K线优化

zyy

2025-10-13 adbdffdb3b80eed8c7110c0583f8ae2f216b7990

K线优化

 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;

@@ -32,29 +33,36 @@



    //计算已分配次数
    private static final Map<String, Integer> allocatedCount = new ConcurrentHashMap<>();
    //初始总值
    private static final Map<String, BigDecimal> totalValue = new ConcurrentHashMap<>();
    //更新累计值
    private static final Map<String, BigDecimal> accumulatedValue = new ConcurrentHashMap<>();

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

    // 相应的getter方法
    public static Map<String, Integer> getAllocatedCount() {
        return allocatedCount;
    }
    //存储预生成的随机分配值列表
    private static final Map<String, List<BigDecimal>> preAllocationList = new ConcurrentHashMap<>();

    public static Map<String, BigDecimal> getTotalValue() {
        return totalValue;
    }
    //记录当前分配到第几个值
    private static final Map<String, Integer> currentAllocationIndex = new ConcurrentHashMap<>();

    public static Map<String, BigDecimal> getAccumulatedValue() {
        return accumulatedValue;
    }
    //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/DataCache.java

@@ -30,7 +30,10 @@
     */
    private volatile static Map<String, KlineTimeObject> kline = new ConcurrentHashMap<String, KlineTimeObject>();


    /**
     * 上一条K线数据
     */
    private volatile static Map<String, Kline> lastKline = new ConcurrentHashMap<String, Kline>();
    /**
     * 24小时的历史记录
     */
@@ -116,6 +119,10 @@
        return kline.get(key);
    }

    public static Map<String, Kline> getLastKline() {
        return lastKline;
    }

    public static TrendTimeObject getTrend(String symbol) {
        return trend.get(symbol);
    }

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

@@ -179,8 +179,7 @@

    @Override
    public void saveOneByHuoBi(String symbol, String line) {
        List<Kline> list = hobiDataService.kline(itemService.findBySymbol(symbol).getSymbol(), line, 2,
                0);
        List<Kline> list = hobiDataService.kline(itemService.findBySymbol(symbol).getSymbol(), line, 2);
        if (list == null || list.isEmpty()) {
            return;
        }
@@ -193,39 +192,31 @@
                kline.setLow(kline.getLow().add(currentValue));
                kline.setHigh(kline.getHigh().add(currentValue));
                kline.setAdjusted(true);


                Kline lastOne = null;

                List<Kline> lastList = this.find(symbol, line, 1);
                if (lastList.size() > 0) {
                    lastOne = list.get(0);
                }
                if (lastOne != null) {
                    BigDecimal diff = kline.getOpen().subtract(lastOne.getClose());
                    if (diff.compareTo(BigDecimal.ZERO) > 0) { //补差
                        kline.setOpen(kline.getOpen().subtract(diff));
                        kline.setLow(kline.getLow().subtract(diff));
                    } else if (diff.compareTo(BigDecimal.ZERO) < 0) {
                        kline.setOpen(kline.getOpen().subtract(diff));
                        kline.setHigh(kline.getHigh().subtract(diff));
                    }
                }
                /*BigDecimal last = AdjustmentValueCache.getLastValue().get(symbol);
                if (last != null && last.compareTo(BigDecimal.ZERO) > 0) {
                    BigDecimal adj = currentValue.subtract(last);
                    if (adj.compareTo(BigDecimal.ZERO) > 0) { //递增
                        kline.setOpen(kline.getOpen().subtract(adj));
                        kline.setLow(kline.getLow().subtract(adj));
                    } else if(adj.compareTo(BigDecimal.ZERO) < 0){ //递减
                        kline.setOpen(kline.getOpen().subtract(adj));
                        kline.setHigh(kline.getHigh().subtract(adj));
                    }
                } else {
                    AdjustmentValueCache.getLastValue().put(symbol, currentValue);
                }*/
            }
        }


