EMA指标和MACD指标的JAVA语言实现

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

最近做的项目需要实现EMA和MACD，但苦于网上没有具体的实现算法。所以自己尝试着编写了一套。

已经和通达信等主流股票分析软件核对过结果，并将其开源放在GitHub上，含Junit 测试用例。

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

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1. /**
2. * Calculate EMA,
3. *
4. * @param list
5. * :Price list to calculate，the first at head, the last at tail.
6. * @return
7. */
8. public static final Double getEXPMA(final List<Double> list, final int number) {
9. // 开始计算EMA值，
10. Double k = 2.0 / (number + 1.0);// 计算出序数
11. Double ema = list.get(0);// 第一天ema等于当天收盘价
12. for (int i = 1; i < list.size(); i++) {
13. // 第二天以后，当天收盘 收盘价乘以系数再加上昨天EMA乘以系数-1
14. ema = list.get(i) * k + ema * (1 - k);
15. }
16. return ema;
17. }
18. /**
19. * calculate MACD values
20. *
21. * @param list
22. * :Price list to calculate，the first at head, the last at tail.
23. * @param shortPeriod
24. * :the short period value.
25. * @param longPeriod
26. * :the long period value.
27. * @param midPeriod
28. * :the mid period value.
29. * @return
30. */
31. public static final HashMap<String, Double> getMACD(final List<Double> list, final int shortPeriod, final int longPeriod, int midPeriod) {
32. HashMap<String, Double> macdData = new HashMap<String, Double>();
33. List<Double> diffList = new ArrayList<Double>();
34. Double shortEMA = 0.0;
35. Double longEMA = 0.0;
36. Double dif = 0.0;
37. Double dea = 0.0;
38. for (int i = list.size() - 1; i >= 0; i--) {
39. List<Double> sublist = list.subList(0, list.size() - i);
40. shortEMA = Indicators.getEXPMA(sublist, shortPeriod);
41. longEMA = Indicators.getEXPMA(sublist, longPeriod);
42. dif = shortEMA - longEMA;
43. diffList.add(dif);
44. }
45. dea = Indicators.getEXPMA(diffList, midPeriod);
46. macdData.put("DIF", dif);
47. macdData.put("DEA", dea);
48. macdData.put("MACD", (dif - dea) * 2);
49. return macdData;
50. }