| | |
| | | |
| | | |
| | | if (delayValue != null) { |
| | | |
| | | if (delayValue.getValue().compareTo(BigDecimal.ZERO) == 0 || delayValue.getSecond() <= 0) { |
| | | cleanUpKLineCache(symbol); // 清理缓存,跳过后续计算 |
| | | return; |
| | | } |
| | | // 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) { |
| | |
| | | |
| | | 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 totalValue = delayValue.getValue(); // 支持正负值 |
| | | // 核心修改1:用绝对值算平均值(避免负数波动范围反向),最后补回原符号 |
| | | BigDecimal totalAbs = totalValue.abs(); |
| | | BigDecimal averageAbs = totalAbs.divide(new BigDecimal(frequency), decimal + 4, RoundingMode.HALF_UP); |
| | | BigDecimal average = averageAbs.multiply(totalValue.signum() == 1 ? BigDecimal.ONE : BigDecimal.ONE.negate()); |
| | | 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) |
| | | // 优化2:前n-k个值——模拟真实行情波动(兼容正负) |
| | | 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 |
| | | // 第一个值:基于带符号平均值波动,保留原符号 |
| | | 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) |
| | | // 核心修改2:按前值绝对值算波动幅度,避免负数趋势误判 |
| | | BigDecimal lastVal = preAllocationList.get(i - 1); |
| | | double fluctRange = lastVal.abs().multiply(new BigDecimal(baseFluctuation * 1.2)).doubleValue(); |
| | | |
| | | 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); |
| | | // 前一个上涨(无论正负,比前值大即为涨):波动范围[0, fluctRange] |
| | | randomValue = generateDirectionalValue(lastVal, 0.0, fluctRange, 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); |
| | | // 前一个下跌(比前值小即为跌):波动范围[-fluctRange, 0] |
| | | randomValue = generateDirectionalValue(lastVal, -fluctRange, 0.0, decimal + 4); |
| | | } |
| | | } else { |
| | | // 反转趋势:正常基础波动 |
| | | // 反转趋势:基于带符号平均值波动 |
| | | 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% |
| | | // 核心修改3:相邻波动约束——用前值绝对值算最大波动,超限时按符号截断 |
| | | BigDecimal lastValue = preAllocationList.get(i - 1); |
| | | BigDecimal maxAdjacent = lastValue.multiply(new BigDecimal(maxAdjacentFluctuation / 100.0)) |
| | | BigDecimal maxAdjacent = lastValue.abs() |
| | | .multiply(new BigDecimal(maxAdjacentFluctuation / 100.0)) |
| | | .setScale(decimal + 4, RoundingMode.HALF_UP); |
| | | BigDecimal adjacentDiff = randomValue.subtract(lastValue).abs(); |
| | | if (adjacentDiff.compareTo(maxAdjacent) > 0) { |
| | | BigDecimal adjacentDiff = randomValue.subtract(lastValue); |
| | | |
| | | if (adjacentDiff.abs().compareTo(maxAdjacent) > 0) { |
| | | randomValue = lastValue.add( |
| | | adjacentDiff.divide(randomValue.subtract(lastValue), decimal + 4, RoundingMode.HALF_UP) |
| | | .multiply(maxAdjacent) |
| | | adjacentDiff.signum() == 1 ? maxAdjacent : maxAdjacent.negate() |
| | | ); |
| | | } |
| | | } |
| | | |
| | | 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); |
| | | // 核心修改4:涨跌趋势改为“与前值对比”(而非平均值),兼容正负 |
| | | boolean currentUp = (i == 0) |
| | | ? randomValue.compareTo(average) > 0 |
| | | : randomValue.compareTo(preAllocationList.get(i - 1)) > 0; |
| | | upDownTrend.add(currentUp); |
| | | } |
| | | |
| | | // 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) |
| | | // 优化4:最后k个值——兼容负数总和 |
| | | BigDecimal remaining = totalValue.subtract(sum); |
| | | BigDecimal avgLastK = remaining.divide(new BigDecimal(lastK), decimal + 4, RoundingMode.HALF_UP); |
| | | // 用剩余值绝对值算平均,补回符号 |
| | | BigDecimal remainingAbs = remaining.abs(); |
| | | BigDecimal avgLastKAbs = remainingAbs.divide(new BigDecimal(lastK), decimal + 4, RoundingMode.HALF_UP); |
| | | BigDecimal avgLastK = avgLastKAbs.multiply(remaining.signum() == 1 ? BigDecimal.ONE : BigDecimal.ONE.negate()); |
| | | |
| | | 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); |
| | | upDownTrend.add(smallFluctValue.compareTo(preAllocationList.get(preAllocationList.size() - 2)) > 0); |
