新版仿ok交易所-后端
zyy
2025-10-28 e84b3c45f7ecef39926b582b10d03b30ff77ee95
trading-order-huobi/src/main/java/com.yami.trading.huobi/data/job/AbstractGetDataJob.java
@@ -6,6 +6,7 @@
import com.yami.trading.common.util.Arith;
import com.yami.trading.huobi.data.AdjustmentValueCache;
import com.yami.trading.huobi.data.DataCache;
import com.yami.trading.huobi.data.RandomNumbersGenerator;
import com.yami.trading.huobi.data.internal.DataDBService;
import com.yami.trading.huobi.data.model.AdjustmentValue;
import com.yami.trading.huobi.hobi.HobiDataService;
@@ -17,6 +18,7 @@
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.ArrayList;
import java.util.List;
@@ -58,40 +60,77 @@
                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);
                    if (delayValue.getSecond() < 0) {
                        clean(symbol);
                        continue;
                    }
                    Integer frequency = AdjustmentValueCache.getFrequency().get(symbol);
                    if (frequency == null) {
                        frequency = (int) Arith.div(Arith.mul(delayValue.getSecond(), 1000.0D), this.interval);
                        AdjustmentValueCache.getFrequency().put(symbol, frequency);
                    }
                    if (frequency <= 1) {
                        // 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());
                            AdjustmentValueCache.getCurrentValue().put(symbol, delayVal);
                        } else {
                            AdjustmentValueCache.getCurrentValue().put(symbol,
                                    delayValue.getValue().add(currentValue));
                            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);
                        }
                        AdjustmentValueCache.getDelayValue().remove(symbol);
                        clean(symbol);
                    } else {
                        // 本次调整值
                        BigDecimal currentValue_frequency = delayValue.getValue().divide(new BigDecimal(frequency), decimal, RoundingMode.HALF_UP);
                        List<BigDecimal> adjustments = AdjustmentValueCache.getPreAllocatedAdjustments().get(symbol);
                        Integer currentIndex = AdjustmentValueCache.getCurrentAdjustmentIndex().get(symbol);
                        if (currentValue == null) {
                            AdjustmentValueCache.getCurrentValue().put(symbol, currentValue_frequency);
                        } else {
                            AdjustmentValueCache.getCurrentValue().put(symbol,
                                    currentValue.add(currentValue_frequency));
                        // 首次执行:生成含正负值的调整序列
                        if (adjustments == null || currentIndex == null) {
                            //分几段执行
                            int nums = Math.max(10, frequency / 10);
                            List<BigDecimal> result = RandomNumbersGenerator.generateNumbers(delayValue.getValue(), nums, decimal + 4);
                            for (int i = 0; i < result.size(); i++) {
                                if (adjustments == null) {
                                    adjustments = new ArrayList<>();
                                }
                                adjustments.addAll(generateRandomAdjustments(result.get(i), frequency / 10, decimal));
                            }
                            currentIndex = 0;
                            AdjustmentValueCache.getPreAllocatedAdjustments().put(symbol, adjustments);
                            AdjustmentValueCache.getCurrentAdjustmentIndex().put(symbol, currentIndex);
                        }
                        delayValue.setValue(delayValue.getValue().subtract(currentValue_frequency));
                        delayValue.setSecond(Arith.sub(delayValue.getSecond(), Arith.div(this.interval, 1000.0D)));
                        AdjustmentValueCache.getDelayValue().put(symbol, delayValue);
                        // 分步应用调整值(确保正负交替)
                        if (currentIndex < frequency) {
                            BigDecimal currentAdjust = adjustments.get(currentIndex);
                        if (!item.getAdjustmentValue().equals(AdjustmentValueCache.getCurrentValue().get(symbol))) {
                            item.setAdjustmentValue(AdjustmentValueCache.getCurrentValue().get(symbol));
                            itemService.saveOrUpdate(item);
                            // 更新当前值(累加正负调整值)
