股票K线指标算法整理（Java封装工具类）

 

工具类下载地址：

https://download.csdn.net/download/qq_28844947/11088865

 

可查看应用效果之一：https://www.coinsmt.com/fullScreen/huobipro_btc_usdt

目前是java实现  使用在MPAndroid上面，其他语言和图表工具类比过去，可以然后将X,Y赋值过去

使用需知 chart_base_entity所有的类是你选用图表时候对应的数据 需要去掉目前支持如下指标(多周期，及其他算法参数)

1. EMA
2. BOLL
3. CCI
4. DMI
5. KDJ
6. MACD
7. OBV
8. RSI
9. SAR
10. VOL
11. WR

已封装为工具类可按如下调用

---

• 使用方法

    //注意事项
          // 使用需知 chart_base_entity所有的类是你选用图表时候对应的数据 需要去掉
          //现在为了和图表隔离 提供单纯的算法工具类 所以才提供了临时的Entry Candle BarEntry等
          ChartDataCalculateUtils calculateUtils = new ChartDataCalculateUtils("你的数据List你根据你实际使用的图表进行替换");
  
          //部分指标需要选择周期 如EMA7 EMA10
          List periods = Arrays.asList(7, 10);
          calculateUtils.getEMA()
          calculateUtils.getBollData()
          calculateUtils.getCCI()
          calculateUtils.getDMI()
          calculateUtils.getKDJ()
          calculateUtils.getMACD()
          calculateUtils.getOBV()
          calculateUtils.getRSI()
          calculateUtils.getSARLineDatas()
          calculateUtils.getVol()
          calculateUtils.getWR()

• 核心源码
   

  package com.beidd.lib.chart_data_utils;
  
  import com.beidd.lib.chart_data_utils.chart_base_entity.BarEntry;
  import com.beidd.lib.chart_data_utils.entity.BollEntity;
  import com.beidd.lib.chart_data_utils.entity.CCIEntity;
  import com.beidd.lib.chart_data_utils.chart_base_entity.Candle;
  import com.beidd.lib.chart_data_utils.entity.DMIEntity;
  import com.beidd.lib.chart_data_utils.entity.EMAEntity;
  import com.beidd.lib.chart_data_utils.chart_base_entity.Entry;
  import com.beidd.lib.chart_data_utils.entity.EntryType;
  import com.beidd.lib.chart_data_utils.entity.ICandle;
  import com.beidd.lib.chart_data_utils.entity.KDJEntity;
  import com.beidd.lib.chart_data_utils.entity.MACDEntity;
  import com.beidd.lib.chart_data_utils.entity.OBVEntity;
  import com.beidd.lib.chart_data_utils.entity.RSIEntity;
  import com.beidd.lib.chart_data_utils.entity.VolEntity;
  import com.beidd.lib.chart_data_utils.entity.WREntity;
  
  import java.util.ArrayList;
  import java.util.List;
  
  /**
   * Created by Rex on 2018/11/12.
   * 只负责计算指标 可选周期
   */
  public class ChartDataCalculateUtils {
  
  
      private List originData;
  
      public ChartDataCalculateUtils(List originData) {
          this.originData = originData;
      }
  
  
      public List getSARLineDatas(float step, float maxStep, int period, int index) {
  
          List iCandles = changeCandleToICandle(originData);
          NewSarUtils.prepareDataForSARFromIndex(step, maxStep, period, index, iCandles);
  
  
          List sars = new ArrayList<>();
          for (int i = 0; i < iCandles.size(); i++) {
              float sar = iCandles.get(i).sar;
              sars.add(new Entry(i, sar, originData.get(i)));
          }
  
          return sars;
  
      }
  
  
      /**
       * @param T boll T 一般默认为20
       * @param K boll K 一般默认为2
       * @return
       */
      public BollEntity getBollData(int T, int K) {
  
          if (originData == null || originData.size() == 0) {
              return null;
          }
  
          if (T < 1 || K < 1) {
              return null;
          }
          if (originData == null || originData.isEmpty()) {
              return null;
          }
          if (T > originData.size()) {
              return null;
          }
          //存储上轨数据
          ArrayList zhongList = new ArrayList();
          //存储中轨数据
          ArrayList shangList = new ArrayList();
          //存储下轨数据
          ArrayList xiaList = new ArrayList();
  