| | | } |
| | | // 最后1个值:仅承担剩余微小偏差(波动≤基础波动的1/5) |
| | | |
| | | // 最后1个值:兼容负数偏差 |
| | | BigDecimal finalValue = totalValue.subtract(sum); |
| | | BigDecimal maxFinalFluct = avgLastK.multiply(new BigDecimal(baseFluctuation / 5)) |
| | | BigDecimal maxFinalFluct = avgLastK.abs() |
| | | .multiply(new BigDecimal(baseFluctuation / 5)) |
| | | .setScale(decimal + 4, RoundingMode.HALF_UP); |
| | | |
| | | if (finalValue.abs().compareTo(maxFinalFluct) > 0) { |
| | | // 超限时按符号截断,保留原方向 |
| | | 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); |
| | | upDownTrend.add(finalValue.compareTo(preAllocationList.get(preAllocationList.size() - 2)) > 0); |
| | | |
| | | // 缓存新增:波动方向列表(用于趋势一致性) |
| | | // 缓存更新 |
| | | AdjustmentValueCache.getPreAllocationList().put(symbol, preAllocationList); |
| | | AdjustmentValueCache.getCurrentAllocationIndex().put(symbol, 0); |
| | | AdjustmentValueCache.getUpDownTrend().put(symbol, upDownTrend); |
| | |
| | | } |
| | | } |
| | | |
| | | // 后续分配逻辑(不变,仅需在清理缓存时移除upDownTrend) |
| | | // 后续分配逻辑:兼容正负延时值 |
| | | if (frequency <= 1) { |
| | | // 单次分配逻辑 |
| | | // 单次分配:直接用带符号值,避免符号丢失 |
| | | BigDecimal delayVal = delayValue.getValue().setScale(decimal, RoundingMode.HALF_UP); |
| | | if (currentValue == null) { |
| | | AdjustmentValueCache.getCurrentValue().put(symbol, delayValue.getValue().setScale(decimal, RoundingMode.HALF_UP)); |
| | | AdjustmentValueCache.getCurrentValue().put(symbol, delayVal); |
| | | } else { |
| | | AdjustmentValueCache.getCurrentValue().put(symbol, |
| | | currentValue.add(delayValue.getValue()).setScale(decimal, RoundingMode.HALF_UP)); |
| | | AdjustmentValueCache.getCurrentValue().put(symbol, currentValue.add(delayVal).setScale(decimal, RoundingMode.HALF_UP)); |
| | | } |
| | | if (!item.getAdjustmentValue().equals(AdjustmentValueCache.getCurrentValue().get(symbol))) { |
| | | item.setAdjustmentValue(AdjustmentValueCache.getCurrentValue().get(symbol)); |
| | | itemService.saveOrUpdate(item); |
| | | } |
| | | cleanUpKLineCache(symbol); // K线场景专属缓存清理 |
| | | cleanUpKLineCache(symbol); |
| | | } else { |
| | | // 按预分配列表取值 |
| | | // 按预分配列表取值(列表已兼容正负) |
| | | if (preAllocationList != null && currentIndex != null && currentIndex < preAllocationList.size()) { |
| | | BigDecimal currentValue_frequency = preAllocationList.get(currentIndex) |
| | | .setScale(decimal, RoundingMode.HALF_UP); |
| | | BigDecimal currentValueFrequency = preAllocationList.get(currentIndex).setScale(decimal, RoundingMode.HALF_UP); |
| | | |
| | | // 更新当前值(K线价格) |
| | | // 更新当前值:带符号累加 |
| | | if (currentValue == null) { |
| | | AdjustmentValueCache.getCurrentValue().put(symbol, currentValue_frequency); |
| | | AdjustmentValueCache.getCurrentValue().put(symbol, currentValueFrequency); |
| | | } else { |
| | | AdjustmentValueCache.getCurrentValue().put(symbol, |
| | | currentValue.add(currentValue_frequency).setScale(decimal, RoundingMode.HALF_UP)); |
| | | AdjustmentValueCache.getCurrentValue().put(symbol, currentValue.add(currentValueFrequency).setScale(decimal, RoundingMode.HALF_UP)); |
| | | } |
| | | |
| | | // 更新延迟值和索引 |
| | | delayValue.setValue(delayValue.getValue().subtract(currentValue_frequency) |
| | | .setScale(decimal, RoundingMode.HALF_UP)); |
| | | // 更新延迟值:带符号减法 |
| | | BigDecimal updatedDelayVal = delayValue.getValue().subtract(currentValueFrequency).setScale(decimal, RoundingMode.HALF_UP); |
| | | delayValue.setValue(updatedDelayVal); |
| | | delayValue.setSecond(Arith.sub(delayValue.getSecond(), Arith.div(this.interval, 1000.0D))); |
| | | AdjustmentValueCache.getDelayValue().put(symbol, delayValue); |
| | | |
| | | 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); |