From e8eb68a8fab9d0d4a70e3e5b1d3f09c03d231a03 Mon Sep 17 00:00:00 2001
From: zyy <zyy@email.com>
Date: Tue, 21 Oct 2025 17:54:34 +0800
Subject: [PATCH] 1
---
trading-order-huobi/src/main/java/com.yami.trading.huobi/data/job/AbstractGetDataJob.java | 226 +++++++++++++++++++++++++++++++++++++++++++++++++++-----
1 files changed, 205 insertions(+), 21 deletions(-)
diff --git a/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/job/AbstractGetDataJob.java b/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/job/AbstractGetDataJob.java
index df096f9..579aa4b 100644
--- a/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/job/AbstractGetDataJob.java
+++ b/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);
+ }
}
}
}
@@ -154,4 +193,149 @@
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;
+ }
+ }
+ }
+
}
--
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