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

      /**
 * 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) {
    // 开始计算EMA值，
    Double k = 2.0 / (number + 1.0);// 计算出序数
    Double ema = list.get(0);// 第一天ema等于当天收盘价
    for (int i = 1; i < list.size(); i++) {
        // 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
        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;
}