新版仿ok交易所-后端
zyy
2025-10-13 adbdffdb3b80eed8c7110c0583f8ae2f216b7990
trading-order-huobi/src/main/java/com.yami.trading.huobi/data/job/AbstractGetDataJob.java
@@ -17,7 +17,9 @@
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.ArrayList;
import java.util.List;
import java.util.Random;
public abstract class AbstractGetDataJob implements Runnable {
@@ -44,6 +46,8 @@
    public abstract String getName();
    // 在类中定义静态Random实例
    private static final Random random = new Random();
    public abstract void realtimeHandle(String symbols);
@@ -52,46 +56,165 @@
            try {
                String symbol = realtime.getSymbol();
                Integer decimal = itemService.getDecimal(symbol);
                Integer decimal = itemService.getDecimal(symbol); // 虚拟币通常8位小数,需保留足够精度
                Item item = this.itemService.findBySymbol(symbol);
                BigDecimal currentValue = AdjustmentValueCache.getCurrentValue().get(symbol);
                AdjustmentValue delayValue = AdjustmentValueCache.getDelayValue().get(symbol);
                if (delayValue != null) {
                    // 延时几次
                    int frequency = (int) Arith.div(Arith.mul(delayValue.getSecond(), 1000.0D), this.interval);
                    // K线场景专属参数(可根据周期动态调整)
                    //int kLineCycle = getKLineCycle(symbol); // 获取K线周期(如1min=1, 5min=5)
                    //double baseFluctuation = kLineCycle <= 1 ? 0.05 : 0.08; // 短周期(1min)±5%,长周期(5min)±8%
                    double baseFluctuation = 0.1;
                    int trendConsistencyRate = 70; // 70%概率保持与前一个值的波动方向一致(模拟趋势)
                    int maxAdjacentFluctuation = 5; // 相邻值波动不超过前一个值的5%(避免视觉跳变)
                    Integer frequency = AdjustmentValueCache.getFrequency().get(symbol);
                    List<BigDecimal> preAllocationList = AdjustmentValueCache.getPreAllocationList().get(symbol);
                    Integer currentIndex = AdjustmentValueCache.getCurrentAllocationIndex().get(symbol);
                    // 新增:记录前一个值的波动方向(用于趋势一致性)
                    List<Boolean> upDownTrend = AdjustmentValueCache.getUpDownTrend().getOrDefault(symbol, new ArrayList<>());
                    if (frequency == null) {
                        frequency = (int) Arith.div(Arith.mul(delayValue.getSecond(), 1000.0D), this.interval);
                        AdjustmentValueCache.getFrequency().put(symbol, frequency);
                        if (frequency > 1) {
                            preAllocationList = new ArrayList<>(frequency);
                            BigDecimal totalValue = delayValue.getValue();
                            // 虚拟币精度高,中间计算保留decimal+4位(避免精度丢失)
                            BigDecimal average = totalValue.divide(new BigDecimal(frequency), decimal + 4, RoundingMode.HALF_UP);
                            BigDecimal sum = BigDecimal.ZERO;
                            // 优化1:最后k个值分散偏差(k=频率的2%,最少5个,确保最后一根K线无异常)
                            int lastK = Math.max(5, frequency / 50);
                            int normalCount = frequency - lastK;
                            // 优化2:前n-k个值——模拟真实行情波动(截断正态分布+趋势一致性)
                            for (int i = 0; i < normalCount; i++) {
                                BigDecimal randomValue;
                                if (i == 0) {
                                    // 第一个值:在基础波动范围内随机
                                    randomValue = generateTruncatedGaussianValue(average, baseFluctuation, decimal + 4);
                                } else {
                                    // 非第一个值:70%概率保持与前一个值的波动方向一致
                                    boolean lastUp = upDownTrend.get(i - 1);
                                    boolean keepTrend = Math.random() * 100 <= trendConsistencyRate;
                                    if (keepTrend) {
                                        // 保持趋势:上涨则继续涨(或小跌),下跌则继续跌(或小涨)
                                        if (lastUp) {
                                            // 前一个上涨:本次波动范围 [0, +baseFluctuation*1.2](允许小回调)
                                            randomValue = generateDirectionalValue(average, 0, baseFluctuation * 1.2, decimal + 4);
                                        } else {
                                            // 前一个下跌:本次波动范围 [-baseFluctuation*1.2, 0](允许小反弹)
                                            randomValue = generateDirectionalValue(average, -baseFluctuation * 1.2, 0, decimal + 4);
                                        }
                                    } else {
                                        // 反转趋势:正常基础波动
                                        randomValue = generateTruncatedGaussianValue(average, baseFluctuation, decimal + 4);
                                    }
                                    // 优化3:强约束相邻值波动——不超过前一个值的5%
                                    BigDecimal lastValue = preAllocationList.get(i - 1);