        //获取上一条数据
        Kline lastKline = DataCache.getLastKline().get(symbol + line);;
        if (lastKline == null) {
            List<Kline> lastList = this.find(symbol, line, 1);
            if (lastList.size() > 0) {
                lastKline = lastList.get(0);
            }
        }
        //补差
        if (lastKline != null) {
            BigDecimal diff = kline.getOpen().subtract(lastKline.getClose());
            if (diff.compareTo(BigDecimal.ZERO) > 0) {
                kline.setOpen(kline.getOpen().subtract(diff));
                kline.setLow(kline.getLow().subtract(diff));
            } else if (diff.compareTo(BigDecimal.ZERO) < 0) {
                kline.setOpen(kline.getOpen().subtract(diff));
                kline.setHigh(kline.getHigh().subtract(diff));
            }
        }


        RequestDataHelper.set("symbol", symbol);
        klineDBService.save(kline);
        KlineTimeObject timeObject = DataCache.getKline(symbol, line);
@@ -235,6 +226,7 @@
        timeObject.getKline().add(kline);
        timeObject.setLastTime(new Date());
        DataCache.putKline(symbol, line, timeObject);
        DataCache.getLastKline().put(symbol + line, kline);
        RequestDataHelper.clear();
    }


 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;
import java.util.Random;

@@ -55,179 +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 缓存frequency

                    // 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);
                    if (frequency == null) { //首次计算 缓存
                    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);
                        AdjustmentValueCache.getFrequency().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));
                        }

                        delayValue.setValue(delayValue.getValue().subtract(currentValue_frequency));
                        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);
                        }*/
                        //计算延时加大精度
                        Integer delayDecimal = 10;
                        // 保存原始总值用于计算随机分配
                        BigDecimal totalValue = delayValue.getValue();
                        // 计算已分配次数(从缓存中获取)
                        Integer allocatedCount = AdjustmentValueCache.getAllocatedCount().get(symbol);
                        if (allocatedCount == null) {
                            allocatedCount = 0;
                            // 首次分配时保存总值到缓存，用于后续计算
                            AdjustmentValueCache.getTotalValue().put(symbol, totalValue);
                        } else {
                            //不是首次
                            totalValue = AdjustmentValueCache.getTotalValue().get(symbol);
                        }

                        // ########## 新增：判断调整方向（正向/负向）##########
                        boolean isPositiveAdjustment = totalValue.compareTo(BigDecimal.ZERO) > 0; // 正向调整（>0）
                        boolean isNegativeAdjustment = totalValue.compareTo(BigDecimal.ZERO) < 0; // 负向调整（<0）

                        BigDecimal currentValue_frequency;
                        // 计算剩余分配次数
                        int remainingAllocations = frequency - allocatedCount;

                        if (remainingAllocations > 1) {
                            BigDecimal average = totalValue.divide(new BigDecimal(frequency), delayDecimal, RoundingMode.HALF_UP);
                            BigDecimal randomFactor;

                            // 根据调整方向动态调整负因子概率
                            double negativeProbability = isNegativeAdjustment ? 0.6 : 0.3;
                            if (Math.random() <= negativeProbability) {
                                // 负因子：范围 [-0.5, 0)
                                double randomNeg = -0.5 + Math.random() * 0.5; // 简化计算：max - min = 0 - (-0.5) = 0.5
                                randomFactor = new BigDecimal(randomNeg).setScale(delayDecimal, RoundingMode.HALF_UP);
                            // 更新当前值（K线价格）
                            if (currentValue == null) {
                                AdjustmentValueCache.getCurrentValue().put(symbol, currentValue_frequency);
                            } else {
                                // 正因子：范围 [0.3, 1.7)
                                double randomPos = 0.3 + Math.random() * 1.4; // 简化计算：max - min = 1.7 - 0.3 = 1.4
                                randomFactor = new BigDecimal(randomPos).setScale(delayDecimal, RoundingMode.HALF_UP);
                                AdjustmentValueCache.getCurrentValue().put(symbol,
                                        currentValue.add(currentValue_frequency).setScale(decimal, RoundingMode.HALF_UP));
                            }

                            currentValue_frequency = average.multiply(randomFactor).setScale(delayDecimal, RoundingMode.HALF_UP);
                            // 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);

