计算macd、jdk、rsi

package stock.simulator.trader.web.indicatrixinterface;public interface Indicatrix {/*** 计算MACD指标数据* * @param closePrice--收盘价要从第一天开始* @param fastPeriod--日快线移动平均，标准为12* @param slowPeriod--日慢线移动平均，标准为26* @param signalPeriod--日移动平均，标准为9* @param macd--顺序记录macd指标*            new double[]* @param dea--顺序记录dea指标*            new double[]* @param diff--顺序记录diff指标*            new double[]*/void MACD(double[] closePrice, int fastPeriod, int slowPeriod, int signalPeriod, double[] macd, double[] dea,double[] diff);/*** 计算KDJ指标数据* * @param maxPrice--最高价要从第一天开始* @param minPrice--最低价要从第一天开始* @param closePrice--收盘价要从第一天开始* @param fastK_Period--标准值：9* @param slowK_Period--标准值：3* @param slowD_Period--标准值：3* @param K--顺序记录K指标*            new double[]* @param D--顺序记录D指标*            new double[]* @param J--顺序记录J指标*            new double[]*/void KDJ(double[] maxPrice, double[] minPrice, double[] closePrice, int fastK_Period, int slowK_Period,int slowD_Period, double[] K, double[] D, double[] J);/*** 计算RSI指标数据* * @param closePrice--收盘价要从第一天开始* @param rsi1_n--计算rsi1指标，标准为：6* @param rsi2_n--计算rsi2指标，标准为：12* @param rsi3_n--计算rsi3指标，标准为：24* @param rsi1--顺序记录rsi1指标*            new double[]* @param rsi2--顺序记录rsi2指标*            new double[]* @param rsi3--顺序记录rsi3指标*            new double[]*/void RSI(double[] closePrice, int rsi1_n, int rsi2_n, int rsi3_n, double[] rsi1, double[] rsi2, double[] rsi3);}

package stock.simulator.trader.web.indicatrixinterfaceimpl;import java.math.BigDecimal;
import java.util.ArrayList;
import java.util.Arrays;
import java.util.HashMap;
import java.util.List;
import java.util.Map;import org.apache.commons.collections.CollectionUtils;
import org.apache.commons.lang3.StringUtils;
import org.springframework.stereotype.Service;import stock.simulator.trader.web.data.StockHistoryData;
import stock.simulator.trader.web.indicatrixinterface.Indicatrix;
import util.DateUtil;
import util.Define;
import util.MathCaclateUtil;@Service("indicatrix")
public class IndicatrixImpl implements Indicatrix {@Overridepublic void MACD(double[] closePrice, int fast, int slow, int signal, double[] macd, double[] dea, double[] diff) {double preEma_12 = 0;double preEma_26 = 0;double preDEA = 0;double ema_12 = 0;double ema_26 = 0;double fastPeriod = Double.valueOf(new Integer(fast));// 日快线移动平均，标准为12，按照标准即可double slowPeriod = Double.valueOf(new Integer(slow));// 日慢线移动平均，标准为26，可理解为天数double signalPeriod = Double.valueOf(new Integer(signal));// 日移动平均，标准为9，按照标准即可double DEA = 0;double DIFF = 0;double MACD = 0;for (int i = 0; i < closePrice.length; i++) {ema_12 = i == 0 ? closePrice[i]: MathCaclateUtil.add(MathCaclateUtil.divide(MathCaclateUtil.multiply(preEma_12, fastPeriod - 1, BigDecimal.ROUND_HALF_UP),fastPeriod + 1, BigDecimal.ROUND_UNNECESSARY),MathCaclateUtil.divide(MathCaclateUtil.multiply(closePrice[i], 2D, BigDecimal.ROUND_HALF_UP),fastPeriod + 1, BigDecimal.ROUND_UNNECESSARY),BigDecimal.ROUND_HALF_UP);// ema_12=preEma_12*(fastPeriod-1)/(fastPeriod+1)+closePrice*2/(fastPeriod+1)ema_26 = i == 0 ? closePrice[i]: MathCaclateUtil.add(MathCaclateUtil.divide(MathCaclateUtil.multiply(preEma_26, slowPeriod - 1, BigDecimal.ROUND_HALF_UP),slowPeriod + 1, BigDecimal.ROUND_UNNECESSARY),MathCaclateUtil.divide(MathCaclateUtil.multiply(closePrice[i], 2D, BigDecimal.ROUND_HALF_UP),slowPeriod + 1, BigDecimal.ROUND_UNNECESSARY),BigDecimal.ROUND_HALF_UP);// ema_26=preEma_26*(slowPeriod-1)/(slowPeriod+1)+closePrice*2/(slowPeriod+1)DIFF = i == 0 ? 