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JAVA计算股票MACD,代码分享

2022-01-20    吴彬的分享
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和软件的macD的值进行对比过,数值是一样的,不过我这个版本小数点后面更精确,软件的是四舍五入的。这个版本支持增量更新,更加方便。

使用需要单例模式,如果多并发请自行修改代码。默认是12,26,9

特别注意,网站上的和软件的MACD有时候并不一致,本文的计算结果以软件为准!!!

废话不多说,直接开干!

import JAVA.math.BigDecimal;
import java.math.RoundingMode;
import java.util.HashMap;
import java.util.Map;

import org.springframework.stereotype.Component;

@Component("macdUtils")
public class MacdUtils {

	static int fastSet = 12;
	static int slowSet = 26;
	static int deaSet = 9;

	static int emaFastFast = fastSet - 1;
	static int emaFastSlow = 2;
	static int emaFastBase = fastSet + 1;
	static int emaSlowFast = slowSet - 1;
	static int emaSlowSlow = 2;
	static int emaSlowBase = slowSet + 1;
	static int deaFast = deaSet - 1;
	static int deaSlow = 2;
	static int deaBase = deaSet + 1;

	public void init(int fastSetNum, int slowSetNum, int deaSetNum) {
		fastSet = fastSetNum;
		slowSet = slowSetNum;
		deaSet = deaSetNum;
		emaFastFast = fastSet - 1;
		emaFastSlow = 2;
		emaFastBase = fastSet + 1;
		emaSlowFast = slowSet - 1;
		emaSlowSlow = 2;
		emaSlowBase = slowSet + 1;
		deaFast = deaSet - 1;
		deaSlow = 2;
		deaBase = deaSet + 1;
	}

	public Map<String, BigDecimal> firstMACD(BigDecimal yestodayClose, BigDecimal nowClose) {
		Map<String, BigDecimal> macdInfoMap = new HashMap<>();
		BigDecimal EMA12Fast = yestodayClose.multiply(BigDecimal.valueOf(emaFastFast)).divide(BigDecimal.valueOf(emaFastBase), 6, RoundingMode.DOWN);
		BigDecimal EMA12Slow = nowClose.multiply(BigDecimal.valueOf(emaFastSlow)).divide(BigDecimal.valueOf(emaFastBase), 6, RoundingMode.DOWN);
		BigDecimal EMA12 = EMA12Fast.add(EMA12Slow);
		BigDecimal EMA26Fast = yestodayClose.multiply(BigDecimal.valueOf(emaSlowFast)).divide(BigDecimal.valueOf(emaSlowBase), 6, RoundingMode.DOWN);
		BigDecimal EMA26Slow = nowClose.multiply(BigDecimal.valueOf(emaSlowSlow)).divide(BigDecimal.valueOf(emaSlowBase), 6, RoundingMode.DOWN);
		BigDecimal EMA26 = EMA26Fast.add(EMA26Slow);
		BigDecimal DIF = EMA12.subtract(EMA26);
		BigDecimal DEA = BigDecimal.ZERO.multiply(BigDecimal.valueOf(deaFast)).divide(BigDecimal.valueOf(deaBase), 6, RoundingMode.DOWN)
				.add(DIF.multiply(BigDecimal.valueOf(2)).divide(BigDecimal.valueOf(deaBase), 6, RoundingMode.DOWN));
		BigDecimal MACD = DIF.subtract(DEA);
		macdInfoMap.put("EMA12", EMA12);
		macdInfoMap.put("EMA26", EMA26);
		macdInfoMap.put("DIF", DIF);
		macdInfoMap.put("DEA", DEA);
		macdInfoMap.put("MACD", MACD);
		return macdInfoMap;
	}

	public Map<String, BigDecimal> makeMACD(BigDecimal yesterdayEMA12, BigDecimal yesterdayEMA26, BigDecimal yesterdayDEA, BigDecimal nowClose) {
		Map<String, BigDecimal> macdInfoMap = new HashMap<>();
		BigDecimal EMA12Fast = yesterdayEMA12.multiply(BigDecimal.valueOf(emaFastFast)).divide(BigDecimal.valueOf(emaFastBase), 6, RoundingMode.DOWN);
		BigDecimal EMA12Slow = nowClose.multiply(BigDecimal.valueOf(emaFastSlow)).divide(BigDecimal.valueOf(emaFastBase), 6, RoundingMode.DOWN);
		BigDecimal EMA12 = EMA12Fast.add(EMA12Slow);
		BigDecimal EMA26Fast = yesterdayEMA26.multiply(BigDecimal.valueOf(emaSlowFast)).divide(BigDecimal.valueOf(emaSlowBase), 6, RoundingMode.DOWN);
		BigDecimal EMA26Slow = nowClose.multiply(BigDecimal.valueOf(emaSlowSlow)).divide(BigDecimal.valueOf(emaSlowBase), 6, RoundingMode.DOWN);
		BigDecimal EMA26 = EMA26Fast.add(EMA26Slow);
		BigDecimal DIF = EMA12.subtract(EMA26);
		BigDecimal DEA = yesterdayDEA.multiply(BigDecimal.valueOf(deaFast)).divide(BigDecimal.valueOf(deaBase), 6, RoundingMode.DOWN)
				.add(DIF.multiply(BigDecimal.valueOf(2)).divide(BigDecimal.valueOf(deaBase), 6, RoundingMode.DOWN));
		BigDecimal MACD = DIF.subtract(DEA);
		macdInfoMap.put("EMA12", EMA12);
		macdInfoMap.put("EMA26", EMA26);
		macdInfoMap.put("DIF", DIF);
		macdInfoMap.put("DEA", DEA);
		macdInfoMap.put("MACD", MACD);
		return macdInfoMap;
	}

}
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