                                    BigDecimal maxAdjacent = lastValue.multiply(new BigDecimal(maxAdjacentFluctuation / 100.0))
                                            .setScale(decimal + 4, RoundingMode.HALF_UP);
                                    BigDecimal adjacentDiff = randomValue.subtract(lastValue).abs();
                                    if (adjacentDiff.compareTo(maxAdjacent) > 0) {
                                        randomValue = lastValue.add(
                                                adjacentDiff.divide(randomValue.subtract(lastValue), decimal + 4, RoundingMode.HALF_UP)
                                                        .multiply(maxAdjacent)
                                        );
                                    }
                                }
                                preAllocationList.add(randomValue);
                                sum = sum.add(randomValue);
                                // 记录当前值的波动方向(与平均值对比)
                                upDownTrend.add(randomValue.compareTo(average) > 0);
                            }
                            // 优化4:最后k个值——极小波动+偏差分散(确保最后一根K线平滑)
                            BigDecimal remaining = totalValue.subtract(sum);
                            BigDecimal avgLastK = remaining.divide(new BigDecimal(lastK), decimal + 4, RoundingMode.HALF_UP);
                            for (int i = 0; i < lastK - 1; i++) {
                                // 最后k-1个值:波动范围缩小到基础波动的1/3(±1.7%~2.7%)
                                BigDecimal smallFluctValue = generateTruncatedGaussianValue(avgLastK, baseFluctuation / 3, decimal + 4);
                                preAllocationList.add(smallFluctValue);
                                sum = sum.add(smallFluctValue);
                                upDownTrend.add(smallFluctValue.compareTo(avgLastK) > 0);
                            }
                            // 最后1个值:仅承担剩余微小偏差(波动≤基础波动的1/5)
                            BigDecimal finalValue = totalValue.subtract(sum);
                            BigDecimal maxFinalFluct = avgLastK.multiply(new BigDecimal(baseFluctuation / 5))
                                    .setScale(decimal + 4, RoundingMode.HALF_UP);
                            if (finalValue.abs().compareTo(maxFinalFluct) > 0) {
                                finalValue = maxFinalFluct.multiply(finalValue.signum() == 1 ? BigDecimal.ONE : BigDecimal.ONE.negate());
                                // 若超出范围,反向微调前一个值(确保总和正确)
                                BigDecimal prevLastValue = preAllocationList.get(preAllocationList.size() - 1);
                                preAllocationList.set(preAllocationList.size() - 1, prevLastValue.add(totalValue.subtract(sum).subtract(finalValue)));
                            }
                            preAllocationList.add(finalValue);
                            upDownTrend.add(finalValue.compareTo(avgLastK) > 0);
                            // 缓存新增:波动方向列表(用于趋势一致性)
                            AdjustmentValueCache.getPreAllocationList().put(symbol, preAllocationList);
                            AdjustmentValueCache.getCurrentAllocationIndex().put(symbol, 0);
                            AdjustmentValueCache.getUpDownTrend().put(symbol, upDownTrend);
                            currentIndex = 0;
                        }
                    }
                    // 后续分配逻辑(不变,仅需在清理缓存时移除upDownTrend)
                    if (frequency <= 1) {
                        // 单次分配逻辑
                        if (currentValue == null) {
                            AdjustmentValueCache.getCurrentValue().put(symbol, delayValue.getValue());
                            AdjustmentValueCache.getCurrentValue().put(symbol, delayValue.getValue().setScale(decimal, RoundingMode.HALF_UP));
                        } else {
                            AdjustmentValueCache.getCurrentValue().put(symbol,
                                    delayValue.getValue().add(currentValue));
                                    currentValue.add(delayValue.getValue()).setScale(decimal, RoundingMode.HALF_UP));
                        }
                        if (!item.getAdjustmentValue().equals(AdjustmentValueCache.getCurrentValue().get(symbol))) {
                            item.setAdjustmentValue(AdjustmentValueCache.getCurrentValue().get(symbol));
                            itemService.saveOrUpdate(item);
                        }
                        AdjustmentValueCache.getDelayValue().remove(symbol);
                        cleanUpKLineCache(symbol); // K线场景专属缓存清理
                    } else {
                        // 本次调整值
                        BigDecimal currentValue_frequency = delayValue.getValue().divide(new BigDecimal(frequency), decimal, RoundingMode.HALF_UP);
                        // 按预分配列表取值