          //上轨
          Entry shangEntity;
          //中轨
          Entry zhongEntity;
          //下轨
          Entry xiaEntity;
  
          double standtard = 0;
          double squarSum = 0;
  
          int cycle = T;
  
          List sma = countMA(T);
          if (sma == null || sma.size() == 0) {
              return null;
          }
          for (int i = cycle - 1; i < originData.size(); i++) {
              Candle candle = originData.get(i);
              double smaValue = sma.get(i - T + 1).doubleValue();
  
              standtard = 0;
  
              for (int j = i - T + 1; j <= i; j++) {
                  standtard += (originData.get(j).Close - smaValue)
                          * (originData.get(j).Close - smaValue);
              }
              squarSum = Math.sqrt(standtard / T);
  
              zhongEntity = new Entry();
              zhongEntity.setX(i);
              zhongEntity.setY((float) smaValue);
              zhongEntity.setData(candle);
  
              shangEntity = new Entry();
              shangEntity.setX(i);
              shangEntity.setY((float) (smaValue + squarSum * K));
              shangEntity.setData(candle);
  
              xiaEntity = new Entry();
              xiaEntity.setX(i);
              xiaEntity.setY((float) (smaValue - squarSum * K));
              xiaEntity.setData(candle);
  
              zhongList.add(zhongEntity);
              xiaList.add(xiaEntity);
              shangList.add(shangEntity);
          }
  
          return new BollEntity(shangList, zhongList, xiaList);
  
      }
  
  
      /**
       * 抽取原始double 其他指数也需要用
       *
       * @param days 周期
       * @return 集合数据 
MA=N日内的收盘价之和÷N
       */
      public List countMA(int days) {
          if (days < 1) {
              return null;
          }
          if (originData == null || originData.size() == 0) {
              return null;
          }
          int cycle = days;
  
          if (cycle > originData.size()) {
              //设置的指标参数大于数据集合 不用计算
              return null;
          }
  
          double sum = 0;
  
          List ma5Values = new ArrayList();
  
          for (int i = cycle - 1; i < originData.size(); i++) {
              if (i == cycle - 1) {
                  for (int j = i - days + 1; j <= i; j++) {
                      sum += originData.get(j).Close;
                  }
              } else {
                  sum = sum + originData.get(i).Close - originData.get(i - days).Close;
              }
              ma5Values.add(sum / days);
          }
          return ma5Values;
      }
  
  
      /**
       * @param Tn default 6
       * @return
       */
      public List getWR(int Tn, int index) {
          if (originData == null || originData.size() == 0) {
              return null;
          }
  
          List wrList = new ArrayList<>();
  
          if (originData.size() > 0) {
              for (int j = index; j < originData.size(); j++) {
  
                  List iCandles = changeCandleToICandle(originData);
                  ICandle candle = iCandles.get(j);
                  WREntity.CandleParseWR(iCandles, j, Tn);
  
                  float wr = (candle.max6 - candle.Close) / (candle.max6 - candle.min6) * 100;
                  wrList.add(new Entry(j, wr, originData.get(j)));
  
              }
  
          }
  
  
          return wrList;
      }
  
      /**
       * @param p1 default 14
       * @param p2 default 6
       * @return 此处的DMIData 继承了Candle
       * DMI存在4条线
       */
      public DMIEntity getDMI(int p1, int p2, int index) {
          if (originData == null || originData.size() == 0) {
              return null;
          }
          List dmiDatas = changeCandleToICandle(originData);
  
  
          if (index >= dmiDatas.size() - 1) {
              index = dmiDatas.size() - 1;
          }
          if (dmiDatas.size() >= 1) {
              for (int j = index; j < dmiDatas.size(); j++) {
                  DMIEntity.ParseByP1(dmiDatas, j, p1);
                  DMIEntity.ParseByP2(dmiDatas, j, p1, p2);
              }
          }
  