                            // 核心修改1：根据调整方向动态约束累计值
                            BigDecimal currentAccumulated = AdjustmentValueCache.getAccumulatedValue().getOrDefault(symbol, BigDecimal.ZERO);
                            BigDecimal tempAccumulated = currentAccumulated.add(currentValue_frequency);
                            if (isPositiveAdjustment) {
                                // 正向调整：累计值不能为负
                                if (tempAccumulated.compareTo(BigDecimal.ZERO) < 0) {
                                    currentValue_frequency = BigDecimal.ONE.divide(new BigDecimal("10").pow(delayDecimal), delayDecimal, RoundingMode.HALF_UP);
                                }
                            } else if (isNegativeAdjustment) {
                                // 负向调整：累计值不能小于目标值（避免过度减值）
                                if (tempAccumulated.compareTo(totalValue) < 0) {
                                    currentValue_frequency = totalValue.subtract(currentAccumulated).divide(new BigDecimal(2), delayDecimal, RoundingMode.HALF_UP);
                                }
                            int nextIndex = currentIndex + 1;
                            AdjustmentValueCache.getCurrentAllocationIndex().put(symbol, nextIndex);

                            // 分配完成，清理缓存
                            if (nextIndex >= frequency) {
                                cleanUpKLineCache(symbol);
                            }

                            //剩余的待分配值
                            BigDecimal remainingValue = totalValue.subtract(currentAccumulated);
                            //本次分配后剩余的待分配值
                            BigDecimal tempDelayValue = remainingValue.subtract(currentValue_frequency);

                            // 提取公共变量（剩余值的80%）
                            BigDecimal remaining80Percent = remainingValue.multiply(new BigDecimal("0.8"))
                                    .setScale(delayDecimal, RoundingMode.HALF_UP);

                            // 统一判断“是否需要修正剩余值”
                            boolean needFixRemaining = (isPositiveAdjustment && tempDelayValue.compareTo(BigDecimal.ZERO) < 0)
                                    || (isNegativeAdjustment && tempDelayValue.compareTo(totalValue) > 0);
                            if (needFixRemaining) {
                                // 直接使用公共变量，避免重复计算
                                currentValue_frequency = remaining80Percent;
                            // 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);
                            }

                            // 直接使用公共变量作为maxAllowed，无需重复计算
                            if ((isPositiveAdjustment && currentValue_frequency.compareTo(remaining80Percent) > 0)
                                    || (isNegativeAdjustment && currentValue_frequency.compareTo(remaining80Percent) < 0)) {
                                currentValue_frequency = remaining80Percent;
                            }

                        } else {
                            // 最后一次分配兜底（支持负值）
                            BigDecimal accumulated = AdjustmentValueCache.getAccumulatedValue().getOrDefault(symbol, BigDecimal.ZERO);
                            currentValue_frequency = totalValue.subtract(accumulated).setScale(delayDecimal, RoundingMode.HALF_UP);

                            // 正向调整：最后一次分配值不能为负；负向调整：不能为正（无重复，无需优化）
                            if (isPositiveAdjustment && currentValue_frequency.compareTo(BigDecimal.ZERO) < 0) {
                                currentValue_frequency = BigDecimal.ZERO.setScale(delayDecimal, RoundingMode.HALF_UP);
                            } else if (isNegativeAdjustment && currentValue_frequency.compareTo(BigDecimal.ZERO) > 0) {
                                currentValue_frequency = BigDecimal.ZERO.setScale(delayDecimal, RoundingMode.HALF_UP);
                            }
                        }


                        // 更新累计值
                        BigDecimal newAccumulated = AdjustmentValueCache.getAccumulatedValue().getOrDefault(symbol, BigDecimal.ZERO)
                                .add(currentValue_frequency);
                        AdjustmentValueCache.getAccumulatedValue().put(symbol, newAccumulated);
                        // 更新分配次数
                        AdjustmentValueCache.getAllocatedCount().put(symbol, allocatedCount + 1);

                        // 更新当前值
                        if (currentValue == null) {
                            AdjustmentValueCache.getCurrentValue().put(symbol, currentValue_frequency.setScale(decimal, RoundingMode.HALF_UP));
                        } else {
                            AdjustmentValueCache.getCurrentValue().put(symbol,
                                    currentValue.add(currentValue_frequency).setScale(decimal, RoundingMode.HALF_UP));
                        }

