i >= 0; i--) {
            List<BigDecimal> sublist = list.subList(0, list.size() - i);
            shortEMA = getMyEXPMA(sublist, shortPeriod);
            longEMA =  getMyEXPMA(sublist, longPeriod);
            dif = shortEMA.subtract(longEMA);
            diffList.add(dif);
        }
        dea = getMyDea(diffList, midPeriod);

        dea = dea.setScale(2,BigDecimal.ROUND_HALF_DOWN);
        dif = dif.setScale(2,BigDecimal.ROUND_HALF_DOWN);

        BigDecimal MACD = two.multiply (dif.subtract(dea));
        MACD = MACD.setScale(2,BigDecimal.ROUND_HALF_DOWN);

        macdData.put("DIF", dif);
        macdData.put("DEA", dea);
        macdData.put("MACD",MACD);
        return macdData;
    }
}

测试用例如下，数据是从数据库中查询历史交易数据：

 

import com.alibaba.fastjson.JSON;
import com.gxkj.projects.myschoolx.nentitys.JczxPstock2402Trade;
import com.gxkj.projects.myschoolx.utils.FinanceIndicatorsTools;
import org.junit.Test;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import org.springframework.beans.factory.annotation.Autowired;

import java.math.BigDecimal;
import java.text.SimpleDateFormat;
import java.util.*;

public class FinanceIndicatorsToolsTest extends   BaseSpringTest {

    Logger logger = LoggerFactory.getLogger(FinanceIndicatorsToolsTest.class);

    @Autowired
    private JczxPstock2402TradeService jczxPstock2402TradeService;
    
    @Test
    public void getMyEXPMATestV2(){

        /**
         * 整理数据最好是5*daysize或者是3.45*(N+1）天的数据
         */
        try{
            SimpleDateFormat sdf = new SimpleDateFormat("yyyy-MM-dd HH:mm");
            int manDaySize = 26;
            int kuaiDaySize = 12;
            int avgDaySize = 9;
                //数据库查询日交易数据
                List<JczxPstock2402Trade> tradeList =  jczxPstock2402TradeService.findLastSizeBySecCode("600004",manDaySize*5);
                if(tradeList != null ) {
                    // 反转lists,实现交易日期从小到大排列
                    Collections.reverse(tradeList);
                    int length = tradeList.size();

                    for(int i=0;i<length;i++){
                        List<BigDecimal > list = new ArrayList<>();
                        int localLength = tradeList.size();
                        BigDecimal F007N = null;
                        Date lastDate =  tradeList.get(localLength-1).getTRADEDATE();
                        String lastFormatDate = sdf.format(lastDate);

                        for(int jx =0;jx < localLength;jx++){
                            F007N = tradeList.get(jx).getF007N();
                            if(F007N != null    ){

                                list.add(F007N);
                            }

                        }

                        HashMap result = FinanceIndicatorsTools.getMACDV1(list,12,26,9);
                        logger.info("测试计算移动平均线"+lastFormatDate+ JSON.toJSONString(result));
                        tradeList.remove(tradeList.size()-1);
                        length = tradeList.size();
                    }

                }
            }catch (Exception e){
                e.printStackTrace();
                logger.error("测试计算移动平均线异常",e);
            }

        }


    }

 

请大家有任何优化方案可以一起分享，并持续更新