          //存储dm_minus数据
          List pdiList = new ArrayList<>();
          //dm_plus
          List mdiList = new ArrayList<>();
          //adx
          List adxList = new ArrayList<>();
          //adxr
          List adxrList = new ArrayList<>();
          for (int i = 0; i < dmiDatas.size(); i++) {
              ICandle dmi = dmiDatas.get(i);
              pdiList.add(new Entry(i, dmi.di_plus14, dmi));
              mdiList.add(new Entry(i, dmi.di_minus14, dmi));
              adxList.add(new Entry(i, dmi.adx, dmi));
              adxrList.add(new Entry(i, dmi.adxr, dmi));
          }
  
          DMIEntity dmiData = new DMIEntity(pdiList, mdiList, adxList, adxrList);
          return dmiData;
      }
  
      public CCIEntity getCCI(int index, int Tn) {
  
          if (originData == null || originData.size() == 0) {
              return null;
          }
  
          List iCandles = changeCandleToICandle(originData);
  
          List cci = new ArrayList<>();
          List tp = new ArrayList<>();
          List mtp = new ArrayList<>();
          List md = new ArrayList<>();
  
          if (index >= iCandles.size() - 1) {
              index = iCandles.size() - 1;
          }
          if (iCandles.size() > 0) {
              for (int j = index; j < iCandles.size(); j++) {
                  CCIEntity.CandleParseCCI(iCandles, j, Tn);
              }
          }
  
          for (int i = 0; i < iCandles.size(); i++) {
              ICandle candle = iCandles.get(i);
              cci.add(new Entry(i, candle.cci, candle));
          }
          return new CCIEntity(cci, tp, mtp, md);
      }
  
      public OBVEntity getOBV(int index, int TnOBV) {
  
          if (originData == null || originData.size() == 0) {
              return null;
          }
  
          List iCandles = changeCandleToICandle(originData);
  
          List obvList = new ArrayList<>();
          List obv30List = new ArrayList<>();
  
          if (index >= iCandles.size() - 1) {
              index = iCandles.size() - 1;
          }
          if (iCandles.size() > 0) {
              for (int j = index; j < iCandles.size(); j++) {
                  OBVEntity.CandleParseObV(iCandles, j, TnOBV);
              }
          }
  
  //均线
          for (int i = 0; i < iCandles.size(); i++) {
              ICandle candle = iCandles.get(i);
              obvList.add(new Entry(i, candle.obv, candle));
              obv30List.add(new Entry(i, candle.obv30ma, candle));
          }
  
          OBVEntity obvData = new OBVEntity(obvList, obv30List);
          return obvData;
      }
  
      public EMAEntity getEMA(List periods) {
  
          if (originData == null || originData.size() == 0) {
              return null;
          }
  
          //周期选择
  
  
          List emaDataList = new ArrayList<>();
  
          for (int i = 0; i < periods.size(); i++) {
              List iCandles = changeCandleToICandle(originData);
              if (iCandles.size() > 0) {
                  int period = periods.get(i).intValue();
  
  //                if (period == Companion.getDefaultNullValue()) {
  //                    emaDataList.add(new EntryType(true));
  //                    continue;
  //                }
  
                  for (int j = 0; j < iCandles.size(); j++) {
                      EMAEntity.CandleParseToEMA(iCandles, j, period);
                  }
  
                  ArrayList emaList = new ArrayList();
                  for (int k = 0; k < iCandles.size(); k++) {
                      ICandle candle = iCandles.get(k);
                      emaList.add(new Entry(k, candle.common, candle));
                  }
  
                  emaDataList.add(new EntryType(emaList, period + ""));
  
              }
  
          }
  
  
          EMAEntity emaEntity = new EMAEntity(emaDataList);
          return emaEntity;
      }
  