                            if (currentValue == null) {
                                AdjustmentValueCache.getCurrentValue().put(symbol, currentAdjust.setScale(decimal, RoundingMode.HALF_UP));
                            } else {
                                AdjustmentValueCache.getCurrentValue().put(symbol, currentValue.add(currentAdjust).setScale(decimal, RoundingMode.HALF_UP));
                            }
                            // 更新延时值(剩余值和时间)
                            delayValue.setValue(delayValue.getValue().subtract(currentAdjust).setScale(decimal, RoundingMode.HALF_UP));
                            delayValue.setSecond(Arith.sub(delayValue.getSecond(), Arith.div(this.interval, 1000.0D)));
                            AdjustmentValueCache.getDelayValue().put(symbol, delayValue);
                            // 索引递增,完成后清理缓存
                            int nextIndex = currentIndex + 1;
                            AdjustmentValueCache.getCurrentAdjustmentIndex().put(symbol, nextIndex);
                            if (nextIndex >= frequency) {
                                clean(symbol);
                            }
                            // 持久化更新
                            BigDecimal newAdjustValue = AdjustmentValueCache.getCurrentValue().get(symbol);
                            if (!item.getAdjustmentValue().equals(newAdjustValue)) {
                                item.setAdjustmentValue(newAdjustValue);
                                itemService.saveOrUpdate(item);
                            }
                        }
                    }
                }
@@ -145,13 +184,164 @@
            realtime.setTs(Long.valueOf(realtime.getTs() + "000"));
        }
        realtime.setName(item.getName());
        if (high == null || realtime.getHigh().doubleValue() > high) {
        /*if (high == null || realtime.getHigh().doubleValue() > high) {
            DataCache.getRealtimeHigh().put(symbol, realtime.getHigh().doubleValue());
        }
        if ((low == null || realtime.getLow().doubleValue() < low) && realtime.getLow().doubleValue() > 0) {
            DataCache.getRealtimeLow().put(symbol, realtime.getLow().doubleValue());
        }*/
        if (high != null) {
            realtime.setHigh(BigDecimal.valueOf(high));
        }
        if (low != null) {
            realtime.setLow(BigDecimal.valueOf(low));
        }
        this.dataDBService.saveAsyn(realtime);
    }
    private void clean(String symbol){
        AdjustmentValueCache.getDelayValue().remove(symbol);
        AdjustmentValueCache.getPreAllocatedAdjustments().remove(symbol);
        AdjustmentValueCache.getCurrentAdjustmentIndex().remove(symbol);
        AdjustmentValueCache.getFrequency().remove(symbol);
    }
    private List<BigDecimal> generateRandomAdjustments(BigDecimal totalValue, int count, int decimal) {
        List<BigDecimal> adjustments = new ArrayList<>(count);
        BigDecimal sum = BigDecimal.ZERO; // 整体累积和
        boolean isOverallUp = totalValue.signum() > 0; // 整体大趋势
        // 1. 大幅扩大基础波动幅度(比之前再提高30%+,确保单次波动更剧烈)
        BigDecimal baseFluct = totalValue.abs().multiply(new BigDecimal(isOverallUp ? 0.25 : 0.22)) // 上涨时25%,下跌时22%
                .max(new BigDecimal("0.001")); // 最小波动阈值提高到0.001,避免微小波动
        // 2. 极大放宽累积范围(允许更大中途偏离,给子周期正负波动留空间)
        BigDecimal minPreSum = totalValue.multiply(new BigDecimal("0.5")); // 整体最低允许50%
        BigDecimal maxPreSum = totalValue.multiply(new BigDecimal("1.5")); // 整体最高允许150%
        // 3. 几乎取消“不动”状态(概率1%,突出剧烈波动)
        double flatProbability = 0.01;
        // 4. 子周期配置:每20次为一个子周期,每个子周期随机生成正负趋势
        int subCycleLength = 20; // 子周期长度
        Boolean currentSubCycleUp = null; // 当前子周期的趋势(null表示未初始化)
        BigDecimal subSum = BigDecimal.ZERO; // 当前子周期的累积和
        for (int i = 0; i < count - 1; i++) {
            // 每进入新的子周期(i为0或20的倍数),随机初始化子周期趋势(50%正,50%负)
            if (i % subCycleLength == 0) {
                currentSubCycleUp = Math.random() < 0.5; // 子周期趋势随机正负
                subSum = BigDecimal.ZERO; // 重置子周期累积和
            }
            // 计算当前允许的累积总和范围(动态适配剩余步数)
            BigDecimal remainingCount = new BigDecimal(count - 1 - i);
            BigDecimal minCurrentSum = sum.add(minPreSum.subtract(sum).divide(remainingCount, decimal + 4, RoundingMode.HALF_UP));
            BigDecimal maxCurrentSum = sum.add(maxPreSum.subtract(sum).divide(remainingCount, decimal + 4, RoundingMode.HALF_UP));
            // 极低概率“不动”
            boolean isFlat = Math.random() < flatProbability;