0 : MathCaclateUtil.subtract(ema_12, ema_26, BigDecimal.ROUND_HALF_UP);// Diff=ema_12-ema_26DEA = i == 0 ? 0: MathCaclateUtil.add(MathCaclateUtil.divide(MathCaclateUtil.multiply(preDEA, signalPeriod - 1, BigDecimal.ROUND_HALF_UP),signalPeriod + 1, BigDecimal.ROUND_UNNECESSARY),MathCaclateUtil.divide(MathCaclateUtil.multiply(DIFF, 2D, BigDecimal.ROUND_HALF_UP),signalPeriod + 1, BigDecimal.ROUND_UNNECESSARY),BigDecimal.ROUND_HALF_UP);// DEA=preDEA*(signalPeriod-1)/(signalPeriod+1)+Diff*2/(signalPeriod+1)MACD = i == 0 ? 0: MathCaclateUtil.multiply(2D, MathCaclateUtil.subtract(DIFF, DEA, BigDecimal.ROUND_HALF_UP),BigDecimal.ROUND_HALF_UP);// MACD=2×(Diff－DEA)preEma_12 = ema_12;preEma_26 = ema_26;preDEA = DEA;macd[i] = MACD;dea[i] = DEA;diff[i] = DIFF;}}@Overridepublic void KDJ(double[] maxPrice, double[] minPrice, double[] closePrice, int fastK, int slowK, int slowD,double[] K_R, double[] D_R, double[] J_R) {List<Double> highestPriceList = new ArrayList<>();List<Double> lowestPriceList = new ArrayList<>();List<Double> highestPriceList_temp = new ArrayList<>();List<Double> lowestPriceList_temp = new ArrayList<>();double RSV = 0;double fastK_Period = fastK;// 标准值为9double slowK_Period = Double.valueOf(new Integer(slowK));// 标准值为3double slowD_Period = Double.valueOf(new Integer(slowD));// 标准值为3double preK = 0;double preD = 0;double K = 0;double D = 0;double J = 0;for (int i = 0; i < closePrice.length; i++) {if (highestPriceList.size() == fastK_Period) {highestPriceList.remove(0);lowestPriceList.remove(0);} else if (highestPriceList.size() == 0) {highestPriceList.add(maxPrice[i]);lowestPriceList.add(minPrice[i]);}highestPriceList.add(maxPrice[i]);lowestPriceList.add(minPrice[i]);highestPriceList_temp = new ArrayList<>();lowestPriceList_temp = new ArrayList<>();highestPriceList_temp.addAll(highestPriceList);lowestPriceList_temp.addAll(lowestPriceList);highestPriceList_temp = MathCaclateUtil.sortList(highestPriceList_temp);lowestPriceList_temp = MathCaclateUtil.sortList(lowestPriceList_temp);RSV = MathCaclateUtil.multiply(MathCaclateUtil.divide(MathCaclateUtil.subtract(closePrice[i], lowestPriceList_temp.get(0), BigDecimal.ROUND_HALF_UP),MathCaclateUtil.subtract(highestPriceList_temp.get(highestPriceList_temp.size() - 1),lowestPriceList_temp.get(0), BigDecimal.ROUND_HALF_UP),BigDecimal.ROUND_UNNECESSARY), 100D, BigDecimal.ROUND_HALF_UP);// （今日收盘价－9日内最低价）÷（9日内最高价－9日内最低价）×100// 如果无前一日的K、D值K = MathCaclateUtil.divide(MathCaclateUtil.add(RSV,MathCaclateUtil.multiply(2D, preK, BigDecimal.ROUND_HALF_UP), BigDecimal.ROUND_HALF_UP),slowK_Period, BigDecimal.ROUND_UNNECESSARY);// （当日RSV值+2×前一日K值）÷3D = MathCaclateUtil.divide(MathCaclateUtil.add(K,MathCaclateUtil.multiply(2D, preD, BigDecimal.ROUND_HALF_UP), BigDecimal.ROUND_HALF_UP),slowD_Period, BigDecimal.ROUND_UNNECESSARY);// （当日K值+2×前一日D值）÷3J = MathCaclateUtil.subtract(MathCaclateUtil.multiply(3D, K, BigDecimal.ROUND_HALF_UP),MathCaclateUtil.multiply(2D, D, BigDecimal.ROUND_HALF_UP), BigDecimal.ROUND_HALF_UP);// 3K－2DpreK = K;preD = D;K_R[i] = K;D_R[i] = D;J_R[i] = J;}}@Overridepublic void RSI(double[] closePrice, int rsi1_n, int rsi2_n, int rsi3_n, double[] rsi1, double[] rsi2,double[] rsi3) {double pp_6;// 用于计算rsi数据double np_6;double