股票dmi指标的算法用java实现

DMI指标全称为Directional Movement Index，是一种技术分析工具，用于衡量股票趋势的方向和强度。其算法可以用Java实现，具体步骤如下：

1. 计算真实波幅（True Range）：TR = max(H-L, abs(H-PDC), abs(L-PDC)，其中H为当日最高价，L为当日最低价，PDC为前一日收盘价。

2. 计算方向线（Directional Line，DI）：DI+ = 100 * EMA(+DM)/TR，DI- = 100 * EMA(-DM)/TR，其中+DM为当日上涨的价格变化，-DM为当日下跌的价格变化，EMA为指数移动平均。

3. 计算动向平均数（Average Directional Movement，ADX）：ADX = 100 * EMA(DI)/TR，其中DI = abs(DI+ - DI-) / (DI+ + DI-)。

完整的Java代码如下：

public class DMI {
    private double[] high, low, close;

    public DMI(double[] high, double[] low, double[] close) {
        this.high = high;
        this.low = low;
        this.close = close;
    }

    public double[] getDIPlus(int n) {
        double[] tr = new double[close.length];
        double[] dmPlus = new double[close.length];
        double[] diPlus = new double[close.length];

        for (int i = 1; i < close.length; i++) {
            tr[i] = Math.max(high[i] - low[i], Math.abs(high[i] - close[i - 1]));
            tr[i] = Math.max(tr[i], Math.abs(low[i] - close[i - 1]));

            double moveUp = high[i] - high[i - 1];
            double moveDown = low[i - 1] - low[i];

            if (moveUp > moveDown && moveUp > 0) {
                dmPlus[i] = moveUp;
            }

            diPlus[i] = 100 * ema(dmPlus, i, n) / tr[i];
        }

        return diPlus;
    }

    public double[] getDIMinus(int n) {
        double[] tr = new double[close.length];
        double[] dmMinus = new double[close.length];
        double[] diMinus = new double[close.length];

        for (int i = 1; i < close.length; i++) {
            tr[i] = Math.max(high[i] - low[i], Math.abs(high[i] - close[i - 1]));
            tr[i] = Math.max(tr[i], Math.abs(low[i] - close[i - 1]));

            double moveUp = high[i] - high[i - 1];
            double moveDown = low[i - 1] - low[i];

            if (moveDown > moveUp && moveDown > 0) {
                dmMinus[i] = moveDown;
            }

            diMinus[i] = 100 * ema(dmMinus, i, n) / tr[i];
        }

        return diMinus;
    }

    public double[] getADX(int n) {
        double[] tr = new double[close.length];
        double[] dmPlus = new double[close.length];
        double[] dmMinus = new double[close.length];
        double[] diPlus = new double[close.length];
        double[] diMinus = new double[close.length];
        double[] dx = new double[close.length];
        double[] adx = new double[close.length];

        for (int i = 1; i < close.length; i++) {
            tr[i] = Math.max(high[i] - low[i], Math.abs(high[i] - close[i - 1]));
            tr[i] = Math.max(tr[i], Math.abs(low[i] - close[i - 1]));

            double moveUp = high[i] - high[i - 1];
            double moveDown = low[i - 1] - low[i];

            if (moveUp > moveDown && moveUp > 0) {
                dmPlus[i] = moveUp;
            }

            if (moveDown > moveUp && moveDown > 0) {
                dmMinus[i] = moveDown;
            }

            diPlus[i] = 100 * ema(dmPlus, i, n) / tr[i];
            diMinus[i] = 100 * ema(dmMinus, i, n) / tr[i];

            if (diPlus[i] + diMinus[i] != 0) {
                dx[i] = 100 * Math.abs(diPlus[i] - diMinus[i]) / (diPlus[i] + diMinus[i]);
            }

            adx[i] = ema(dx, i, n);
        }

        return adx;
    }

    private double ema(double[] values, int day, int n) {
        double k = 2.0 / (n + 1);
        double ema = values[day];

        for (int i = day - 1; i > day - n && i >= 0; i--) {
            ema = values[i] * k + ema * (1 - k);
        }

        return ema;
    }
}

使用示例：

double[] high = {10, 11, 12, 13, 14, 15};
double[] low = {9, 10, 11, 12, 13, 14};
double[] close = {10.5, 11.5, 12.5, 13.5, 14.5, 15.5};

DMI dmi = new DMI(high, low, close);
double[] diPlus = dmi.getDIPlus(14);
double[] diMinus = dmi.getDIMinus(14);
double[] adx = dmi.getADX(14);

其中n为计算EMA的天数，可根据需要进行调整。