            if (isFlat) {
                BigDecimal adjustment = BigDecimal.ZERO.setScale(decimal, RoundingMode.HALF_UP);
                adjustments.add(adjustment);
                sum = sum.add(adjustment);
                subSum = subSum.add(adjustment); // 累加子周期和
                continue;
            }
            // 5. 动态调整涨跌概率:优先满足“子周期正负交替”,再适配整体趋势
            double upProbability;
            // 子周期内:若子周期趋势为正,80%概率涨;为负,80%概率跌(确保子周期总和有明确正负)
            if (currentSubCycleUp) {
                upProbability = 0.8;
            } else {
                upProbability = 0.2;
            }
            // 二次修正:若子周期累积和已偏离目标(如子周期应为正但当前为负),进一步提高对应概率
            if (currentSubCycleUp && subSum.compareTo(BigDecimal.ZERO) < 0) {
                upProbability = Math.min(0.98, upProbability + 0.2); // 子周期需正但当前负,大幅提高涨概率
            } else if (!currentSubCycleUp && subSum.compareTo(BigDecimal.ZERO) > 0) {
                upProbability = Math.max(0.02, upProbability - 0.2); // 子周期需负但当前正,大幅提高跌概率
            }
            // 三次修正:确保整体累积和不偏离太远(弱于子周期优先级)
            if (sum.compareTo(minPreSum) < 0) {
                upProbability = Math.min(0.98, upProbability + 0.1);
            } else if (sum.compareTo(maxPreSum) > 0) {
                upProbability = Math.max(0.02, upProbability - 0.1);
            }
            boolean isCurrentUp = Math.random() < upProbability;
            // 6. 生成超大随机幅度(0.6~1.2倍baseFluct,跳过中小幅度,直接用大波动)
            double randomRate = 0.6 + Math.random() * 0.6; // 范围:0.6~1.2(确保单次波动至少是baseFluct的60%)
            BigDecimal fluct = baseFluct.multiply(new BigDecimal(randomRate))
                    .setScale(decimal + 4, RoundingMode.HALF_UP);
            // 7. 生成当前调整值(允许接近上限的剧烈波动)
            BigDecimal adjustment;
            if (isCurrentUp) {
                adjustment = fluct.setScale(decimal, RoundingMode.HALF_UP);
                // 超上限时仅截断到上限(不额外缩小,保留大涨幅)
                if (sum.add(adjustment).compareTo(maxCurrentSum) > 0) {
                    adjustment = maxCurrentSum.subtract(sum).setScale(decimal, RoundingMode.HALF_UP);
                }
            } else {
                adjustment = fluct.negate().setScale(decimal, RoundingMode.HALF_UP);
                // 低于下限时仅截断到下限(保留大跌幅)
                if (sum.add(adjustment).compareTo(minCurrentSum) < 0) {
                    adjustment = minCurrentSum.subtract(sum).setScale(decimal, RoundingMode.HALF_UP);
                }
            }
            adjustments.add(adjustment);
            sum = sum.add(adjustment);
            subSum = subSum.add(adjustment); // 累加子周期和
        }
        // 8. 最后一个值:允许极大补平幅度(不超过baseFluct的8倍,适配剧烈波动后的差额)
        BigDecimal lastAdjustment = totalValue.subtract(sum)
                .setScale(decimal, RoundingMode.HALF_UP);
        BigDecimal maxLastAdjust = baseFluct.multiply(new BigDecimal(8)); // 从5倍提高到8倍
        if (lastAdjustment.abs().compareTo(maxLastAdjust) > 0) {
            lastAdjustment = maxLastAdjust.multiply(lastAdjustment.signum() == 1 ? BigDecimal.ONE : BigDecimal.ONE.negate());
            // 微调前一个值分担差额(确保总和准确)
            BigDecimal prevAdjust = adjustments.get(adjustments.size() - 1);
            adjustments.set(adjustments.size() - 1, prevAdjust.add(totalValue.subtract(sum).subtract(lastAdjustment)));
        }
        adjustments.add(lastAdjustment);
        return adjustments;
    }
    public static void main(String[] args) {
        AbstractGetDataJob abstractGetDataJob = new CryptosGetDataJob();
        List<BigDecimal> list = new ArrayList<>();
        int frequency = 200;
        int decimal = 6;
        //分几段执行
        int nums = Math.max(10, frequency / 10);
        List<BigDecimal> result = RandomNumbersGenerator.generateNumbers(BigDecimal.valueOf(0.02), nums, decimal + 4);
        for (int i = 0; i < result.size(); i++) {
            list.addAll(abstractGetDataJob.generateRandomAdjustments(result.get(i), frequency / 10, decimal));
        }
        BigDecimal sum = BigDecimal.ZERO;
        int num = 0;
        int dmt = 1;
        BigDecimal numd = BigDecimal.ZERO;
        for (int i = 0; i < list.size(); i++) {
            sum = sum.add(list.get(i));
            System.out.println((i+1) + "~                      " + list.get(i));
            System.out.println(sum);
            numd = numd.add(list.get(i));
            num++;
            if (num == 20) {
                System.out.println(dmt+"ddd" + numd);
                dmt++;
                num=0;
                numd=BigDecimal.ZERO;
            }
        }
    }
}