pp_12;double np_12;double pp_24;double np_24;double prepp_6 = 0;// 用于计算rsi数据double prenp_6 = 0;double prepp_12 = 0;double prenp_12 = 0;double prepp_24 = 0;double prenp_24 = 0;double upsanddowns;double n1 = Double.valueOf(new Integer(rsi1_n));// 标准值为6double n2 = Double.valueOf(new Integer(rsi2_n));// 标准值为12double n3 = Double.valueOf(new Integer(rsi3_n));// 标准值为24double num_100 = 100D;double RSI1 = 0;double RSI2 = 0;double RSI3 = 0;for (int i = 0; i < closePrice.length; i++) {if (i == 0) {continue;}upsanddowns = closePrice[i] - closePrice[i - 1];pp_6 = MathCaclateUtil.add(MathCaclateUtil.divide(MathCaclateUtil.multiply(prepp_6, n1 - 1, BigDecimal.ROUND_HALF_UP), n1,BigDecimal.ROUND_UNNECESSARY),MathCaclateUtil.divide(upsanddowns >= 0 ? upsanddowns : 0, n1, BigDecimal.ROUND_UNNECESSARY),BigDecimal.ROUND_HALF_UP);// prepp_6*(6-1)/6+(upsanddowns>=0?upsanddowns:0)/6np_6 = MathCaclateUtil.add(MathCaclateUtil.divide(MathCaclateUtil.multiply(prenp_6, n1 - 1, BigDecimal.ROUND_HALF_UP), n1,BigDecimal.ROUND_UNNECESSARY),MathCaclateUtil.divide(upsanddowns >= 0 ? 0 : upsanddowns, n1, BigDecimal.ROUND_UNNECESSARY),BigDecimal.ROUND_HALF_UP);// prenp_6*(6-1)/6+(upsanddowns>=0?0:upsanddowns)/6RSI1 = MathCaclateUtil.divide(MathCaclateUtil.multiply(num_100, pp_6, BigDecimal.ROUND_HALF_UP),MathCaclateUtil.add(pp_6, -np_6, BigDecimal.ROUND_HALF_UP), BigDecimal.ROUND_UNNECESSARY);// 100*pp_6/(pp_6-np_6)rsi1[i] = RSI1;prepp_6 = pp_6;prenp_6 = np_6;pp_12 = MathCaclateUtil.add(MathCaclateUtil.divide(MathCaclateUtil.multiply(prepp_12, n2 - 1, BigDecimal.ROUND_HALF_UP), n2,BigDecimal.ROUND_UNNECESSARY),MathCaclateUtil.divide(upsanddowns >= 0 ? upsanddowns : 0, n2, BigDecimal.ROUND_UNNECESSARY),BigDecimal.ROUND_HALF_UP);// prepp_12*(12-1)/12+(upsanddowns>=0?upsanddowns:0)/12;np_12 = MathCaclateUtil.add(MathCaclateUtil.divide(MathCaclateUtil.multiply(prenp_12, n2 - 1, BigDecimal.ROUND_HALF_UP), n2,BigDecimal.ROUND_UNNECESSARY),MathCaclateUtil.divide(upsanddowns >= 0 ? 0 : upsanddowns, n2, BigDecimal.ROUND_UNNECESSARY),BigDecimal.ROUND_HALF_UP);// prenp_12*(12-1)/12+(upsanddowns>=0?0:upsanddowns)/12;RSI2 = MathCaclateUtil.divide(MathCaclateUtil.multiply(num_100, pp_12, BigDecimal.ROUND_HALF_UP),MathCaclateUtil.add(pp_12, -np_12, BigDecimal.ROUND_HALF_UP), BigDecimal.ROUND_UNNECESSARY);// 100*pp_12/(pp_12-np_12);rsi2[i] = RSI2;prepp_12 = pp_12;prenp_12 = np_12;pp_24 = MathCaclateUtil.add(MathCaclateUtil.divide(MathCaclateUtil.multiply(prepp_24, n3 - 1, BigDecimal.ROUND_HALF_UP), n3,BigDecimal.ROUND_UNNECESSARY),MathCaclateUtil.divide(upsanddowns >= 0 ? upsanddowns : 0, n3, BigDecimal.ROUND_UNNECESSARY),BigDecimal.ROUND_HALF_UP);// prepp_24*(24-1)/24+(upsanddowns>=0?upsanddowns:0)/24;np_24 = MathCaclateUtil.add(MathCaclateUtil.divide(MathCaclateUtil.multiply(prenp_24, n3 - 1, BigDecimal.ROUND_HALF_UP), n3,BigDecimal.ROUND_UNNECESSARY),MathCaclateUtil.divide(upsanddowns >= 0 ? 0 : upsanddowns, n3, BigDecimal.ROUND_UNNECESSARY),BigDecimal.ROUND_HALF_UP);// prenp_24*(24-1)/24+(upsanddowns>=0?0:upsanddowns)/24;RSI3 = MathCaclateUtil.divide(MathCaclateUtil.multiply(num_100, pp_24, BigDecimal.ROUND_HALF_UP),MathCaclateUtil.add(pp_24, -np_24, BigDecimal.ROUND_HALF_UP), BigDecimal.ROUND_UNNECESSARY);// 100*pp_24/(pp_24-np_24);rsi3[i] = RSI3;prepp_24 = pp_24;prenp_24 = np_24;}}}

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