From b28a97e1bf66e3279e78f31ce58122427787ceec Mon Sep 17 00:00:00 2001
From: zj <1772600164@qq.com>
Date: Thu, 11 Jun 2026 09:44:20 +0800
Subject: [PATCH] 1
---
trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/KlineServiceImpl.java | 195 ++----------------------------------------------
1 files changed, 11 insertions(+), 184 deletions(-)
diff --git a/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/KlineServiceImpl.java b/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/KlineServiceImpl.java
index 83f5b4b..2f7a1e8 100644
--- a/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/KlineServiceImpl.java
+++ b/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/KlineServiceImpl.java
@@ -29,9 +29,6 @@
import java.math.RoundingMode;
import java.text.DecimalFormat;
import java.text.SimpleDateFormat;
-import java.time.Instant;
-import java.time.ZoneOffset;
-import java.time.ZonedDateTime;
import java.util.*;
import java.util.stream.Collectors;
@@ -183,165 +180,6 @@
public Kline buildKline(String symbol, String line, String smallLevelLine, int nums) {
- if (Kline.PERIOD_5DAY.equals(line)) {
- return buildKlineLegacy(symbol, line, smallLevelLine, nums);
- }
- return buildInProgressKline(symbol, line, smallLevelLine);
- }
-
- /**
- * 按当前周期起点拼接进行中的K线（ts 对齐到周期开盘时间，如 5 分钟线的 9:35）
- */
- private Kline buildInProgressKline(String symbol, String line, String smallLevelLine) {
- try {
- KlineTimeObject timeObject = DataCache.getKline(symbol, line);
- if (timeObject == null) {
- return null;
- }
- List<Kline> klineList = timeObject.getKline();
- Item item = itemService.findBySymbol(symbol);
- Kline latestSameLineKline = null;
- if (klineList != null && !klineList.isEmpty()) {
- latestSameLineKline = klineList.get(klineList.size() - 1);
- } else if (item.getFake().equalsIgnoreCase("0")) {
- return null;
- }
-
- Realtime latestRealtime = DataCache.getLatestRealTime(symbol);
- if (latestRealtime == null) {
- latestRealtime = DataCache.getRealtime(symbol);
- }
- if (latestRealtime == null || latestRealtime.getClose() == null) {
- return null;
- }
-
- long currentPeriodTs = alignPeriodStartTs(line, latestRealtime.getTs());
- if (latestSameLineKline != null && latestSameLineKline.getTs() != null
- && latestSameLineKline.getTs() > currentPeriodTs) {
- return null;
- }
-
- KlineTimeObject smallObject = DataCache.getKline(symbol, smallLevelLine);
- List<Kline> periodBars = new ArrayList<>();
- if (smallObject != null && smallObject.getKline() != null) {
- periodBars = smallObject.getKline().stream()
- .filter(k -> k.getTs() != null && k.getTs() >= currentPeriodTs)
- .collect(Collectors.toList());
- }
-
- Kline kline = new Kline();
- kline.setSymbol(symbol);
- kline.setPeriod(line);
- kline.setTs(currentPeriodTs);
-
- if (latestSameLineKline != null && latestSameLineKline.getTs() != null
- && latestSameLineKline.getTs() < currentPeriodTs) {
- kline.setOpen(latestSameLineKline.getClose());
- } else if (!periodBars.isEmpty() && periodBars.get(0).getOpen() != null) {
- kline.setOpen(periodBars.get(0).getOpen());
- } else if (latestRealtime.getOpen() != null) {
- kline.setOpen(latestRealtime.getOpen());
- } else {
- kline.setOpen(latestRealtime.getClose());
- }
-
- if (!periodBars.isEmpty()) {
- Double high = null;
- Double low = null;
- for (Kline bar : periodBars) {
- if (bar.getHigh() != null) {
- if (high == null || high <= bar.getHigh().doubleValue()) {
- high = bar.getHigh().doubleValue();
- }
- }
- if (bar.getLow() != null) {
- if (low == null || low >= bar.getLow().doubleValue()) {
- low = bar.getLow().doubleValue();
- }
- }
- }
- kline.setHigh(high == null ? latestRealtime.getClose() : new BigDecimal(high));
- kline.setLow(low == null ? latestRealtime.getClose() : new BigDecimal(low));
- kline.setClose(periodBars.get(periodBars.size() - 1).getClose());
- kline.setVolume(periodBars.stream()
- .map(Kline::getVolume)
- .filter(Objects::nonNull)
- .reduce(BigDecimal.ZERO, BigDecimal::add));
- kline.setAmount(periodBars.stream()
- .map(Kline::getAmount)
- .filter(Objects::nonNull)
- .reduce(BigDecimal.ZERO, BigDecimal::add));
- } else {
- kline.setHigh(latestRealtime.getClose());
- kline.setLow(latestRealtime.getClose());
- kline.setClose(latestRealtime.getClose());
- kline.setVolume(latestRealtime.getVolume());
- kline.setAmount(latestRealtime.getAmount());
- }
-
- kline.setClose(latestRealtime.getClose());
- if (latestRealtime.getClose().compareTo(kline.getHigh()) > 0) {
- kline.setHigh(latestRealtime.getClose());
- }
- if (latestRealtime.getClose().compareTo(kline.getLow()) < 0) {
- kline.setLow(latestRealtime.getClose());
- }
-
- repairKline(kline);
