xlc.quant.data.indicator.calculator.MACD Maven / Gradle / Ivy
package xlc.quant.data.indicator.calculator;
import java.math.BigDecimal;
import java.math.RoundingMode;
import lombok.Data;
import lombok.EqualsAndHashCode;
import lombok.NoArgsConstructor;
import xlc.quant.data.indicator.Indicator;
import xlc.quant.data.indicator.IndicatorCalculator;
import xlc.quant.data.indicator.IndicatorCalculatorCallback;
/**
*
* @author Rootfive
* 平滑异同移动平均线指标MACD指标
*/
@Data
@NoArgsConstructor
@EqualsAndHashCode(callSuper = true)
public class MACD extends Indicator {
/** MACD_快 */
private BigDecimal fastEma;
/** MACD_慢 */
private BigDecimal slowEma;
/** MACD_DIF */
private BigDecimal dif;
/** MACD_DEA */
private BigDecimal dea;
/** MACD值 */
private BigDecimal macdValue;
/** MACD连续上涨 */
private Integer continueRise;
public MACD(BigDecimal fastEma, BigDecimal slowEma, BigDecimal dif, BigDecimal dea, BigDecimal macdValue,
Integer continueRise) {
super();
this.fastEma = fastEma;
this.slowEma = slowEma;
this.dif = dif;
this.dea = dea;
this.macdValue = macdValue;
this.continueRise = continueRise;
}
//=============
//内部类分隔符 XXX
//=============
/**
* 构建-计算器
* @param fastCycle
* @param slowCycle
* @param difCycle
* @return
*/
public static IndicatorCalculator buildCalculator(int fastCycle, int slowCycle, int difCycle) {
return new MACDCalculator(fastCycle, slowCycle, difCycle);
}
/**
* 计算器
* @author Rootfive
*/
private static class MACDCalculator extends IndicatorCalculator {
/** 正整数：2 */
private static final BigDecimal INT_2 = new BigDecimal(2);
//常量 XXX==========分隔符号
private final IndicatorCalculator fastEMAFactor;
private final IndicatorCalculator slowEMAFactor;
private final BigDecimal dividend = INT_2;
private final BigDecimal difDivisor;
MACDCalculator(int fastCycle, int slowCycle, int difCycle) {
super(slowCycle, false);
this.fastEMAFactor = EMA.buildCalculator(fastCycle);
this.slowEMAFactor = EMA.buildCalculator(slowCycle);
this.difDivisor = new BigDecimal(difCycle + 1);
}
@Override
protected MACD executeCalculate() {
IndicatorCalculatorCallback current = getHead();
// 快线EMA
BigDecimal fastEma = fastEMAFactor.input(new IndicatorCalculatorCallback(current)).getValue();
// 慢线EMA
BigDecimal slowEma = slowEMAFactor.input(new IndicatorCalculatorCallback(current)).getValue();
// 计算离差值(DIF)
BigDecimal dif = fastEma.subtract(slowEma);
// 前一个计算指数
MACD prevMacd = null;
IndicatorCalculatorCallback prev = getPrev();
if (prev != null) {
prevMacd = prev.getIndicator();
}
// 计算DIF的9日EMA
BigDecimal dea = null;
if (prevMacd == null) {
dea = dif;
} else {
dea = getEma(dif, prevMacd, difDivisor);
}
/** MACD称为异同移动平均线:表达式MACD=2×（DIF-DEA） */
BigDecimal macdValue = INT_2.multiply(dif.subtract(dea)).setScale(2, RoundingMode.HALF_UP);
MACD macd = null;
if (prevMacd == null) {
macd = new MACD(fastEma, slowEma, dif, dea, macdValue, 0);
} else {
int continueResult = getContinueValue(macdValue, prevMacd.getMacdValue(), prevMacd.getContinueRise());
macd = new MACD(fastEma, slowEma, dif, dea, macdValue, continueResult);
}
return macd;
}
/**
* 计算EMA
*
* @param currentUse
* @param prevMacd
* @param divisor
* @return
*/
private BigDecimal getEma(BigDecimal currentUse, MACD prevMacd, BigDecimal divisor) {
return dividend.multiply(currentUse.subtract(prevMacd.getDea())).divide(divisor, 2, RoundingMode.HALF_UP).add(prevMacd.getDea());
}
}
}