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 Listlist, 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 ListdiffList, 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)) ;

Listsublist = 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 Listlist, final int number) {

if(list.size() == 1){

return list.get(0);

}else {

Listsublist = 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 HashMapgetMACDV1(final Listlist, final int shortPeriod, final int longPeriod, int midPeriod) {

HashMapmacdData = new HashMap<>();

ListdiffList = new ArrayList();

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--) {

Listsublist = 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

ListtradeList = 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;ilist = 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