自适应网格

src/main/java/com/sample/trend/config/CommonConstant.java

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+package com.sample.trend.config;
+
+import vip.uuquant.exhangeapi.core.ExchangeFactory;
+import vip.uuquant.exhangeapi.core.HttpClient;
+import vip.uuquant.exhangeapi.core.WebSocketManager;
+
+/**
+ * 交易所客户端全局单例
+ */
+public class CommonConstant {
+
+    public static final HttpClient httpClient = HttpClient.builder().build();
+
+    public static final WebSocketManager webSocketManager = new WebSocketManager(httpClient);
+
+    public static final ExchangeFactory exchangeFactory = new ExchangeFactory();
+
+    static {
+        webSocketManager.setLogEnabled(false);
+    }
+
+    private CommonConstant() {
+    }
+}

src/main/java/com/sample/trend/strategy/util/AtrCalculator.java

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+package com.sample.trend.strategy.util;
+
+import com.alibaba.fastjson2.JSONArray;
+
+import java.math.BigDecimal;
+import java.math.RoundingMode;
+import java.util.ArrayList;
+import java.util.List;
+
+/**
+ * ATR（Average True Range）计算工具
+ */
+public final class AtrCalculator {
+
+    private AtrCalculator() {
+    }
+
+    /**
+     * 根据 K 线数据计算 ATR。
+     * K 线格式：[timestamp, open, high, low, close, ...]
+     *
+     * @param klines K 线数组，按时间升序
+     * @param period ATR 周期
+     * @return ATR 值，数据不足时返回 null
+     */
+    public static BigDecimal calculate(JSONArray klines, int period) {
+        if (klines == null || klines.size() < period + 1) {
+            return null;
+        }
+
+        List<BigDecimal> trueRanges = new ArrayList<>();
+        for (int i = 1; i < klines.size(); i++) {
+            JSONArray current = klines.getJSONArray(i);
+            JSONArray previous = klines.getJSONArray(i - 1);
+
+            BigDecimal high = current.getBigDecimal(2);
+            BigDecimal low = current.getBigDecimal(3);
+            BigDecimal prevClose = previous.getBigDecimal(4);
+
+            BigDecimal range1 = high.subtract(low);
+            BigDecimal range2 = high.subtract(prevClose).abs();
+            BigDecimal range3 = low.subtract(prevClose).abs();
+
+            BigDecimal tr = range1.max(range2).max(range3);
+            trueRanges.add(tr);
+        }
+
+        if (trueRanges.size() < period) {
+            return null;
+        }
+
+        BigDecimal sum = BigDecimal.ZERO;
+        int start = trueRanges.size() - period;
+        for (int i = start; i < trueRanges.size(); i++) {
+            sum = sum.add(trueRanges.get(i));
+        }
+        return sum.divide(BigDecimal.valueOf(period), 8, RoundingMode.HALF_UP);
+    }
+}