如果有个股票拥有每日开盘价,收盘价,最高价,最低价,用springboot使用ta-lib库写出MACD,并优化计算过程
时间: 2023-09-29 07:08:00 浏览: 125
首先你需要在你的Spring Boot项目中添加TA-Lib库的依赖:
```xml
<dependency>
<groupId>com.tictactec</groupId>
<artifactId>ta-lib</artifactId>
<version>0.4.0</version>
</dependency>
```
然后,你需要创建一个Spring Boot Controller来处理MACD的计算请求。在Controller中,你需要注入一个TA-Lib的实例,并使用它来计算MACD指标。这里是一个简单的例子:
```java
import org.springframework.web.bind.annotation.GetMapping;
import org.springframework.web.bind.annotation.RequestParam;
import org.springframework.web.bind.annotation.RestController;
import com.tictactec.ta.lib.Core;
import com.tictactec.ta.lib.MInteger;
import com.tictactec.ta.lib.RetCode;
@RestController
public class MacdController {
private final Core taCore;
public MacdController(Core taCore) {
this.taCore = taCore;
}
@GetMapping("/macd")
public MacdResult calculateMacd(
@RequestParam(value = "open") double[] open,
@RequestParam(value = "close") double[] close,
@RequestParam(value = "high") double[] high,
@RequestParam(value = "low") double[] low,
@RequestParam(value = "fastPeriod", defaultValue = "12") int fastPeriod,
@RequestParam(value = "slowPeriod", defaultValue = "26") int slowPeriod,
@RequestParam(value = "signalPeriod", defaultValue = "9") int signalPeriod) {
int startIdx = 0;
int endIdx = close.length - 1;
double[] outMACD = new double[close.length];
double[] outMACDSignal = new double[close.length];
double[] outMACDHist = new double[close.length];
MInteger outBegIdx = new MInteger();
MInteger outNBElement = new MInteger();
RetCode retCode = taCore.macd(
startIdx, endIdx,
close,
fastPeriod,
slowPeriod,
signalPeriod,
outBegIdx,
outNBElement,
outMACD,
outMACDSignal,
outMACDHist);
if (retCode != RetCode.Success) {
throw new RuntimeException("Failed to calculate MACD: " + retCode);
}
return new MacdResult(outMACD, outMACDSignal, outMACDHist, outBegIdx.value, outNBElement.value);
}
public static class MacdResult {
private final double[] macd;
private final double[] signal;
private final double[] hist;
private final int begIdx;
private final int nbElement;
public MacdResult(double[] macd, double[] signal, double[] hist, int begIdx, int nbElement) {
this.macd = macd;
this.signal = signal;
this.hist = hist;
this.begIdx = begIdx;
this.nbElement = nbElement;
}
// getters
}
}
```
这个Controller接受四个数组:开盘价、收盘价、最高价和最低价,以及三个可选参数:快线周期、慢线周期和信号线周期。它返回一个包含MACD指标计算结果的MacdResult对象。
在这个Controller中,我们使用了TA-Lib的Core类来计算MACD。我们首先定义了各种输入和输出变量,然后调用Core类的macd()方法来计算MACD。最后,我们将计算结果封装在一个MacdResult对象中并返回。
请注意,由于TA-Lib的输入数组必须以最新的数据为第一项,而我们的输入数组是按照时间顺序排列的,因此我们需要将输入数组反转。这可以通过使用Java的Collections.reverse()方法实现。
另外,你可以使用多线程来并行计算MACD以提高计算效率。你可以使用Java 8的Stream API来实现这一点。例如,你可以将输入数组拆分成几个小块,每个小块都在一个独立的线程中计算MACD,最后将结果合并在一起。这将大大提高MACD计算的效率。
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