- if (kline.getOpen().compareTo(BigDecimal.ZERO) == 0 || kline.getClose().compareTo(BigDecimal.ZERO) == 0) {
- return null;
- }
- return kline;
- } catch (Exception e) {
- logger.error("buildInProgressKline error: {}, {}", symbol, line, e);
- }
- return null;
- }
-
- /**
- * 将时间戳对齐到K线周期起点（UTC，与火币 id 字段一致）
- * 1week：周一 00:00 UTC；1mon：每月 1 日 00:00 UTC
- */
- private long alignPeriodStartTs(String line, long tsMillis) {
- ZonedDateTime zdt = Instant.ofEpochMilli(tsMillis).atZone(ZoneOffset.UTC);
- switch (line) {
- case Kline.PERIOD_1MIN:
- return zdt.withSecond(0).withNano(0).toInstant().toEpochMilli();
- case Kline.PERIOD_5MIN: {
- int minute = zdt.getMinute();
- return zdt.withMinute(minute - minute % 5).withSecond(0).withNano(0).toInstant().toEpochMilli();
- }
- case Kline.PERIOD_15MIN: {
- int minute = zdt.getMinute();
- return zdt.withMinute(minute - minute % 15).withSecond(0).withNano(0).toInstant().toEpochMilli();
- }
- case Kline.PERIOD_30MIN: {
- int minute = zdt.getMinute();
- return zdt.withMinute(minute - minute % 30).withSecond(0).withNano(0).toInstant().toEpochMilli();
- }
- case Kline.PERIOD_60MIN:
- return zdt.withMinute(0).withSecond(0).withNano(0).toInstant().toEpochMilli();
- case Kline.PERIOD_1DAY:
- return zdt.withHour(0).withMinute(0).withSecond(0).withNano(0).toInstant().toEpochMilli();
- case Kline.PERIOD_1WEEK: {
- zdt = zdt.withHour(0).withMinute(0).withSecond(0).withNano(0);
- int dayOfWeek = zdt.getDayOfWeek().getValue();
- return zdt.minusDays(dayOfWeek - 1L).toInstant().toEpochMilli();
- }
- case Kline.PERIOD_1MON:
- return zdt.withDayOfMonth(1).withHour(0).withMinute(0).withSecond(0).withNano(0).toInstant().toEpochMilli();
- case Kline.PERIOD_2HOUR:
- return zdt.withMinute(0).withSecond(0).withNano(0).toInstant().toEpochMilli();
- case Kline.PERIOD_4HOUR: {
- int hour = zdt.getHour();
- return zdt.withHour(hour - hour % 4).withMinute(0).withSecond(0).withNano(0).toInstant().toEpochMilli();
- }
- default:
- return zdt.withSecond(0).withNano(0).toInstant().toEpochMilli();
- }
- }
-
- private Kline buildKlineLegacy(String symbol, String line, String smallLevelLine, int nums) {
try {
// 取5分钟K线全部数据集合
KlineTimeObject timeObject = DataCache.getKline(symbol, line);
@@ -373,23 +211,12 @@
if (realtimeKline == null) {
return null;
}
- if (latestSameLineKline != null && latestSameLineKline.getTs() > realtimeKline.getTs()) {
+ if (latestSameLineKline != null && latestSameLineKline.getTs() >= realtimeKline.getTs()) {
return null;
}
if (latestSameLineKline != null) {
long latestSameLineKlineTs = latestSameLineKline.getTs();
- if (latestSameLineKlineTs == realtimeKline.getTs()) {
- klineOneTop5 = klineOne.stream()
- .filter(r -> r.getTs() >= latestSameLineKlineTs)
- .collect(Collectors.toList());
- if (klineOneTop5.size() > nums) {
- klineOneTop5 = new ArrayList<>(klineOneTop5.subList(klineOneTop5.size() - nums, klineOneTop5.size()));
- }
- } else {
- klineOneTop5 = klineOneTop5.stream()
- .filter(r -> r.getTs() > latestSameLineKlineTs)
- .collect(Collectors.toList());
- }
+ klineOneTop5 = klineOneTop5.stream().filter(r -> r.getTs() > latestSameLineKlineTs).collect(Collectors.toList());
}
if (klineOneTop5.isEmpty()) {
return null;
@@ -848,15 +675,15 @@
latestKilne = klineList.get(klineList.size() - 1);
}
Realtime realtime = realTimeList.get(realTimeList.size() - 1);
- long currentMinuteTs = alignPeriodStartTs(Kline.PERIOD_1MIN, realtime.getTs());
- if (latestKilne != null && latestKilne.getTs() != null && latestKilne.getTs() > currentMinuteTs) {
+ if (latestKilne != null && latestKilne.getTs() >= realtime.getTs()) {
return null;
}
- realTimeList = realTimeList.stream()
- .filter(r -> r.getTs() != null && r.getTs() >= currentMinuteTs)
- .collect(Collectors.toList());
+ if (latestKilne != null) {
+ long lastKlineTs = latestKilne.getTs();
+ realTimeList = realTimeList.stream().filter(r -> r.getTs() > lastKlineTs).collect(Collectors.toList());
+ }
if (realTimeList.isEmpty()) {
- realTimeList = Collections.singletonList(realtime);
+ return null;
}
Double high = null;
Double low = null;
@@ -872,11 +699,11 @@
// 保存K线到数据库
Kline kline = new Kline();
kline.setSymbol(symbol);
- kline.setTs(currentMinuteTs);
- if (latestKilne != null && latestKilne.getTs() != null && latestKilne.getTs() < currentMinuteTs) {
+ kline.setTs(realtime.getTs());
+ if (latestKilne != null) {
kline.setOpen(latestKilne.getClose());
} else {
- kline.setOpen(realTimeList.get(0).getOpen() != null ? realTimeList.get(0).getOpen() : realtime.getClose());
+ kline.setOpen(realTimeList.get(0).getOpen());
}
kline.setHigh(new BigDecimal(high));
kline.setLow(new BigDecimal(low));
--
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