                        if (preAllocationList != null && currentIndex != null && currentIndex < preAllocationList.size()) {
                            BigDecimal currentValue_frequency = preAllocationList.get(currentIndex)
                                    .setScale(decimal, RoundingMode.HALF_UP);
                        if (currentValue == null) {
                            AdjustmentValueCache.getCurrentValue().put(symbol, currentValue_frequency);
                        } else {
                            AdjustmentValueCache.getCurrentValue().put(symbol,
                                    currentValue.add(currentValue_frequency));
                        }
                            // 更新当前值(K线价格)
                            if (currentValue == null) {
                                AdjustmentValueCache.getCurrentValue().put(symbol, currentValue_frequency);
                            } else {
                                AdjustmentValueCache.getCurrentValue().put(symbol,
                                        currentValue.add(currentValue_frequency).setScale(decimal, RoundingMode.HALF_UP));
                            }
                        delayValue.setValue(delayValue.getValue().subtract(currentValue_frequency));
                        delayValue.setSecond(Arith.sub(delayValue.getSecond(), Arith.div(this.interval, 1000.0D)));
                        AdjustmentValueCache.getDelayValue().put(symbol, delayValue);
                            // 更新延迟值和索引
                            delayValue.setValue(delayValue.getValue().subtract(currentValue_frequency)
                                    .setScale(decimal, RoundingMode.HALF_UP));
                            delayValue.setSecond(Arith.sub(delayValue.getSecond(), Arith.div(this.interval, 1000.0D)));
                            AdjustmentValueCache.getDelayValue().put(symbol, delayValue);
                        if (!item.getAdjustmentValue().equals(AdjustmentValueCache.getCurrentValue().get(symbol))) {
                            item.setAdjustmentValue(AdjustmentValueCache.getCurrentValue().get(symbol));
                            itemService.saveOrUpdate(item);
                            int nextIndex = currentIndex + 1;
                            AdjustmentValueCache.getCurrentAllocationIndex().put(symbol, nextIndex);
                            // 分配完成,清理缓存
                            if (nextIndex >= frequency) {
                                cleanUpKLineCache(symbol);
                            }
                            // 保存K线数据更新
                            if (!item.getAdjustmentValue().equals(AdjustmentValueCache.getCurrentValue().get(symbol))) {
                                item.setAdjustmentValue(AdjustmentValueCache.getCurrentValue().get(symbol));
                                itemService.saveOrUpdate(item);
                            }
                        }
                    }
                }
@@ -154,4 +277,55 @@
        this.dataDBService.saveAsyn(realtime);
    }
    // ------------------------------ 工具方法 ------------------------------
    /**
     * 生成截断正态分布值(限制在平均值±fluctuation范围内,模拟真实小波动)
     */
    private BigDecimal generateTruncatedGaussianValue(BigDecimal average, double fluctuation, int scale) {
        double factor = nextGaussian() * 0.25; // 标准差0.25,99.7%概率在±0.75内(更集中)
        factor = Math.max(-1.0, Math.min(1.0, factor)); // 截断极端值
        BigDecimal fluctuationValue = average.multiply(new BigDecimal(factor * fluctuation))
                .setScale(scale, RoundingMode.HALF_UP);
        return average.add(fluctuationValue);
    }
    /**
     * 生成指定方向的波动值(如[0, +0.1]表示只涨不跌)
     */
    private BigDecimal generateDirectionalValue(BigDecimal average, double minFactor, double maxFactor, int scale) {
        double factor = minFactor + Math.random() * (maxFactor - minFactor);
        BigDecimal fluctuationValue = average.multiply(new BigDecimal(factor))
                .setScale(scale, RoundingMode.HALF_UP);
        return average.add(fluctuationValue);
    }
    /**
     * K线场景专属缓存清理(含波动方向列表)
     */
    private void cleanUpKLineCache(String symbol) {
        AdjustmentValueCache.getDelayValue().remove(symbol);
        AdjustmentValueCache.getFrequency().remove(symbol);
        AdjustmentValueCache.getPreAllocationList().remove(symbol);
        AdjustmentValueCache.getCurrentAllocationIndex().remove(symbol);
        AdjustmentValueCache.getUpDownTrend().remove(symbol); // 新增:清理波动方向缓存
    }
    /**
     * 获取K线周期(根据symbol或配置判断,示例返回1=1min,5=5min等)
     */
    private int getKLineCycle(String symbol) {
        // 实际场景可从配置或symbol后缀获取(如BTC-USDT-1MIN → 1)
        return 1;
    }
    /**
     * 正态分布随机数生成(均值0,标准差1)
     */
    private static double nextGaussian() {
        double u1 = Math.random();
        double u2 = Math.random();
        return Math.sqrt(-2 * Math.log(u1)) * Math.cos(2 * Math.PI * u2);
    }
}