EMA指标和MACD指标的JAVA语言实现

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-1ema = 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;}