1

zyy

2025-10-18 1a88826e499fb4cc9f8510b879330dbe6e4f26c9

1

 trading-order-huobi/src/main/java/com.yami.trading.huobi/data/AdjustmentValueCache.java

@@ -3,6 +3,7 @@
import com.yami.trading.huobi.data.model.AdjustmentValue;

import java.math.BigDecimal;
import java.util.List;
import java.util.Map;
import java.util.concurrent.ConcurrentHashMap;

@@ -24,4 +25,34 @@
        return delayValue;
    }



    //初始次数
    private static final Map<String, Integer> frequency = new ConcurrentHashMap<>();

    //存储预生成的随机分配值列表
    private static final Map<String, List<BigDecimal>> preAllocationList = new ConcurrentHashMap<>();

    //记录当前分配到第几个值
    private static final Map<String, Integer> currentAllocationIndex = new ConcurrentHashMap<>();

    //记录前一个值的波动方向
    private static final Map<String, List<Boolean>> upDownTrend = new ConcurrentHashMap<>();

    public static Map<String, Integer> getFrequency() {
        return frequency;
    }

    public static Map<String, List<BigDecimal>> getPreAllocationList() {
        return preAllocationList;
    }

    public static Map<String, Integer> getCurrentAllocationIndex() {
        return currentAllocationIndex;
    }

    public static Map<String, List<Boolean>> getUpDownTrend() {
        return upDownTrend;
    }

}

 trading-order-huobi/src/main/java/com.yami.trading.huobi/data/job/AbstractGetDataJob.java

@@ -17,6 +17,7 @@

import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.ArrayList;
import java.util.List;


@@ -52,50 +53,175 @@

            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) {
                    if (delayValue.getValue().compareTo(BigDecimal.ZERO) == 0 || delayValue.getSecond() <= 0) {
                        AdjustmentValueCache.getDelayValue().remove(symbol); // 清理缓存，跳过后续计算
                        cleanUpKLineCache(symbol); // 清理缓存，跳过后续计算
                        return;
                    }
                    // 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）
                    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);
                    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(); // 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（兼容正负）
                            for (int i = 0; i < normalCount; i++) {
                                BigDecimal randomValue;
                                if (i == 0) {
                                    // 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 {
                                    boolean lastUp = upDownTrend.get(i - 1);
                                    boolean keepTrend = Math.random() * 100 <= trendConsistencyRate;

                                    if (keepTrend) {
                                        // 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（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（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：基于带符号平均值波动
                                        randomValue = generateTruncatedGaussianValue(average, baseFluctuation, decimal + 4);
                                    }

                                    // 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.abs()
                                            .multiply(new BigDecimal(maxAdjacentFluctuation / 100.0))
                                            .setScale(decimal + 4, RoundingMode.HALF_UP);
                                    BigDecimal adjacentDiff = randomValue.subtract(lastValue);

                                    if (adjacentDiff.abs().compareTo(maxAdjacent) > 0) {
                                        randomValue = lastValue.add(
                                                adjacentDiff.signum() == 1 ? maxAdjacent : maxAdjacent.negate()
                                        );
                                    }
                                }

                                preAllocationList.add(randomValue);
                                sum = sum.add(randomValue);
                                // 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——兼容负数总和
                            BigDecimal remaining = totalValue.subtract(sum);
                            // 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++) {
                                BigDecimal smallFluctValue = generateTruncatedGaussianValue(avgLastK, baseFluctuation / 3, decimal + 4);
                                preAllocationList.add(smallFluctValue);
                                sum = sum.add(smallFluctValue);
                                upDownTrend.add(smallFluctValue.compareTo(preAllocationList.get(preAllocationList.size() - 2)) > 0);
                            }

                            // 最后1个值：兼容负数偏差
                            BigDecimal finalValue = totalValue.subtract(sum);
                            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());
                                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(preAllocationList.get(preAllocationList.size() - 2)) > 0);

                            // 缓存更新
                            AdjustmentValueCache.getPreAllocationList().put(symbol, preAllocationList);
                            AdjustmentValueCache.getCurrentAllocationIndex().put(symbol, 0);
                            AdjustmentValueCache.getUpDownTrend().put(symbol, upDownTrend);
                            currentIndex = 0;
                        }
                    }

                    // 后续分配逻辑：兼容正负延时值
                    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);
                        cleanUpKLineCache(symbol);
                    } 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（列表已兼容正负）
                        if (preAllocationList != null && currentIndex != null && currentIndex < preAllocationList.size()) {
                            BigDecimal currentValueFrequency = 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：带符号累加
                            if (currentValue == null) {
                                AdjustmentValueCache.getCurrentValue().put(symbol, currentValueFrequency);
                            } else {
                                AdjustmentValueCache.getCurrentValue().put(symbol, currentValue.add(currentValueFrequency).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：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);

                        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);

                            if (nextIndex >= frequency) {
                                cleanUpKLineCache(symbol);
                            }

                            if (!item.getAdjustmentValue().equals(AdjustmentValueCache.getCurrentValue().get(symbol))) {
                                item.setAdjustmentValue(AdjustmentValueCache.getCurrentValue().get(symbol));
                                itemService.saveOrUpdate(item);
                            }
                        }
                    }
                }
@@ -158,4 +284,48 @@
        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
    }

    /**
     * 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);
    }

}