  
      /**
       * 只允许一起拷贝 不可单独拷贝
       *
       * @param originData
       * @return
       */
      private List changeCandleToICandle(List originData) {
          List iCandles = new ArrayList<>();
          if (originData != null) {
              for (int i = 0; i < originData.size(); i++) {
                  ICandle iCandle = new ICandle(originData.get(i), true);
                  iCandles.add(iCandle);
              }
          }
          return iCandles;
      }
  
      public VolEntity getVol() {
          if (originData == null || originData.size() == 0) {
              return null;
          }
          VolEntity volEntity = new VolEntity();
          int flagPosition = 0;
  
          for (int i = 0; i < originData.size(); i++) {
              Candle candle = originData.get(i);
              BarEntry barEntry = new BarEntry((float) (i + flagPosition), candle.Volume, candle);
              volEntity.bars.add(barEntry);
          }
          return volEntity;
      }
  
      public MACDEntity getMACD(int quickLineIndex, int slowLineIndex, int moveLineIndex) {
          if (originData == null || originData.size() == 0) {
              return null;
          }
          int flagPosition = 0;
          MACDEntity macdEntity = new MACDEntity();
          macdEntity.clearValues();
  
          if (quickLineIndex <= 0) {
              quickLineIndex = 12;
          }
          if (slowLineIndex <= 0) {
              slowLineIndex = 26;
          }
  
          if (moveLineIndex <= 0) {
              moveLineIndex = 9;
          }
  
          //12 26 9
          float ema12 = 0f;
          float ema26 = 0f;
          float dif;
          float dea = 0f;
          float macd = 0f;
          Entry entry;
          BarEntry barEntry;
          for (int i = 0; i < originData.size(); i++) {
              Candle candle = originData.get(i);
              if (i == 0) {
                  ema12 = candle.Close;
                  ema26 = candle.Close;
              } else {
                  // EMA（12） = 前一日EMA（12） X 11/13 + 今日收盘价 X 2/13
                  ema12 = ema12 * (quickLineIndex - 1) / (quickLineIndex + 1) + candle.Close * 2f / (quickLineIndex + 1);
                  // EMA（26） = 前一日EMA（26） X 25/27 + 今日收盘价 X 2/27
                  ema26 = ema26 * (slowLineIndex - 1) / (slowLineIndex + 1) + candle.Close * 2f / (slowLineIndex + 1);
              }
              // DIF = EMA（12） - EMA（26） 。
              // 今日DEA = （前一日DEA X 8/10 + 今日DIF X 2/10）
              // 用（DIF-DEA）*2即为MACD柱状图。
              dif = ema12 - ema26;
              dea = dea * (moveLineIndex - 1) / (moveLineIndex + 1) + dif * 2f / (moveLineIndex + 1);
              macd = (dif - dea) * 2f;
  
  
              entry = new Entry(i, dif, candle);
              macdEntity.diff.add(entry);
              entry = new Entry(i, dea, candle);
              macdEntity.dea.add(entry);
  
  
              barEntry = new BarEntry(i, macd, candle);
              macdEntity.bar.add(barEntry);
          }
  
          return macdEntity;
  
      }
  
  
      public KDJEntity getKDJ(List ps) {
          if (originData == null || originData.size() == 0) {
              return null;
          }
          KDJEntity kdjEntity = new KDJEntity();
  
          if (ps == null || ps.size() == 0) {
              return null;
          }
          int Tn = ps.get(0);
          int index = 0;
  
  
          for (int i = index; i < originData.size(); i++) {
              Candle candle = originData.get(i);
              if (index == 0) {
                  candle.k = 50.0f;
                  candle.d = 50.0f;
  
              } else {
                  candle.rsv9 = p_rsv9WithEndIndex(index, Tn == 0 ? 9 : Tn);
                  p_K_D_WithIndex(index);
              }
              candle.j = (float) ((3.0 * candle.k) - (2.0 * candle.d));
  
