海龟交易法java代码
时间: 2023-02-16 08:42:49 浏览: 111
海龟交易法是一种股票交易策略,它建立在趋势跟踪的基础上,旨在通过跟踪股票价格的趋势来实现获利。海龟交易法的基本思路是,当股票价格向上突破一定的价格水平时,买入股票;当股票价格向下突破一定的价格水平时,卖出股票。
下面是一个简单的 Java 代码示例,实现了海龟交易法的基本思路:
```
import java.util.ArrayList;
import java.util.List;
public class TurtleTrader {
private static final int LONG = 1;
private static final int SHORT = -1;
private static final int FLAT = 0;
private List<Double> prices;
private int position;
private double entryPrice;
private double stopLoss;
private double takeProfit;
public TurtleTrader(List<Double> prices) {
this.prices = prices;
this.position = FLAT;
}
public void run() {
for (int i = 0; i < prices.size(); i++) {
double currentPrice = prices.get(i);
if (position == LONG) {
if (currentPrice >= takeProfit) {
closePosition(currentPrice);
} else if (currentPrice <= stopLoss) {
closePosition(stopLoss);
}
} else if (position == SHORT) {
if (currentPrice <= takeProfit) {
closePosition(currentPrice);
} else if (currentPrice >= stopLoss) {
closePosition(stopLoss);
}
} else {
if (currentPrice > entryPrice) {
openPosition(LONG, currentPrice, 2 * (currentPrice - entryPrice), entryPrice - (currentPrice - entryPrice));
} else if (currentPrice < entryPrice) {
openPosition(SHORT, currentPrice, 2 * (entryPrice - currentPrice), entryPrice + (entryPrice - currentPrice));
}
}
}
if (position != FLAT) {
closePosition(prices.get(prices.size() - 1));
}
}
private void openPosition(int direction, double currentPrice, double takeProfit, double stopLoss) {
position = direction;
entryPrice = currentPrice;
this.takeProfit = takeProfit;
this
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