EMA指標和MACD指標的JAVA語言實現

轉：http://blog.csdn.net/byronm/article/details/8062307

最近做的項目需要實現EMA和MACD，但苦於網上沒有具體的實現算法。所以自己嘗試着編寫了一套。

已經和通達信等主流股票分析軟件核對過結果，並將其開源放在GitHub上，含Junit 測試用例。

GitHub地址：https://github.com/wizardbyron/finance-indicators

      /**
 * Calculate EMA,
 *
 * @param list
 *            :Price list to calculate，the first at head, the last at tail.
 * @return
 */
public static final Double getEXPMA(final List<Double> list, final int number) {
    // 開始計算EMA值，
    Double k = 2.0 / (number + 1.0);// 計算出序數
    Double ema = list.get(0);// 第一天ema等於當天收盤價
    for (int i = 1; i < list.size(); i++) {
        // 第二天以后，當天收盤 收盤價乘以系數再加上昨天EMA乘以系數-1
        ema = list.get(i) * k + ema * (1 - k);
    }
    return ema;
}

/**
 * calculate MACD values
 *
 * @param list
 *            :Price list to calculate，the first at head, the last at tail.
 * @param shortPeriod
 *            :the short period value.
 * @param longPeriod
 *            :the long period value.
 * @param midPeriod
 *            :the mid period value.
 * @return
 */
public static final HashMap<String, Double> getMACD(final List<Double> list, final int shortPeriod, final int longPeriod, int midPeriod) {
    HashMap<String, Double> macdData = new HashMap<String, Double>();
    List<Double> diffList = new ArrayList<Double>();
    Double shortEMA = 0.0;
    Double longEMA = 0.0;
    Double dif = 0.0;
    Double dea = 0.0;

    for (int i = list.size() - 1; i >= 0; i--) {
        List<Double> sublist = list.subList(0, list.size() - i);
        shortEMA = Indicators.getEXPMA(sublist, shortPeriod);
        longEMA = Indicators.getEXPMA(sublist, longPeriod);
        dif = shortEMA - longEMA;
        diffList.add(dif);
    }
    dea = Indicators.getEXPMA(diffList, midPeriod);
    macdData.put("DIF", dif);
    macdData.put("DEA", dea);
    macdData.put("MACD", (dif - dea) * 2);
    return macdData;
}