| | |
| | | } |
| | | |
| | | |
| | | public static double sss(double earnestMoney, int level, double faceValue, double recentQuotation){ |
| | | double result = earnestMoney * level / (faceValue * recentQuotation); |
| | | |
| | | BigDecimal bd = new BigDecimal(result).setScale(2, RoundingMode.DOWN); |
| | | |
| | | return bd.doubleValue(); |
| | | } |
| | | |
| | | public static void main(String[] args) { |
| | | // 给定参数 |
| | | double marginBalance = 3857.51; // 保证金余额 |
| | | double marginBalance = 925; // 保证金余额 |
| | | double faceValue = 0.01; // 合约面值(固定面值不能调整) |
| | | double contractQuantity = 1.0304; // 合约张数 张数=可用保证金*杠杆倍数/(面值*最新成交价) |
| | | double openingPrice = 97016.4; // 开仓均价 |
| | | double contractQuantity = 86.52218241682178; // 合约张数 张数=可用保证金*杠杆倍数/(面值*最新成交价) |
| | | double openingPrice = 106909; // 开仓均价 |
| | | double maintenanceMarginRate = 0.004; // 维持保证金率(固定不变) |
| | | double feeRate = 0.0005; // 手续费率 根据实际设置 |
| | | |
| | | double sss = sss(1000, 100, 0.01, 106909); |
| | | |
| | | |
| | | System.out.println(sss); |
| | | |
| | | // 计算强平价 |
| | | double liquidationPrice = demoA(marginBalance, faceValue, contractQuantity, |
| | | openingPrice, maintenanceMarginRate, feeRate); |