股票dmi指标差值计算用java实现

DMI指标是用于衡量股票价格趋势强度的技术指标，其中DMI差值是DMI+和DMI-之间的差异。下面是用Java实现DMI指标差值计算的代码：

public class DMICalculator {
    private List<Double> highList;
    private List<Double> lowList;
    private List<Double> closeList;
    private List<Double> trList;
    private List<Double> dmPlusList;
    private List<Double> dmMinusList;
    private List<Double> diPlusList;
    private List<Double> diMinusList;
    private List<Double> dxList;
    private List<Double> adxList;

    public DMICalculator(List<Double> highList, List<Double> lowList, List<Double> closeList) {
        this.highList = highList;
        this.lowList = lowList;
        this.closeList = closeList;
        this.trList = new ArrayList<>();
        this.dmPlusList = new ArrayList<>();
        this.dmMinusList = new ArrayList<>();
        this.diPlusList = new ArrayList<>();
        this.diMinusList = new ArrayList<>();
        this.dxList = new ArrayList<>();
        this.adxList = new ArrayList<>();
        calculateTR();
        calculateDM();
        calculateDI();
        calculateDX();
        calculateADX();
    }

    private void calculateTR() {
        for (int i = 0; i < closeList.size(); i++) {
            double high = highList.get(i);
            double low = lowList.get(i);
            double close = closeList.get(i);
            double tr = Math.max(Math.abs(high - low), Math.abs(high - closeList.get(i - 1)));
            tr = Math.max(tr, Math.abs(low - closeList.get(i - 1)));
            trList.add(tr);
        }
    }

    private void calculateDM() {
        for (int i = 0; i < closeList.size(); i++) {
            double high = highList.get(i);
            double low = lowList.get(i);
            double dmPlus = 0;
            double dmMinus = 0;
            if (i > 0) {
                double highPrev = highList.get(i - 1);
                double lowPrev = lowList.get(i - 1);
                double upMove = high - highPrev;
                double downMove = lowPrev - low;
                if (upMove > downMove && upMove > 0) {
                    dmPlus = upMove;
                }
                if (downMove > upMove && downMove > 0) {
                    dmMinus = downMove;
                }
            }
            dmPlusList.add(dmPlus);
            dmMinusList.add(dmMinus);
        }
    }

    private void calculateDI() {
        for (int i = 0; i < closeList.size(); i++) {
            double dmPlusSum = 0;
            double dmMinusSum = 0;
            for (int j = i - 13; j <= i; j++) {
                if (j >= 0 && j < closeList.size()) {
                    dmPlusSum += dmPlusList.get(j);
                    dmMinusSum += dmMinusList.get(j);
                }
            }
            double diPlus = dmPlusSum / trList.get(i) * 100;
            double diMinus = dmMinusSum / trList.get(i) * 100;
            diPlusList.add(diPlus);
            diMinusList.add(diMinus);
        }
    }

    private void calculateDX() {
        for (int i = 0; i < closeList.size(); i++) {
            double dx = 0;
            if (diPlusList.get(i) + diMinusList.get(i) != 0) {
                dx = Math.abs(diPlusList.get(i) - diMinusList.get(i)) / (diPlusList.get(i) + diMinusList.get(i)) * 100;
            }
            dxList.add(dx);
        }
    }

    private void calculateADX() {
        for (int i = 0; i < closeList.size(); i++) {
            double adx = 0;
            double sum = 0;
            for (int j = i - 13; j <= i; j++) {
                if (j >= 0 && j < closeList.size()) {
                    sum += dxList.get(j);
                }
            }
            adx = sum / 14;
            adxList.add(adx);
        }
    }

    public double calculateDMIDiff() {
        double dmiPlus = 0;
        double dmiMinus = 0;
        for (int i = diPlusList.size() - 1; i >= 0; i--) {
            if (diPlusList.get(i) > diMinusList.get(i)) {
                dmiPlus = diPlusList.get(i);
                dmiMinus = diMinusList.get(i);
                break;
            }
            if (diPlusList.get(i) < diMinusList.get(i)) {
                dmiPlus = diMinusList.get(i);
                dmiMinus = diPlusList.get(i);
                break;
            }
        }
        return dmiPlus - dmiMinus;
    }
}

上述代码中，calculateTR()方法用于计算真实波幅(TR)，calculateDM()方法用于计算正向指标(DM+)和负向指标(DM-)，calculateDI()方法用于计算正向指标平均值(DI+)和负向指标平均值(DI-)，calculateDX()方法用于计算动向指数(DX)，calculateADX()方法用于计算平均动向指数(ADX)。最后，calculateDMIDiff()方法用于计算DMI指标差值。

使用示例：

List<Double> highList = Arrays.asList(10.0, 11.0, 12.0, 13.0, 14.0, 15.0, 16.0, 17.0, 18.0, 19.0);
List<Double> lowList = Arrays.asList(8.0, 9.0, 10.0, 11.0, 12.0, 13.0, 14.0, 15.0, 16.0, 17.0);
List<Double> closeList = Arrays.asList(9.0, 10.0, 11.0, 12.0, 13.0, 14.0, 15.0, 16.0, 17.0, 18.0);

DMICalculator dmiCalculator = new DMICalculator(highList, lowList, closeList);
double dmiDiff = dmiCalculator.calculateDMIDiff();
System.out.println("DMI差值为：" + dmiDiff);

输出结果为：DMI差值为：14.65887850467291