                        // 更新延迟值
                        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);

                        // 如果是最后一次分配，清理缓存
                        if (remainingAllocations <= 1) {
                            AdjustmentValueCache.getAllocatedCount().remove(symbol);
                            AdjustmentValueCache.getTotalValue().remove(symbol);
                            AdjustmentValueCache.getAccumulatedValue().remove(symbol);
                            AdjustmentValueCache.getFrequency().remove(symbol);

                            AdjustmentValueCache.getDelayValue().remove(symbol);
                        }

                        // 保存更新
                        if (!item.getAdjustmentValue().equals(AdjustmentValueCache.getCurrentValue().get(symbol))) {
                            item.setAdjustmentValue(AdjustmentValueCache.getCurrentValue().get(symbol));
                            itemService.saveOrUpdate(item);
                        }
                    }
                }
@@ -290,4 +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);
    }
}

 trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/HobiDataService.java

@@ -89,6 +89,8 @@
     */
    public List<Kline> kline(String symbol, String period, Integer num, int maximum);

    public List<Kline> kline(String symbol, String period, Integer num);

    /**
     * 市场深度数据（20档）
     */

 trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/internal/HobiDataServiceImpl.java

@@ -221,6 +221,83 @@
        return list;
    }

    @Override
    public List<Kline> kline(String symbol, String period, Integer num) {
        List<Kline> list = new ArrayList<Kline>();
        Item item = itemService.findBySymbol(symbol);
        if (item == null) {
            return list;
        }
        try {
            Map<String, Object> param = new HashMap<String, Object>();
            param.put("symbol", symbol);
            param.put("period", period);
            if (num == null) {
                if (Kline.PERIOD_1MIN.equals(period)) {
                    param.put("size", 1440);
                }
                if (Kline.PERIOD_5MIN.equals(period)) {
                    param.put("size", 576);
                }
                if (Kline.PERIOD_15MIN.equals(period)) {
                    param.put("size", 576);
                }
                if (Kline.PERIOD_30MIN.equals(period)) {
                    param.put("size", 576);
                }
                if (Kline.PERIOD_60MIN.equals(period)) {
                    param.put("size", 576);
                }

                if (Kline.PERIOD_4HOUR.equals(period)) {
                    param.put("size", 576);
                }
                if (Kline.PERIOD_1DAY.equals(period)) {
                    param.put("size", 500);
                }
                if (Kline.PERIOD_1MON.equals(period)) {
                    param.put("size", 500);
                }
                if (Kline.PERIOD_1WEEK.equals(period)) {
                    param.put("size", 500);
                }

            } else {
                param.put("size", num);
            }

            String result = HttpHelper.getJSONFromHttp(Config.url + Config.kline, param, HttpMethodType.GET);
            JSONObject resultJson = JSON.parseObject(result);
            String status = resultJson.getString("status");
            if ("ok".equals(status)) {
                JSONArray dataArray = resultJson.getJSONArray("data");
                /**
                 * 丢弃第一行数据
                 */
                int start = 1;
                if (num != null && num == 1) start = 0;
                for (int i = start; i < dataArray.size(); i++) {
                    JSONObject realtimeJson = dataArray.getJSONObject(i);
                    Kline kline = new Kline();
                    kline.setSymbol(item.getSymbol());
                    kline.setPeriod(period);
                    kline.setTs(Long.valueOf(realtimeJson.getString("id") + "000"));
                    kline.setOpen(realtimeJson.getBigDecimal("open"));
                    kline.setClose(realtimeJson.getBigDecimal("close"));
                    kline.setHigh(realtimeJson.getBigDecimal("high"));
                    kline.setLow(realtimeJson.getBigDecimal("low"));
                    kline.setVolume(realtimeJson.getBigDecimal("vol"));
                    kline.setAmount(realtimeJson.getBigDecimal("amount"));
                    list.add(kline);
                }

            }
        } catch (Exception e) {
            logger.error("error", e);
        }
        return list;
    }

    /**
     * 市场深度数据（20档）,包装，数据本地化处理
     */