          }
  
          for (int i = 0; i < originData.size(); i++) {
              Candle candle = originData.get(i);
  
              kdjEntity.k.add(new Entry(i, originData.get(i).k, candle));
              kdjEntity.d.add(new Entry(i, originData.get(i).d, candle));
              kdjEntity.j.add(new Entry(i, originData.get(i).j, candle));
          }
  
          kdjEntity.indexDes = "KDJ($Tn,3,3)";
          return kdjEntity;
      }
  
      /**
       * 计算RSV
       *
       * @param endindex 结束的下标
       * @return 计算后的RSV9
       */
      Float p_rsv9WithEndIndex(int endindex, int Tn)
  
      {
          float result = 0.0f;
          float low9 = Float.POSITIVE_INFINITY;
          float high9 = -Float.POSITIVE_INFINITY;
          float close = 0.0f;
          float startIndex = endindex - (Tn - 1);
          if (startIndex < 0) {
              startIndex = 0;
          }
          for (int i = 100; i > startIndex; i--) {
              Candle tempModel = originData.get(i);
  
              if (tempModel.Low < low9) {
                  low9 = tempModel.Low;
              }
  
              if (tempModel.High > high9) {
                  high9 = tempModel.High;
  
              }
  
              if (i == endindex) {
                  close = tempModel.Close;
              }
          }
          result = (float) ((close - low9) / (high9 - low9) * 100.0);
          if (java.lang.Float.isNaN(result)) {
              return 0.0f;
          } else {
              return result;
          }
  
      }
  
      /**
       * 计算K值和D值
       */
  
      void p_K_D_WithIndex(int a) {
          Candle tempModel = originData.get(a);
          Candle lastModel = originData.get(a - 1);
          tempModel.k = (float) (((2.0 * lastModel.k) + tempModel.rsv9) / 3.0);
          tempModel.d = (float) (((2.0 * lastModel.d) + tempModel.k) / 3.0);
      }
  
      public Object getRSI(List ps) {
  
          if (originData == null || originData.size() == 0 || ps == null || ps.size() == 0) {
              return null;
          }
  
          RSIEntity rsiEntity = new RSIEntity();
  
  
          for (int index = 0; index < ps.size(); index++) {
              int rsiIndex = ps.get(index);
  
  //            if (rsiIndex == IndexSettingDetailActivity.defaultNullValue) {
  //                rsiEntity.rsiDataList.add(EntryType(true))
  //                continue
  //            }
  
              int flagPosition = 0;
              float lastSMAMax6 = 0f;
              float lastSMAAbs6 = 0f;
  
              float lastPrice = 0f;
              float rsi = 0f;
              Entry rsiEntry;
              boolean first = true;
  
              ArrayList rsiList = new ArrayList();
  
              for (int i = 0; i < originData.size(); i++) {
                  Candle candle = originData.get(i);
                  if (!first) {
                      float priceDiffer = candle.Close - lastPrice;
                      if (priceDiffer < 0) {
                          lastSMAMax6 = (rsiIndex - 1) * lastSMAMax6 / rsiIndex;
                          lastSMAAbs6 = (Math.abs(priceDiffer) + (rsiIndex - 1) * lastSMAAbs6) / rsiIndex;
                      } else {
                          lastSMAMax6 = (priceDiffer + (rsiIndex - 1) * lastSMAMax6) / rsiIndex;
                          lastSMAAbs6 = (priceDiffer + (rsiIndex - 1) * lastSMAAbs6) / rsiIndex;
                      }
                  }
                  if (first || lastSMAAbs6 == 0f) {
                      rsiEntry = new Entry(i, 0f, candle);
                  } else {
                      rsi = lastSMAMax6 / lastSMAAbs6 * 100.0f;
                      rsiEntry = new Entry(i, rsi, candle);
                  }
  
                  rsiList.add(rsiEntry);
  
  
                  lastPrice = candle.Close;
                  first = false;
              }
              rsiEntity.rsiDataList.add(new EntryType(rsiList, String.valueOf(rsiIndex)));
          }
  
  
          return rsiEntity.rsiDataList;
      }
  }